Questions tagged [bayesian]

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Tracking time-series latency using conjugate priors

I need to do a project using Bayesian statistics for a class and I am trying to apply it to my work. I help manage a time series database with 40,000+ different time series that we collect. The time ...
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2answers
25 views

Books about statistical inference [closed]

I'm currently taking a course "Introduction to Machine Learning" which covers the following topics: linear regression, overfitting, classification problems, parametric & non-parametric ...
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14 views

Hypothesis Space of Bayes' Optimal Classifier?

What is the hypothesis space for an Optimal Bayes' Classifier and why do the assumptions of a Naive Bayes' Classifier (that features are conditionally independent of each other) narrow the search ...
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31 views

Practical difference between Bayesian Neural Networks and Feed Forward Neural Network with Gaussian Noise

To my understanding, a BNN's weights come from a Gaussian with trained mean and standard deviation, while a FFNN of the following form, comes from a learned weight, which acts as a 'mean', and is ...
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26 views

Bayesian Regression Model

I am new to Bayesian modeling. I am running Bayesian regression model in R using brm function from brms library, which is powered by STAN. I have a data with 10 million records. I took 10% sample out ...
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1answer
35 views

What is the difference between maximum likelihood hypothesis and maximum a posteriori hypothesis?

I am a student and I am studying machine learning. I am focusing on the concept of Bayesian learning and I have studied the maximum likelihood hypothesis and the maximum a posteriori hypothesis. I ...
1
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1answer
84 views

Problem understanding probabilistic generative models for classification

I am a student and I am studying machine learning. I am focusing on probabilistic generative models for classification and I am having some troubles understanding this topic. In the slide of my ...
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0answers
43 views

Poisson model with overdisperssion

I'm working with a dataset $X$ (of length $N$) of count data, which looks like: I developed a statistical model which can be improved, so I'm asking for any suggestions, for instance, differnet ...
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1answer
34 views

What makes the posterior intractable?

In the setting of Variational AutoEncoders, i.e. when we want to find the posterior distribution over the data generating, latent variable z, given some ...
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0answers
61 views

When to use bayesian linear regression instead of linear regression?

When does it make sense to use a bayesian approach, maybe in context to linear regression? To be more concrete: Assume you measure a certain number of devices and you wanna' check the linear ...
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0answers
25 views

Custom Loss Function for Mixing Sparse and Dense Features for a Prediction Problem

I have a largely uncorrelated feature space of about 40 dichotomous features, using which I'm trying to predict a continuous target variable. Now, some of these features are very sparse (Active less ...
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0answers
17 views

Improve confidence interval accuracy

I am doing a linear regression on log-transformed data and I use the bayesian approach to model the predictive distribution and construct my 90% prediction Interval. The problem with this approach is ...
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0answers
10 views

Machine learning. Input: set of distributions, Output: distribution

I have a set of features where typical machine learning techniques do not work very good. All features have very different distributions, some heteroscedasticity is also present. The distribution ...
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1answer
55 views

BPR TripletLoss Recommender System

I am trying to modify the code of this repo to build a recommender system based on BPR triplet loss. In particular I modified the TripletLoss layer class like this ...
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2answers
154 views

Mean estimation for nested location data

I want to estimate the average income for a location. I have nested data in the following way: A block is inside a neighborhood, which is inside a zipcode, which is inside a district, which is inside ...
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2answers
530 views

Opinions on an LSTM hyper-parameter tuning process I am using

I am training an LSTM to predict a price chart. I am using Bayesian optimization to speed things slightly since I have a large number of hyperparameters and only my CPU as a resource. Making 100 ...
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0answers
38 views

Classification of OLS regression coefficients

A variable $A$ (reaction time) is log-normally distributed, i.e. $\log(A) \sim \mathcal{N}(0,\sigma^2)$ and is linearly dependent of $n$ variables $X = (X_1,\ldots,X_n)$, i.e. \begin{align} A &= \...
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0answers
61 views

Firebase AB testing algorithm

We have run an AB test at firebase which has the following results: I was also building my own Bayesian AB-test suite and was wondering how they came to these conclusions. What I was doing was ...
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1answer
32 views

Hyperparameter tuning of neural networks using Bayesian Optimization

One of the assumptions for finding good hyperparameters using Bayesian optimization (GP) is that the unknown function is smooth. Is this assumption valid for neural networks or at least for most of ...
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0answers
8 views

what does “Tree” refer to in Tree-structured Parzen Estimators

I am going through the literature of Hyperparameter optimization techniques and came across TPE. There is very little to no explanation on why the name has "Tree" in it. What is Tree referring to? and ...
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34 views

Specifying priors in rstanarm for hierarchical model

We are given the model $$ \begin{align*} y_{ij} & \sim \mathsf{Normal}(\alpha_j + \beta x_i, \sigma^2)\\ \alpha_j & \sim \mathsf{Normal}(\gamma_0 + \gamma_1 u_j, \tau^2) \end{align*} $$ with ...
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1answer
37 views

Bayesian regularization vs dropout for basic ann

Does it make sense conceptually to apply dropout to an artificial neutral network while also applying bayesian regularization? On one hand I would think that technically this should work just fine, ...
2
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1answer
17 views

How to calculate probability of non independence using bayes theorem?

i looked into one of the post about naive bayes calulation of naive part Predit the class label for instance (A=1,B=2,C=2) using naive Bayes classifcation. Let C1 be class 1 and C2 be class 2. For ...
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1answer
72 views

why naive is needed in Naive Bayes ,what happens if naive is not included in Bayes theorem?

Im trying to understand why naive is needed in Naive Bayes and everyone says Naive Bayes assumes the input features (predictors) are not correlated hence they are not dependent on each other . i want ...
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0answers
29 views

Bayesian Network - a practical example of marginal probability calculation?

I was watching an online course on the topic Bayesian Networks and I have a question regarding the calculation of marginal probabilities. Hier is the given network: and the corresponding course video ...
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0answers
31 views

If I use Gibbs sampling with a Bayesian model, what do I have to check is memoryless?

Right now I am trying to better understand how Bayesian modeling works with just the basics. I found through reading tutorials that some very basic Bayesian models like Bayesian Hierarchical Modeling ...
2
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2answers
222 views

Is k-means with Mahalanobis a valid option for clustering?

I want more info into if k-means with Mahalanobis distance is a mathematically/methodologically correct option for datasets with different variance clusters. The steps are: Create aggregate datasets (...
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0answers
29 views

GMM with Dirichlet prior

I'm learning about the variational inference - mean field approximation on from this online course DeepBayes2019 page 30 The probabilistic model is written as follows: $p(X, Z \mid \pi, \mu, \lambda) =...
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3answers
278 views

What is the meaning of likelihood?

I am studying Bayes probability applied to machine learning, and I have encoutered the concept of likelihood, which I don't understand. I have seen that the Bayes rule is: $P(A|B)=\frac{P(B|A)P(A)}{...
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1answer
171 views

How to make model for Multivariate timeseries using tensorflow probability structural model?

I have done modelling for Univariate timeseries but while using multivariate time series ( independent features) not able to ...
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0answers
16 views

Bayesian/Frequentist “philosophies” in relation to common ML models

Starting to think about questions tout could come up in a data science job interview, there is this one question that is bugging me since i don't have a deep background in statistics. I have a ...
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12 views

what R and Python package can predict a word list with certain probability after one known word?

I have a lot of documents, I need to know after one know word, which words occurs with which probability. For example: ...
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0answers
18 views

Derivation of Bayes classifier in Murphy's book

I am reading Kevin Murphy's Machine Learning book (MLAPP, 1st printing) and want to know how he got the expression for the Bayes classifier using minimization of the posterior expected loss. He wrote ...
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0answers
106 views

What are the tradeoffs between Bayesian Deep Learning and Deep Gaussain Processes?

I understand the differences between Deep Gaussian Processes(DGPs) and Bayesian Deep Learning(BDL): DGPs are essentially feed-forward neural networks where each node is a Gaussian Processes, which BDL ...
3
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1answer
81 views

How to update the posterior belief when we are observing a stream of correlated data from a fixed but unknown data source

I want to build a [probabilistic] model that aims to infer the true value of an unknown categorical variable, $y \in \{1,2,..., K\}$. We have a dataset $(X,y): \mathbb{R}^d\rightarrow \{1,2,..., K\}$ ...
2
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1answer
23 views

Good introductory reference for Bayesian Non-parametric (Dirichlet Process / Chinese Restaurant Process)

I am looking for a recommendation for basic introductory material on Bayesian Non-parametric methods, specifically Dirichlet Process / Chinese Restaurant Process. I am looking for material which ...
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25 views

Bayesian test for classification problems?

I am using two classification algorithms in Weka i.e. Logistic Regression and Naive Bayes and want to know which algorithm has better performance? I need a statistical test like Bayesian, so which ...
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0answers
80 views

how to use Bayesian theorem and probabilistic analysis? [closed]

could someone help me to solve this problem please ? Your prize Rapid Ripe tomato plant has flowered and is ready to start producing fruit. If all goes well, ...
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1answer
15 views

what is the representation/meaning/implication in real life of $P(\text{+})$ in the wiki Drug testing Example about Bayes' theorem

In probability theory and statistics, Bayes' theorem (alternatively Bayes' law or Bayes' rule) describes the probability of an event, based on prior knowledge of conditions that might be related to ...
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2answers
61 views

Parallel hyperparameter optimization techniques?

Most hyperparameter optimization technique want to evaluate points one by one. I have an expensive optimization problem, but i can run hundreds of evaluations in parallel. The dimension of the problem ...
2
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1answer
115 views

MCMC for finding Bayesian Neural Network

Is someone familiar with such an approach: Suppose I want to build a bayesian neural network, with distributions over my parameters instead of point estimates. First I train my network with standard ...
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1answer
73 views

How to test dev set on Time Series data via forecasting

I'm implementing $3$ Bayesian Deep Learning models (links below) for my masters. I'm supposed to test them on a civil engineering time series data. My models ...
2
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1answer
87 views

Using predicted probabilities and bayesian inference to update beliefs

I'm currently working on a project to predict the likelihood of an outcome. I'd like to implement a system where the belief the event will happen is updated after running the model on new data. ...
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0answers
889 views

Bayesian optimization for a Light GBM Model

I am able to successfully improve the performance of my XGBoost model through Bayesian optimization, but the best I can achieve through Bayesian optimization when using Light GBM (my preferred choice) ...
2
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1answer
142 views

When to use BayesianSearchCV and how it works?

Can somebody highlight when to use BayesianSearchCV and how it works? I have seen the implementation of same on kaggle and wanted to explore it further. Below is the link where the implementation ...
3
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1answer
860 views

LSTM: Converting to Bayesian Deep Neural Network

Starting from Yarin Gal's research paper on using Dropout as a Bayesian Approximation (https://arxiv.org/pdf/1506.02142.pdf), I am trying to apply this concept to my Sequence Prediction model. My ...
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0answers
31 views

Bayes posteriograms

My main objective is to predict the posterior probability of an individual belonging to one of the classes, using Bayes theorem. The information I have is: value of the data point mean and stdev of ...
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2answers
687 views

How do Bayesian methods do automatic feature selection?

Someone asked me this question and I do not know I answered it correctly. I answered the question in the following way: One type of Bayesian method is Bayesian inference and feature selection has to ...
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3answers
47 views

Why prior in MAP could be ignored?

A posterior $p(\theta\vert x) = \frac{p(x \vert \theta)p(\theta)}{p(x)} $ Many materials say that since the $p(x)$ is a constant, the $p(x)$ can be ignored. Thus, $p(\theta\vert x) \propto p(x \vert ...
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1answer
20 views

the probability distribution of dependent variables

There are three variables, X3 is a function of X1 and X2, ...