Tag Archives: Machine Learning

Visualizing the Effects of Multicollinearity on LS Regression

Greetings, my blog readers! In this post I would like to share with you two interesting visual insights into the effects of multicollinearity among the predictor variables on the coefficients of least squares regression (LSR). This post is very non-technical … Continue reading

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Test-Driven Data Analysis (and its possible application to the LS Regression)

I have recently attended a PyData meetup in London where Nicolas Radcliffe gave a nice talk on the concept of Test-Driven Data Analysis (TDDA). Here is a link to the slides that he presented. Essentially, the idea behind TDDA is born from … Continue reading

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samplepy – a new Python Sampling Package

Hello my blog readers, This post is to introduce a new Python package samplepy. This package was written to simplify sampling tasks that so often creep-up in machine learning. The package implements Importance, Rejection and Metropolis-Hastings sampling algorithms. samplepy has … Continue reading

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A Tutorial on Hidden Markov Model with a Stock Price Example – Part 2

This is the 2nd part of the tutorial on Hidden Markov models. In this post we will look at a possible implementation of the described algorithms and estimate model performance on Yahoo stock price time-series. Implementation of HMM in Python … Continue reading

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A Tutorial on Hidden Markov Model with a Stock Price Example – Part 1

This tutorial is on a Hidden Markov Model. What is a Hidden Markov Model and why is it hiding? I have split the tutorial in two parts. Part 1 will provide the background to the discrete HMMs. I will motivate … Continue reading

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