Model averaging is an ensemble technique where multiple sub-models contribute equally to a combined prediction. Model averaging can be improved by weighting the contributions of each sub-model to the combined prediction by the expected performance of the submodel. This can be extended further by training an entirely new model to learn how to best combine […]
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Ensemble Learning Methods for Deep Learning Neural Networks
How to Improve Performance By Combining Predictions From Multiple Models. Deep learning neural networks are nonlinear methods. They offer increased flexibility and can scale in proportion to the amount of training data available. A downside of this flexibility is that they learn via a stochastic training algorithm which means that they are sensitive to the […]
Train Neural Networks With Noise to Reduce Overfitting
Training a neural network with a small dataset can cause the network to memorize all training examples, in turn leading to overfitting and poor performance on a holdout dataset. Small datasets may also represent a harder mapping problem for neural networks to learn, given the patchy or sparse sampling of points in the high-dimensional input […]
A Gentle Introduction to Early Stopping to Avoid Overtraining Neural Networks
A major challenge in training neural networks is how long to train them. Too little training will mean that the model will underfit the train and the test sets. Too much training will mean that the model will overfit the training dataset and have poor performance on the test set. A compromise is to train […]
Use Weight Regularization to Reduce Overfitting of Deep Learning Models
Neural networks learn a set of weights that best map inputs to outputs. A network with large network weights can be a sign of an unstable network where small changes in the input can lead to large changes in the output. This can be a sign that the network has overfit the training dataset and […]
LSTM Model Architecture for Rare Event Time Series Forecasting
Time series forecasting with LSTMs directly has shown little success. This is surprising as neural networks are known to be able to learn complex non-linear relationships and the LSTM is perhaps the most successful type of recurrent neural network that is capable of directly supporting multivariate sequence prediction problems. A recent study performed at Uber […]
Comparing Classical and Machine Learning Algorithms for Time Series Forecasting
Machine learning and deep learning methods are often reported to be the key solution to all predictive modeling problems. An important recent study evaluated and compared the performance of many classical and modern machine learning and deep learning methods on a large and diverse set of more than 1,000 univariate time series forecasting problems. The […]
Deep Learning Models for Human Activity Recognition
Human activity recognition, or HAR, is a challenging time series classification task. It involves predicting the movement of a person based on sensor data and traditionally involves deep domain expertise and methods from signal processing to correctly engineer features from the raw data in order to fit a machine learning model. Recently, deep learning methods […]
Probabilistic Forecasting Model to Predict Air Pollution Days
Air pollution is characterized by the concentration of ground ozone. From meteorological measurements, such as wind speed and temperature, it is possible to forecast whether the ground ozone will be at a sufficiently high level tomorrow to issue a public air pollution warning. This is the basis behind a standard machine learning dataset used for […]
How to Predict Room Occupancy Based on Environmental Factors
Small computers, such as Arduino devices, can be used within buildings to record environmental variables from which simple and useful properties can be predicted. One example is predicting whether a room or rooms are occupied based on environmental measures such as temperature, humidity, and related measures. This is a type of common time series classification […]