Archive for the 'statistics' Category

Have you ever wanted to get an estimate of the uncertainty of your neural network? Clearly Bayesian modelling provides a solid framework to estimate uncertainty by design. However, there are many realistic cases in which Bayesian sampling is not really an option and ensemble models can play a role.

In this episode I describe a simple yet effective way to estimate uncertainty, without changing your neural network’s architecture nor your machine learning pipeline at all.

The post with mathematical background and sample source code is published here.

Read Full Post »

The success of a machine learning model depends on several factors and events. True generalization to data that the model has never seen before is more a chimera than a reality. But under specific conditions a well trained machine learning model can generalize well and perform with testing accuracy that is similar to the one performed during training.

In this episode I explain when and why machine learning models fail from training to testing datasets.

Read Full Post »

In this episode I continue the conversation from the previous one, about failing machine learning models.

When data scientists have access to the distributions of training and testing datasets it becomes relatively easy to assess if a model will perform equally on both datasets. What happens with private datasets, where no access to the data can be granted?

At fitchain we might have an answer to this fundamental problem.

 

Read Full Post »

The success of a machine learning model depends on several factors and events. True generalization to data that the model has never seen before is more a chimera than a reality. But under specific conditions a well trained machine learning model can generalize well and perform with testing accuracy that is similar to the one performed during training.

In this episode I explain when and why machine learning models fail from training to testing datasets.

Read Full Post »

Ensemble methods have been designed to improve the performance of the single model, when the single model is not very accurate. According to the general definition of ensembling, it consists in building a number of single classifiers and then combining or aggregating their predictions into one classifier that is usually stronger than the single one.

The key idea behind ensembling is that some models will do well when they model certain aspects of the data while others will do well in modelling other aspects.
In this episode I show with a numeric example why and when ensemble methods work.

Read Full Post »

At some point, statistical problems need sampling. Sampling consists in generating observations from a specific distribution.

Read Full Post »

There are statisticians and data scientists... Among statisticians, there are some who just count. Some others who… think differently. In this show we explore the old time dilemma between frequentists and bayesians.Given a statistical problem, who’s going to be right?

Read Full Post »