Develop Reference

How to get the important features in SOM(Self Organizing Maps)?

I am looking at the popular python implementation of SOM : MiniSom.
A lot of blogs cite various examples like fraud detection using MiniSom.
While I do get how we can get the items associated with the outlier nodes(BMUs),
I am not able to understand how to get the important features that distinguish the outlier. What is a function or package that may help me do that?

If you take at the python implementation of popsom (originally for R), it has a function to show feature significance: m.significance()
popsom for python

Seasonal-Trend-Loess Method for Time Series in Python

Does anyone know if there is a Python-based procedure to decompose time series utilizing STL (Seasonal-Trend-Loess) method?
I saw references to a wrapper program to call the stl function
in R, but I found that to be unstable and cumbersome from the environment set-up perspective (Python and R together). Also, link was 4 years old.
Can someone point out something more recent (e.g. sklearn, spicy, etc.)?

I haven't tried STLDecompose but I took a peek at it and I believe it uses a general purpose loess smoother. This is hard to do right and tends to be inefficient. See the defunct STL-Java repo.
The pyloess package provides a python wrapper to the same underlying Fortran that is used by the original R version. You definitely don't need to go through a bridge to R to get this same functionality! This package is not actively maintained and I've occasionally had trouble getting it to build on some platforms (thus the fork here). But once built, it does work and is the fastest one you're likely to find. I've been tempted to modify it to include some new features, but just can't bring myself to modify the Fortran (which is pre-processed RATFOR - very assembly-language like Fortran, and I can't find a RATFOR preprocessor anywhere).
I wrote a native Java implementation, stl-decomp-4j, that can be called from python using the pyjnius package. This started as a direct port of the original Fortran, refactored to a more modern programming style. I then extended it to allow quadratic loess interpolation and to support post-decomposition smoothing of the seasonal component, features that are described in the original paper but that were not put into the Fortran/R implementation. (They apparently are in the S-plus implementation, but few of us have access to that.) The key to making this efficient is that the loess smoothing simplifies when the points are equidistant and the point-by-point smoothing is done by simply modifying the weights that one is using to do the interpolation.
The stl-decomp-4j examples include one Jupyter notebook demonstrating how to call this package from python. I should probably formalize that as a python package but haven't had time. Quite willing to accept pull requests. ;-)
I'd love to see a direct port of this approach to python/numpy. Another thing on my "if I had some spare time" list.

Here you can find an example of Seasonal-Trend decomposition using LOESS (STL), from statsmodels.
Basicaly it works this way:
from statsmodels.tsa.seasonal import STL
stl = STL(TimeSeries, seasonal=13)
res = stl.fit()
fig = res.plot()

There is indeed:
https://github.com/jrmontag/STLDecompose
In the repo you will find a jupyter notebook for usage of the package.

RSTL is a Python port of R's STL: https://github.com/ericist/rstl. It works pretty well except it is 3~5 times slower than R's STL according to the author.
If you just want to get lowess trend line, you can just use Statsmodels' lowess function
https://www.statsmodels.org/dev/generated/statsmodels.nonparametric.smoothers_lowess.lowess.html.

Which model to use when mixed-effects, random-effects added regression is needed

So mixed-effects regression model is used when I believe that there is dependency with a particular group of a feature. I've attached the Wiki link because it explains better than me. (https://en.wikipedia.org/wiki/Mixed_model)
Although I believe that there are many occasions in which we need to consider the mixed-effects, there aren't too many modules that support this.
R has lme4 and Python seems to have a similar module, but they are both statistic driven; they do not use the cost function algorithm such as gradient boosting.
In Machine Learning setting, how would you handle the situation that you need to consider mixed-effects? Are there any other models that can handle longitudinal data with mixed-effects(random-effects)?
(R seems to have a package that supports mixed-effects: https://rd.springer.com/article/10.1007%2Fs10994-011-5258-3
But I am looking for a Python solution.

There are, at least, two ways to handle longitudinal data with mixed-effects in Python:
StatsModel for linear mixed effects;
MERF for mixed effects random forest.
If you go for StatsModel, I'd recommend you to do some of the examples provided here. If you go for MERF, I'd say that the best starting point is here.
I hope it helps!

Practical implementation of OpenCV Kalman filter w/python?

I'm neither an expert in OpenCV or python but after far too much messing around with poor c# implementations of cv libraries I decided to take the plunge.
Thus far I've got 'blob' (read-contour) tracking working the way I want - my problem now is occlusion, a problem which, as I (and myriad youtube videos) understand it, the Kalman filter can solve. The problem is, relevant examples in python don't seem to exist and the example code is largely devoid of comments, ergo how a red and yellow line running all over the shop solve my problem is a mystery to me.
What I want to achieve is something like this http://www.youtube.com/watch?v=lvmEE_LWPUc or this http://www.youtube.com/watch?v=sG-h5ONsj9s.
I'd be very grateful if someone could point me in the direction of (or provide) an example using actual images pulled from a webcam or video.
Thanks in Advance.

You can take a look at:
https://github.com/dajuric/accord-net-extensions
It implements Kalman filtering, particle filtering, Joint Probability Data Association Filter (for multi-object tracking) along with motion models.
Samples included!

Orthogonalize in Python. Which package?

I need to orthogonalize vectors in Python. I have found so far only algorithms.orthogonalize.
Nevertheless, it looks like "algorithms" is a kind of a package (module?) I cannot find to install. Has anybody done an orthogonalization? Please, advice me a nice package/module for this procedure. I am quite new in Python.

numpy.linalg.qr turns out to be the best option to orthogonalize vectors, since the vectors I consider vectors with complex components. And if one does it with the orthogonalize method mentioned above, then one LOSES the complex parts!

That package is part of the Spectral Python project.
The orthogonalize method is documented here:
Performs Gram-Schmidt Orthogonalization on a set of vectors
It is installable via pip and easy_install.