Unanswered Questions
5,437 questions with no upvoted or accepted answers
14
votes
0
answers
700
views
Convolutional neural network for multi-variate time series?
I want to use CNN architectures for classification of multivariate time-series, where we apply one label to each sequence.
I searched the net for the available designs in the literature and i found ...
13
votes
0
answers
272
views
Logistic regression for classification: are there any analytical solutions for the out-of-sample accuracy?
I run a binary logistic regression, with a binary dependent variable and a continuous independent one.
Now I want to evaluate the out-of-sample performance of the classification algorithm so obtained. ...
12
votes
0
answers
2k
views
Computing a bootstrap confidence interval for the prediction error with the percentile and the BCa method
I have two related questions regarding the computation of a non-parametric bootstrap confidence interval for the prediction error.
Setting: I have a sample S from a data population P and a learner L, ...
10
votes
0
answers
377
views
Reinforcement *Model* Learning
Classical reinforcement learning (Q- or Sarsa-Learning) can be extended with models of the environment. These models are usually transition tables that contain the probability of arriving at a ...
10
votes
2
answers
2k
views
Random Forest: Class specific feature importance
I'm using the bigrf R-package to analyse a dataset with ca. 50.000 observations x 120 variables, classified into two groups.
After growing a forest of 1000 trees, ...
9
votes
1
answer
229
views
What is Better for Prediction Error: Covariance Penalties or a Test Set?
I'm reading Computer Age Statistical Inference by Efron and Hastie, two statisticians I have a lot of respect for.
Section 12.3 discusses Mallows' $C_{p}$, Akaike's information criteria (AIC), and ...
9
votes
1
answer
179
views
Is there a ML or DL tool that can learn to detect periodically occurring patterns in a one dimensional time series?
I am trying to create a tool that labels refrigerator temperature readings. A reading is taken every 5 minutes, and its label identifies whether of not it was taken while the refrigerator was ...
9
votes
0
answers
173
views
In sports modelling, are hot simulations better or cold simulations?
I'm thinking here largely of the context in which someone has an Elo rating model for a particular sport.
To calculate things such as how often the team makes the Finals series, or wins the ...
8
votes
0
answers
821
views
Are there any General Proofs on Genetic Algorithms?
Are there any general proofs or theorems relating to "genetic algorithms"?
I have been reading about a theorem in math called the "Schema Theorem" - this theorem is one of the ...
8
votes
1
answer
809
views
How to predict routes using clustering data
I've been working on a ship route prediction algorithm such that given the past and current trajectory of a ship I am able to estimate the future one. The trajectories are represented as a sequence of ...
8
votes
0
answers
209
views
When is there a free lunch?
The no free lunch theorem (NFL) states that
Theorem (Wolpert and Macready 1997) Let $A$ be any learning algorithm for the task of binary classification with respect to the
$0−1$ loss over a ...
8
votes
0
answers
2k
views
What is the intuition for testing seasonal difference with OCSB test and its correct application?
I have daily time series data of a shop's revenue. Now I would like to test for seasonal differencing with the OCSB test originally intrduced in (Osborn et al. (1988): Seasonality and the Order of ...
8
votes
0
answers
14k
views
True positive, false negative, true negative, false positive definitions for multiclass-multilabel classification?
I'm trying to apply some evaluation metrics to several clustering methods. I thought that I knew them basing on the multiclass confusion matrix, considering the rows as the actual classes and the ...
8
votes
1
answer
8k
views
Micro vs weighted F1 score
In a multi-label or multi-class classification setting, when choosing between a micro or a weighted F1 score, what shall I take into account?
The main upside of choosing macro is that one gets a ...
8
votes
1
answer
832
views
How to subset alternatives in nested multinomial logistic regression?
I am trying to predict whether or not captains in a particular groundfish fishery choose to fish on any given day and what variables may influence that decision. Originally I had planned on using ...