For extracting causal DAG from a time series data, I have read some papers that utilize MLP/LSTM as well as other algorithms. But due to ease of use, I want to use the TETRAD software. But I am not understanding I how to input a time series data like a stock exchange or hospital emergency data in the software. For example, here is a sample of the data I am using. I am facing problem to make the software understand that the data has temporal aspects and it needs to model the data as a time series data to extract the causal relationship DAG. I am not finding proper instructions on which algorithm to use in TETRAD for time series causal relationship extraction as well as how to model the data. As causal inference is not my primary field of study, any guidance will be helpful.
I tried using the FGES algorithm to extract the relationship but I am not sure if that is the correct way.
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I have panel data consisting of time series for 120 months, 45 institutions and approximately 8 variables for each one. I want to do a cluster analysis in order to detect stressed institutions based on dynamic clustering analysis. For instance, check if a stressed institution does move from one cluster to another, or if its behavior changes so much that it is no longer part of its own cluster.
The idea would be to use the information up to time t to cluster the institutions and get the clusters for each institution so it can evolve with new information and use all the information available up to that point from all the banks, with time varying clusters.
My first idea was to use statistical control techniques and anomaly detection for time series such as the ones in the package anomaly, but this procedure does not use all the information from the other banks, just its own. It might be that the whole system is stressed, so detecting an anomaly in one bank might be because of the system and not because of the particular bank.
I also tried using clustering in each period through hierarchical clustering, and did a decent job on classifying the institutions based on my knowledge of them. However, this procedure only uses data at each point in time, not all the data available up to that point.
I had the idea of using clustering methods for panel data at each point in time, using the data up to that point, and cycling through each month to get dynamic clusters using the whole dataset. However, I don't know if this approach makes sense, or if there are better methods to do this kind of analysis.
Thank you very much!
I am looking to implement machine learning for a problems that are built on small data sets related to approvals of expenses in a specific supply chain domain. Typically labelled data is unavailable
I was looking to build models in one data set that I have labelled data and then use that model developed in similar contexts- where the feature set is very similar, but not identical. The expectation is that this allows the starting point for recommendations and gather labelled data in the new context.
I understand this is the essence of Transfer Learning. Most of the examples I read in this domain speak of image data sets- any guidance how this can be leveraged in small data sets using standard tree-based classification algorithms
I can’t really speak to tree-based algos, I don’t know how to do transfer learning with them. But, for deep learning models, the customary method for transfer learning is to load up a pretrained model, then retrain the last layer of the dataset using your new data, and then fine-tune the rest of the network.
If you don’t have much data to go on, you might look into creating synthetic data.
raghu, I believe you are looking for a kernel method when you are saying abstraction layer in deep learning. There are several ML algorithms that support kernel functions. With kernel functions, you might be able to do it; but using kernel functions might be more complex than solving your original problem. I would lean toward Tdoggo's suggestion of using Decision Tree.
Sorry, I want to add a comment, but they won't allow me, so I posted a new answer.
Ok with tree-based algos you can do just what you said: train the tree on one dataset and apply it to another similar dataset. All you would need to do is change the terms/nodes on the second tree.
For instance, let’s say you have a decision tree trained for filtering expenses for a construction company. You will outright deny any reimbursements for workboots, because workers should provide those themselves.
You want to use the trained tree on your accounting firm, and so instead of workboots, you change that term to laptops, because accountants should be buying their own.
Does that make sense, and is that helpful to you?
After some research, we have decided to proceed with random forest models with the intuition that trees in the original model that have common features will form the starting point for decisions.
As we gain more labelled data in the new context, we will start replacing the original trees with new trees that comprise of (a)only new features and (b) combination of old and new features
This has worked to provide reasonable results in initial trials
I am trying to study federated machine learning on time series data. The data is collected from multiple clients. How to convert this data into federated data ?
In Tensorflow Federated we generally consider federated data as a dataset pivoted on the clients. It sounds like here it might be useful to pivot on clients, but retain the time series ordering of that data.
jpgard gives a great answer in
How to create federated dataset from a CSV file? that can be used as an example for other file formats.
I'm currently designing a data warehouse in BigQuery. I'm planning to store user data like past purchases or abandoned carts.
This seems to be perfect to manually analyze trends and to get insights. But what if I want to leverage Machine Learning, e.g. to suggest products to a group of users?
I have looked into Google ML Engine and TensorFlow, and it seems like the TensorFlow model would need to query BigQuery first. In some scenarios, this could mean that TensorFlow would need to query all or most of the data that is stored in BigQuery.
This feels a bit off, so I'm wondering if this is really how things are supposed to happen. Otherwise, I assume that my ML model would have to work with stale data?
So I would agree with you, using BigQuery as a data warehouse for your ML is expensive. It would be cheaper and much more efficient to use Google Cloud Storage to store all the data you wish to process. Once everything is processed and generated, you may then wish to push that data to BigQuery push that data to another source like Spanner or even Cloud Storage.
That being said Google has now created a beta product BigQuery ML. This now allows users to create and execute machine learning models in BigQuery via the use of SQL queries. I believe it uses python and tensorflow under the hood, but I believe it would be the best solution given that you have a light weight ML load.
Since it is still in beta as of now, I don't know well it's performance compares to Google ML engine and tensorflow.
Depending on what kind of model you want to train and how you want to server the model you can do one the following options:
You can export your data to Google Cloud Storage as CSV and then read the files in Cloud ML Engine. This will let you use the power of Tensorflow and you can then use Cloud ML Engine's serving system to send traffic to your model.
On the downside, this means that you have to export all of your BigQuery data to GCS and every time you decide to make any change to the data you need to go back to BigQuery and export again. Also if the data you want to prediction on is in BigQuery you have to export that as well and send it to Cloud ML Engine using a separate system.
If you want to explore and interactively train Logistic or Linear regression models on your data, you can use BigQuery Machine learning. This will allow you to slice and dice your data in BigQuery and experiment with different parts of your data and various preprocessing options. You can also use all the power of SQL. BigQuery ML also allows you to use the model after training within BigQuery (you can use SQL to feed data in to the model).
For many cases using full power of Tensorflow (i.e. using DNNs) is not necessary. This is especially true for structured data. On the other hand, most of your time will be spent on preprocessing and cleaning the data which would be much easier in SQL in BigQuery.
So you have two options here. Choose based on your needs.
P.S.: You can also try using BigQuery Reader in Tensorflow. I don't recommend it as it is very slow. But if your data is not huge it may work for you.
People often throw around the terms IR, ML, and data mining, but I have noticed a lot of overlap between them.
From people with experience in these fields, what exactly draws the line between these?
This is just the view of one person (formally trained in ML); others might see things quite differently.
Machine Learning is probably the most homogeneous of these three terms, and the most consistently applied--it's limited to the pattern-extraction (or pattern-matching) algorithms themselves.
Of the terms you mentioned, "Machine Learning" is the one most used by Academic Departments to describe their Curricula, their academic departments, and their research programs, as well as the term most used in academic journals and conferences proceedings. ML is clearly the least context-dependent of the terms you mentioned.
Information Retrieval and Data Mining are much closer to describing complete commercial processes--i.e., from user query to retrieval/delivery of relevant results. ML algorithms might be somewhere in that process flow, and in the more sophisticated applications, often are, but that's not a formal requirement. In addition, the term Data Mining seems usually to refer to application of some process flow on big data (i.e, > 2BG) and therefore usually includes a distributed processing (map-reduce) component near the front of that workflow.
So Information Retrieval (IR) and Data Mining (DM) are related to Machine Learning (ML) in an Infrastructure-Algorithm kind of way. In other words, Machine Learning is one source of tools used to solve problems in Information Retrieval. But it's only one source of tools. But IR doesn't depend on ML--for instance, a particular IR project might be storage and rapid retrieval of the fully-indexed data responsive to a user's search query IR, the crux of which is optimizing performance of the data flow, i.e., the round-trip from query to delivering the search results to the user. Prediction or pattern matching might not be useful here. Likewise, a DM project might use an ML algorithm for the predictive engine, yet a DM project is more likely to also be concerned with the entire processing flow--for instance, parallel computation techniques for efficient input of an enormous data volume (TB perhaps) which delivers a proto-result to a processing engine for computation of descriptive statistics (mean, standard deviation, distribution, etc. on the variables (columns).
Lastly consider the Netflix Prize. This competition was directed solely to Machine Learning--the focus was on the prediction algorithm, as evidenced by the fact that there was a single success criterion: accuracy of the predictions returned by the algorithm. Imagine if the 'Netflix Prize' were rebranded as a Data Mining competition. The success criteria would almost certainly be expanded to more accurately access the algorithm's performance in the actual commercial setting--so for instance overall execution speed (how quickly are the recommendations delivered to the user) would probably be considered along with accuracy.
The terms "Information Retrieval" and "Data Mining" are now in mainstream use, though for a while I only saw these terms in my job description or in vendor literature (usually next to the word "solution.") At my employer, we recently hired a "Data Mining" analyst. I don't know what he does exactly, but he wears a tie to work every day.
I'd try to draw the line as follows:
Information retrieval is about finding something that already is part of your data, as fast as possible.
Machine learning are techniques to generalize existing knowledge to new data, as accurate as possible.
Data mining is primarly about discovering something hidden in your data, that you did not know before, as "new" as possible.
They intersect and often use techniques of one another. DM and IR both use index structures to accelerate processes. DM uses a lot of ML techniques, for example a pattern in the data set that is useful for generalization might be a new knowledge.
They are often hard to separate. Do yourself a favor and don't just go for the buzzwords. In my opinion the best way of distinguishing them is by their intention, as given above: find data, generalize to new data, find new properties of existing data.
You can also add pattern recognition and (computational?) statistics as another couple of areas that overlap with the three you mentioned.
I'd say there is no well-defined line between them. What separates them is their history and their emphases. Statistics emphasizes mathematical rigor, data mining emphasizes scaling to large datasets, ML is somewhere in between.
Data mining is about discovering hidden patterns or unknown knowledge, which can be used
for decision making by people.
Machine learning is about learning a model to classify new objects.