AI News, Locklin on science
- On Thursday, October 4, 2018
- By Read More
Locklin on science
They all mention regression models, logistic regression, neural nets, trees, ensemble methods, graphical models and SVM type things.
Sometimes I am definitely just whining that people don’t pay enough attention to the things I find interesting, or that I don’t have a good book or review article on the topic.
If you’re not thinking about how you’re exposing your learners to sequentially generated data, you’re probably leaving information on the table, or overfitting to irrelevant data.
which strike me as being of extreme importance, though this is a presentation of new ideas, rather than an exposition of established ones. Vowpal Wabbit is a useful and interesting piece of software with OK documentation, but there should be a book which takes you from online versions of linear regression (they exist!
Hell, I am at a loss to think of a decent review article, and the subject is unfortunately un-googleable, thanks to the hype over the BFD of “watching lectures and taking tests over the freaking internets.”
The problem is, the guys who do reinforcement learning are generally in control systems theory and robotics, making the literature impenetrable to machine learning researchers and engineers.
I can’t give you a good reference for this subject in general, though Ron Begleiter and friends wrote a very good paper on some classical compression learning implementations and their uses.
Even in marketing problems dealing with survival techniques, there is a time component, and you should know about it.In situations where there are non-linear relationships in the time series, classical regression and time-series techniques will fail.
In situations where you must discover the underlying non-linear model yourself, well, you’re in deep shit if you don’t know some time-series oriented machine learning techniques. There was much work done in the 80s and 90s on tools like recurrent ANNs and feedforward ANNs for starters, and there has been much work in this line since then.
There are plenty of other useful tools and techniques. Once in a while someone will mention dynamic time warping in a book, but nobody seems real happy about this technique. Many books mention Hidden Markov Models, which are important, but they’re only useful when the data is at least semi-Markov, and you have some idea of how to characterize it as a sequence of well defined states.
Even in this case, I daresay not even the natural language recognition textbooks are real helpful (though Rabiner and Juang is OK, it’s also over 20 years old).
This isn’t exactly a cookbook or exposition, mind you: more of a thematic manifesto with a few applications. Obviously, signal processing has something to say about the subject, but what about learners which are designed to function usefully when we know that most of the data is noise? Fields such as natural language processing and image processing are effectively ML in the presence of lots of noise and confounding signal, but the solutions you will find in their textbooks are specifically oriented to the problems at hand. Once in a while something like vector quantization will be reused across fields, but it would be nice if we had an “elements of statistical learning in the presence of lots of noise”
Feature engineering: feature engineering is another topic which doesn’t seem to merit any review papers or books, or even chapters in books, but it is absolutely vital to ML success.
A review article or a book chapter on this sort of thing, thinking through the relationships of these ideas, and helping the practitioner to engineer new kinds of feature for broad problems would be great.
Unsupervised and semi-supervised learning in general: almost all books, and even tools like R inherently assume that you are doing supervised learning, or else you’re doing something real simple, like hierarchical clustering, kmeans or PCA. In the presence of a good set of features, or an interesting set of data, unsupervised techniques can be very helpful.
- On Friday, February 28, 2020
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