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Questions seeking external references (books, papers, etc.) about a particular subject. Always use a more specific tag in addition.

4 votes
2 answers
288 views

Is there a more precise definition of generative models?

Intuitively, a generative model is one that we can generate good data from. What I'm looking for is a formal definition of "good data." For example, for any classification model I could generate dat …
Mike Izbicki's user avatar
9 votes
1 answer
465 views

When optimizing a logistic regression model, sometimes more data makes things go *faster*. A...

I've been toying around with logistic regression with various batch optimization algorithms (conjugate gradient, newton-raphson, and various quasinewton methods). One thing I've noticed is that somet …
Mike Izbicki's user avatar
1 vote
0 answers
354 views

Can we use cross-validation to measure how well a distribution fits sample data?

Let's say I have a data set $X = [1,2,3,4,5]$. And I want to measure how close it is to a Gaussian distribution. Is there a way to use cross-validation to do this? For example, if I do leave-one-ou …
Mike Izbicki's user avatar
5 votes
1 answer
2k views

How do you create a multivariate distribution with both continuous and discrete data?

I understand how to create a multivariate normal distribution to handle multiple sources of continuous data, and I understand how to create a multivariate categorical distribution to handle the discre …
Mike Izbicki's user avatar