Improving Machine learning model for trading and trend prediction [closed] - machine-learning

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I am working on making predictions and decisions based on stocks and crypto data.
First I implemented a decision tree model and I had Model Accuracy: 0.5. After that I did some research and found out that decision tree is not enough and I tried to improve it with random forest and adaboosting.
After that I noticed that I have 3 above mentioned algorithms with the same training and test data, and I get three different results.
Now the question is if it is possible to make the three algorithms work together by combining them in some way and benefit from the previous result?

You can combine classifiers, yes. This is considered an ensemble. It's a bit weird to make an ensemble from a decision tree and a random forest, though. A random forest is an ensemble of decision trees. That's why it's called a forest.

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How to choose which model to fit to data? [closed]

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My question is given a particular dataset and a binary classification task, is there a way we can choose a particular type of model that is likely to work best? e.g. consider the titanic dataset on kaggle here: https://www.kaggle.com/c/titanic. Just by analyzing graphs and plots, are there any general rules of thumb to pick Random Forest vs KNNs vs Neural Nets or do I just need to test them out and then pick the best performing one?
Note: I'm not talking about image data since CNNs are obv best for those.
No, you need to test different models to see how they perform.
The top algorithms based on the papers and kaggle seem to be boosting algorithms, XGBoost, LightGBM, AdaBoost, stack of all of those together, or just Random Forests in general. But there are instances where Logistic Regression can outperform them.
So just try them all. If the dataset is >100k, you're not gonna lose that much time, and you might learn something valuable about your data.

anomaly detection with clustering? [closed]

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One of anomaly detection algorithms is to use multivariate Gaussian to construct a probability density, according to Andrew Ng's coursera lecture.
What if data show cluster structures (not a single chunk)? In this case do we resort to unsupervised clustering to construct the density? If yes, how to do it? Are there other systematic ways to discover if such a case exists?
You can just use regular GMM and use a threshold on the likelihood to identify outliers. Points that don't fit the model well are outliers.
This works okay as long as your data really is composed of Gaussians.
Furthermore, clustering is fairly expensive. Usually it will be faster to directly use a nonparametric outlier model like KNN or LOF or LOOP.

Does the use of kernels in SVMs increase the chances of overfitting? [closed]

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When using kernels to delimit non linear domains in SVMs, we introduce new features based on the training examples. We then have as many features as training examples. But having as many features as examples increases the chances of overfitting right? Should we drop some of these new features?
You really can't drop any of the kernel-generated features, in many cases you don't know what features are being used or what weight is being given to them. In addition to the usage of kernels, SVMs use regularization, and this regularization decreases the possibility of overfitting.
You can read about the connection between the formulation of SVMs and statistical learning theory, but the high level summary is that the SVM doesn't just find a separating hyperplane but finds one that maximizes the margin.
The wikipedia article for SVMs is very good and provides excellent links to regularization, and parameter search and many other important topics.
increasing feature did increase the chances of overfitting,may be you should use cross validation(libsvm contains) strategy to test the model you trained now is overfitting or not,
and use feature seletion tools to select feature http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/fselect/fselect.py

machine learning (unsupervised method) [closed]

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I have a question about Reinforcement learning. If we use a mechanism to find the response of the environment in an unsupervised method to improve its performance, is the method still unsupervised?
In other word, using the response of the environment, is a method supervised or we can do it in an unsupervised manner? If so, how?
I have to disagree with #phs. Reinforcment learning is treated in the literature either as:
completely separate, third method of training -- so it is not supervised or unsupervised, it is simply reinforcment
it is sometimes marked as supervised due to its much stronger similarities to this paradigm
So, if the algorithm is trained in the reinforcment fashion and unsupervised, you can call it a unsupervised-reinforcment hybrid or something similar, but no longer "unsupervised", as reinforcment learning requires some additional knowledge about the world, than the one encoded in the data representation (feedbacks are not stored in data representation, they are much more like "true labels").
Unsupervised learning describes a class of problems where the model is not provided "answers" during its training phase, whatever that might mean in the current context.
Clustering is a canonical example. In a clustering problem one is only looking for inherent structure or grouping in the training data, and not seeking to distinguish "right" data points from "wrong" ones.
Your question is vague, but I believe you are asking whether we can call a training method unsupervised even if we have a proscribed algorithm for performing the training. The answer is yes; the word is just a word. All learning algorithms have inherent proscribed structure (the algorithm) and so are in some sense "supervised".

Survey to determine satisfaction: how to find the questions that mattered? [closed]

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If a survey is given to determine overall customer satisfaction, and there are 20 general questions and a final summary question: "What's your overall satisfaction 1-10", how could it be determined which questions are most significantly related to the summary question's answer?
In short, which questions actually mattered and which ones were just wasting space on the survey...
Information about the relevance of certain features is given by linear classification and regression weights associated with these features.
For your specific application, you could try training an L1 or L0 regularized regressor (http://en.wikipedia.org/wiki/Least-angle_regression, http://en.wikipedia.org/wiki/Matching_pursuit). These regularizers force many of the regression weights to zero, which means that the features associated with these weights can be effectively ignored.
There are many different approaches for answering this question and at varying levels of sophistication. I would start by calculating the correlation matrix for all pair-wise combinations of answers, thereby indicating which individual questions are most (or most negatively) correlated with the overall satisfaction score. This is pretty straightforward in Excel with the Analysis ToolPak.
Next, I would look into clustering techniques starting simple and moving up in sophistication only if necessary. Not knowing anything about the domain to which this survey data applies it is hard to say which algorithm would be the most effective, but for starters I would look at k-means and variants if your clusters are likely to all be similarly-sized. However, if a vast majority of the responses are very similar, I would look into expectation-maximization-based algorithms. A good open-source toolkit for exploring data and testing the efficacy of various algorithms is called Weka.

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