How to calculate this P-Value of uniform binary variable?
▲ 14 r/probabilitytheory+2 crossposts

How to calculate this P-Value of uniform binary variable?

Suppose the image was supposed to be a uniform distribution of a binary variable (ie red dot vs blue dot) along the x axis, with some probability of blue being "P". How do I calculate the probability that such a "clump/grouping" as that found in Node #1 could even come about under a uniform distribution? In other words how would I find the p-value that this is truly a uniform distribution given it has such a "cluster" at low values of the x axis?

Edit:: My apologies, asking if it's uniform is the incorrect question. I mean is the proportion (ratio) of red to blue consistent throughout the x axis. In which case standard logistic regression p value may be my best option.

u/learning_proover — 10 days ago

Decision Trees: Gini impurity vs log loss

For anyone who works with decision trees can you elaborate on the relationship between: minimizing gini impurity/ entropy accross leafs and minimizing the log loss of the entire model? Does minimizing one directly imply the other? If so I am trying to prove it rigorously. If not can you please give a counterexample showing these two metrics are NOT monotonic ( ie increasing one implies increase in the other ....)

u/learning_proover — 25 days ago

What causes home runs in mlb?

Lately I've been doing a deep dive on home runs and their frequency in mlb. Has anyone here done any analysis on on what exactly correlates with home runs in MLB? I'm just curious on where I should start to look if I want to find trends that correlate with a player hitting a home run? I know that the park/weather/wind is a obvious factor but is there anything that has stood out to anyone regarding either pitcher or batting trends that tend to be indicative of a home run in a game? Any insights or even just opinions from this sub would be appreciated.

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u/learning_proover — 2 months ago

Understanding standard deviation of Bernoulli distribution/ variable?

What is the exact interpretation of the standard deviation of a Bernoulli variable (ie sqrt(p*(1-p)))? Furthermore if the standard deviation is so high for so many values can't we round the probability to .5 ? For example if p=.3 then the standard deviation is sqrt((.3)(1-.3)) ~ .45 <-- that seems like A LOT of uncertainty especially for small sample sizes so why not just round the .3 closer to .5 to reflect that uncertainty?? I know for large samples this is erroneous due to law of large numbers but what about small samples? Any clarification is appreciated.

u/learning_proover — 3 months ago

Specifically in the context of say regression models and or neural networks, how could a model overfit if there are more rows of training data than there are parameters in the model? Overfitting makes no intuitive sense in that situation. If #params > > # rows I can understand how overfitting comes about. Can anyone explain.

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u/learning_proover — 4 months ago

Specifically in the context of say neural networks, how could a model overfit if there are more rows of training data than there are parameters in the model how could the model possible overfit the data? Overfitting makes no intuitive sense in that situation. If #params > > # rows I can understand how overfitting comes about. Can anyone explain.

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u/learning_proover — 4 months ago

Can anyone explain the last part of this YouTube video:-> https://youtu.be/kNPGXgzxoHw?si=kPeYaFSR7iHvk5gw. I understand up until the 5:00 minute mark where he mentions that each neuron creates a hyperplane? How exactly would this be the case? I'm not seeing how the activation function creates an entire partition of the feature space. Any clarification or further resources would be appreciated.

u/learning_proover — 4 months ago
▲ 127 r/AskStatistics+1 crossposts

Sorry if this is more machine learning than actual statistics. If anyone here is familiar with how they work do you know if a neural network can be trained with coordinate descent instead of gradient descent?

u/learning_proover — 4 months ago

According to some sources p values lose all meaning the moment we implement any type of L1 or L2 regularization in a model. (Infact a regularized model has no p value). Does this imply that p values are poor indicators of variable importance? How should one interpret the variables with large p values but a regularized model considers those variables useful? How could we test if a regularized set of independent variables are better than a non regularized set with some low p-values?

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u/learning_proover — 4 months ago
▲ 1 r/AskStatistics+1 crossposts

I would like to optimize a multiple logistic regression model for loss and calibration rather than accuracy (i.o.w. make the model more confident in it's correct predictions). Are there any lesser known methods to help accomplish this? I'm not sure if something like L1/L2 or Elastic net regularization will help or have the opposite effect. Any advice is appreciated.

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u/learning_proover — 4 months ago