Search results for "Value At Risk"

Combined Algorithm Selection and Hyperparameter Optimization (CASH Optimization)

Combined Algorithm Selection and Hyperparameter Optimization (CASH Optimization)

Machine learning model selection and configuration may be the biggest challenge in applied machine learning. Controlled experiments must be performed in order to discover what works best for a given classification or regression predictive modeling task. This can feel overwhelming given the large number of data preparation schemes, learning algorithms, and model hyperparameters that could […]

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A Gentle Introduction to Computational Learning Theory

A Gentle Introduction to Computational Learning Theory

Computational learning theory, or statistical learning theory, refers to mathematical frameworks for quantifying learning tasks and algorithms. These are sub-fields of machine learning that a machine learning practitioner does not need to know in great depth in order to achieve good results on a wide range of problems. Nevertheless, it is a sub-field where having […]

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Nested Cross-Validation for Machine Learning with Python

Nested Cross-Validation for Machine Learning with Python

The k-fold cross-validation procedure is used to estimate the performance of machine learning models when making predictions on data not used during training. This procedure can be used both when optimizing the hyperparameters of a model on a dataset, and when comparing and selecting a model for the dataset. When the same cross-validation procedure and […]

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Standard Machine Learning Datasets for Imbalanced Classification

Standard Machine Learning Datasets for Imbalanced Classification

An imbalanced classification problem is a problem that involves predicting a class label where the distribution of class labels in the training dataset is skewed. Many real-world classification problems have an imbalanced class distribution, therefore it is important for machine learning practitioners to get familiar with working with these types of problems. In this tutorial, […]

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A Gentle Introduction to Model Selection for Machine Learning

A Gentle Introduction to Model Selection for Machine Learning

Given easy-to-use machine learning libraries like scikit-learn and Keras, it is straightforward to fit many different machine learning models on a given predictive modeling dataset. The challenge of applied machine learning, therefore, becomes how to choose among a range of different models that you can use for your problem. Naively, you might believe that model […]

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A Gentle Introduction to Markov Chain Monte Carlo for Probability

A Gentle Introduction to Markov Chain Monte Carlo for Probability

Probabilistic inference involves estimating an expected value or density using a probabilistic model. Often, directly inferring values is not tractable with probabilistic models, and instead, approximation methods must be used. Markov Chain Monte Carlo sampling provides a class of algorithms for systematic random sampling from high-dimensional probability distributions. Unlike Monte Carlo sampling methods that are […]

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