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Rohit Walimbe's Blog – April 2017 Archive (2)

Handling imbalanced dataset in supervised learning using family of SMOTE algorithm.

Consider a problem where you are working on a machine learning classification problem. You get an accuracy of 98% and you are very happy. But that happiness doesn’t last long when you look at the confusion matrix and realize that majority class is 98% of the total data and all examples are classified as majority class. Welcome to the real world of imbalanced data sets!!…

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Added by Rohit Walimbe on April 24, 2017 at 10:00pm — No Comments

Avoiding Look Ahead Bias in Time Series Modelling

Any time series classification or regression forecasting involves the Y prediction at 't+n' given the X and Y information available till time T. Obviously no data scientist or statistician can deploy the system without back testing and validating the performance of model in history. Using the future actual information in training data which could be termed as "Look Ahead Bias" is probably the gravest mistake a data scientist can make. Even the sentence “we cannot make use future…

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Added by Rohit Walimbe on April 21, 2017 at 6:00am — No Comments

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