Interpretando a razão de chances

Agora o Matt Bogard do Econometric Sense dá a dica de como interpretar esse número:

From the basic probabilities above, we know that the probability of event Y is greater for males than females. The odds of event Y are also greater for males than females. These relationships are also reflected in the odds ratios. The odds of event Y for males is 3 times the odds of females. The odds of event Y for females are only .33 times the odds of males. In other words, the odds of event Y for males are greater and the odds of event Y for females is less.

This can also be seen from the formula for odds ratios. If the OR M vs F  = odds(M)/odds(F), we can see that if the odds (M) > odds(F), the odds ratio will be greater than 1. Alternatively, for OR  F vs M = odds(F)/odds(M), we can see that if the odds(F) < odds(M) then the ratio will be less than 1.  If the odds for both groups are equal, the odds ratio will be 1 exactly.

RELATION TO LOGISTIC REGRESSION

 Odds ratios can be obtained from logistic regression by exponentiating the coefficient or beta for a given explanatory variable.  For categorical variables, the odds ratios are interpreted as above. For continuous variables, odds ratios are in terms of changes in odds as a result of a one-unit change in the variable.

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Interpretando a razão de chances

Regressão com instâncias corrompidas: Uma abordagem robusta e suas aplicações

Trabalho interessante.

Multivariate Regression with Grossly Corrupted Observations: A Robust Approach and its Applications – Xiaowei Zhang, Chi Xu, Yu Zhang, Tingshao Zhu, Li Cheng

Abstract: This paper studies the problem of multivariate linear regression where a portion of the observations is grossly corrupted or is missing, and the magnitudes and locations of such occurrences are unknown in priori. To deal with this problem, we propose a new approach by explicitly consider the error source as well as its sparseness nature. An interesting property of our approach lies in its ability of allowing individual regression output elements or tasks to possess their unique noise levels. Moreover, despite working with a non-smooth optimization problem, our approach still guarantees to converge to its optimal solution. Experiments on synthetic data demonstrate the competitiveness of our approach compared with existing multivariate regression models. In addition, empirically our approach has been validated with very promising results on two exemplar real-world applications: The first concerns the prediction of \textit{Big-Five} personality based on user behaviors at social network sites (SNSs), while the second is 3D human hand pose estimation from depth images. The implementation of our approach and comparison methods as well as the involved datasets are made publicly available in support of the open-source and reproducible research initiatives.

Conclusions: We consider a new approach dedicating to the multivariate regression problem where some output labels are either corrupted or missing. The gross error is explicitly addressed in our model, while it allows the adaptation of distinct regression elements or tasks according to their own noise levels. We further propose and analyze the convergence and runtime properties of the proposed proximal ADMM algorithm which is globally convergent and efficient. The model combined with the specifically designed solver enable our approach to tackle a diverse range of applications. This is practically demonstrated on two distinct applications, that is, to predict personalities based on behaviors at SNSs, as well as to estimation 3D hand pose from single depth images. Empirical experiments on synthetic and real datasets have showcased the applicability of our approach in the presence of label noises. For future work, we plan to integrate with more advanced deep learning techniques to better address more practical problems, including 3D hand pose estimation and beyond.

Regressão com instâncias corrompidas: Uma abordagem robusta e suas aplicações

Comparação entre um modelo de Machine Learning e EuroSCOREII na previsão de mortalidade após cirurgia cardíaca eletiva

Mais um estudo colocando  alguns algoritmos de Machine Learning contra métodos tradicionais de scoring, e levando a melhor.

A Comparison of a Machine Learning Model with EuroSCORE II in Predicting Mortality after Elective Cardiac Surgery: A Decision Curve Analysis

Abstract: The benefits of cardiac surgery are sometimes difficult to predict and the decision to operate on a given individual is complex. Machine Learning and Decision Curve Analysis (DCA) are recent methods developed to create and evaluate prediction models.

Methods and finding: We conducted a retrospective cohort study using a prospective collected database from December 2005 to December 2012, from a cardiac surgical center at University Hospital. The different models of prediction of mortality in-hospital after elective cardiac surgery, including EuroSCORE II, a logistic regression model and a machine learning model, were compared by ROC and DCA. Of the 6,520 patients having elective cardiac surgery with cardiopulmonary bypass, 6.3% died. Mean age was 63.4 years old (standard deviation 14.4), and mean EuroSCORE II was 3.7 (4.8) %. The area under ROC curve (IC95%) for the machine learning model (0.795 (0.755–0.834)) was significantly higher than EuroSCORE II or the logistic regression model (respectively, 0.737 (0.691–0.783) and 0.742 (0.698–0.785), p < 0.0001). Decision Curve Analysis showed that the machine learning model, in this monocentric study, has a greater benefit whatever the probability threshold.

Conclusions: According to ROC and DCA, machine learning model is more accurate in predicting mortality after elective cardiac surgery than EuroSCORE II. These results confirm the use of machine learning methods in the field of medical prediction.

Comparação entre um modelo de Machine Learning e EuroSCOREII na previsão de mortalidade após cirurgia cardíaca eletiva

Introdução às Técnicas Modernas de Regressão

Por mais que as técnicas de aprendizado de máquina tenham evoluído muito nos últimos tempos, é inegável que as técnicas de regressão ainda têm uma aderência muito grande por parte dos Data Miners, estatísticos, e demais analistas de dados; seja devido à versatilidade ou mesmo por permitir uma abordagem semi-White Box (sic.).

Neste webnar da Salford Systems, há dois vídeos que vale a pena ter no HD sobre a aplicação das técnicas modernas de regressão.

Para quem não conseguir baixar o material no site, basta clicar no link no final do post que o download será iniciado automaticamente.

2014_Modern_Regression_CTW_web

Introdução às Técnicas Modernas de Regressão

Medindo a Acurácia das Previsões

Neste paper do Rob Hyndman é apresentado algumas formas de medir a acurácia de modelos de predição. Obrigatório para quem trabalha/estuda modelos de classificação e regressão.

Measuring forecast accuracy

Medindo a Acurácia das Previsões

Modelo de Mineração de Dados para previsão de medalhas em Sochi-2014

Um trabalho interessante do Dan Graettinger usando modelos com regressão logística. Achei somente que ele usou muitas variáveis irrelevantes no modelo (consumo de energia?). Mas o trabalho foi muito bem escrito! Achei que ele poderia jogar um pouco do resultado para o acaso (cerca de 30-35% da estimativa.

2014 Winter Olympics Medal Count Prediction article

Modelo de Mineração de Dados para previsão de medalhas em Sochi-2014

Um modelo de aplicação de Mineração de Dados para Score de Crédito – A framework of data mining application process for credit scoring

Esse artigo apresenta um framework muito elaborado no qual Yang Liu passa pelos aspectos básicos da mineração de dados. O artigo conta com uma ótima bibliografia de apoio. De maneira geral o artigo coloca a mineração de dados como um meio de obter análises de portfólios através de métodos indutivos paramétricos e/ou não paramétricos. A diagramação é ótima na qual dá apoio significativo ao que está sendo explicado. Obrigatório para quem trabalha com scoring de crédito em geral.

A Framework of a Data Mining Application Process to a Credit Scoring

Um modelo de aplicação de Mineração de Dados para Score de Crédito – A framework of data mining application process for credit scoring