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Course site for MACS 30250 (Spring 2019) - Perspectives on Computational Research in Economics
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Unsupervised Learning v.s Nonparametric Statistics #1

Closed liu431 closed 5 years ago

liu431 commented 5 years ago

@rickecon This is a follow-up on the question raised by @SixueLiuMACSS:

How are unsupervised learning and nonparametric statistics different?

  1. Topics from the syllabi: Nonparametric Inference (STAT 37400): kernel density estimation, local regression, splines, confidence bands, orthogonal functions, random processes, and sample methods...

Unsupervised learning (TTIC 31220): dimensionality reduction (PCA), clustering, topic modeling, HMM, density estimation, mixture models, and expectation maximization...

  1. Goals: Nonparametric Statistics: descriptive statistics, inference, hypothesis testing...

Unsupervised Learning: find patterns, compress data, visualization...

  1. ML algorithms that are nonparametric KNN (supervised) Decision Trees (supervised) SVM with RBF kernel (supervised) KMeans (unsupervised) PCA (unsupervised) ...

After a brief research on this issue, I find the possible answer is that the two fields overlap, but have different goals to achieve from the data. Also, the nonparametric approach to ML algorithms is getting more popular for its advantages in flexibility and good performance in prediction.