I am being asked to take a look at a scenario where a company has many projects that they wish to complete, but with any company budget comes into play. There is a Y value of a predefined score, with multiple X inputs. There are also 3 main constraints of Capital Costs, Expense Cost and Time for Completion in Months.
The ask is could an algorithmic approach be used to optimize which projects should be done for the year given the 3 constraints. The approach also should give different results if the constraint values change. The suggested method is multiple regression. Though I have looked into different approaches in detail. I would like to ask the wider community, if anyone has dealt with a similar problem, and what approaches have you used.
Fisrt thing we should understood, a conclution of something is not base on one argument.
this is from communication theory, that every human make a frame of knowledge (understanding conclution), where the frame construct from many piece of knowledge / information).
the concequence is we cannot use single linear regression in math to create a ML / DL system.
at least we should use two different variabel to make a sub conclution. if we push to use single variable with use linear regression (y=mx+c). it's similar to push computer predict something with low accuration. what ever optimization method that you pick...it's still low accuracy..., why...because linear regresion if you use in real life, it similar with predict 'habbit' base on data, not calculating the real condition.
that's means...., we should use multiple linear regression (y=m1x1+m2x2+ ... + c) to calculate anything in order to make computer understood / have conclution / create model of regression. but, not so simple like it. because of computer try to make a conclution from data that have multiple character / varians ... you must classified the data and the conclution.
for an example, try to make computer understood phitagoras.
we know that phitagoras formula is c=((a^2)+(b^2))^(1/2), and we want our computer can make prediction the phitagoras side (c) from two input values (a and b). so to do that, we should make a model or a mutiple linear regresion formula of phitagoras.
step 1 of course we should make a multi character data of phitagoras.
this is an example
a b c
3 4 5
8 6 10
3 14 etc..., try put 10 until 20 data
try to make a conclution of regression formula with multiple regression to predic the c base on a and b values.
you will found that some data have high accuration (higher than 98%) for some value and some value is not to accurate (under 90%). example a=3 and b=14 or b=15, will give low accuration result (under 90%).
so you must make and optimization....but how to do it...
I know many method to optimize, but i found in manual way, if I exclude the data that giving low accuracy result and put them in different group then, recalculate again to the data group that excluded, i will get more significant result. do again...until you reach the accuracy target that you want.
each group data, that have a new regression, is a new class.
means i will have several multiple regression base on data that i input (the regression come from each group of data / class) and the accuracy is really high, 99% - 99.99%.
and with the several class, the regresion have a fuction as a 'label' of the class, this is what happens in the backgroud of the automation computation. but with many module, the user of the module, feel put 'string' object as label, but the truth is, the string object binding to a regresion that constructed as label.
with some conditional parameter you can get the good ML with minimum number of data train.
try it on excel / libreoffice before step more further...
try to follow the tutorial from this video
and implement it in simple data that easy to construct in excel, like pythagoras.
so the answer is yes...the multiple regression is the best approach for optimization.
Related
So I have been looking at XGBoost as a place to start with this, however I am not sure the best way to accomplish what I want.
My data is set up something like this
Where every value, whether it be input or output is numerical. The issue I'm facing is that I only have 3 input data points per several output data points.
I have seen that XGBoost has a multi-output regression method, however I am only really seeing it used to predict around 2 outputs per 1 input, whereas my data may have upwards of 50 output points needing to be predicted with only a handful of scalar input features.
I'd appreciate any ideas you may have.
For reference, I've been looking at mainly these two demos (they are the same idea just one is scikit and the other xgboost)
https://machinelearningmastery.com/multi-output-regression-models-with-python/
https://xgboost.readthedocs.io/en/stable/python/examples/multioutput_regression.html
I am new to time-series machine learning and have a, perhaps, trivial question.
I would like like to forecast the temperature for a particular region. I could train a model using the hourly data points from the first 6 days of the week and then evaluate its performance on the final day. Therefore the training set would have 144 data points (6*24) and the test set would have 24 data points (24*1). Likewise, I can train a new model for regions B-Z and evaluate each of their individual performances. My question is, can you train a SINGLE model for the predictions across multiple different regions? So the region label should be an input of course since that will effect the temperature evolution.
Can you train a single model that forecasts for multiple trajectories rather than just one? Also, what might be a good metric for evaluating its performance? I was going to use mean absolute error but maybe a correlation is better?
Yes you can train with multiple series of data from different region the question that you ask is an ultimate goal of deep learning by create a 1 model to do every things, predict every region correctly and so on. However, if you want to generalize your model that much you normally need a really huge model, I'm talking about 100M++ parameter and to train that data you also need tons of Data maybe couple TB or PB, so you also need a super powerful computer to train that thing something like GOOGLE data center. Coming to your next question, the metric, you may use just simple RMS error or mean absolute error will work fine.
Here is what you need to focus Training Data, there is no super model that take garbage and turn it in to gold, same thing here garbage in garbage out. You need a pretty good datasets that can represent whole environment of what u are trying to solve. For example, you want to create model to predict that if you hammer a glass will it break, so you have maybe 10 data for each type of glass and all of them break when u hammer it. so, you train the model and it just predict break every single time, then you try to predict with a bulletproof glass and it does not break, so your model is wrong. Therefore, you need a whole data of different type of glass then your model maybe predict it correctly. Then compare this to your 144 data points, I'm pretty sure it won't work for your case.
Therefore, I would say yes you can build that 1 model fits all but there is a huge price to pay.
I'm trying to build a regression based M/L model using tensorflow.
I am trying to estimate an object's ETA based on the following:
distance from target
distance from target (X component)
distance from target (Y component)
speed
The object travels on specific journeys. This could be represented as from A->B or from A->C or from D->F (POINT 1 -> POINT 2). There are 500 specific journeys (between a set of points).
These journeys aren't completely straight lines, and every journey is different (ie. the shape of the route taken).
I have two ways of getting around this problem:
I can have 500 different models with 4 features and one label(the training ETA data).
I can have 1 model with 5 features and one label.
My dilemma is that if I use option 1, that's added complexity, but will be more accurate as every model will be specific to each journey.
If I use option 2, the model will be pretty simple, but I don't know if it would work properly. The new feature that I would add are originCode+ destinationCode. Unfortunately these are not quantifiable in order to make any numerical sense or pattern - they're just text that define the journey (journey A->B, and the feature would be 'AB').
Is there some way that I can use one model, and categorize the features so that one feature is just a 'grouping' feature (in order separate the training data with respect to the journey.
In ML, I believe that option 2 is generally the better option. We prefer general models rather than tailoring many models to specific tasks, as that gets dangerously close to hardcoding, which is what we're trying to get away from by using ML!
I think that, depending on the training data you have available, and the model size, a one-hot vector could be used to describe the starting/end points for the model. Eg, say we have 5 points (ABCDE), and we are going from position B to position C, this could be represented by the vector:
0100000100
as in, the first five values correspond to the origin spot whereas the second five are the destination. It is also possible to combine these if you want to reduce your input feature space to:
01100
There are other things to consider, as Scott has said in the comments:
How much data do you have? Maybe the feature space will be too big this way, I can't be sure. If you have enough data, then the model will intuitively learn the general distances (not actually, but intrinsically in the data) between datapoints.
If you have enough data, you might even be able to accurately predict between two points you don't have data for!
If it does come down to not having enough data, then finding representative features of the journey will come into use, ie. length of journey, shape of the journey, elevation travelled etc. Also a metric for distance travelled from the origin could be useful.
Best of luck!
I would be inclined to lean toward individual models. This is because, for a given position along a given route and a constant speed, the ETA is a deterministic function of time. If one moves monotonically closer to the target along the route, it is also a deterministic function of distance to target. Thus, there is no information to transfer from one route to the next, i.e. "lumping" their parameters offers no a priori benefit. This is assuming, of course, that you have several "trips" worth of data along each route (i.e. (distance, speed) collected once per minute, or some such). If you have only, say, one datum per route then lumping the parameters is a must. However, in such a low-data scenario, I believe that including a dummy variable for "which route" would ultimately be fruitless, since that would introduce a number of parameters that rivals the size of your dataset.
As a side note, NEITHER of the models you describe could handle new routes. I would be inclined to build an individual model per route, data quantity permitting, and a single model neglecting the route identity entirely just for handling new routes, until sufficient data is available to build a model for that route.
I am modeling a perceptual process in tensorflow. In the setup I am interested in, the modeled agent is playing a resource game: it has to choose 1 out of n resouces, by relying only on the label that a classifier gives to the resource. Each resource is an ordered pair of two reals. The classifier only sees the first real, but payoffs depend on the second. There is a function taking first to second.
Anyway, ideally I'd like to train the classifier in the following way:
In each run, the classifier give labels to n resources.
The agent then gets the payoff of the resource corresponding to the highest label in some predetermined ranking (say, A > B > C > D), and randomly in case of draw.
The loss is taken to be the normalized absolute difference between the payoff thus obtained and the maximum payoff in the set of resources. I.e., (Payoff_max - Payoff) / Payoff_max
For this to work, one needs to run inference n times, once for each resource, before calculating the loss. Is there a way to do this in tensorflow? If I am tackling the problem in the wrong way feel free to say so, too.
I don't have much knowledge in ML aspects of this, but from programming point of view, I can see doing it in two ways. One is by copying your model n times. All the copies can share the same variables. The output of all of these copies would go into some function that determines the the highest label. As long as this function is differentiable, variables are shared, and n is not too large, it should work. You would need to feed all n inputs together. Note that, backprop will run through each copy and update your weights n times. This is generally not a problem, but if it is, I heart about some fancy tricks one can do by using partial_run.
Another way is to use tf.while_loop. It is pretty clever - it stores activations from each run of the loop and can do backprop through them. The only tricky part should be to accumulate the inference results before feeding them to your loss. Take a look at TensorArray for this. This question can be helpful: Using TensorArrays in the context of a while_loop to accumulate values
I am using LibSVM for 3D medical image segmentation. I have a data set of 15 patient cases. From every patient case, I randomly select 1000 voxels as samples. I use the leave-one-out cross validation for patient cases so that there are 15 times of learning-testing.
In each procedure of the learning-testing, I use the grid search method to find best hyperparameter C and gamma. However, the grid search costs so much processing time that I am not able to use more samples to do training-testing.
My question is when I should do grid search to find best hyperparameter?
Some friend told me I only need to redo the grid search after I change the combination of features. However I don't feel safe about it. Because even in the 15 times of learning-testing, I can got several different pairs of best C and gamma, which merely results from 1/14 portion difference of training samples.
On the other hand, considering about over-fitting, I am wondering whether it is necessary to use exactly the best hyperparameter acquired from training data set. Can I use the hyperparameters I acquired in the previous and a little different experiments rather than to redo the time-consuming grid-search again?