Stochastic Signal Analysis is a field of science concerned with the processing, modification and analysis of (stochastic) signals.

Anyone with a background in Physics or Engineering knows to some degree about signal analysis techniques, what these technique are and how they can be used to analyze, model and classify signals.

Data Scientists coming from a different fields, like Computer Science or Statistics, might not be aware of the analytical power these techniques bring with…

This research work has been carried out jointly by Deepak Kumar Gupta & Shruti Goyal November 11, 2017

Abstract

In the real world, many online shopping websites or service provider have single email-id where customers can send their…

Each year, Risk Quant Europe Conference, a conference well-attended by practitioners from banking, asset management, insurers as well as academics from Europe, selects two papers to present in their annual conference.

For 2018, our paper is lucky to be one of the two winning papers selected by the Advisory Board for the conference to be held in London. Please feel free to check out our paper titled CDS Rate Construction Methods by Machine Learning…

Binary classification is one of the most frequent studies in applied machine learning problems in various domains, from medicine to biology to meteorology to malware analysis. Many researchers use some performance metrics in their classification studies to report their success. However, the literature has shown a widespread confusion about the terminology and ignorance of the fundamental aspects behind metrics.

In our paper tittled "Binary Classification Performance…

In this article, a semi-supervised classification algorithm implementation will be described using Markov Chains and Random Walks. We have the following 2D circles dataset (with 1000 points) with only 2 points labeled (as shown in the figure, colored red and blue respectively, for all others the labels are unknown, indicated by the…

Does it sound familiar to you? In order to get an idea of how to choose a parameter for a given classifier, you have to cross reference to a number of papers or books, which often turn out to present competing arguments for or against a certain parameterization choice but with few applications to real-world problems.

For example, you may find a few papers discussing optimal selection of K in…

Cross Validation is often used as a tool for model selection across classifiers. As discussed in detail in the following paper https://ssrn.com/abstract=2967184, Cross Validation is typically performed in the following steps:

• Step 1: Divide the original sample into K sub samples; each subsample typically has equal sample size and is referred to as one fold, altogether,…

In practice, we often have to make parameterization choices for a given classifier in order to achieve optimal classification performances; just to name a few examples:

• Neural Network: e.g., the optimal choice of Activation Functions, # of hidden units
• Support Vector Machine: e.g., the optimal choice of Kernel Functions
• Ensemble: e.g., the number of Learning Cycles for Bagging.
• Discriminant Analysis: e.g., Linear/Quadratic; regularization…

Past literature show that the comparisons of classifier's performance are specific to the types of datasets (e.g., Pharmaceutical industry data) used; i.e., some classifiers may perform better in some context than others. A paper titled CDS Rate Construction Methods by Machine Learning Techniques conducts the performance comparison exclusively in the context of financial market by applying a wide range of classifiers to provide solution to so-called Shortage of…

Introduction:

Machine Learning is a vast area of Computer Science that is concerned with designing algorithms which form good models of the world around us (the data coming from the world around us).

Within Machine Learning many tasks are - or can be reformulated as - classification tasks.

In classification tasks we are trying to produce a model which can give the correlation…

A pdf version of this document created using latex can be downloaded by clicking here.

Abstract

Polymorphic malware detection is challenging due to the continual mutations miscreants introduce to successive instances of a particular virus. Such changes are akin to mutations in biological sequences. Recently, high-throughput methods for gene sequence…

Reading the academic literature Text Analytics seems difficult. However, applying it in practice has shown us that Text Classification is much easier than it looks. Most of the Classifiers consist of only a few lines of code.In this three-part blog series we will examine the three well-known Classifiers; the Naive Bayes, Maximum Entropy and Support Vector Machines. From the…

Many Machine Learning articles and papers describe the wonders of the Support Vector Machine (SVM) algorithm. Nevertheless, when using it on real data trying to obtain a high accuracy classification, I stumbled upon several issues.

I will try to describe the steps I took to make the algorithm work in practice.



This model was implemented…