Abstract:
A power method can be enhanced. For example, an electronic communication indicating a job to be performed can be received. A best rank-1 approximation of a matrix associated with the job can be determined using the power method. Each iteration of the power method can include determining a point that lies on a line passing through (i) a first value for a first singular vector from an immediately prior iteration of the power method; and (ii) a second value for the first singular vector from another prior iteration of the power method. Each iteration of the power method can also include determining, by performing the power method using the point, a current value for the first singular vector and a current value for a second singular vector for a current iteration of the power method. The job can then be performed using the best rank-1 approximation of the matrix.
Abstract:
Processing speeds for generating a model can be enhanced. For example, the model can be generated by using regression coefficient values as weights for independent variables in the model. The regression coefficient values can be determined using a coordinate descent method to find a minimum value of a least absolute shrinkage and selection operator cost function. Each iteration of the coordinate descent method can include determining a starting coordinate based on (i) a previous starting coordinate or a previous regression coefficient value from an immediately prior iteration of the coordinate descent method; (ii) a current regression coefficient value associated with a current iteration of the coordinate descent method; and (iii) a refinement factor configured to minimize a result of a univariate algorithm. Each iteration can also include performing a coordinate descent using the starting coordinate to determine a next regression coefficient value for a next iteration of the coordinate descent method.
Abstract:
A computing device trains models for streaming classification. A baseline penalty value is computed that is inversely proportional to a square of a maximum explanatory variable value. A set of penalty values is computed based on the baseline penalty value. For each penalty value of the set of penalty values, a classification type model is trained using the respective penalty value and the observation vectors to compute parameters that define a trained model, the classification type model is validated using the respective penalty value and the observation vectors to compute a validation criterion value that quantifies a validation error, and the validation criterion value, the respective penalty value, and the parameters that define a trained model are stored to the computer-readable medium. The classification type model is trained to predict the response variable value of each observation vector based on the respective explanatory variable value of each observation vector.
Abstract:
A system for machine training can comprise one or more data processors and a non-transitory computer-readable storage medium containing instructions which, when executed on the one or more data processors, cause the one or more data processors to perform operations including: accessing a dataset comprising data tracking a plurality of features; determining a series of values for a regularization parameter of a sparse support vector machine model, the series including an initial regularization value and a next regularization value; computing an initial solution to the sparse support vector machine model for the initial regularization value; identifying, using the initial solution, inactive features of the sparse support vector machine model for the next regularization value; and computing a next solution to the sparse support vector machine model for the next regularization value, wherein computing the next solution includes excluding the inactive features.
Abstract:
A system for machine training can comprise one or more data processors and a non-transitory computer-readable storage medium containing instructions which, when executed on the one or more data processors, cause the one or more data processors to perform operations including: accessing a dataset comprising data tracking a plurality of features; determining a series of values for a regularization parameter of a sparse support vector machine model, the series including an initial regularization value and a next regularization value; computing an initial solution to the sparse support vector machine model for the initial regularization value; identifying, using the initial solution, inactive features of the sparse support vector machine model for the next regularization value; and computing a next solution to the sparse support vector machine model for the next regularization value, wherein computing the next solution includes excluding the inactive features.
Abstract:
Systems and methods for linear regression using safe screening techniques. A computing system may receive, from a user of the system, a data set including a set of variables, the set of variables being related to a linear model for predicting a response variable of the data set. The computing system may determine an active set of variables using a safe screening algorithm The computing system may generate the linear model using the active set and a least angle regression algorithm. The computing system may provide, to the user of the system, information related to the linear model.