Download or read book Langevin Algorithms in Data Science written by Xiaoyu Wang and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Langevin algorithms are a collection of powerful optimization algorithms and Markov Chain Monte Carlo sampling algorithms that provide computational foundations for high dimensional data in machine learning. We first review variants of Langevin diffusions and the corresponding algorithms based on different discretization schemes for overdamped and non-reversible Langevin algorithms including underdamped Langevin algorithms. Meanwhile, we revisit Stochastic Gradient Descent (SGD) on saddle points and illustrate the necessity of Stochastic Gradient Langevin Dynamics (SGLD) driven by Brownian motion for global convergence. Then, we propose a more general Langevin-like dynamics and algorithms driven by L\'evy motion. As a sampling toolkit, we survey Langevin sampling algorithms for both logconcave and non-logconcave target distributions. As an optimization method, we review the non-asymptotic analysis on two very commonly used Langevin algorithms, Stochastic Gradient Langevin Dynamics (SGLD) and Stochastic Gradient Hamiltonian Monte Carlo (SGHMC), and we then present the acceleration for global convergence by breaking reversibility of the Langevin diffusions. As a follow up work, we do a non-asymptotic analysis of the global convergence of the nonreversible Langevin algorithm for non-convex optimization with explicit constants, our result leads to non-asymptotic guarantees for both empirical and population risk minimization problems. Moreover, it suggests that by choosing an appropriate anti-symmetric matrix, the algorithm can outperform SGLD. As an application, we briefly introduce a Langevin algorithm to model gradient noise when using SGD optimizes the loss function in training neural networks with Gaussian noise injections. Then, we review the explicit effect of Gaussian noise data and additionally show the heavy tails and skewness of gradient noise are brought by the implicit effect which was marginalized out when studying the explicit effect. Finally, we quantitatively study the implicit bias induced by Gaussian noise injections for training neural networks by analyzing the weak error bound in terms of the heavy tails index and skewness parameter using carefully constructed auxiliary stochastic differential equations and designing an approximation scheme.
Download or read book Machine Learning Optimization and Data Science written by Giuseppe Nicosia and published by Springer Nature. This book was released on 2021-01-07 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set, LNCS 12565 and 12566, constitutes the refereed proceedings of the 6th International Conference on Machine Learning, Optimization, and Data Science, LOD 2020, held in Siena, Italy, in July 2020. The total of 116 full papers presented in this two-volume post-conference proceedings set was carefully reviewed and selected from 209 submissions. These research articles were written by leading scientists in the fields of machine learning, artificial intelligence, reinforcement learning, computational optimization, and data science presenting a substantial array of ideas, technologies, algorithms, methods, and applications.
Download or read book Computational Statistics in Data Science written by Richard A. Levine and published by John Wiley & Sons. This book was released on 2022-03-23 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ein unverzichtbarer Leitfaden bei der Anwendung computergestützter Statistik in der modernen Datenwissenschaft In Computational Statistics in Data Science präsentiert ein Team aus bekannten Mathematikern und Statistikern eine fundierte Zusammenstellung von Konzepten, Theorien, Techniken und Praktiken der computergestützten Statistik für ein Publikum, das auf der Suche nach einem einzigen, umfassenden Referenzwerk für Statistik in der modernen Datenwissenschaft ist. Das Buch enthält etliche Kapitel zu den wesentlichen konkreten Bereichen der computergestützten Statistik, in denen modernste Techniken zeitgemäß und verständlich dargestellt werden. Darüber hinaus bietet Computational Statistics in Data Science einen kostenlosen Zugang zu den fertigen Einträgen im Online-Nachschlagewerk Wiley StatsRef: Statistics Reference Online. Außerdem erhalten die Leserinnen und Leser: * Eine gründliche Einführung in die computergestützte Statistik mit relevanten und verständlichen Informationen für Anwender und Forscher in verschiedenen datenintensiven Bereichen * Umfassende Erläuterungen zu aktuellen Themen in der Statistik, darunter Big Data, Datenstromverarbeitung, quantitative Visualisierung und Deep Learning Das Werk eignet sich perfekt für Forscher und Wissenschaftler sämtlicher Fachbereiche, die Techniken der computergestützten Statistik auf einem gehobenen oder fortgeschrittenen Niveau anwenden müssen. Zudem gehört Computational Statistics in Data Science in das Bücherregal von Wissenschaftlern, die sich mit der Erforschung und Entwicklung von Techniken der computergestützten Statistik und statistischen Grafiken beschäftigen.
Download or read book Data Science Algorithms in a Week written by Dávid Natingga and published by Packt Publishing Ltd. This book was released on 2018-10-31 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: Build a strong foundation of machine learning algorithms in 7 days Key FeaturesUse Python and its wide array of machine learning libraries to build predictive models Learn the basics of the 7 most widely used machine learning algorithms within a weekKnow when and where to apply data science algorithms using this guideBook Description Machine learning applications are highly automated and self-modifying, and continue to improve over time with minimal human intervention, as they learn from the trained data. To address the complex nature of various real-world data problems, specialized machine learning algorithms have been developed. Through algorithmic and statistical analysis, these models can be leveraged to gain new knowledge from existing data as well. Data Science Algorithms in a Week addresses all problems related to accurate and efficient data classification and prediction. Over the course of seven days, you will be introduced to seven algorithms, along with exercises that will help you understand different aspects of machine learning. You will see how to pre-cluster your data to optimize and classify it for large datasets. This book also guides you in predicting data based on existing trends in your dataset. This book covers algorithms such as k-nearest neighbors, Naive Bayes, decision trees, random forest, k-means, regression, and time-series analysis. By the end of this book, you will understand how to choose machine learning algorithms for clustering, classification, and regression and know which is best suited for your problem What you will learnUnderstand how to identify a data science problem correctlyImplement well-known machine learning algorithms efficiently using PythonClassify your datasets using Naive Bayes, decision trees, and random forest with accuracyDevise an appropriate prediction solution using regressionWork with time series data to identify relevant data events and trendsCluster your data using the k-means algorithmWho this book is for This book is for aspiring data science professionals who are familiar with Python and have a little background in statistics. You’ll also find this book useful if you’re currently working with data science algorithms in some capacity and want to expand your skill set
Download or read book Algorithms for Data Science written by Brian Steele and published by Springer. This book was released on 2016-12-27 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook on practical data analytics unites fundamental principles, algorithms, and data. Algorithms are the keystone of data analytics and the focal point of this textbook. Clear and intuitive explanations of the mathematical and statistical foundations make the algorithms transparent. But practical data analytics requires more than just the foundations. Problems and data are enormously variable and only the most elementary of algorithms can be used without modification. Programming fluency and experience with real and challenging data is indispensable and so the reader is immersed in Python and R and real data analysis. By the end of the book, the reader will have gained the ability to adapt algorithms to new problems and carry out innovative analyses. This book has three parts:(a) Data Reduction: Begins with the concepts of data reduction, data maps, and information extraction. The second chapter introduces associative statistics, the mathematical foundation of scalable algorithms and distributed computing. Practical aspects of distributed computing is the subject of the Hadoop and MapReduce chapter.(b) Extracting Information from Data: Linear regression and data visualization are the principal topics of Part II. The authors dedicate a chapter to the critical domain of Healthcare Analytics for an extended example of practical data analytics. The algorithms and analytics will be of much interest to practitioners interested in utilizing the large and unwieldly data sets of the Centers for Disease Control and Prevention's Behavioral Risk Factor Surveillance System.(c) Predictive Analytics Two foundational and widely used algorithms, k-nearest neighbors and naive Bayes, are developed in detail. A chapter is dedicated to forecasting. The last chapter focuses on streaming data and uses publicly accessible data streams originating from the Twitter API and the NASDAQ stock market in the tutorials. This book is intended for a one- or two-semester course in data analytics for upper-division undergraduate and graduate students in mathematics, statistics, and computer science. The prerequisites are kept low, and students with one or two courses in probability or statistics, an exposure to vectors and matrices, and a programming course will have no difficulty. The core material of every chapter is accessible to all with these prerequisites. The chapters often expand at the close with innovations of interest to practitioners of data science. Each chapter includes exercises of varying levels of difficulty. The text is eminently suitable for self-study and an exceptional resource for practitioners.
Download or read book Data Science written by Chengqi Zhang and published by Springer. This book was released on 2015-10-29 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Second International Conference on Data Science, ICDS 2015, held in Sydney, Australia, during August 8-9, 2015. The 19 revised full papers and 5 short papers presented were carefully reviewed and selected from 31 submissions. The papers focus on the following topics: mathematical issues in data science; big data issues and applications; data quality and data preparation; data-driven scientific research; evaluation and measurement in data service; big data mining and knowledge management; case study of data science; social impacts of data science.
Download or read book Information Theoretic Methods in Data Science written by Miguel R. D. Rodrigues and published by Cambridge University Press. This book was released on 2021-04-08 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first unified treatment of the interface between information theory and emerging topics in data science, written in a clear, tutorial style. Covering topics such as data acquisition, representation, analysis, and communication, it is ideal for graduate students and researchers in information theory, signal processing, and machine learning.
Download or read book Advances in Subsurface Data Analytics written by Shuvajit Bhattacharya and published by Elsevier. This book was released on 2022-05-18 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Subsurface Data Analytics: Traditional and Physics-Based Approaches brings together the fundamentals of popular and emerging machine learning (ML) algorithms with their applications in subsurface analysis, including geology, geophysics, petrophysics, and reservoir engineering. The book is divided into four parts: traditional ML, deep learning, physics-based ML, and new directions, with an increasing level of diversity and complexity of topics. Each chapter focuses on one ML algorithm with a detailed workflow for a specific application in geosciences. Some chapters also compare the results from an algorithm with others to better equip the readers with different strategies to implement automated workflows for subsurface analysis. Advances in Subsurface Data Analytics: Traditional and Physics-Based Approaches will help researchers in academia and professional geoscientists working on the subsurface-related problems (oil and gas, geothermal, carbon sequestration, and seismology) at different scales to understand and appreciate current trends in ML approaches, their applications, advances and limitations, and future potential in geosciences by bringing together several contributions in a single volume. Covers fundamentals of simple machine learning and deep learning algorithms, and physics-based approaches written by practitioners in academia and industry Presents detailed case studies of individual machine learning algorithms and optimal strategies in subsurface characterization around the world Offers an analysis of future trends in machine learning in geosciences
Download or read book The Langevin Equation written by William Coffey and published by World Scientific. This book was released on 1996 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation ? Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem ? Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes.As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint ? Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) ? together with modern applications particularly to relaxation in ferrofluids and polar dielectrics.
Download or read book Machine Learning and Data Sciences for Financial Markets written by Agostino Capponi and published by Cambridge University Press. This book was released on 2023-04-30 with total page 743 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leveraging the research efforts of more than sixty experts in the area, this book reviews cutting-edge practices in machine learning for financial markets. Instead of seeing machine learning as a new field, the authors explore the connection between knowledge developed by quantitative finance over the past forty years and techniques generated by the current revolution driven by data sciences and artificial intelligence. The text is structured around three main areas: 'Interactions with investors and asset owners,' which covers robo-advisors and price formation; 'Risk intermediation,' which discusses derivative hedging, portfolio construction, and machine learning for dynamic optimization; and 'Connections with the real economy,' which explores nowcasting, alternative data, and ethics of algorithms. Accessible to a wide audience, this invaluable resource will allow practitioners to include machine learning driven techniques in their day-to-day quantitative practices, while students will build intuition and come to appreciate the technical tools and motivation for the theory.
Download or read book Case Studies in Applied Bayesian Data Science written by Kerrie L. Mengersen and published by Springer Nature. This book was released on 2020-05-28 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting a range of substantive applied problems within Bayesian Statistics along with their Bayesian solutions, this book arises from a research program at CIRM in France in the second semester of 2018, which supported Kerrie Mengersen as a visiting Jean-Morlet Chair and Pierre Pudlo as the local Research Professor. The field of Bayesian statistics has exploded over the past thirty years and is now an established field of research in mathematical statistics and computer science, a key component of data science, and an underpinning methodology in many domains of science, business and social science. Moreover, while remaining naturally entwined, the three arms of Bayesian statistics, namely modelling, computation and inference, have grown into independent research fields. While the research arms of Bayesian statistics continue to grow in many directions, they are harnessed when attention turns to solving substantive applied problems. Each such problem set has its own challenges and hence draws from the suite of research a bespoke solution. The book will be useful for both theoretical and applied statisticians, as well as practitioners, to inspect these solutions in the context of the problems, in order to draw further understanding, awareness and inspiration.
Download or read book Data Science written by Gyanendra K. Verma and published by Springer. This book was released on 2022-08-21 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book targets an audience with a basic understanding of deep learning, its architectures, and its application in the multimedia domain. Background in machine learning is helpful in exploring various aspects of deep learning. Deep learning models have a major impact on multimedia research and raised the performance bar substantially in many of the standard evaluations. Moreover, new multi-modal challenges are tackled, which older systems would not have been able to handle. However, it is very difficult to comprehend, let alone guide, the process of learning in deep neural networks, there is an air of uncertainty about exactly what and how these networks learn. By the end of the book, the readers will have an understanding of different deep learning approaches, models, pre-trained models, and familiarity with the implementation of various deep learning algorithms using various frameworks and libraries.
Download or read book Data Science written by Jianchao Zeng and published by Springer Nature. This book was released on 2020-08-20 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two volume set (CCIS 1257 and 1258) constitutes the refereed proceedings of the 6th International Conference of Pioneering Computer Scientists, Engineers and Educators, ICPCSEE 2020 held in Taiyuan, China, in September 2020. The 98 papers presented in these two volumes were carefully reviewed and selected from 392 submissions. The papers are organized in topical sections: database, machine learning, network, graphic images, system, natural language processing, security, algorithm, application, and education. The chapter “Highly Parallel SPARQL Engine for RDF” is available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.
Download or read book Convex Analysis and Monotone Operator Theory in Hilbert Spaces written by Heinz H. Bauschke and published by Springer. This book was released on 2017-02-28 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: This reference text, now in its second edition, offers a modern unifying presentation of three basic areas of nonlinear analysis: convex analysis, monotone operator theory, and the fixed point theory of nonexpansive operators. Taking a unique comprehensive approach, the theory is developed from the ground up, with the rich connections and interactions between the areas as the central focus, and it is illustrated by a large number of examples. The Hilbert space setting of the material offers a wide range of applications while avoiding the technical difficulties of general Banach spaces. The authors have also drawn upon recent advances and modern tools to simplify the proofs of key results making the book more accessible to a broader range of scholars and users. Combining a strong emphasis on applications with exceptionally lucid writing and an abundance of exercises, this text is of great value to a large audience including pure and applied mathematicians as well as researchers in engineering, data science, machine learning, physics, decision sciences, economics, and inverse problems. The second edition of Convex Analysis and Monotone Operator Theory in Hilbert Spaces greatly expands on the first edition, containing over 140 pages of new material, over 270 new results, and more than 100 new exercises. It features a new chapter on proximity operators including two sections on proximity operators of matrix functions, in addition to several new sections distributed throughout the original chapters. Many existing results have been improved, and the list of references has been updated. Heinz H. Bauschke is a Full Professor of Mathematics at the Kelowna campus of the University of British Columbia, Canada. Patrick L. Combettes, IEEE Fellow, was on the faculty of the City University of New York and of Université Pierre et Marie Curie – Paris 6 before joining North Carolina State University as a Distinguished Professor of Mathematics in 2016.
Download or read book Numerical Approximations of Stochastic Differential Equations with Non Globally Lipschitz Continuous Coefficients written by Martin Hutzenthaler and published by American Mathematical Soc.. This book was released on 2015-06-26 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method diverge for these SDEs in finite time. This article develops a general theory based on rare events for studying integrability properties such as moment bounds for discrete-time stochastic processes. Using this approach, the authors establish moment bounds for fully and partially drift-implicit Euler methods and for a class of new explicit approximation methods which require only a few more arithmetical operations than the Euler-Maruyama method. These moment bounds are then used to prove strong convergence of the proposed schemes. Finally, the authors illustrate their results for several SDEs from finance, physics, biology and chemistry.
Download or read book Adaptive Algorithms and Stochastic Approximations written by Albert Benveniste and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.
Download or read book Quantum Machine Learning written by Peter Wittek and published by Academic Press. This book was released on 2014-09-10 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum Machine Learning bridges the gap between abstract developments in quantum computing and the applied research on machine learning. Paring down the complexity of the disciplines involved, it focuses on providing a synthesis that explains the most important machine learning algorithms in a quantum framework. Theoretical advances in quantum computing are hard to follow for computer scientists, and sometimes even for researchers involved in the field. The lack of a step-by-step guide hampers the broader understanding of this emergent interdisciplinary body of research. Quantum Machine Learning sets the scene for a deeper understanding of the subject for readers of different backgrounds. The author has carefully constructed a clear comparison of classical learning algorithms and their quantum counterparts, thus making differences in computational complexity and learning performance apparent. This book synthesizes of a broad array of research into a manageable and concise presentation, with practical examples and applications. Bridges the gap between abstract developments in quantum computing with the applied research on machine learning Provides the theoretical minimum of machine learning, quantum mechanics, and quantum computing Gives step-by-step guidance to a broader understanding of this emergent interdisciplinary body of research
