Discover a variety of data-mining algorithms that are useful for selecting small sets of important features from among unwieldy masses of candidates, or extracting useful features from measured variables.As a serious data miner you will often be faced with thousands of candidate features for your prediction or classification application, with most of the features being of little or no value. You’ll know that many of these features may be useful only in combination with certain othe...

Farspace 2 is, at times, darker, more cautionary and less care-free than its predecessor. It is an exploration of the dangers of the future that we will be challenged with, should our species be so fortunate to reach that distant land. There are stories about control—by entities that want to harm or protect us. Stories about exploration—not the happy, "everything is wonderful out there and all will be great if we only go" stories, but rather the "yes it's dangerous out there, and we can ge...

Discover hidden relationships among the variables in your data, and learn how to exploit these relationships. This book presents a collection of data-mining algorithms that are effective in a wide variety of prediction and classification applications. All algorithms include an intuitive explanation of operation, essential equations, references to more rigorous theory, and commented C++ source code.Many of these techniques are recent developments, still not in widespread use. Others...

Discover the essential building blocks of the most common forms of deep belief networks. At each step this book provides intuitive motivation, a summary of the most important equations relevant to the topic, and concludes with highly commented code for threaded computation on modern CPUs as well as massive parallel processing on computers with CUDA-capable video display cards.The first of three in a series on C++ and CUDA C deep learning and belief nets, Deep Belief Nets in C++...

Discover the essential building blocks of a common and powerful form of deep belief net: the autoencoder. You’ll take this topic beyond current usage by extending it to the complex domain for signal and image processing applications. Deep Belief Nets in C++ and CUDA C: Volume 2 also covers several algorithms for preprocessing time series and image data. These algorithms focus on the creation of complex-domain predictors that are suitable for input to a complex-domain autoencoder. ...

Discover the essential building blocks of a common and powerful form of deep belief network: convolutional nets. This book shows you how the structure of these elegant models is much closer to that of human brains than traditional neural networks; they have a ‘thought process’ that is capable of learning abstract concepts built from simpler primitives. These models are especially useful for image processing applications.At each step Deep Belief Nets in C++ and CUDA C: Volume 3

Build, test, and tune financial, insurance or other market trading systems using C++ algorithms and statistics. You’ve had an idea and have done some preliminary experiments, and it looks promising. Where do you go from here? Well, this book discusses and dissects this case study approach.Seemingly good backtest performance isn't enough to justify trading real money. You need to perform rigorous statistical tests of the system's validity. Then, if basic tests confirm the quality of...

Assess the quality of your prediction and classification models in ways that accurately reflect their real-world performance, and then improve this performance using state-of-the-art algorithms such as committee-based decision making, resampling the dataset, and boosting. This book presents many important techniques for building powerful, robust models and quantifying their expected behavior when put to work in your application.Considerable attention is given to information theory,...

Collecting data is relatively easy, but turning raw information into something useful requires that you know how to extract precisely what you need. With this insightful book, intermediate to experienced programmers interested in data analysis will learn techniques for working with data in a business environment. You'll learn how to look at data to discover what it contains, how to capture those ideas in conceptual models, and then feed your understanding back into the organization through...

Most books on data structures assume an imperative language like C or C++. However, data structures for these languages do not always translate well to functional languages such as Standard ML, Haskell, or Scheme. This book describes data structures from the point of view of functional languages, with examples, and presents design techniques so that programmers can develop their own functional data structures. It includes both classical data structures, such as red-black trees and binomial...

This is the only introduction you'll need to start programming in R, the open-source language that is free to download, and lets you adapt the source code for your own requirements. Co-written by one of the R Core Development Team, and by an established R author, this book comes with real R code that complies with the standards of the language. Unlike other introductory books on the ground-breaking R system, this book emphasizes programming, including the principles that apply to most comp...

Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite ...