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Machine learning algorithms build a model of the training data. The term "machine learning" is vaguely defined; it includes what is also called statistical learning, reinforcement learning, unsupervised learning, etc. ALWAYS ADD A MORE SPECIFIC TAG.

1 vote
1 answer
145 views

Is setting a self learning system possible via incremental (online) learning?

Self learning and incremental learning are all new to me. I am trying to develop a system for one of my case. Simply I have a data set (with about 90K observations and 400 features) for a binary class …
mlee_jordan's user avatar
1 vote
0 answers
122 views

How to apply machine learning techniques in time series when having thousands of features?

I have moderate knowledge with machine learning. In a project I am involved, I need to detect recurring or common features in a binary classification task. The data-set is time dependent with about 90 …
mlee_jordan's user avatar
0 votes
1 answer
45 views

Likelihood that a prediction falls above (below) 110% (90%) of the prediction

For my client I have to predict some products' prices with gbm (scikit). So in the production, I am to give prediction intervals. That is, I need to provide how likely a real price falls above 110% or …
mlee_jordan's user avatar
1 vote
1 answer
274 views

How to calculate uncertainty for predictions coming from cascade of models?

I have developed a bunch of models to predict house prices. It is a 3 fold process: I fit a gbm (first_model) and get the first prediction (first_pred), there are some sub-models (simple lineer regr …
mlee_jordan's user avatar
1 vote
0 answers
66 views

Preparing data to apply machine learning algorithms for times series

I have daily time series financial data. I want to apply machine learning techniques to predict expected returns. To do this, I have first transformed the data so that I could take into account time l …
mlee_jordan's user avatar