All Questions

3
votes
1answer
101 views
+100

Rademacher Bound, An Alternative to Cross Validation for Ridge?

Below is a theorem from the book "Foundations of Machine Learning". It specifies the generalization bounds for Kernel Ridge Regression by making use of the Rademacher Complexity on linear models. $R(...
2
votes
4answers
149 views
+50

Model ensembling - averaging of probabilities

From the BatchNorm paper, section 4.2.3, (https://arxiv.org/abs/1502.03167), The ensemble prediction was based on the arithmetic average of class probabilities predicted by the constituent ...
1
vote
1answer
41 views
+50

Meta-analyzing rates of change in one variable observed in one group over time

I'm working on a meta analysis of prospective studies assessing changes to mental health in the year following an event. For the purposes of example, say it's the prevalence of major depressive ...
0
votes
1answer
53 views
+100

Calculating Krippendorf's alpha for a single response

I'm looking for a method to calculate Krippendorf's alpha for a single question with multiple responders. Is this possible? The R packages 'rel' and 'irr' have functions for Krippendorf's alpha, but ...
0
votes
0answers
93 views
+50

If $X\sim \operatorname{lognormal}$ then $Y:=(X-d\mid x\geq d)$ has approximately a Generalized Pareto distribution

Let $X$ be a random variable with lognormal distribution. Show that when sufficiently large then $Y:=(X-d\mid x\geq d)$ is approximately a random variable with generalized Pareto distribution. Hint: ...
1
vote
0answers
23 views
+50

Where does the prior distribution $p(z)$ for adversarial autoencoders come from?

I am trying to understand how an adversarial autoencoder works. The discriminator takes as an input the aggregated posterior $q(z)$ generated from the decoder and matches this against the prior ...
0
votes
0answers
21 views
+50

How to binarize data for FP Growth in Weka?

I have a CSV file where all comlumns contains numerical values except for the quality column which contains nominal values. I want to use FP Growth Weka algorithm ...
8
votes
1answer
883 views
+50

Extreme Value Theory: Lognormal GEV parameters

Lognormal distribution belongs to the Gumbel maximum domain of attraction, where: $F^{logN}(x; \mu,\sigma)=\Phi\left(\frac{\ln x - \mu}{\sigma}\right)$, $F^{Gum}(x;\mu,\beta) = e^{-\exp\left({-\frac{...
11
votes
1answer
103 views
+100

Why does shrinkage really work, what's so special about 0?

There is already a post on this site talking about the same issue: Why does shrinkage work? But, even though the answers are popular, I don't believe the gist of the question is really addressed. It ...