User ihadanny

61 votes

4 answers

113k views

What is the proper usage of scale_pos_weight in xgboost for imbalanced datasets?

unbalanced-classes boosting

asked Oct 30, 2016 at 13:59

24 votes

4 answers

90k views

Why is P(A,B|C)/P(B|C) = P(A|B,C)?

probability conditional-probability

asked Jan 26, 2017 at 22:13

19 votes

1 answer

8k views

Can you give a simple intuitive explanation of IRLS method to find the MLE of a GLM?

regression generalized-linear-model maximum-likelihood link-function irls

asked Sep 24, 2016 at 7:59

14 votes

1 answer

25k views

t.test returns an error "data are essentially constant"

r t-test

asked Aug 23, 2014 at 5:33

9 votes

2 answers

1k views

Why is the variable importance metric suggested by Breiman specific only to random forests?

machine-learning random-forest importance

asked Sep 15, 2015 at 20:33

9 votes

2 answers

5k views

Can you give an intuition behind the FTRL update step?

gradient-descent intuition

asked Feb 4, 2016 at 9:58

9 votes

2 answers

8k views

Fisher's score function has mean zero - what does that even mean?

likelihood geometric-distribution fisher-scoring

asked Aug 6, 2016 at 21:03

8 votes

1 answer

2k views

can you explicitly show me the first iteration of newton-raphson and fisher scoring?

maximum-likelihood fisher-information fisher-scoring

asked Sep 23, 2016 at 20:20

7 votes

1 answer

125 views

need intuition: why is there no winning strategy to this game?

probability expected-value intuition puzzle

asked Mar 26, 2017 at 17:33

5 votes

2 answers

384 views

Why is it that when the score variance gets LARGER we get MORE confident about the MLE estimate?

variance maximum-likelihood intuition fisher-information

asked Sep 9, 2016 at 12:11

4 votes

1 answer

137 views

In GLM do we try to model E(T(y)) or E(y)?

generalized-linear-model intuition exponential-family link-function

asked Aug 5, 2016 at 22:01

4 votes

1 answer

213 views

Should I avoid mixed ARMA models?

time-series forecasting arima model-selection

asked Sep 27, 2019 at 16:02

4 votes

1 answer

510 views

Feature importance for xgboost classification of a sample

random-forest boosting

asked Jan 4, 2017 at 10:11

4 votes

0 answers

123 views

when fitting a regression model to a time-series, can I use lagged values of the time-series itself?

regression time-series arima autoregressive lags

asked Nov 13, 2019 at 12:46

3 votes

2 answers

257 views

using the test population as an eval_set when doing hyperparameter optimization

validation boosting hyperparameter

asked Jan 23, 2020 at 11:27

3 votes

0 answers

35 views

Why are these 2 ARIMA formulations equivalent?

mathematical-statistics arima parameterization

asked Oct 31, 2019 at 20:39

3 votes

1 answer

123 views

Can we do hypothesis testing for OLS estimator without assuming normality for the errors?

hypothesis-testing least-squares normality-assumption

asked Oct 22, 2016 at 18:19

3 votes

1 answer

3k views

Is it necessary to use warm_start when tracking oob_score in scikit RandomForestClassifier?

feature-selection random-forest scikit-learn

asked Mar 20, 2016 at 11:12

2 votes

0 answers

298 views

Interpreting random survival forest mortality

r survival random-forest

asked Jul 13, 2016 at 18:34

2 votes

0 answers

66 views

how come that the variance of an estimate is smaller than the variance of the true value?

regression linear-model

asked Oct 23, 2015 at 18:05

2 votes

1 answer

536 views

time series forecasting - predicting the next 24 hours

time-series forecasting arima seasonality exponential-smoothing

asked Oct 3, 2019 at 5:42

2 votes

0 answers

591 views

LIME - local linear explanations for global black-box models work for LogisticRegression but not for RandomForest?

machine-learning interpretation prediction

asked Apr 27, 2017 at 11:25

2 votes

1 answer

422 views

Need intuition - how do they simplify the Q function for gaussian mixture EM?

self-study expectation-maximization gaussian-mixture-distribution intuition

asked Mar 3, 2017 at 16:01

2 votes

1 answer

277 views

why isn't the tscv function allowing for step-size other than 1?

time-series forecasting

asked Oct 15, 2019 at 12:01

2 votes

0 answers

23 views

imbalanced regression problem + lower bound prediction + custom error weighting

regression unbalanced-classes weighted-regression quantile-regression confusion-matrix

asked Jan 28, 2020 at 9:16

2 votes

0 answers

34 views

Is there a relation between the characteristic roots and the s.e of the arima coefficients?

time-series mathematical-statistics forecasting arima standard-error

asked Nov 3, 2019 at 8:37

2 votes

1 answer

1k views

catboost does not overfit - how is that possible?

overfitting boosting catboost

asked Feb 23, 2020 at 14:30

2 votes

1 answer

28 views

when fitting a dynamic regression model to a TS, what would happen if we first fit a regression model and then fit an ARMA?

regression time-series arima

asked Nov 13, 2019 at 12:10

2 votes

1 answer

354 views

BERT masking - why does it require sampling, and how does it mitigate the mismatch of the [MASK] token when fine-tuning?

natural-language recurrent-neural-network language-models attention

asked Jul 2, 2020 at 15:34

1 vote

0 answers

24 views

alias method - for n discrete values, should the table size be n-1 or n? [closed]

probability distributions simulation

asked May 30, 2020 at 7:05

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52 Questions

What is the proper usage of scale_pos_weight in xgboost for imbalanced datasets?

Why is P(A,B|C)/P(B|C) = P(A|B,C)?

Can you give a simple intuitive explanation of IRLS method to find the MLE of a GLM?

t.test returns an error "data are essentially constant"

Why is the variable importance metric suggested by Breiman specific only to random forests?

Can you give an intuition behind the FTRL update step?

Fisher's score function has mean zero - what does that even mean?

can you explicitly show me the first iteration of newton-raphson and fisher scoring?

need intuition: why is there no winning strategy to this game?

Why is it that when the score variance gets LARGER we get MORE confident about the MLE estimate?

In GLM do we try to model E(T(y)) or E(y)?

Should I avoid mixed ARMA models?

Feature importance for xgboost classification of a sample

when fitting a regression model to a time-series, can I use lagged values of the time-series itself?

using the test population as an eval_set when doing hyperparameter optimization

Why are these 2 ARIMA formulations equivalent?

Can we do hypothesis testing for OLS estimator without assuming normality for the errors?

Is it necessary to use warm_start when tracking oob_score in scikit RandomForestClassifier?

Interpreting random survival forest mortality

how come that the variance of an estimate is smaller than the variance of the true value?

time series forecasting - predicting the next 24 hours

LIME - local linear explanations for global black-box models work for LogisticRegression but not for RandomForest?

Need intuition - how do they simplify the Q function for gaussian mixture EM?

why isn't the tscv function allowing for step-size other than 1?

imbalanced regression problem + lower bound prediction + custom error weighting

Is there a relation between the characteristic roots and the s.e of the arima coefficients?

catboost does not overfit - how is that possible?

when fitting a dynamic regression model to a TS, what would happen if we first fit a regression model and then fit an ARMA?

BERT masking - why does it require sampling, and how does it mitigate the mismatch of the [MASK] token when fine-tuning?

alias method - for n discrete values, should the table size be n-1 or n? [closed]