Author: Plamen P. Angelov
Publisher: Springer
ISBN: 3030023842
Category : Technology & Engineering
Languages : en
Pages : 437
Book Description
This book provides a ‘one-stop source’ for all readers who are interested in a new, empirical approach to machine learning that, unlike traditional methods, successfully addresses the demands of today’s data-driven world. After an introduction to the fundamentals, the book discusses in depth anomaly detection, data partitioning and clustering, as well as classification and predictors. It describes classifiers of zero and first order, and the new, highly efficient and transparent deep rule-based classifiers, particularly highlighting their applications to image processing. Local optimality and stability conditions for the methods presented are formally derived and stated, while the software is also provided as supplemental, open-source material. The book will greatly benefit postgraduate students, researchers and practitioners dealing with advanced data processing, applied mathematicians, software developers of agent-oriented systems, and developers of embedded and real-time systems. It can also be used as a textbook for postgraduate coursework; for this purpose, a standalone set of lecture notes and corresponding lab session notes are available on the same website as the code. Dimitar Filev, Henry Ford Technical Fellow, Ford Motor Company, USA, and Member of the National Academy of Engineering, USA: “The book Empirical Approach to Machine Learning opens new horizons to automated and efficient data processing.” Paul J. Werbos, Inventor of the back-propagation method, USA: “I owe great thanks to Professor Plamen Angelov for making this important material available to the community just as I see great practical needs for it, in the new area of making real sense of high-speed data from the brain.” Chin-Teng Lin, Distinguished Professor at University of Technology Sydney, Australia: “This new book will set up a milestone for the modern intelligent systems.” Edward Tunstel, President of IEEE Systems, Man, Cybernetics Society, USA: “Empirical Approach to Machine Learning provides an insightful and visionary boost of progress in the evolution of computational learning capabilities yielding interpretable and transparent implementations.”
Empirical Approach to Machine Learning
Author: Plamen P. Angelov
Publisher: Springer
ISBN: 3030023842
Category : Technology & Engineering
Languages : en
Pages : 437
Book Description
This book provides a ‘one-stop source’ for all readers who are interested in a new, empirical approach to machine learning that, unlike traditional methods, successfully addresses the demands of today’s data-driven world. After an introduction to the fundamentals, the book discusses in depth anomaly detection, data partitioning and clustering, as well as classification and predictors. It describes classifiers of zero and first order, and the new, highly efficient and transparent deep rule-based classifiers, particularly highlighting their applications to image processing. Local optimality and stability conditions for the methods presented are formally derived and stated, while the software is also provided as supplemental, open-source material. The book will greatly benefit postgraduate students, researchers and practitioners dealing with advanced data processing, applied mathematicians, software developers of agent-oriented systems, and developers of embedded and real-time systems. It can also be used as a textbook for postgraduate coursework; for this purpose, a standalone set of lecture notes and corresponding lab session notes are available on the same website as the code. Dimitar Filev, Henry Ford Technical Fellow, Ford Motor Company, USA, and Member of the National Academy of Engineering, USA: “The book Empirical Approach to Machine Learning opens new horizons to automated and efficient data processing.” Paul J. Werbos, Inventor of the back-propagation method, USA: “I owe great thanks to Professor Plamen Angelov for making this important material available to the community just as I see great practical needs for it, in the new area of making real sense of high-speed data from the brain.” Chin-Teng Lin, Distinguished Professor at University of Technology Sydney, Australia: “This new book will set up a milestone for the modern intelligent systems.” Edward Tunstel, President of IEEE Systems, Man, Cybernetics Society, USA: “Empirical Approach to Machine Learning provides an insightful and visionary boost of progress in the evolution of computational learning capabilities yielding interpretable and transparent implementations.”
Publisher: Springer
ISBN: 3030023842
Category : Technology & Engineering
Languages : en
Pages : 437
Book Description
This book provides a ‘one-stop source’ for all readers who are interested in a new, empirical approach to machine learning that, unlike traditional methods, successfully addresses the demands of today’s data-driven world. After an introduction to the fundamentals, the book discusses in depth anomaly detection, data partitioning and clustering, as well as classification and predictors. It describes classifiers of zero and first order, and the new, highly efficient and transparent deep rule-based classifiers, particularly highlighting their applications to image processing. Local optimality and stability conditions for the methods presented are formally derived and stated, while the software is also provided as supplemental, open-source material. The book will greatly benefit postgraduate students, researchers and practitioners dealing with advanced data processing, applied mathematicians, software developers of agent-oriented systems, and developers of embedded and real-time systems. It can also be used as a textbook for postgraduate coursework; for this purpose, a standalone set of lecture notes and corresponding lab session notes are available on the same website as the code. Dimitar Filev, Henry Ford Technical Fellow, Ford Motor Company, USA, and Member of the National Academy of Engineering, USA: “The book Empirical Approach to Machine Learning opens new horizons to automated and efficient data processing.” Paul J. Werbos, Inventor of the back-propagation method, USA: “I owe great thanks to Professor Plamen Angelov for making this important material available to the community just as I see great practical needs for it, in the new area of making real sense of high-speed data from the brain.” Chin-Teng Lin, Distinguished Professor at University of Technology Sydney, Australia: “This new book will set up a milestone for the modern intelligent systems.” Edward Tunstel, President of IEEE Systems, Man, Cybernetics Society, USA: “Empirical Approach to Machine Learning provides an insightful and visionary boost of progress in the evolution of computational learning capabilities yielding interpretable and transparent implementations.”
Empirical Methods for Artificial Intelligence
Author: Paul R. Cohen
Publisher: Bradford Books
ISBN: 9780262032254
Category : Computers
Languages : en
Pages : 405
Book Description
This book presents empirical methods for studying complex computer programs: exploratory tools to help find patterns in data, experiment designs and hypothesis-testing tools to help data speak convincingly, and modeling tools to help explain data.
Publisher: Bradford Books
ISBN: 9780262032254
Category : Computers
Languages : en
Pages : 405
Book Description
This book presents empirical methods for studying complex computer programs: exploratory tools to help find patterns in data, experiment designs and hypothesis-testing tools to help data speak convincingly, and modeling tools to help explain data.
Empirical Asset Pricing
Author: Wayne Ferson
Publisher: MIT Press
ISBN: 0262039370
Category : Business & Economics
Languages : en
Pages : 497
Book Description
An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Publisher: MIT Press
ISBN: 0262039370
Category : Business & Economics
Languages : en
Pages : 497
Book Description
An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Empirical Evaluation Methods in Computer Vision
Author: Henrik I. Christensen
Publisher: World Scientific
ISBN: 9810249535
Category : Science
Languages : en
Pages : 170
Book Description
This book provides comprehensive coverage of methods for the empirical evaluation of computer vision techniques. The practical use of computer vision requires empirical evaluation to ensure that the overall system has a guaranteed performance. The book contains articles that cover the design of experiments for evaluation, range image segmentation, the evaluation of face recognition and diffusion methods, image matching using correlation methods, and the performance of medical image processing algorithms.
Publisher: World Scientific
ISBN: 9810249535
Category : Science
Languages : en
Pages : 170
Book Description
This book provides comprehensive coverage of methods for the empirical evaluation of computer vision techniques. The practical use of computer vision requires empirical evaluation to ensure that the overall system has a guaranteed performance. The book contains articles that cover the design of experiments for evaluation, range image segmentation, the evaluation of face recognition and diffusion methods, image matching using correlation methods, and the performance of medical image processing algorithms.
Foundations of Machine Learning, second edition
Author: Mehryar Mohri
Publisher: MIT Press
ISBN: 0262351366
Category : Computers
Languages : en
Pages : 505
Book Description
A new edition of a graduate-level machine learning textbook that focuses on the analysis and theory of algorithms. This book is a general introduction to machine learning that can serve as a textbook for graduate students and a reference for researchers. It covers fundamental modern topics in machine learning while providing the theoretical basis and conceptual tools needed for the discussion and justification of algorithms. It also describes several key aspects of the application of these algorithms. The authors aim to present novel theoretical tools and concepts while giving concise proofs even for relatively advanced topics. Foundations of Machine Learning is unique in its focus on the analysis and theory of algorithms. The first four chapters lay the theoretical foundation for what follows; subsequent chapters are mostly self-contained. Topics covered include the Probably Approximately Correct (PAC) learning framework; generalization bounds based on Rademacher complexity and VC-dimension; Support Vector Machines (SVMs); kernel methods; boosting; on-line learning; multi-class classification; ranking; regression; algorithmic stability; dimensionality reduction; learning automata and languages; and reinforcement learning. Each chapter ends with a set of exercises. Appendixes provide additional material including concise probability review. This second edition offers three new chapters, on model selection, maximum entropy models, and conditional entropy models. New material in the appendixes includes a major section on Fenchel duality, expanded coverage of concentration inequalities, and an entirely new entry on information theory. More than half of the exercises are new to this edition.
Publisher: MIT Press
ISBN: 0262351366
Category : Computers
Languages : en
Pages : 505
Book Description
A new edition of a graduate-level machine learning textbook that focuses on the analysis and theory of algorithms. This book is a general introduction to machine learning that can serve as a textbook for graduate students and a reference for researchers. It covers fundamental modern topics in machine learning while providing the theoretical basis and conceptual tools needed for the discussion and justification of algorithms. It also describes several key aspects of the application of these algorithms. The authors aim to present novel theoretical tools and concepts while giving concise proofs even for relatively advanced topics. Foundations of Machine Learning is unique in its focus on the analysis and theory of algorithms. The first four chapters lay the theoretical foundation for what follows; subsequent chapters are mostly self-contained. Topics covered include the Probably Approximately Correct (PAC) learning framework; generalization bounds based on Rademacher complexity and VC-dimension; Support Vector Machines (SVMs); kernel methods; boosting; on-line learning; multi-class classification; ranking; regression; algorithmic stability; dimensionality reduction; learning automata and languages; and reinforcement learning. Each chapter ends with a set of exercises. Appendixes provide additional material including concise probability review. This second edition offers three new chapters, on model selection, maximum entropy models, and conditional entropy models. New material in the appendixes includes a major section on Fenchel duality, expanded coverage of concentration inequalities, and an entirely new entry on information theory. More than half of the exercises are new to this edition.
Machine Learning in Asset Pricing
Author: Stefan Nagel
Publisher: Princeton University Press
ISBN: 0691218706
Category : Business & Economics
Languages : en
Pages : 156
Book Description
A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing. In this book, Stefan Nagel examines the promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets. Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation.
Publisher: Princeton University Press
ISBN: 0691218706
Category : Business & Economics
Languages : en
Pages : 156
Book Description
A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing. In this book, Stefan Nagel examines the promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets. Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation.
Understanding Machine Learning
Author: Shai Shalev-Shwartz
Publisher: Cambridge University Press
ISBN: 1107057132
Category : Computers
Languages : en
Pages : 415
Book Description
Introduces machine learning and its algorithmic paradigms, explaining the principles behind automated learning approaches and the considerations underlying their usage.
Publisher: Cambridge University Press
ISBN: 1107057132
Category : Computers
Languages : en
Pages : 415
Book Description
Introduces machine learning and its algorithmic paradigms, explaining the principles behind automated learning approaches and the considerations underlying their usage.
The Economics of Artificial Intelligence
Author: Ajay Agrawal
Publisher: University of Chicago Press
ISBN: 0226833127
Category : Business & Economics
Languages : en
Pages : 172
Book Description
A timely investigation of the potential economic effects, both realized and unrealized, of artificial intelligence within the United States healthcare system. In sweeping conversations about the impact of artificial intelligence on many sectors of the economy, healthcare has received relatively little attention. Yet it seems unlikely that an industry that represents nearly one-fifth of the economy could escape the efficiency and cost-driven disruptions of AI. The Economics of Artificial Intelligence: Health Care Challenges brings together contributions from health economists, physicians, philosophers, and scholars in law, public health, and machine learning to identify the primary barriers to entry of AI in the healthcare sector. Across original papers and in wide-ranging responses, the contributors analyze barriers of four types: incentives, management, data availability, and regulation. They also suggest that AI has the potential to improve outcomes and lower costs. Understanding both the benefits of and barriers to AI adoption is essential for designing policies that will affect the evolution of the healthcare system.
Publisher: University of Chicago Press
ISBN: 0226833127
Category : Business & Economics
Languages : en
Pages : 172
Book Description
A timely investigation of the potential economic effects, both realized and unrealized, of artificial intelligence within the United States healthcare system. In sweeping conversations about the impact of artificial intelligence on many sectors of the economy, healthcare has received relatively little attention. Yet it seems unlikely that an industry that represents nearly one-fifth of the economy could escape the efficiency and cost-driven disruptions of AI. The Economics of Artificial Intelligence: Health Care Challenges brings together contributions from health economists, physicians, philosophers, and scholars in law, public health, and machine learning to identify the primary barriers to entry of AI in the healthcare sector. Across original papers and in wide-ranging responses, the contributors analyze barriers of four types: incentives, management, data availability, and regulation. They also suggest that AI has the potential to improve outcomes and lower costs. Understanding both the benefits of and barriers to AI adoption is essential for designing policies that will affect the evolution of the healthcare system.
Statistical Machine Learning
Author: Richard Golden
Publisher: CRC Press
ISBN: 1351051490
Category : Computers
Languages : en
Pages : 525
Book Description
The recent rapid growth in the variety and complexity of new machine learning architectures requires the development of improved methods for designing, analyzing, evaluating, and communicating machine learning technologies. Statistical Machine Learning: A Unified Framework provides students, engineers, and scientists with tools from mathematical statistics and nonlinear optimization theory to become experts in the field of machine learning. In particular, the material in this text directly supports the mathematical analysis and design of old, new, and not-yet-invented nonlinear high-dimensional machine learning algorithms. Features: Unified empirical risk minimization framework supports rigorous mathematical analyses of widely used supervised, unsupervised, and reinforcement machine learning algorithms Matrix calculus methods for supporting machine learning analysis and design applications Explicit conditions for ensuring convergence of adaptive, batch, minibatch, MCEM, and MCMC learning algorithms that minimize both unimodal and multimodal objective functions Explicit conditions for characterizing asymptotic properties of M-estimators and model selection criteria such as AIC and BIC in the presence of possible model misspecification This advanced text is suitable for graduate students or highly motivated undergraduate students in statistics, computer science, electrical engineering, and applied mathematics. The text is self-contained and only assumes knowledge of lower-division linear algebra and upper-division probability theory. Students, professional engineers, and multidisciplinary scientists possessing these minimal prerequisites will find this text challenging yet accessible. About the Author: Richard M. Golden (Ph.D., M.S.E.E., B.S.E.E.) is Professor of Cognitive Science and Participating Faculty Member in Electrical Engineering at the University of Texas at Dallas. Dr. Golden has published articles and given talks at scientific conferences on a wide range of topics in the fields of both statistics and machine learning over the past three decades. His long-term research interests include identifying conditions for the convergence of deterministic and stochastic machine learning algorithms and investigating estimation and inference in the presence of possibly misspecified probability models.
Publisher: CRC Press
ISBN: 1351051490
Category : Computers
Languages : en
Pages : 525
Book Description
The recent rapid growth in the variety and complexity of new machine learning architectures requires the development of improved methods for designing, analyzing, evaluating, and communicating machine learning technologies. Statistical Machine Learning: A Unified Framework provides students, engineers, and scientists with tools from mathematical statistics and nonlinear optimization theory to become experts in the field of machine learning. In particular, the material in this text directly supports the mathematical analysis and design of old, new, and not-yet-invented nonlinear high-dimensional machine learning algorithms. Features: Unified empirical risk minimization framework supports rigorous mathematical analyses of widely used supervised, unsupervised, and reinforcement machine learning algorithms Matrix calculus methods for supporting machine learning analysis and design applications Explicit conditions for ensuring convergence of adaptive, batch, minibatch, MCEM, and MCMC learning algorithms that minimize both unimodal and multimodal objective functions Explicit conditions for characterizing asymptotic properties of M-estimators and model selection criteria such as AIC and BIC in the presence of possible model misspecification This advanced text is suitable for graduate students or highly motivated undergraduate students in statistics, computer science, electrical engineering, and applied mathematics. The text is self-contained and only assumes knowledge of lower-division linear algebra and upper-division probability theory. Students, professional engineers, and multidisciplinary scientists possessing these minimal prerequisites will find this text challenging yet accessible. About the Author: Richard M. Golden (Ph.D., M.S.E.E., B.S.E.E.) is Professor of Cognitive Science and Participating Faculty Member in Electrical Engineering at the University of Texas at Dallas. Dr. Golden has published articles and given talks at scientific conferences on a wide range of topics in the fields of both statistics and machine learning over the past three decades. His long-term research interests include identifying conditions for the convergence of deterministic and stochastic machine learning algorithms and investigating estimation and inference in the presence of possibly misspecified probability models.
Machine Learning for Economics and Finance in TensorFlow 2
Author: Isaiah Hull
Publisher: Apress
ISBN: 9781484263723
Category : Computers
Languages : en
Pages : 368
Book Description
Work on economic problems and solutions with tools from machine learning. ML has taken time to move into the space of academic economics. This is because empirical work in economics is concentrated on the identification of causal relationships in parsimonious statistical models; whereas machine learning is oriented towards prediction and is generally uninterested in either causality or parsimony. That leaves a gap for both students and professionals in the economics industry without a standard reference. This book focuses on economic problems with an empirical dimension, where machine learning methods may offer something of value. This includes coverage of a variety of discriminative deep learning models (DNNs, CNNs, RNNs, LSTMs, the Transformer Model, etc.), generative machine learning models, random forests, gradient boosting, clustering, and feature extraction. You'll also learn about the intersection of empirical methods in economics and machine learning, including regression analysis, text analysis, and dimensionality reduction methods, such as principal components analysis. TensorFlow offers a toolset that can be used to setup and solve any mathematical model, including those commonly used in economics. This book is structured to teach through a sequence of complete examples, each framed in terms of a specific economic problem of interest or topic. Otherwise complicated content is then distilled into accessible examples, so you can use TensorFlow to solve workhorse models in economics and finance. What You'll Learn Define, train, and evaluate machine learning models in TensorFlow 2 Apply fundamental concepts in machine learning, such as deep learning and natural language processing, to economic and financial problems Solve workhorse models in economics and finance Who This Book Is For Students and data scientists working in the economics industry. Academic economists and social scientists who have an interest in machine learning are also likely to find this book useful.
Publisher: Apress
ISBN: 9781484263723
Category : Computers
Languages : en
Pages : 368
Book Description
Work on economic problems and solutions with tools from machine learning. ML has taken time to move into the space of academic economics. This is because empirical work in economics is concentrated on the identification of causal relationships in parsimonious statistical models; whereas machine learning is oriented towards prediction and is generally uninterested in either causality or parsimony. That leaves a gap for both students and professionals in the economics industry without a standard reference. This book focuses on economic problems with an empirical dimension, where machine learning methods may offer something of value. This includes coverage of a variety of discriminative deep learning models (DNNs, CNNs, RNNs, LSTMs, the Transformer Model, etc.), generative machine learning models, random forests, gradient boosting, clustering, and feature extraction. You'll also learn about the intersection of empirical methods in economics and machine learning, including regression analysis, text analysis, and dimensionality reduction methods, such as principal components analysis. TensorFlow offers a toolset that can be used to setup and solve any mathematical model, including those commonly used in economics. This book is structured to teach through a sequence of complete examples, each framed in terms of a specific economic problem of interest or topic. Otherwise complicated content is then distilled into accessible examples, so you can use TensorFlow to solve workhorse models in economics and finance. What You'll Learn Define, train, and evaluate machine learning models in TensorFlow 2 Apply fundamental concepts in machine learning, such as deep learning and natural language processing, to economic and financial problems Solve workhorse models in economics and finance Who This Book Is For Students and data scientists working in the economics industry. Academic economists and social scientists who have an interest in machine learning are also likely to find this book useful.