Blog Archives

Classification from scratch, neural nets 6/8

June 5, 2018
By
Classification from scratch, neural nets 6/8

Sixth post of our series on classification from scratch. The latest one was on the lasso regression, which was still based on a logistic regression model, assuming that the variable of interest has a Bernoulli distribution. From now on, we will discuss technique that did not originate from those probabilistic models, even if they might still have a probabilistic...

Read more »

Classification from scratch, penalized Lasso logistic 5/8

June 4, 2018
By
Classification from scratch, penalized Lasso logistic 5/8

Fifth post of our series on classification from scratch, following the previous post on penalization using the norm (so-called Ridge regression), this time, we will discuss penalization based on the norm (the so-called Lasso regression). First of all, one should admit that if the name stands for least absolute shrinkage and selection operator, that’s actually a very cool name…...

Read more »

Classification from scratch, penalized Ridge logistic 4/8

June 2, 2018
By
Classification from scratch, penalized Ridge logistic 4/8

Fourth post of our series on classification from scratch, following the previous post which was some sort of detour on kernels. But today, we’ll get back on the logistic model. Formal approach of the problem We’ve seen before that the classical estimation technique used to estimate the parameters of a parametric model was to use the maximum likelihood approach....

Read more »

Classification from scratch, logistic with kernels 3/8

May 31, 2018
By
Classification from scratch, logistic with kernels 3/8

Third post of our series on classification from scratch, following the previous post introducing smoothing techniques, with (b)-splines. Consider here kernel based techniques. Note that here, we do not use the “logistic” model… it is purely non-parametric. kernel based estimated, from scratch I like kernels because they are somehow very intuitive. With GLMs, the goal is to estimate ....

Read more »

Classification from scratch, trees 9/8

May 30, 2018
By
Classification from scratch, trees 9/8

Nineth post of our series on classification from scratch. Today, we’ll see the heuristics of the algorithm inside classification trees. And yes, I promised eight posts in that series, but clearly, that was not sufficient… sorry for the poor prediction. Decision Tree Decision trees are easy to read. So easy to read that they are everywhere We start from...

Read more »

Classification from scratch, logistic with splines 2/8

May 30, 2018
By
Classification from scratch, logistic with splines 2/8

Today, second post of our series on classification from scratch, following the brief introduction on the logistic regression. Piecewise linear splines To illustrate what’s going on, let us start with a “simple” regression (with only one explanatory variable). The underlying idea is natura non facit saltus, for “nature does not make jumps”, i.e. process governing equations for natural things...

Read more »

Classification from scratch, logistic regression 1/8

May 30, 2018
By
Classification from scratch, logistic regression 1/8

Let us start today our series on classification from scratch… The logistic regression is based on the assumption that given covariates , has a Bernoulli distribution,The goal is to estimate parameter . Recall that the heuristics for the use of that function for the probability is that Maximimum of the (log)-likelihood function The log-likelihood is here where . Numerical...

Read more »

Classification from scratch, overview 0/8

May 29, 2018
By
Classification from scratch, overview 0/8

Before my course on « big data and economics » at the university of Barcelona in July, I wanted to upload a series of posts on classification techniques, to get an insight on machine learning tools. According to some common idea, machine learning algorithms are black boxes. I wanted to get back on that saying. First of all, isn’t it the...

Read more »

Some sort of Otto Neurath (isotype picture) map

May 14, 2018
By
Some sort of Otto Neurath (isotype picture) map

Yesterday evening, I was walking in Budapest, and I saw some nice map that was some sort of Otto Neurath style. It was hand-made but I thought it should be possible to do it in R, automatically. A few years ago, Baptiste Coulmont published a nice blog post on the package osmar, that can be used to import OpenStreetMap...

Read more »

Graduate Course on Advanced Tools for Econometrics (2)

March 25, 2018
By

This Tuesday, I will be giving the second part of the (crash) graduate course on advanced tools for econometrics. It will take place in Rennes, IMAPP room, and I have been told that there will be a visio with Nantes and Angers. Slides for the morning a...

Read more »

Search R-bloggers


Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)