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1500 questions
37
votes
3 answers
37
votes
7 answers
Likelihood - Why multiply?
I am studying about maximum likelihood estimation and I read that the likelihood function is the product of the probabilities of each variable. Why is it the product? Why not the sum? I have been trying to search on Google but I can't find any…
RuiQi
- 645
37
votes
3 answers
Mean squared error vs. mean squared prediction error
What is the semantic difference between Mean Squared Error (MSE) and Mean Squared Prediction Error (MSPE)?
Ryan Zotti
- 6,647
37
votes
2 answers
Understanding bias-variance tradeoff derivation
I am reading the chapter on the bias-variance tradeoff in The elements of statistical learning and I don't understand the formula on page 29. Let the data arise from a model such that $$ Y = f(x)+\varepsilon$$ where $\varepsilon$ is random number…
emanuele
- 2,098
37
votes
2 answers
Interpretation of biplots in principal components analysis
I came across this nice tutorial: A Handbook of Statistical Analyses Using R. Chapter 13. Principal Component Analysis: The
Olympic Heptathlon on how to do PCA in R language. I don't understand the interpretation of Figure 13.3:
So I am plotting…
user862
- 2,749
37
votes
5 answers
Why do smaller weights result in simpler models in regularization?
I completed Andrew Ng's Machine Learning course around a year ago, and am now writing my High School Math exploration on the workings of Logistic Regression and techniques to optimize on performance. One of these techniques is, of course,…
MCKapur
- 511
37
votes
2 answers
Proof of convergence of k-means
For an assignment I've been asked to provide a proof that k-means converges in a finite number of steps.
This is what I've written:
In the following, $C$ is a collection of all the cluster centres.
Define an “energy” function
…
wlad
- 1,450
37
votes
2 answers
Is this the state of art regression methodology?
I've been following Kaggle competitions for a long time and I come to realize that many winning strategies involve using at least one of the "big threes": bagging, boosting and stacking.
For regressions, rather than focusing on building one best…
Maxareo
- 545
37
votes
2 answers
Boosting neural networks
Well recently I was working on learning boosting algorithms, such as adaboost, gradient boost, and I have known the fact that the most common used weak-learner is trees. I really want to know are there some recent successful examples (I mean some…
hehaodele
- 471
37
votes
2 answers
Diagnostics for generalized linear (mixed) models (specifically residuals)
I am currently struggling with finding the right model for difficult count data (dependent variable). I have tried various different models (mixed effects models are necessary for my kind of data) such as lmer and lme4 (with a log transform) as well…
fsociety
- 1,174
37
votes
4 answers
Experimental evidence supporting Tufte-style visualizations?
Q: Does there exist experimental evidence supporting Tufte-style, minimalist, data-speak visualizations over the chart-junked visualizations of, say, Nigel Holmes?
I asked how to add chart-junk to R plots here and responders threw a hefty amount of…
lowndrul
- 2,117
37
votes
3 answers
How to fit an ARIMAX-model with R?
I have four different time series of hourly measurements:
The heat consumption inside a house
The temperature outside the house
The solar radiation
The wind speed
I want to be able to predict the heat consumption inside the house. There is a clear…
utdiscant
- 1,570
37
votes
3 answers
How do the Goodman-Kruskal gamma and the Kendall tau or Spearman rho correlations compare?
In my work, we are comparing predicted rankings versus true rankings for some sets of data. Up until recently, we've been using Kendall-Tau alone. A group working on a similar project suggested we try to use the Goodman-Kruskal Gamma instead, and…
Poik
- 560
37
votes
4 answers
Cloud computing platforms for machine learning
I've got a small list of companies that provide a platform for running R, python, or octave scripts on clusters built on top of amazon EC2. Are there other names I should add?
Cloudnumbers
Opani
crdata
Zach
- 23,766
37
votes
5 answers
Will the fact that my Italian son is going to attend a primary school change the expected number of Italian children to be present in his class?
This is a question stemming from a real-life situation, for which I have been genuinely puzzled about its answer.
My son is due to start primary school in London. As we are Italian, I was curious to know how many Italian children are already…
jj90213
- 445