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Preprocessing of data #1

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sharkovsky wants to merge 14 commits intomasterfrom
data-preprocessing
Open

Preprocessing of data #1
sharkovsky wants to merge 14 commits intomasterfrom
data-preprocessing

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@sharkovsky
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And a simple attempt at logistic regression using newton method.

Hi guys, here's a first attempt at completing the project. To be honest, I mainly concentrated on data preprocessing, i.e. whitening and similar things. My idea is that you can use my preprocessing scripts to save the data to a file, and then import it into your own classification scripts.

If you want an example on how to import the data, just look at the first cells of my Logistic-Regression script and it will give you a nice idea. Also, remember to update the paths accordingly to your directory structure (I keep a subdirectory called data where I save all the data). Right now my logistic regression using Newton method doesn't do very well, but is not awful either. I am confident that you guys can come up with a better method.

I have also started writing stuff in the report (under the name report-francesco.tex). I mainly wrote this as notes for myself and you guys, in case you want to interpret what the preprocessing code does. I do not expect this to be included in the actual report that we send out, except maybe for a few selected lines (and maybe the correlation coefficient matrix figure). But if you want a slightly better idea of what's going on in the preprocessing, read the report or simply write me an email, or on slacks!

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