Statistics

Boxcox transformation

Finding transformation for normal distribution

Visualize the random effects

http://www.quantumforest.com/2012/11/more-sense-of-random-effects/

Sensitivity/Specificity/Accuracy

		Predict
		1	0
True	1	TP	FN	Sens=TP/(TP+FN)
	0	FP	TN	Spec=TN/(FP+TN)
				N = TP + FP + FN + TN

• Sensitivity = TP / (TP + FN)
• Specificity = TN / (TN + FP)
• Accuracy = (TP + TN) / N

Elements of Statistical Learning

Bagging

Chapter 8 of the book.

• Bootstrap mean is approximately a posterior average.
• Bootstrap aggregation or bagging average: Average the prediction over a collection of bootstrap samples, thereby reducing its variance. The bagging estimate is defined by

[math]\displaystyle{ \hat{f}_{bag}(x) = \frac{1}{B}\sum_{b=1}^B \hat{f}^{*b}(x). }[/math]

Boosting

AdaBoost.M1 by Freund and Schapire (1997):

The error rate on the training sample is [math]\displaystyle{ \bar{err} = \frac{1}{N} \ sum_{i=1}^N I(y_i \neq G(x_i)), }[/math]

Hierarchical clustering

For the kth cluster, define the Error Sum of Squares as [math]\displaystyle{ ESS_k = }[/math] sum of squared deviations (squared Euclidean distance) from the cluster centroid.

If there are C clusters, define the Total Error Sum of Squares as Sum of Squares as [math]\displaystyle{ ESS = \sum_k ESS_k, for k=1,\dots,C }[/math]

Consider the union of every possible pair of clusters.

Combine the 2 clusters whose combination combination results in the smallest increase in ESS.

Comments:

1. Ward's method tends to join clusters with a small number of observations, and it is strongly biased toward producing clusters with the same shape and with roughly the same number of observations.
2. It is also very sensitive to outliers. See Milligan (1980).

Take pomeroy data (7129 x 90) for an example:

library(gplots)

lr = read.table("C:/ArrayTools/Sample datasets/Pomeroy/Pomeroy -Project/NORMALIZEDLOGINTENSITY.txt")
lr = as.matrix(lr)
method = "average" # method <- "complete"; method <- "ward"
hclust1 <- function(x) hclust(x, method= method)
heatmap.2(lr, col=bluered(75), hclustfun = hclust1, distfun = dist,
              density.info="density", scale = "none",               
              key=FALSE, symkey=FALSE, trace="none", 
              main = method)