LFD Book Forum  

Go Back   LFD Book Forum > General > General Discussion of Machine Learning

Reply
 
Thread Tools Display Modes
  #1  
Old 07-17-2012, 05:38 PM
data_user data_user is offline
Junior Member
 
Join Date: Jul 2012
Posts: 6
Default Dependent Data

The independence of data seems to be curtail for both theoretical analysis and practical efficiency. What if the sample (x1,y1)...(xN,yN) consists of correlated points? For example, x1....xN is a realization of a Markov chain. Can we still learn from these data? Do we need to change the standard learning algorithms to account for the dependence? Is it possible to introduce a notion of "effective" number of data points N'<N and then work with the sample if it were independent of size N'?
Reply With Quote
  #2  
Old 07-18-2012, 09:37 AM
magdon's Avatar
magdon magdon is offline
RPI
 
Join Date: Aug 2009
Location: Troy, NY, USA.
Posts: 595
Default Re: Dependent Data

Unfortunately, there is no easy way to deal with dependent data even if they are generated by a Markov chain.

Quote:
Originally Posted by data_user View Post
The independence of data seems to be curtail for both theoretical analysis and practical efficiency. What if the sample (x1,y1)...(xN,yN) consists of correlated points? For example, x1....xN is a realization of a Markov chain. Can we still learn from these data? Do we need to change the standard learning algorithms to account for the dependence? Is it possible to introduce a notion of "effective" number of data points N'<N and then work with the sample if it were independent of size N'?
__________________
Have faith in probability
Reply With Quote
  #3  
Old 07-23-2012, 07:22 PM
data_user data_user is offline
Junior Member
 
Join Date: Jul 2012
Posts: 6
Default Re: Dependent Data

This is a good source of references on the subject:
http://cscs.umich.edu/~crshalizi/not...-learning.html
Reply With Quote
Reply

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump


All times are GMT -7. The time now is 05:49 AM.


Powered by vBulletin® Version 3.8.3
Copyright ©2000 - 2019, Jelsoft Enterprises Ltd.
The contents of this forum are to be used ONLY by readers of the Learning From Data book by Yaser S. Abu-Mostafa, Malik Magdon-Ismail, and Hsuan-Tien Lin, and participants in the Learning From Data MOOC by Yaser S. Abu-Mostafa. No part of these contents is to be communicated or made accessible to ANY other person or entity.