**Inter-rater Reliability (Concordance)**

In statistics, inter-rater reliability, inter-rater agreement, or concordance is the degree of agreement among raters. It gives a score of how much homogeneity, or consensus, there is in the ratings given by judges. It is useful in refining the tools given to human judges, for example by determining if a particular scale is appropriate for measuring a particular variable. If various raters do not agree, either the scale is defective or the raters need to be re-trained. … **Generalized Least Squares Screening (GLSS)**

Variable selection is a widely studied problem in high dimensional statistics, primarily since estimating the precise relationship between the covariates and the response is of great importance in many scientific disciplines. However, most of theory and methods developed towards this goal for the linear model invoke the assumption of iid sub-Gaussian covariates and errors. This paper analyzes the theoretical properties of Sure Independence Screening (SIS) (Fan and Lv ) for high dimensional linear models with dependent and/or heavy tailed covariates and errors. We also introduce a generalized least squares screening (GLSS) procedure which utilizes the serial correlation present in the data. By utilizing this serial correlation when estimating our marginal effects, GLSS is shown to outperform SIS in many cases. For both procedures we prove sure screening properties, which depend on the moment conditions, and the strength of dependence in the error and covariate processes, amongst other factors. Additionally, combining these screening procedures with the adaptive Lasso is analyzed. Dependence is quantified by functional dependence measures (Wu ), and the results rely on the use of Nagaev type and exponential inequalities for dependent random variables. We also conduct simulations to demonstrate the finite sample performance of these procedures, and include a real data application of forecasting the US inflation rate. … **Suite of Fast Incremental Algorithms for Machine Learning (sofia-ml)**

The suite of fast incremental algorithms for machine learning (sofia-ml) can be used for training models for classification, regression, ranking, or combined regression and ranking. Several different techniques are available. This release is intended to aid researchers and practitioners who require fast methods for classification and ranking on large, sparse data sets. Supported classification, regression, and ranking learners include:

• Pegasos SVM

• Stochastic Gradient Descent (SGD) SVM

• Passive-Aggressive Perceptron

• Perceptron with Margins

• ROMMA

• Logistic Regression (with Pegasos Projection)

This package provides a commandline utility for training models and using them to predict on new data, and also exposes an API for model training and prediction that can be used in new applications. The underlying libraries for data sets, weight vectors, and example vectors are also provided for researchers wishing to use these classes to implement other algorithms. …

# If you did not already know

**28**
*Monday*
Aug 2017

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