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    Course:

    Biomedical Informatics

    Parisa Rashidi

    Fall 2014

    Lecture 10: Introduction toMachine Learning

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    Reminder

    Your project progress reports are due on Tuesday,

    10/28

    ~2 pages in length (excluding references) formatted using IEEE style link

    http://www.ieee.org/conferences_events/conferences/publishing/templates.htmlhttp://www.ieee.org/conferences_events/conferences/publishing/templates.html
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    Agenda

    Machine learning

    Today

    Introduction to machine learning Different types of machine learning methods

    Walkthrough: a machine learning process

    Later

    More machine learning methods

    NLP

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    Software

    Rapidminer Link

    http://sourceforge.net/projects/rapidminer/files/1.%20RapidMiner/5.3/http://sourceforge.net/projects/rapidminer/files/1.%20RapidMiner/5.3/
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    Artificial Intelligence

    Artificial Intelligence (AI) has many subfields

    Machine Learning (ML)

    Natural Language Processing (NLP) Vision

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    What is Learning ?

    Machine learning is programming computers tooptimize a performance criterion using example dataor past experience.

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    You were not made to live like beasts, but to follow virtue and knowledge.

    (Dante Alighieri)

    *ROBERTO BATTITI AND MAURO BRUNATO.The LION way. Machine Learning plus Intelligent Optimization.

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    What We Talk About When We

    Talk AboutLearning

    Learning general models from a data of particularexamples

    Data is cheap and abundant (data warehouses, data

    marts); knowledge is expensive and scarce. Example 1: adverse drug-drug interactions

    Example 2: Customer behavior:

    People who bought Blink also bought David and

    Goliath (www.amazon.com) Build a model that is a good and useful approximation

    to the data.

    8

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    Relation with Other Fields

    ML draws on ideas from many fields

    Statistics

    ControlTheory

    ComputerScience

    OptimizationNeuroscience

    Economics

    StatisticalPhysics

    Machine Learning

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    To Understand ML

    You need

    Basic Knowledge of computer science

    Linear Algebra Calculus

    Probability and statistics

    Optimization

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    Example ML Algorithms

    Linear Regression

    Decision trees, neural network, support vector machine,

    Total

    Energy

    Stand Run

    Very Low Very High

    Low

    Main

    Frequency

    Low

    Sit

    High

    Walk

    A simple decision treeSupport Vector Machines

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    Generic Applications

    Almost everywhere

    Speech recognition, face recognition, search engines,

    bioinformatics, fraud detection

    And it will be everywhere

    Smart homes, smart vehicles, smart cities

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    Biomedical Application

    Mobile health monitoring solutions

    Electronic Health Record (EHR) mining

    Genome-wide associations (GWAS) Smart homes for elderly

    Biomarker discovery

    13

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    Challenges & Competitions

    Many other competitions at Kaggle

    http://www.kaggle.com/competitions

    Example: predict the likelihood that an HIV patient's

    infection will become less severe

    A great way to improve your skills (and maybe make

    some money!)

    http://www.kaggle.com/competitionshttp://www.kaggle.com/competitionshttp://www.kaggle.com/competitions
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    Supervised vs. Unsupervised

    Learning

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    Supervised Machine Learning

    Goal is Prediction

    Example:

    Input: examples of benign and malignant tumorsdefined in terms of tumor shape, radius, ..

    Output: predict whether a previously unseen example is

    benign or malignant

    Machine

    Learning

    Algorithm

    Tumor

    Examples

    New Instance

    ModelBenign or

    Malignant?

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    Supervised Learning Toy

    Example: Classification

    0Example: Surgery

    Risk

    0Differentiating

    between low-riskandhigh-riskpatients

    CellShape

    Uniformity

    Cell Size Uniformity

    Rule: x > a AND y > b

    then low-risk

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    Supervised Learning Toy

    Example: Regression

    0Example: Child Mortality

    0x : maternal education

    y : child mortalityy =g (x | q )

    where

    g ( ) model,

    q parameters

    y = wx+w0

    ChildMortality

    Maternal Education

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    Supervised Learning: Uses

    Prediction of future cases: Use the rule to predict the

    output for future inputs

    Knowledge extraction: The rule is easy to understand Compression: The rule is simpler than the data it

    explains

    Outlier detection: Exceptions that are not covered by

    the rule, e.g., fraud

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    Unsupervised Machine

    Learning

    Also known as data mining

    Goal is knowledge discovery

    Example: Input: DNA Sequence as a long string of {A,C,G,T}

    Output: frequent subsequences (gene patterns)

    Data

    Mining

    Algorithm

    DNA

    SequenceModel

    Gene

    Pattern

    AACGTAACGGGACTCCAC AC

    ()

    ()

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    Unsupervised Learning

    Example: Learning Associations

    It started with market basket analysis

    P (Y |X ) probability that somebody who buysXalso

    buys Y whereXand Yare products/services.

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    Unsupervised Learning

    Learning what normally happens

    No labels

    Example method: Clustering: Grouping similar instances

    Example applications

    Image compression: Color quantization

    Bioinformatics: Learning motifs

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    You dont Always need Machine

    Learning!

    Machine Learning definition (supervised):

    The ability to learn and to improve with experience

    instead of using pre-determined rules.

    Consider the following two tasks:

    Recognizing

    Handwritten Digits

    Problem: Is m a prime number?

    Solution: test up to to see if m can be

    factored into two values.

    Testing for

    Prime Numbers

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    You dont Always need Machine

    Learning!

    Unsupervised learning definition(rather unofficial):

    Automatic analysis of data to extract previously

    unknown interesting patterns

    Consider the following two tasks:

    DNA Sequence Mining

    Problem: Find all patterns matching regular

    expression A*C.

    Solution: Simple String matching (finite state

    machine)

    Regular Expression Matching

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    When Learning is needed?

    There is no need to learn to calculate payroll

    Learning is used when:

    Human expertise does not exist (navigating on Mars), Humans are unable to explain their expertise (speech

    recognition)

    Solution changes in time (routing on a computer

    network)

    Solution needs to be adapted to particular cases (user

    biometrics)

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    Supervised vs. Unsupervised

    Learning Supervised Learning (learn from my example)

    Goal: A program that performs a task as good as humans.

    TASK well defined (the target function)

    EXPERIENCE training data provided by a human

    PERFORMANCE Metric error/accuracy on the task

    Unsupervised Learning (see what you can find)

    Goal: To find some kind of structure in the data.

    TASK vaguely defined

    No EXPERIENCE: no labeled data No PERFORMANCE Metric (but, there are some evaluations

    metrics)

    *TAKIS METAXAS, CS 315 Web Search and Data Mining

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    Terminology

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    A Simple Example

    Tumor Classification

    Benign: -1

    Malignant: +1

    Uniformity

    of Cell Size

    Uniformity

    of Cell

    Shape

    Marginal

    Adhesion

    Single

    Epithelial

    Cell Size

    Bare

    Nuclei

    Bland

    Chromatin

    Normal

    Nucleoli

    Mitoses Class Label

    (benign =2,

    malignant

    =4)

    2 5 1 1 1 2 1 3 -1

    2 5 4 4 5 7 10 3 +1

    3 2 1 1 1 2 5 4 ?

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    Terminology: Feature

    Features = the set of attributes associated with an

    example

    (aka Independent variable in statistics)

    Uniformity

    of Cell Size

    Uniformity

    of CellShape

    Marginal

    Adhesion

    Single

    EpithelialCell Size

    Bare

    Nuclei

    Bland

    Chromatin

    Normal

    Nucleoli

    Mitoses Class Label

    (benign =2,malignant

    =4)

    2 5 1 1 1 2 1 3 -1

    2 5 4 4 5 7 10 3 +1

    3 2 1 1 1 2 5 4 ?

    Feature

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    Terminology: Instance

    Example = an instance of data = data point =xi Each row of the table is a data instance.

    Uniformity

    of Cell Size

    Uniformity

    of Cell

    Shape

    Marginal

    Adhesion

    Single

    Epithelial

    Cell Size

    Bare

    Nuclei

    Bland

    Chromatin

    Normal

    Nucleoli

    Mitoses Class Label

    (benign =2,

    malignant

    =4)

    2 5 1 1 1 2 1 3 -1

    2 5 4 4 5 7 10 3 +1

    3 2 1 1 1 2 5 4 ?

    Instance

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    Terminology: Label

    Label = Class = the feature to be predicted = category

    associated with an object

    Denoted byyi

    (aka Dependent variable in statistics)

    Label usually provided by an expert

    Uniformity

    of Cell Size

    Uniformity

    of CellShape

    Marginal

    Adhesion

    Single

    EpithelialCell Size

    Bare

    Nuclei

    Bland

    Chromatin

    Normal

    Nucleoli

    Mitoses Class Label

    (benign =2,malignant

    =4)

    2 5 1 1 1 2 1 3 -1

    2 5 4 4 5 7 10 3 +1

    3 2 1 1 1 2 5 4 ?

    Label

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    Data Representation

    We usually represent data in a matrix

    2 5 1 1 1 2 1 3

    2 5 4 4 5 7 10 3

    3 2 1 1 1 2 5 4

    Features

    =

    -1

    +1

    ?

    =Instances

    Label

    Instances

    =

    =

    Co-variance Matrix (Feature

    Feature)

    Gram Matrix (Instance Instance)

    Note: We can also assign a probability to each label (well discuss it later)

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    Summary of Key Terms

    Instance = example = data point

    Feature = independent variable

    Class label = dependent variable Decision boundary = separates examples in different

    classes

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    Algorithms

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    Availability of Labeled Data

    Supervised learning => when all data is labeled

    Semi-supervised learning => when a small amount of data is labeled

    Unsupervised learning => when data is not labeled

    Transfer Learning => when labeled data is available in another domain

    Active Learning => when the algorithm has access to a human oracle to

    ask for labels of a few data points

    Do you have

    labeled data?

    SupervisedSemi-

    supervisedUnsupervised

    TransferLearning

    ActiveLearning

    Yes A little NoIn another

    domain

    By asking

    oracle

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    Task Type

    Categorical: Classification task

    Classifier

    Continuous: Regression task

    Ordered: Ranking taskWhat is youroutput type?

    Classification Regression Ranking

    Categorical Continuous Ordered

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    Input Representation

    The most common type

    Simple records in Tables

    Can be analyzed using regular machine learningtechniques.

    Most other data types are converted to this type.

    (Not always: There are methods that directly process other

    data types.)

    ID WGT HGT CholesterolRisk

    (Class)

    1 high short 260 high

    2 high med 254 high

    3 high tall 142 med

    A Simple Record

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    Input Representation(cont.)

    Image, video

    is preprocessed using Vision techniques.

    Text

    is preprocessed using NLP techniques.

    Continuous measures along time (Time series)

    is preprocessed using Time Series analysis.

    Graphs

    is preprocessed using Graph Theory tools.

    Image Time series Text Graph

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    More Details

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    Important Steps

    1. Determine relevant features (expert knowledge)

    2. Collect data (and label data)

    3. Split labeled data into training and test datasets4. Use training data to train machine learning

    algorithm.

    5. Predict labels of examples in test data,

    6. Evaluate algorithm.

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    Features Are Important!

    Should be rich enough to capture the problem

    Should be simple enough to allow learning the model

    Too Many features Makes learning more difficult

    Not enough features

    Impacts generalization power

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    Feature Extraction

    Typically results in significant reduction in

    dimensionality

    Domain-specific

    * Image taken from Jeff Howbert Slides

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    Feature Extraction

    Typically results in significant reduction in

    dimensionality

    Domain-specific

    * Image taken from Jeff Howbert Slides

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    Important Steps

    1. Determine relevant features (expert knowledge)

    2. Collect data

    3. Split labeled data into training and test datasets4. Use training data to train machine learning

    algorithm.

    5. Predict labels of examples in test data,

    6. Evaluate algorithm.

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    How to Split Data?

    Holdout

    Training set

    (validation set)

    Test set

    K-fold Cross-validation

    E.g. 10 fold cross validation

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    Methods of Sampling

    Holdout E.g. Reserve 2/3 for training and 1/3 for testing

    Random subsampling

    Cross validation Partition data into k disjoint subsets

    k-fold: train on k-1 partitions, test on the remaining one

    Leave-one-out: k=n

    Stratified sampling

    Bootstrap Sampling with replacement

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    Important Steps

    1. Determine relevant features (expert knowledge)

    2. Collect data

    3. Split labeled data into training and test datasets4. Use training data to train machine learning

    algorithm.

    5. Predict labels of examples in test data

    6. Evaluate algorithm.

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    Decision Boundary

    We seek to find this boundary

    x2(uniformity)

    x1 (Radius)

    OutlierBenign

    Malignant

    = Labeled

    True Decision

    Boundary

    Learned

    Decision

    Boundary

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    Why Noise?

    Noise might be due to different reasons

    Imprecision in recording the input data

    Errors in labeling data

    We might not have considered additional features

    (latent, or hidden features)

    When there is noise, the decision boundary becomes

    more complex

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    Overfitting

    Data are well described by our model, but the

    predictions do not generalize to new data.

    A very rich hypothesis space

    Training set too small

    y

    x

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    Overfitting and Underfitting

    Underfitting

    If your hypothesis is less complex than the actual

    function

    Using a straight line to model data generated by a third

    order polynomial

    Overfitting

    If your hypothesis is more complex than the actual

    function Using a fifth order polynomial to model data generated by a

    second order polynomial

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    Bias-Variance

    Bias = assumptions, restrictions on model

    Variance = variation of the prediction of the model

    Simple linear model => high bias

    Complex model => high variance

    y

    x

    y

    x

    Over-fittingUnder-fitting

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    Important Steps

    1. Determine relevant features (expert knowledge)

    2. Collect data

    3. Split labeled data into training and test datasets4. Use training data to train machine learning

    algorithm.

    5. Predict labels of examples in test data

    6. Evaluate algorithm.

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    Model Evaluation

    Metrics for Performance Evaluation

    How to evaluate the performance of a model?

    Methods for Model Comparison

    How to compare the relative performance among

    competing models?

    Metrics for Performance

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    Metrics for Performance

    Evaluation

    Focus on the predictive capability of a model

    Rather than how fast it takes to classify or build models,

    scalability, etc.

    Confusion Matrix:

    PREDICTED CLASS

    ACTUAL

    CLASS

    Class=Yes Class=No

    Class=Yes a b

    Class=No c d

    a: TP (true positive)

    b: FN (false negative)

    c: FP (false positive)

    d: TN (true negative)

    Metrics for Performance

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    Metrics for Performance

    Evaluation

    Most widely-used metric:

    PREDICTED CLASS

    ACTUALCLASS

    Class=Yes Class=No

    Class=Yes a

    (TP)

    b

    (FN)

    Class=No c

    (FP)

    d

    (TN)

    FNFPTNTP

    TNTP

    dcba

    da

    Accuracy

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    Cost Matrix

    PREDICTED CLASS

    ACTUALCLASS

    C(i|j) Class=Yes Class=No

    Class=Yes C(Yes|Yes) C(No|Yes)

    Class=No C(Yes|No) C(No|No)

    C(i|j): Cost of misclassifying class j example as class i

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    Computing Cost of Classification

    CostMatrix

    PREDICTED CLASS

    ACTUAL

    CLASS

    C(i|j) + -

    + -1 100

    - 1 0

    Model

    M1

    PREDICTED CLASS

    ACTUAL

    CLASS

    + -

    + 150 40- 60 250

    Model

    M2

    PREDICTED CLASS

    ACTUAL

    CLASS

    + -

    + 250 45- 5 200

    Accuracy = 80%

    Cost = 3910

    Accuracy = 90%

    Cost = 4255

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    Limitation of Accuracy

    Consider a 2-class problem

    Number of Class 0 examples = 9990

    Number of Class 1 examples = 10

    If model predicts everything to be class 0, accuracy is

    9990/10000 = 99.9 %

    Accuracy is misleading because model does not detect

    any class 1 example

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    Other Measures

    cba

    a

    pr

    rp

    baa

    ca

    a

    2

    22(F)measure-F

    (r)Recall

    (p)PrecisionTrue Positives

    All items predicted as positive

    True Positives

    All actual positive items

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    Triple Tradeoff

    Complexity of the hypothesis space: C

    Amount of training data: N

    Generalization error on new data: E

    N E

    C first E, then E

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    Learning Curve

    Learning curve shows howaccuracy (or error) changes

    with varying sample size

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    More on Bias vs. Variance

    Typical learning curve for high variance:

    Test error still decreasing as m increases. Suggests largertraining set will help.

    Large gap between training and test error.

    *Andrew Y. Ng, Advice for applying Machine Learning, Stanford

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    More on Bias vs. Variance

    Typical learning curve for high bias:

    Even training error is unacceptably high.

    Small gap between training and test error.

    *Andrew Y. Ng, Advice for applying Machine Learning, Stanford

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    Diagnosis

    Fixes to try:

    Solution Fixes the problem of

    Try getting more training examples.

    Try a smaller set of features.

    Try a larger set of features.

    Try different features.

    high variance.

    high variance.

    high bias.

    high bias.

    *Andrew Y. Ng, Advice for applying Machine Learning, Stanford

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    Model Evaluation

    Metrics for Performance Evaluation

    How to evaluate the performance of a model?

    Methods for Model Comparison

    How to compare the relative performance among

    competing models?

    We will look at this next time!

    P i I All T h

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    Putting It All Together Differentiate between walking and Jogging using

    accelerometer

    Data

    preprocess

    Feature

    Extraction

    Feature

    Selection

    Train

    Sample d=(x,y,z)at 60 HZ

    -Segment-Label

    f_1, f_2, f_3,.

    Select some features

    Kwapisz et al, SIGKDD exploration, 2010

    Total

    Energy

    Stand Run

    Very Low Very High

    Low

    Main

    Frequency

    Low

    Sit

    High

    Walk

    A simple decision tree model

    Evaluate

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    References

    Slides partially based on:

    Lecture Notes for E Alpaydn 2010 Introduction to

    Machine Learning 2e The MIT Press (V1.0)

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    Resources for You

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    Tools

    RapidMiner

    Weka

    R

    Scikits-learn

    Matlab

    More here

    https://sites.google.com/site/parisar/links (You can also find some publicly available free e-books

    on machine learning)

    https://sites.google.com/site/parisar/linkshttps://sites.google.com/site/parisar/linkshttps://sites.google.com/site/parisar/links
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    Resources: Datasets

    UCI Repository:http://www.ics.uci.edu/~mlearn/MLRepository.html

    UCI KDD Archive:

    http://kdd.ics.uci.edu/summary.data.application.html

    Statlib: http://lib.stat.cmu.edu/

    Delve: http://www.cs.utoronto.ca/~delve/

    71

    http://www.ics.uci.edu/~mlearn/MLRepository.htmlhttp://kdd.ics.uci.edu/summary.data.application.htmlhttp://lib.stat.cmu.edu/http://www.cs.utoronto.ca/~delve/http://www.cs.utoronto.ca/~delve/http://lib.stat.cmu.edu/http://kdd.ics.uci.edu/summary.data.application.htmlhttp://www.ics.uci.edu/~mlearn/MLRepository.html
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    Resources: Journals

    IEEE transaction on knowledge and data engineering

    Journal of Machine Learning Research www.jmlr.org

    Machine Learning

    Neural Computation Neural Networks

    IEEE Transactions on Neural Networks

    IEEE Transactions on Pattern Analysis and MachineIntelligence

    Annals of Statistics Journal of the American Statistical Association

    ...

    72

    f

    http://www.jmlr.org/http://www.jmlr.org/
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    Resources: Conferences

    International Conference on Knowledge Discovery andData Mining (KDD)

    International Conference on Machine Learning (ICML)

    European Conference on Machine Learning (ECML)

    Neural Information Processing Systems (NIPS)

    Uncertainty in Artificial Intelligence (UAI)

    Computational Learning Theory (COLT)

    International Conference on Artificial Neural Networks(ICANN)

    International Conference on AI & Statistics (AISTATS)

    International Conference on Pattern Recognition (ICPR)

    ...