Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Question: In the `MASS` library, combine the two datasets `Pima.te` and `Pima.tr` back into one complete dataset, call it `pima`. (Try function `rbind()`.) How many

Question:

In the `MASS` library, combine the two datasets `Pima.te` and `Pima.tr` back into one complete dataset, call it `pima`. (Try function `rbind()`.) How many observations are there?

**Train-Test split 3:1**

In order to perform KNN analysis, we need to separate the X-variables and the y-labels. (Which should be our y-variable?) Before we separate them out, create vector/array of 1 and 2 to create train-test split in the ratio of 3:1. (Set a constant seed value so that we can duplicate the results.) So eventually, you will get the training Xs as a dataframe, training y-label (a vector), as well as the test sets together in four groups. Make sure the train-X and train-y are not mixed up in the ordering during the process. Same for test-X and test-y.

**KNN results**

Perform the KNN analysis, with different k values. You do not need to show all the results from different k, but please include the one with the best (total) accuracy in your submission. How does the accuracy compared to the percentages of being T/F in the dataset?

Perform inn in Pima Dataset .

image text in transcribedimage text in transcribedimage text in transcribed
2. Spectral Versus Singular Value Decomposition: Consider a linear operator A with matrix representation 1 3 A _ [7 _1] (a) Compute the spectral decomposition and singular 1mlue decomposition of A. (1:) Sketch ANSI}, the image of the unit circle under .A. (c) Compare your answers to parts (a) and {b} and draw a conclusion. 2. Consider a stationary Markov chain with two states {1, 2}. The transition probability matrix is given by 0.6 0.4 P _ ( 0.5 0.5 ) (a) (10) Find the limiting probabilities m and 772 for the two states. (b) (5) Find the transition probability matrix for the reversed chain. (c) (5) Is this Markov chain time reversible? Why? 4. (Summer break) (a) We say that a transition probability matrix P E Rm\" is doubly stochastic if the sum over each of its columns is equal to 1. That is: n Pij=1, j=1,2,...,'. =1 1. Show that if a Markov Chain is ergodic and its transition probability matrix is doubly stochastic, then its long-term probabilities are: 1 n, m): j=1,2,...,n

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Algebra A Combined Approach (Subscription)

Authors: Elayn Martin Gay

5th Edition

013417920X, 9780134179209

More Books

Students also viewed these Mathematics questions

Question

a. What is price risk? b. What is reinvestment rate risk?

Answered: 1 week ago

Question

8. How can an interpreter influence the message?

Answered: 1 week ago

Question

Subjective norms, i.e. the norms of the target group

Answered: 1 week ago