Nonparametric Importance Sampling for Big Data

Size: px
Start display at page:

Download "Nonparametric Importance Sampling for Big Data"

Transcription

1 Nonparametric Importance Sampling for Big Data Abigael C. Nachtsheim Research Training Group Spring 2018 Advisor: Dr. Stufken SCHOOL OF MATHEMATICAL AND STATISTICAL SCIENCES

2 Motivation Goal: build a model that predicts well over the predictor space Massive amounts of data increasingly available Big data presents computational challenges First step: some method of data reduction 2

3 Data Reduction Overview Our data set consists of n observations n is very large From the full data, select s observations s << n the s observations make up the subdata Carry out data analysis on subdata only 3

4 Data Reduction Overview: Example Full data: 1 response, 9 predictors, 10,000,000 observations n = 10,000,000 Choose s = 5,000 Subdata: 1 response, 9 predictors, 5,000 observations 4

5 Data Reduction Overview Obs Y X 1 X 2 X 3 X 4 X 5 X 6 X 7 X 8 X Obs Y X 1 X 2 X 3 X 4 X 5 X 6 X 7 X 8 X K 10M 5

6 Data Reduction Overview Obs Y X 1 X 2 X 3 X 4 X 5 X 6 X 7 X 8 X Obs Y X 1 X 2 X 3 X 4 X 5 X 6 X 7 X 8 X M 5K But how do we choose? 6

7 Selecting Subdata: Approach 1 Goal: Subdata that is similar to full data Just take a simple random sample - Fast - Easy But this may not be the best sample for prediction 7

8 Selecting Subdata: Approach 2 Goal: select an optimal subsample - Determinant of information matrix - Mean square error for prediction Select subdata carefully to optimize some criterion Improves properties of the estimator 8

9 Approach 2: Some Methods Leverage-based subsampling Shrinkage leveraging method Unweighted leveraging estimator Information-Based Optimal Subdata Selection (IBOSS) * * Wang, H., Yang, M., & Stufken, J. (2017). Information-Based Optimal Subdata Selection for Big Data Linear Regression. Journal of the American Statistical Association 9

10 Approach 2 Example: IBOSS Goal: maximize determinant of subdata information matrix Some nice properties - Unbiased estimators - Variance of estimators! 0 as n! - Computationally efficient 10

11 Approach 2 Example: IBOSS Drawback: assumes linear model With big data we may not be able to guess the underlying model 11

12 Another Possibility? Nonparametric approach - We don t know the underlying model Goal: spread the subdata out throughout full region 12

13 Today s Plan 1) Consider 2 new methods - Clustering - Space-filling design 2) Perform a simulation study to evaluate the methods 3) Conclusions 13

14 k-means Clustering Divide dataset into k initial clusters Assign each point to cluster with nearest mean Euclidean distance Update means Repeat Minimizes within cluster sum of squares 14

15 Potential Method 1: Clustering Cluster full data using k-means Choose subsample from clusters based on cluster characteristics We consider two clustering sampling strategies 15

16 Two Possible Strategies 1) Inversely proportional to density of cluster Sparse cluster " sample (proportionally) more points Dense cluster " sample (proportionally) fewer points 2) Equal subsample size from each cluster Take s/k points from each cluster Both are attempts at selecting subsample uniformly from the full sample 16

17 Space Filling Designs Spread design points through experimental region Used when form of underlying model is unknown 17

18 Some Examples Sphere Packing Design Uniform Design Fast Flexible Filling Design Latin Hypercube Design * * McKay, M., Beckman, R., & Conover, W. (1979). Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code. Technometrics, 21(2),

19 Potential Method 2: Design Construct Latin hypercube design with k points Cluster full data around these points Sample equally from each cluster 19

20 Simulation Study: Generate X One dimensional, mixture of Normals, n = 1000 Z 1 ~ N(-100, 10,000) Z 2 ~ N(300, 1) w i ~ Bernoulli(0.1) X i = w i *Z 1 + (1 w i )*Z 2 20

21 Simulation Study: Generate Y E(Y i X i ) = * X i 2 Y(X i ) = E(Y i X i ) + 30*ε i ε i = independent standard normal errors 21

22 Simulation Study Analysis For each of 1000 data sets with n = 1000: Select subdata, s = 50 using each method - Simple random sample - IBOSS - Cluster with inverse proportional size, k = 5 - Cluster with equal size, k = 5 - Space-filling design, k = 5 22

23 Simulation Study Analysis Using subdata only, estimate a model - Use OLS - Fit quadratic model Compute integrated predicted mean squared error 23

24 Simulation Results 10% of the data is here 24

25 Simulation Results 10% of the data is here 90% of the the data is here 25

26 Simulation Results 10% of the data is here 90% of the the data is here This is the true response: Y = *X 2 26

27 Simple Random Sample 27

28 IBOSS 28

29 Cluster: Equal Sizes 29

30 Cluster: Inverse Proportional Sizes 30

31 Space-filling Design 31

32 Full Data 32

33 Toy Example: Results Method Predicted RMSE Simple Random Sample 59,498 IBOSS Cluster: Inverse Prop Space-Filling Design 9.33 Cluster: Equal 9.31 Full Data

34 Toy Example: Results Method Predicted RMSE Simple Random Sample 59,498 IBOSS Cluster: Inverse Prop Space-Filling Design 9.33 Cluster: Equal 9.31 Full Data

35 Example with Real Data n = 4.2 million p = 15 1 continuous response Used in the IBOSS paper 35

36 Example with Real Data Construct subdata of size s = 2,000 Consider 4 methods: - Simple random sample - IBOSS - Space-filling design - Cluster: Equal 36

37 Example with Real Data Fit two models - First-order linear model (as in IBOSS paper) - Second-order linear model Compute holdout predicted mean squared error 37

38 Real Data Results: First-Order Model Method Predicted MSE IBOSS Simple random sample Cluster: Equal Space-filling design Using 2,000 observations Predicted MSE from the full data: Using 4.2 million observations 38

39 Real Data Results: Second-Order Model Method Predicted MSE IBOSS 90,545.1 Simple random sample Cluster: Equal Space-filling design Using 2,000 observations Predicted MSE from the full data: Using 4.2 million observations 39

40 Real Data Results: Second-Order Model Method Predicted MSE IBOSS 90,545.1 Simple random sample Cluster: Equal Space-filling design Using 2,000 observations Predicted MSE from the full data: Using 4.2 million observations 40

41 Preliminary Conclusions We can spread points uniformly using clustering and space-filling methods If goal is prediction: clustering and space-filling methods as good or better than simple random sample Space-filling design method performs best with quadratic model 41

42 Future work 1) More extensive simulation study involving Different sizes of k Different underlying models 2) Explore alternative methods to choose seed points Fast Flexible Filling Design Uniform random sample 3) Nearest neighbor to seed points rather than cluster 4) Consider large sample properties 42

Computer Experiments. Designs

Computer Experiments. Designs Computer Experiments Designs Differences between physical and computer Recall experiments 1. The code is deterministic. There is no random error (measurement error). As a result, no replication is needed.

More information

Intro to Artificial Intelligence

Intro to Artificial Intelligence Intro to Artificial Intelligence Ahmed Sallam { Lecture 5: Machine Learning ://. } ://.. 2 Review Probabilistic inference Enumeration Approximate inference 3 Today What is machine learning? Supervised

More information

Recommender Systems New Approaches with Netflix Dataset

Recommender Systems New Approaches with Netflix Dataset Recommender Systems New Approaches with Netflix Dataset Robert Bell Yehuda Koren AT&T Labs ICDM 2007 Presented by Matt Rodriguez Outline Overview of Recommender System Approaches which are Content based

More information

An introduction to design of computer experiments

An introduction to design of computer experiments An introduction to design of computer experiments Derek Bingham Statistics and Actuarial Science Simon Fraser University Department of Statistics and Actuarial Science Outline Designs for estimating a

More information

MTTTS17 Dimensionality Reduction and Visualization. Spring 2018 Jaakko Peltonen. Lecture 11: Neighbor Embedding Methods continued

MTTTS17 Dimensionality Reduction and Visualization. Spring 2018 Jaakko Peltonen. Lecture 11: Neighbor Embedding Methods continued MTTTS17 Dimensionality Reduction and Visualization Spring 2018 Jaakko Peltonen Lecture 11: Neighbor Embedding Methods continued This Lecture Neighbor embedding by generative modeling Some supervised neighbor

More information

Clustering. K-means clustering

Clustering. K-means clustering Clustering K-means clustering Clustering Motivation: Identify clusters of data points in a multidimensional space, i.e. partition the data set {x 1,...,x N } into K clusters. Intuition: A cluster is a

More information

Performance Estimation and Regularization. Kasthuri Kannan, PhD. Machine Learning, Spring 2018

Performance Estimation and Regularization. Kasthuri Kannan, PhD. Machine Learning, Spring 2018 Performance Estimation and Regularization Kasthuri Kannan, PhD. Machine Learning, Spring 2018 Bias- Variance Tradeoff Fundamental to machine learning approaches Bias- Variance Tradeoff Error due to Bias:

More information

Introduction to Data Science Lecture 8 Unsupervised Learning. CS 194 Fall 2015 John Canny

Introduction to Data Science Lecture 8 Unsupervised Learning. CS 194 Fall 2015 John Canny Introduction to Data Science Lecture 8 Unsupervised Learning CS 194 Fall 2015 John Canny Outline Unsupervised Learning K-Means clustering DBSCAN Matrix Factorization Performance Machine Learning Supervised:

More information

Additive Regression Applied to a Large-Scale Collaborative Filtering Problem

Additive Regression Applied to a Large-Scale Collaborative Filtering Problem Additive Regression Applied to a Large-Scale Collaborative Filtering Problem Eibe Frank 1 and Mark Hall 2 1 Department of Computer Science, University of Waikato, Hamilton, New Zealand eibe@cs.waikato.ac.nz

More information

Missing Data Analysis for the Employee Dataset

Missing Data Analysis for the Employee Dataset Missing Data Analysis for the Employee Dataset 67% of the observations have missing values! Modeling Setup Random Variables: Y i =(Y i1,...,y ip ) 0 =(Y i,obs, Y i,miss ) 0 R i =(R i1,...,r ip ) 0 ( 1

More information

COMP 551 Applied Machine Learning Lecture 13: Unsupervised learning

COMP 551 Applied Machine Learning Lecture 13: Unsupervised learning COMP 551 Applied Machine Learning Lecture 13: Unsupervised learning Associate Instructor: Herke van Hoof (herke.vanhoof@mail.mcgill.ca) Slides mostly by: (jpineau@cs.mcgill.ca) Class web page: www.cs.mcgill.ca/~jpineau/comp551

More information

Unsupervised Learning : Clustering

Unsupervised Learning : Clustering Unsupervised Learning : Clustering Things to be Addressed Traditional Learning Models. Cluster Analysis K-means Clustering Algorithm Drawbacks of traditional clustering algorithms. Clustering as a complex

More information

DS Machine Learning and Data Mining I. Alina Oprea Associate Professor, CCIS Northeastern University

DS Machine Learning and Data Mining I. Alina Oprea Associate Professor, CCIS Northeastern University DS 4400 Machine Learning and Data Mining I Alina Oprea Associate Professor, CCIS Northeastern University September 20 2018 Review Solution for multiple linear regression can be computed in closed form

More information

Topics in Machine Learning-EE 5359 Model Assessment and Selection

Topics in Machine Learning-EE 5359 Model Assessment and Selection Topics in Machine Learning-EE 5359 Model Assessment and Selection Ioannis D. Schizas Electrical Engineering Department University of Texas at Arlington 1 Training and Generalization Training stage: Utilizing

More information

CS 229 Midterm Review

CS 229 Midterm Review CS 229 Midterm Review Course Staff Fall 2018 11/2/2018 Outline Today: SVMs Kernels Tree Ensembles EM Algorithm / Mixture Models [ Focus on building intuition, less so on solving specific problems. Ask

More information

CS4491/CS 7265 BIG DATA ANALYTICS

CS4491/CS 7265 BIG DATA ANALYTICS CS4491/CS 7265 BIG DATA ANALYTICS EVALUATION * Some contents are adapted from Dr. Hung Huang and Dr. Chengkai Li at UT Arlington Dr. Mingon Kang Computer Science, Kennesaw State University Evaluation for

More information

Topics in Machine Learning

Topics in Machine Learning Topics in Machine Learning Gilad Lerman School of Mathematics University of Minnesota Text/slides stolen from G. James, D. Witten, T. Hastie, R. Tibshirani and A. Ng Machine Learning - Motivation Arthur

More information

CS 229 Final Project - Using machine learning to enhance a collaborative filtering recommendation system for Yelp

CS 229 Final Project - Using machine learning to enhance a collaborative filtering recommendation system for Yelp CS 229 Final Project - Using machine learning to enhance a collaborative filtering recommendation system for Yelp Chris Guthrie Abstract In this paper I present my investigation of machine learning as

More information

Lecture 27: Review. Reading: All chapters in ISLR. STATS 202: Data mining and analysis. December 6, 2017

Lecture 27: Review. Reading: All chapters in ISLR. STATS 202: Data mining and analysis. December 6, 2017 Lecture 27: Review Reading: All chapters in ISLR. STATS 202: Data mining and analysis December 6, 2017 1 / 16 Final exam: Announcements Tuesday, December 12, 8:30-11:30 am, in the following rooms: Last

More information

Mathematics of Data. INFO-4604, Applied Machine Learning University of Colorado Boulder. September 5, 2017 Prof. Michael Paul

Mathematics of Data. INFO-4604, Applied Machine Learning University of Colorado Boulder. September 5, 2017 Prof. Michael Paul Mathematics of Data INFO-4604, Applied Machine Learning University of Colorado Boulder September 5, 2017 Prof. Michael Paul Goals In the intro lecture, every visualization was in 2D What happens when we

More information

Overview Citation. ML Introduction. Overview Schedule. ML Intro Dataset. Introduction to Semi-Supervised Learning Review 10/4/2010

Overview Citation. ML Introduction. Overview Schedule. ML Intro Dataset. Introduction to Semi-Supervised Learning Review 10/4/2010 INFORMATICS SEMINAR SEPT. 27 & OCT. 4, 2010 Introduction to Semi-Supervised Learning Review 2 Overview Citation X. Zhu and A.B. Goldberg, Introduction to Semi- Supervised Learning, Morgan & Claypool Publishers,

More information

7. Nearest neighbors. Learning objectives. Foundations of Machine Learning École Centrale Paris Fall 2015

7. Nearest neighbors. Learning objectives. Foundations of Machine Learning École Centrale Paris Fall 2015 Foundations of Machine Learning École Centrale Paris Fall 2015 7. Nearest neighbors Chloé-Agathe Azencott Centre for Computational Biology, Mines ParisTech chloe agathe.azencott@mines paristech.fr Learning

More information

Lecture 25: Review I

Lecture 25: Review I Lecture 25: Review I Reading: Up to chapter 5 in ISLR. STATS 202: Data mining and analysis Jonathan Taylor 1 / 18 Unsupervised learning In unsupervised learning, all the variables are on equal standing,

More information

Random Forest A. Fornaser

Random Forest A. Fornaser Random Forest A. Fornaser alberto.fornaser@unitn.it Sources Lecture 15: decision trees, information theory and random forests, Dr. Richard E. Turner Trees and Random Forests, Adele Cutler, Utah State University

More information

A Study of Cross-Validation and Bootstrap for Accuracy Estimation and Model Selection (Kohavi, 1995)

A Study of Cross-Validation and Bootstrap for Accuracy Estimation and Model Selection (Kohavi, 1995) A Study of Cross-Validation and Bootstrap for Accuracy Estimation and Model Selection (Kohavi, 1995) Department of Information, Operations and Management Sciences Stern School of Business, NYU padamopo@stern.nyu.edu

More information

Model Assessment and Selection. Reference: The Elements of Statistical Learning, by T. Hastie, R. Tibshirani, J. Friedman, Springer

Model Assessment and Selection. Reference: The Elements of Statistical Learning, by T. Hastie, R. Tibshirani, J. Friedman, Springer Model Assessment and Selection Reference: The Elements of Statistical Learning, by T. Hastie, R. Tibshirani, J. Friedman, Springer 1 Model Training data Testing data Model Testing error rate Training error

More information

Locally Weighted Learning for Control. Alexander Skoglund Machine Learning Course AASS, June 2005

Locally Weighted Learning for Control. Alexander Skoglund Machine Learning Course AASS, June 2005 Locally Weighted Learning for Control Alexander Skoglund Machine Learning Course AASS, June 2005 Outline Locally Weighted Learning, Christopher G. Atkeson et. al. in Artificial Intelligence Review, 11:11-73,1997

More information

Expectation Maximization (EM) and Gaussian Mixture Models

Expectation Maximization (EM) and Gaussian Mixture Models Expectation Maximization (EM) and Gaussian Mixture Models Reference: The Elements of Statistical Learning, by T. Hastie, R. Tibshirani, J. Friedman, Springer 1 2 3 4 5 6 7 8 Unsupervised Learning Motivation

More information

LOESS curve fitted to a population sampled from a sine wave with uniform noise added. The LOESS curve approximates the original sine wave.

LOESS curve fitted to a population sampled from a sine wave with uniform noise added. The LOESS curve approximates the original sine wave. LOESS curve fitted to a population sampled from a sine wave with uniform noise added. The LOESS curve approximates the original sine wave. http://en.wikipedia.org/wiki/local_regression Local regression

More information

CAMCOS Report Day. December 9 th, 2015 San Jose State University Project Theme: Classification

CAMCOS Report Day. December 9 th, 2015 San Jose State University Project Theme: Classification CAMCOS Report Day December 9 th, 2015 San Jose State University Project Theme: Classification On Classification: An Empirical Study of Existing Algorithms based on two Kaggle Competitions Team 1 Team 2

More information

Reddit Recommendation System Daniel Poon, Yu Wu, David (Qifan) Zhang CS229, Stanford University December 11 th, 2011

Reddit Recommendation System Daniel Poon, Yu Wu, David (Qifan) Zhang CS229, Stanford University December 11 th, 2011 Reddit Recommendation System Daniel Poon, Yu Wu, David (Qifan) Zhang CS229, Stanford University December 11 th, 2011 1. Introduction Reddit is one of the most popular online social news websites with millions

More information

CSE 255 Lecture 6. Data Mining and Predictive Analytics. Community Detection

CSE 255 Lecture 6. Data Mining and Predictive Analytics. Community Detection CSE 255 Lecture 6 Data Mining and Predictive Analytics Community Detection Dimensionality reduction Goal: take high-dimensional data, and describe it compactly using a small number of dimensions Assumption:

More information

Lecture 26: Missing data

Lecture 26: Missing data Lecture 26: Missing data Reading: ESL 9.6 STATS 202: Data mining and analysis December 1, 2017 1 / 10 Missing data is everywhere Survey data: nonresponse. 2 / 10 Missing data is everywhere Survey data:

More information

Data Mining. 3.5 Lazy Learners (Instance-Based Learners) Fall Instructor: Dr. Masoud Yaghini. Lazy Learners

Data Mining. 3.5 Lazy Learners (Instance-Based Learners) Fall Instructor: Dr. Masoud Yaghini. Lazy Learners Data Mining 3.5 (Instance-Based Learners) Fall 2008 Instructor: Dr. Masoud Yaghini Outline Introduction k-nearest-neighbor Classifiers References Introduction Introduction Lazy vs. eager learning Eager

More information

Computer Experiments: Space Filling Design and Gaussian Process Modeling

Computer Experiments: Space Filling Design and Gaussian Process Modeling Computer Experiments: Space Filling Design and Gaussian Process Modeling Best Practice Authored by: Cory Natoli Sarah Burke, Ph.D. 30 March 2018 The goal of the STAT COE is to assist in developing rigorous,

More information

Automatic Cluster Number Selection using a Split and Merge K-Means Approach

Automatic Cluster Number Selection using a Split and Merge K-Means Approach Automatic Cluster Number Selection using a Split and Merge K-Means Approach Markus Muhr and Michael Granitzer 31st August 2009 The Know-Center is partner of Austria's Competence Center Program COMET. Agenda

More information

Package acebayes. R topics documented: November 21, Type Package

Package acebayes. R topics documented: November 21, Type Package Type Package Package acebayes November 21, 2018 Title Optimal Bayesian Experimental Design using the ACE Algorithm Version 1.5.2 Date 2018-11-21 Author Antony M. Overstall, David C. Woods & Maria Adamou

More information

Supervised vs unsupervised clustering

Supervised vs unsupervised clustering Classification Supervised vs unsupervised clustering Cluster analysis: Classes are not known a- priori. Classification: Classes are defined a-priori Sometimes called supervised clustering Extract useful

More information

7. Nearest neighbors. Learning objectives. Centre for Computational Biology, Mines ParisTech

7. Nearest neighbors. Learning objectives. Centre for Computational Biology, Mines ParisTech Foundations of Machine Learning CentraleSupélec Paris Fall 2016 7. Nearest neighbors Chloé-Agathe Azencot Centre for Computational Biology, Mines ParisTech chloe-agathe.azencott@mines-paristech.fr Learning

More information

Unsupervised Learning and Clustering

Unsupervised Learning and Clustering Unsupervised Learning and Clustering Selim Aksoy Department of Computer Engineering Bilkent University saksoy@cs.bilkent.edu.tr CS 551, Spring 2008 CS 551, Spring 2008 c 2008, Selim Aksoy (Bilkent University)

More information

Regression on SAT Scores of 374 High Schools and K-means on Clustering Schools

Regression on SAT Scores of 374 High Schools and K-means on Clustering Schools Regression on SAT Scores of 374 High Schools and K-means on Clustering Schools Abstract In this project, we study 374 public high schools in New York City. The project seeks to use regression techniques

More information

Data Mining 4. Cluster Analysis

Data Mining 4. Cluster Analysis Data Mining 4. Cluster Analysis 4.5 Spring 2010 Instructor: Dr. Masoud Yaghini Introduction DBSCAN Algorithm OPTICS Algorithm DENCLUE Algorithm References Outline Introduction Introduction Density-based

More information

Distribution-free Predictive Approaches

Distribution-free Predictive Approaches Distribution-free Predictive Approaches The methods discussed in the previous sections are essentially model-based. Model-free approaches such as tree-based classification also exist and are popular for

More information

Unsupervised Learning and Clustering

Unsupervised Learning and Clustering Unsupervised Learning and Clustering Selim Aksoy Department of Computer Engineering Bilkent University saksoy@cs.bilkent.edu.tr CS 551, Spring 2009 CS 551, Spring 2009 c 2009, Selim Aksoy (Bilkent University)

More information

MSA220 - Statistical Learning for Big Data

MSA220 - Statistical Learning for Big Data MSA220 - Statistical Learning for Big Data Lecture 13 Rebecka Jörnsten Mathematical Sciences University of Gothenburg and Chalmers University of Technology Clustering Explorative analysis - finding groups

More information

Scalable Data Analysis

Scalable Data Analysis Scalable Data Analysis David M. Blei April 26, 2012 1 Why? Olden days: Small data sets Careful experimental design Challenge: Squeeze as much as we can out of the data Modern data analysis: Very large

More information

CS246: Mining Massive Datasets Jure Leskovec, Stanford University

CS246: Mining Massive Datasets Jure Leskovec, Stanford University CS246: Mining Massive Datasets Jure Leskovec, Stanford University http://cs246.stanford.edu SPAM FARMING 2/11/2013 Jure Leskovec, Stanford C246: Mining Massive Datasets 2 2/11/2013 Jure Leskovec, Stanford

More information

CLASSIFICATION WITH RADIAL BASIS AND PROBABILISTIC NEURAL NETWORKS

CLASSIFICATION WITH RADIAL BASIS AND PROBABILISTIC NEURAL NETWORKS CLASSIFICATION WITH RADIAL BASIS AND PROBABILISTIC NEURAL NETWORKS CHAPTER 4 CLASSIFICATION WITH RADIAL BASIS AND PROBABILISTIC NEURAL NETWORKS 4.1 Introduction Optical character recognition is one of

More information

Introduction to machine learning, pattern recognition and statistical data modelling Coryn Bailer-Jones

Introduction to machine learning, pattern recognition and statistical data modelling Coryn Bailer-Jones Introduction to machine learning, pattern recognition and statistical data modelling Coryn Bailer-Jones What is machine learning? Data interpretation describing relationship between predictors and responses

More information

Network Lasso: Clustering and Optimization in Large Graphs

Network Lasso: Clustering and Optimization in Large Graphs Network Lasso: Clustering and Optimization in Large Graphs David Hallac, Jure Leskovec, Stephen Boyd Stanford University September 28, 2015 Convex optimization Convex optimization is everywhere Introduction

More information

Generative and discriminative classification techniques

Generative and discriminative classification techniques Generative and discriminative classification techniques Machine Learning and Category Representation 013-014 Jakob Verbeek, December 13+0, 013 Course website: http://lear.inrialpes.fr/~verbeek/mlcr.13.14

More information

Diffusion and Clustering on Large Graphs

Diffusion and Clustering on Large Graphs Diffusion and Clustering on Large Graphs Alexander Tsiatas Thesis Proposal / Advancement Exam 8 December 2011 Introduction Graphs are omnipresent in the real world both natural and man-made Examples of

More information

Introduction to Machine Learning CMU-10701

Introduction to Machine Learning CMU-10701 Introduction to Machine Learning CMU-10701 Clustering and EM Barnabás Póczos & Aarti Singh Contents Clustering K-means Mixture of Gaussians Expectation Maximization Variational Methods 2 Clustering 3 K-

More information

Notes and Announcements

Notes and Announcements Notes and Announcements Midterm exam: Oct 20, Wednesday, In Class Late Homeworks Turn in hardcopies to Michelle. DO NOT ask Michelle for extensions. Note down the date and time of submission. If submitting

More information

Density estimation. In density estimation problems, we are given a random from an unknown density. Our objective is to estimate

Density estimation. In density estimation problems, we are given a random from an unknown density. Our objective is to estimate Density estimation In density estimation problems, we are given a random sample from an unknown density Our objective is to estimate? Applications Classification If we estimate the density for each class,

More information

University of Florida CISE department Gator Engineering. Clustering Part 2

University of Florida CISE department Gator Engineering. Clustering Part 2 Clustering Part 2 Dr. Sanjay Ranka Professor Computer and Information Science and Engineering University of Florida, Gainesville Partitional Clustering Original Points A Partitional Clustering Hierarchical

More information

Research on outlier intrusion detection technologybased on data mining

Research on outlier intrusion detection technologybased on data mining Acta Technica 62 (2017), No. 4A, 635640 c 2017 Institute of Thermomechanics CAS, v.v.i. Research on outlier intrusion detection technologybased on data mining Liang zhu 1, 2 Abstract. With the rapid development

More information

CSC 411: Lecture 12: Clustering

CSC 411: Lecture 12: Clustering CSC 411: Lecture 12: Clustering Raquel Urtasun & Rich Zemel University of Toronto Oct 22, 2015 Urtasun & Zemel (UofT) CSC 411: 12-Clustering Oct 22, 2015 1 / 18 Today Unsupervised learning Clustering -means

More information

Nonparametric and Semiparametric Econometrics Lecture Notes for Econ 221. Yixiao Sun Department of Economics, University of California, San Diego

Nonparametric and Semiparametric Econometrics Lecture Notes for Econ 221. Yixiao Sun Department of Economics, University of California, San Diego Nonparametric and Semiparametric Econometrics Lecture Notes for Econ 221 Yixiao Sun Department of Economics, University of California, San Diego Winter 2007 Contents Preface ix 1 Kernel Smoothing: Density

More information

Extended Deterministic Local Search Algorithm for Maximin Latin Hypercube Designs

Extended Deterministic Local Search Algorithm for Maximin Latin Hypercube Designs 215 IEEE Symposium Series on Computational Intelligence Extended Deterministic Local Search Algorithm for Maximin Latin Hypercube Designs Tobias Ebert, Torsten Fischer, Julian Belz, Tim Oliver Heinz, Geritt

More information

Instance-Based Learning: Nearest neighbor and kernel regression and classificiation

Instance-Based Learning: Nearest neighbor and kernel regression and classificiation Instance-Based Learning: Nearest neighbor and kernel regression and classificiation Emily Fox University of Washington February 3, 2017 Simplest approach: Nearest neighbor regression 1 Fit locally to each

More information

k-means, k-means++ Barna Saha March 8, 2016

k-means, k-means++ Barna Saha March 8, 2016 k-means, k-means++ Barna Saha March 8, 2016 K-Means: The Most Popular Clustering Algorithm k-means clustering problem is one of the oldest and most important problem. K-Means: The Most Popular Clustering

More information

Density estimation. In density estimation problems, we are given a random from an unknown density. Our objective is to estimate

Density estimation. In density estimation problems, we are given a random from an unknown density. Our objective is to estimate Density estimation In density estimation problems, we are given a random sample from an unknown density Our objective is to estimate? Applications Classification If we estimate the density for each class,

More information

The Curse of Dimensionality

The Curse of Dimensionality The Curse of Dimensionality ACAS 2002 p1/66 Curse of Dimensionality The basic idea of the curse of dimensionality is that high dimensional data is difficult to work with for several reasons: Adding more

More information

Applying Supervised Learning

Applying Supervised Learning Applying Supervised Learning When to Consider Supervised Learning A supervised learning algorithm takes a known set of input data (the training set) and known responses to the data (output), and trains

More information

Unsupervised Learning

Unsupervised Learning Unsupervised Learning Learning without Class Labels (or correct outputs) Density Estimation Learn P(X) given training data for X Clustering Partition data into clusters Dimensionality Reduction Discover

More information

University of Florida CISE department Gator Engineering. Clustering Part 5

University of Florida CISE department Gator Engineering. Clustering Part 5 Clustering Part 5 Dr. Sanjay Ranka Professor Computer and Information Science and Engineering University of Florida, Gainesville SNN Approach to Clustering Ordinary distance measures have problems Euclidean

More information

Preface to the Second Edition. Preface to the First Edition. 1 Introduction 1

Preface to the Second Edition. Preface to the First Edition. 1 Introduction 1 Preface to the Second Edition Preface to the First Edition vii xi 1 Introduction 1 2 Overview of Supervised Learning 9 2.1 Introduction... 9 2.2 Variable Types and Terminology... 9 2.3 Two Simple Approaches

More information

Coding for Random Projects

Coding for Random Projects Coding for Random Projects CS 584: Big Data Analytics Material adapted from Li s talk at ICML 2014 (http://techtalks.tv/talks/coding-for-random-projections/61085/) Random Projections for High-Dimensional

More information

Understanding Clustering Supervising the unsupervised

Understanding Clustering Supervising the unsupervised Understanding Clustering Supervising the unsupervised Janu Verma IBM T.J. Watson Research Center, New York http://jverma.github.io/ jverma@us.ibm.com @januverma Clustering Grouping together similar data

More information

Voronoi Region. K-means method for Signal Compression: Vector Quantization. Compression Formula 11/20/2013

Voronoi Region. K-means method for Signal Compression: Vector Quantization. Compression Formula 11/20/2013 Voronoi Region K-means method for Signal Compression: Vector Quantization Blocks of signals: A sequence of audio. A block of image pixels. Formally: vector example: (0.2, 0.3, 0.5, 0.1) A vector quantizer

More information

Data Clustering Hierarchical Clustering, Density based clustering Grid based clustering

Data Clustering Hierarchical Clustering, Density based clustering Grid based clustering Data Clustering Hierarchical Clustering, Density based clustering Grid based clustering Team 2 Prof. Anita Wasilewska CSE 634 Data Mining All Sources Used for the Presentation Olson CF. Parallel algorithms

More information

MultiDimensional Signal Processing Master Degree in Ingegneria delle Telecomunicazioni A.A

MultiDimensional Signal Processing Master Degree in Ingegneria delle Telecomunicazioni A.A MultiDimensional Signal Processing Master Degree in Ingegneria delle Telecomunicazioni A.A. 205-206 Pietro Guccione, PhD DEI - DIPARTIMENTO DI INGEGNERIA ELETTRICA E DELL INFORMAZIONE POLITECNICO DI BARI

More information

K-Means Clustering. Sargur Srihari

K-Means Clustering. Sargur Srihari K-Means Clustering Sargur srihari@cedar.buffalo.edu 1 Topics in Mixture Models and EM Mixture models K-means Clustering Mixtures of Gaussians Maximum Likelihood EM for Gaussian mistures EM Algorithm Gaussian

More information

The lhs Package. October 22, 2006

The lhs Package. October 22, 2006 The lhs Package October 22, 2006 Type Package Title Latin Hypercube Samples Version 0.3 Date 2006-10-21 Author Maintainer Depends R (>= 2.0.1) This package

More information

Nonparametric Methods Recap

Nonparametric Methods Recap Nonparametric Methods Recap Aarti Singh Machine Learning 10-701/15-781 Oct 4, 2010 Nonparametric Methods Kernel Density estimate (also Histogram) Weighted frequency Classification - K-NN Classifier Majority

More information

CIS 520, Machine Learning, Fall 2015: Assignment 7 Due: Mon, Nov 16, :59pm, PDF to Canvas [100 points]

CIS 520, Machine Learning, Fall 2015: Assignment 7 Due: Mon, Nov 16, :59pm, PDF to Canvas [100 points] CIS 520, Machine Learning, Fall 2015: Assignment 7 Due: Mon, Nov 16, 2015. 11:59pm, PDF to Canvas [100 points] Instructions. Please write up your responses to the following problems clearly and concisely.

More information

Feature Selection Using Principal Feature Analysis

Feature Selection Using Principal Feature Analysis Feature Selection Using Principal Feature Analysis Ira Cohen Qi Tian Xiang Sean Zhou Thomas S. Huang Beckman Institute for Advanced Science and Technology University of Illinois at Urbana-Champaign Urbana,

More information

Motivation. Technical Background

Motivation. Technical Background Handling Outliers through Agglomerative Clustering with Full Model Maximum Likelihood Estimation, with Application to Flow Cytometry Mark Gordon, Justin Li, Kevin Matzen, Bryce Wiedenbeck Motivation Clustering

More information

Instance-Based Learning: Nearest neighbor and kernel regression and classificiation

Instance-Based Learning: Nearest neighbor and kernel regression and classificiation Instance-Based Learning: Nearest neighbor and kernel regression and classificiation Emily Fox University of Washington February 3, 2017 Simplest approach: Nearest neighbor regression 1 Fit locally to each

More information

Machine Learning and Data Mining. Clustering (1): Basics. Kalev Kask

Machine Learning and Data Mining. Clustering (1): Basics. Kalev Kask Machine Learning and Data Mining Clustering (1): Basics Kalev Kask Unsupervised learning Supervised learning Predict target value ( y ) given features ( x ) Unsupervised learning Understand patterns of

More information

Clustering Lecture 5: Mixture Model

Clustering Lecture 5: Mixture Model Clustering Lecture 5: Mixture Model Jing Gao SUNY Buffalo 1 Outline Basics Motivation, definition, evaluation Methods Partitional Hierarchical Density-based Mixture model Spectral methods Advanced topics

More information

Tree-GP: A Scalable Bayesian Global Numerical Optimization algorithm

Tree-GP: A Scalable Bayesian Global Numerical Optimization algorithm Utrecht University Department of Information and Computing Sciences Tree-GP: A Scalable Bayesian Global Numerical Optimization algorithm February 2015 Author Gerben van Veenendaal ICA-3470792 Supervisor

More information

Linear Methods for Regression and Shrinkage Methods

Linear Methods for Regression and Shrinkage Methods Linear Methods for Regression and Shrinkage Methods Reference: The Elements of Statistical Learning, by T. Hastie, R. Tibshirani, J. Friedman, Springer 1 Linear Regression Models Least Squares Input vectors

More information

Network Traffic Measurements and Analysis

Network Traffic Measurements and Analysis DEIB - Politecnico di Milano Fall, 2017 Introduction Often, we have only a set of features x = x 1, x 2,, x n, but no associated response y. Therefore we are not interested in prediction nor classification,

More information

CS246: Mining Massive Datasets Jure Leskovec, Stanford University

CS246: Mining Massive Datasets Jure Leskovec, Stanford University CS246: Mining Massive Datasets Jure Leskovec, Stanford University http://cs246.stanford.edu HITS (Hypertext Induced Topic Selection) Is a measure of importance of pages or documents, similar to PageRank

More information

CS6716 Pattern Recognition

CS6716 Pattern Recognition CS6716 Pattern Recognition Prototype Methods Aaron Bobick School of Interactive Computing Administrivia Problem 2b was extended to March 25. Done? PS3 will be out this real soon (tonight) due April 10.

More information

DS504/CS586: Big Data Analytics Big Data Clustering II

DS504/CS586: Big Data Analytics Big Data Clustering II Welcome to DS504/CS586: Big Data Analytics Big Data Clustering II Prof. Yanhua Li Time: 6pm 8:50pm Thu Location: AK 232 Fall 2016 More Discussions, Limitations v Center based clustering K-means BFR algorithm

More information

CPR: Composable Performance Regression for Scalable Multiprocessor Models

CPR: Composable Performance Regression for Scalable Multiprocessor Models CPR: Composable Performance Regression for Scalable Models Benjamin C. Lee Computer Architecture Group Microsoft Research Jamison Collins, Hong Wang Microarchitecture Research Lab Intel Corporation David

More information

Data Analytics for. Transmission Expansion Planning. Andrés Ramos. January Estadística II. Transmission Expansion Planning GITI/GITT

Data Analytics for. Transmission Expansion Planning. Andrés Ramos. January Estadística II. Transmission Expansion Planning GITI/GITT Data Analytics for Andrés Ramos January 2018 1 1 Introduction 2 Definition Determine which lines and transformers and when to build optimizing total investment and operation costs 3 Challenges for TEP

More information

K- Nearest Neighbors(KNN) And Predictive Accuracy

K- Nearest Neighbors(KNN) And Predictive Accuracy Contact: mailto: Ammar@cu.edu.eg Drammarcu@gmail.com K- Nearest Neighbors(KNN) And Predictive Accuracy Dr. Ammar Mohammed Associate Professor of Computer Science ISSR, Cairo University PhD of CS ( Uni.

More information

Lecture 9: Ultra-Fast Design of Ring Oscillator

Lecture 9: Ultra-Fast Design of Ring Oscillator Lecture 9: Ultra-Fast Design of Ring Oscillator CSCE 6933/5933 Instructor: Saraju P. Mohanty, Ph. D. NOTE: The figures, text etc included in slides are borrowed from various books, websites, authors pages,

More information

Lecture 7. CS4442/9542b: Artificial Intelligence II Prof. Olga Veksler. Outline. Machine Learning: Cross Validation. Performance evaluation methods

Lecture 7. CS4442/9542b: Artificial Intelligence II Prof. Olga Veksler. Outline. Machine Learning: Cross Validation. Performance evaluation methods CS4442/9542b: Artificial Intelligence II Prof. Olga Veksler Lecture 7 Machine Learning: Cross Validation Outline Performance evaluation methods test/train sets cross-validation k-fold Leave-one-out 1 A

More information

Collaborative Filtering Applied to Educational Data Mining

Collaborative Filtering Applied to Educational Data Mining Collaborative Filtering Applied to Educational Data Mining KDD Cup 200 July 25 th, 200 BigChaos @ KDD Team Dataset Solution Overview Michael Jahrer, Andreas Töscher from commendo research Dataset Team

More information

Lecture 24: Image Retrieval: Part II. Visual Computing Systems CMU , Fall 2013

Lecture 24: Image Retrieval: Part II. Visual Computing Systems CMU , Fall 2013 Lecture 24: Image Retrieval: Part II Visual Computing Systems Review: K-D tree Spatial partitioning hierarchy K = dimensionality of space (below: K = 2) 3 2 1 3 3 4 2 Counts of points in leaf nodes Nearest

More information

CSE 258 Lecture 5. Web Mining and Recommender Systems. Dimensionality Reduction

CSE 258 Lecture 5. Web Mining and Recommender Systems. Dimensionality Reduction CSE 258 Lecture 5 Web Mining and Recommender Systems Dimensionality Reduction This week How can we build low dimensional representations of high dimensional data? e.g. how might we (compactly!) represent

More information

Unsupervised Learning

Unsupervised Learning Unsupervised Learning Unsupervised learning Until now, we have assumed our training samples are labeled by their category membership. Methods that use labeled samples are said to be supervised. However,

More information

Non-Linear Regression. Business Analytics Practice Winter Term 2015/16 Stefan Feuerriegel

Non-Linear Regression. Business Analytics Practice Winter Term 2015/16 Stefan Feuerriegel Non-Linear Regression Business Analytics Practice Winter Term 2015/16 Stefan Feuerriegel Today s Lecture Objectives 1 Understanding the need for non-parametric regressions 2 Familiarizing with two common

More information

Sampling PCA, enhancing recovered missing values in large scale matrices. Luis Gabriel De Alba Rivera 80555S

Sampling PCA, enhancing recovered missing values in large scale matrices. Luis Gabriel De Alba Rivera 80555S Sampling PCA, enhancing recovered missing values in large scale matrices. Luis Gabriel De Alba Rivera 80555S May 2, 2009 Introduction Human preferences (the quality tags we put on things) are language

More information

Machine Learning: k-nearest Neighbors. Lecture 08. Razvan C. Bunescu School of Electrical Engineering and Computer Science

Machine Learning: k-nearest Neighbors. Lecture 08. Razvan C. Bunescu School of Electrical Engineering and Computer Science Machine Learning: k-nearest Neighbors Lecture 08 Razvan C. Bunescu School of Electrical Engineering and Computer Science bunescu@ohio.edu Nonparametric Methods: k-nearest Neighbors Input: A training dataset

More information