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> That's one heck of a hard question! Exactly. That's the problem. It's not just a question of deciding whether the data is random or has some particular prope
by cgearhart 11y ago
> That's one heck of a hard question!
Exactly. That's the problem. It's not just a question of deciding whether the data is random or has some particular property, but trying to answer the question of whether there is _any_ signal buried in the data -- and then deciding whether that signal is meaningful.
For the most part, unsupervised learning is more like data pre-processing than an alternative to hypothesis testing. General frequentist statistical techniques (including hypothesis testing, goodness of fit, etc.) are an integral part of evaluating the results of unsupervised learning.
- graycat 11y agoFrom a paper I published, go to a server farm and for three months collect data on each of 10 variables 100 times a second. Now, in real time, given values on each of those 10 variables, ask if the farm is sick or healthy? Get known, adjustable false alarm rate and a relatively high detection rate. So, it's a multi-dimensional, distribution-free hypothesis test. Don't know what patterns or properties are looking for and don't get a diagnosis, but still, if get a detection at a low false alarm rate, then have good evidence the farm is sick. So, this hypothesis test is not the same as you have described. So, is this unsupervised learning?