0
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0answers
8 views

One-class Support Vector Machine Sensitivity Drops when the number of training sample increase

I am using One-Class SVM for outlier detections. It appears that as the number of training samples increases, the sensitivity TP/(TP+FN) of One-Class SVM detection result drops, and classification ...
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0answers
17 views

How to evaluate the difference between two classes of data which are highly overlapped

I’m trying to implement a classifier based on a dataset comprising two classes of high dimensional time-series observations (the values of the two classes of observations are highly similar). I ...
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0answers
23 views

What method should I use for this optimization / feature selection project

I'm going to describe a problem and I'm not sure how to best solve it. I will describe the situation. When answering please recommend a method and maybe a software library. I'm using Python for my ...
0
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0answers
11 views

Is Expectation Propagation (EP) affected by the prior?

I understand EP by reading Minka's thesis: http://research.microsoft.com/en-us/um/people/minka/papers/ep/minka-ep-uai.pdf I'm trying to apply it to solve a Bayesian inference problem. However, I'm ...
1
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1answer
45 views

Given a set of data points, how to use gradient descent to find the minimum in the function that passes from those data points?

I have a function with n parameters. I don't know the formula of the function but I can generate as many data points as I want using the function that I have. My question is, how can I find the set of ...
1
vote
2answers
45 views

Scaling data into $[-1,1]$

I have a data in the matrix for: \begin{bmatrix} 1 & 2 & 3 & 9 & 6\\ 8 & 2 & 7 & 4 & 6 \\ 1 & 2 & 8 & 7 & 4 \end{bmatrix} Each row corresponds ...
1
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0answers
45 views

How to understand the task about bootstrap?

I have the following task. Let $X_1,\ldots,X_n$ be a sample (i.i.d.), $T_n = \overline{X}_n^2=\left(\sum\limits_{i=1}^nX_i\right)^2,$ and $\hat\alpha_k ...
1
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0answers
164 views

Classification: Why k-Nearest Neighbor method is more appropriate for a Mixture of Gaussians?

I'm reading a book named "The Elements of Statistical Learning" in which it states 2 scenarios when we are trying to predict the class label: Scenario 1: The training data in each class were ...
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2answers
85 views

preliminary evaluation for forecasting models

Suppose I would like to use a method for data prediction, and that I have some empirical data (i.e., sequence of samples of the form [time, value]). Would it be possible to know in advance, based on ...