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Machine Learning is a subfield of computer science that draws on elements from algorithmic analysis, computational statistics, mathematics, optimization, etc. It is mainly concerned with the use of data to construct models that have high predictive/forecasting ability. Topics include modeling building, applications, theory, etc.

3 votes

Can we use a model that overfits?

My first attempts [...] gave me auc 0.85 on test set and 0.96 on training set. So, the model overfits. This is not quite true. See, (almost) each estimator will have a better prediction score o …
Igor OA's user avatar
  • 311
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How to form Hessian matrix in BFGS Quasi-Newton Method

In optimization, you are looking for minima and maxima of a certain function f. Equivalently, under certain derivative conditions, you are looking for the zeros of g, the derivative of f. The first eq …
Igor OA's user avatar
  • 311
2 votes
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How do you define the steps to explore the data?

As far as working with data depends on one's education, expertise, goal and favorite tools, I would answer it within my narrow scope - and trying to keep your track. Framing the problem is an import …
Igor OA's user avatar
  • 311