The overfitting problem and the bias vs. variance dilemma

We have seen what is linear regression, how to make models and algorithms for estimating the parameters of such models, how to measure the loss.

Now we see how to assess how well the considered method should perform in predicting new data, how to select amongst possible models to choose the best performing.

We will first explore the concept of training and test error, how they vary with model complexity and how they might be utilised to form a valid assessment of predictive performance. This leads directly to an important bias-variance tradeoff, which is fundamental to machine learning.

The concepts described in this post are key to all machine learning problems, well-beyond the regression setting.

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Effective military corps are Agile

I never read it but I have been told that the Marine’s Corp “Warfighting” manual  contains several similarities with how Agile projects and teams should be.
If you also don’t feel to read the dense 100+ pages document here is my shorter take, inspired from what I learnt during my mandatory military service time (well, I was not in the Marine’s but still in a rapid response force).

Embrace changes

Traditionally you associate military to huge command-and-control structures but that is not always the case.

NLP3o: A web app for simple text analysis

We have seen earlier an introduction of few NLP (Natural Language Processing) topics, specifically how to tokenise a text, remove the punctuation and its stop words (the most common words such as the conjunctions) and how to find the top used words.

Now we can see – as an example – how to put all these inside a simple web app.

The entire source code is available on GitHub, so you can better follow along; and you can see it in action in a Heroku dyno.

Logistic regression with Python statsmodels

We have seen an introduction of logistic regression with a simple example how to predict a student admission to university based on past exam results.
This was done using Python, the sigmoid function and the gradient descent. 

We can now see how to solve the same example using the statsmodels library, specifically the logit package, that is for logistic regression. The package contains an optimised and efficient algorithm to find the correct regression parameters.
You can follow along from the Python notebook on GitHub.

New Chinese Science Fiction

This time I do a digression from my usual themes to talk about Chinese Science Fiction. But you will see that is not a great deviation: some of the topics are familiar; as William Gibson famously said: The future is already here — it’s just not very evenly distributed.

I have always been a science fiction fan and I noticed in the last years that the genre is booming in China (maybe as a way to more freely talk about current affairs disguising them about speculative fiction?)

Here are three books that I enjoyed lately.  The links are to the authors or publishers pages, not any book retail page.

An introduction to logistic regression

Variables can be described as either quantitative or qualitative.
Quantitative variables have a numerical value, e.g. a person’s income, or the price of a house.
Qualitative variables have a values taken from one of different classes or categories. E.g., a person’s gender (male or female), the type of house purchased (villa, flat, penthouse, …) the colour of the eye (brown, blue, green) or a cancer diagnosis.

Linear regression predicts a continuous variable but sometime we want to predict a categorical variable, i.e. a variable with a small number of possible discrete outcomes, usually unordered (there is no order among the outcomes).

This kind of problems are called Classification.

Classification

Given a feature vector X and a qualitative response y taking values from one fixed set, the classification task is to build a function f(X) that takes as input the feature vector X and predicts its value for y.
Often we are interested also (or even more) in estimating the probabilities that X belongs to each category in C.
For example, it is more valuable to have the probability that an insurance claim is fraudulent, than if a classification is fraudulent or not.

There are many possible classification techniques, or classifiers, available to predict a qualitative response.

We will se now one called logistic regression.

Note: this post is part of a series about Machine Learning with Python.