Machine Learning 算法学习心得和代码实现

持续更新：Machine Learning 和 Data Mining 的算法学习心得和代码实现

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Awesome Website

• Machine Learning in R: mlr

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Basic Concept

Coefficient of Variation

• Also known as Relative Standard Deviation (RSD), is a standardized measure of dispersion of a probability distribution or frequency distribution. $CV=Standard \ Deviation/Mean$

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Feature Engineering

Feature Selection

• Blog: A Summary of Feature Selection in Machine Learning

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Time Series Prediction

Gaussian Process Regression

• Blog: Time Series Prediction by Gaussian Process Regression

Bayesian Structural Time Series

• Paper: Scott, S. L., & Varian, H. R. (2014). Predicting the present with bayesian structural time series. International Journal of Mathematical Modelling and Numerical Optimisation, 5(1-2), 4-23.
• Rmd: A Tutorial for Bayesian Structural Time Series

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Model Evaluation and Seletion

Regression

• Blog: Measures of Univariate Prediction Accuracy

Classification

• Blog: Classification Model Evaluation and Seletion

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Text Mining

Topic Modeling

• Blog: An Introduction to LDA and Other Topic Models