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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 ...

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