Cross Validated Weekly Newsletter - Monday, December 28, 2015

Top new questions this week: "Semi supervised learning" - is this overfitting? I was reading the report of the winning solution of a Kaggle competition (Malware Classification). The report can be found in this forum post. The problem was a classification problem (nine classes, ... machine-learning random-forest boosting overfitting semi-supervised   asked by RUser4512 9 votes answered by Vihari Piratla 1 vote If the LASSO is equivalent to linear regression with a Laplace prior how can there be mass on sets with components at zero? We are all familiar with the notion, well documented in the literature, that LASSO optimization (for sake of simplicity confine attention here to the case of linear regression) $$ {\rm loss} = || y - ... lasso laplace-distribution   asked by Grant Izmirlian 9 votes For intuition, what are some real life examples of uncorrelated but dependent random variables? In explaining why uncorrelated does not imply independent, there are several examples that involve a bunch of random variables, but they all seem so abstract: 1 2 3 4. This answer seems to make ... correlation independence non-independent garch intuition   asked by BCLC 8 votes answered by Christoph Hanck 8 votes Bayes Theorem with multiple conditions I don't understand how this equation was derived. $P(I|M_{1}\cap M_{2}) \leq \frac{P(I)}{P(I')}\cdot \frac{P(M_{1}|I)P(M_{2}|I)}{P(M_{1}|I')P(M_{2}|I')}$ This equation was from the paper "Trial by ... bayesian conditional-probability bayes   asked by Sakurabe 7 votes answered by Francis 8 votes Why do smaller weights result in simpler models in regularization? I completed Andrew Ng's Machine Learning course around a year ago, and am now writing my High School Math exploration on the workings of Logistic Regression and techniques to optimize on performance. ... regression machine-learning optimization regularization overfitting   asked by MCKapur 6 votes answered by JimBoy 0 votes Why is it important to make a distinction between "linear" versus "non-linear" regression? What is the importance of the distinction between linear and non-linear models? The question Nonlinear vs. generalized linear model: How do you refer to logistic, Poisson, etc. regression? and its ... linear-model nonlinear-regression nonlinear   asked by user1849779 6 votes answered by Ott Toomet 2 votes Distribution of Y from distribution of X If the PDF of distribution of $x$ is $PDF_X$ and there is a mathematical relationship between $y$ and $x$: $$y=f(x)$$ is it possible to find $PDF_Y$ ? If yes, how to calculate it? distributions pdf   asked by ar2015 6 votes answered by Stéphane Laurent 14 votes Greatest hits from previous weeks: What is the difference between "likelihood" and "probability"? The wikipedia page claims that likelihood and probability are distinct concepts. In non-technical parlance, "likelihood" is usually a synonym for "probability," but in statistical usage there is a ... probability likelihood-function   asked by Douglas S. Stones 162 votes answered by user28 83 votes Kappa statistic in plain English? I am reading a data mining book and it mentioned the Kappa statistic as a means for evaluating the prediction performance of classifiers. However, I just can't understand this. I also checked ... classification data-mining kappa   asked by Jack Twain 39 votes answered by rbx 64 votes Can you answer these? using markov matrices for projections Top of the morning folks .. Business context i am doing an experiment with an index time series (NSE, India's national stock exchange ..NIFTY to be precise) and i am using markov matrices to ... monte-carlo markov-process   asked by Vikram Murthy 1 vote Conjecture related to Kolmogorov 0-1 Law (for events) Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space. Conjecture: Suppose we have events $A_1, A_2, ...$ s.t. $\forall \ A \in \bigcap_n \sigma(A_n, A_{n+1}, ...)$, $P(A) = 0$ or $1$. ... probability independence non-independent events   asked by BCLC 3 votes Comparing two ECDFs using Kolmogorov-Smirnov test (alternative hypothesis) I am taking measurements of a computer system performance over time and I'd like to understand if the performance is degrading or improving as time passes.. After doing some research, I picked the KS ... r kolmogorov-smirnov ecdf   asked by Chainik 3 votes

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