Blog Archives

You don’t need to understand pointers to program using R

April 1, 2014
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You don’t need to understand pointers to program using R

R is a statistical analysis package based on writing short scripts or programs (versus being based on GUIs like spreadsheets or directed workflow editors). I say “writing short scripts” because R’s programming language (itself called S) is a bit of an oddity that you really wouldn’t be using except it gives you access to superiorRelated posts:

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Some statistics about the book

March 4, 2014
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Some statistics about the book

The release date for Zumel, Mount “Practical Data Science with R” is getting close. I thought I would share a few statistics about what goes into this kind of book. “Practical Data Science with R” started formal work in October of 2012. We had always felt the Win-Vector blog represented practice and research for suchRelated posts:

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One day discount on Practical Data Science with R

February 21, 2014
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One day discount on Practical Data Science with R

Please forward and share this discount offer for our upcoming book. Manning Deal of the Day February 22: Half off Practical Data Science with R. Use code dotd022214au at www.manning.com/zumel/.Related posts: Data Science, Machine Learning, and Statis...

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The gap between data mining and predictive models

February 20, 2014
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The gap between data mining and predictive models

The Facebook data science blog shared some fun data explorations this Valentine’s Day in Carlos Greg Diuk’s “The Formation of Love”. They are rightly receiving positive interest in and positive reviews of their work (for example Robinson Meyer’s Atlantic article). The finding is also a great opportunity to discuss the gap between cool data miningRelated posts:

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Unprincipled Component Analysis

February 10, 2014
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Unprincipled Component Analysis

As a data scientist I have seen variations of principal component analysis and factor analysis so often blindly misapplied and abused that I have come to think of the technique as unprincipled component analysis. PCA is a good technique often used to reduce sensitivity to overfitting. But this stated design intent leads many to (falsely)Related posts:

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Bad Bayes: an example of why you need hold-out testing

February 1, 2014
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Bad Bayes: an example of why you need hold-out testing

We demonstrate a dataset that causes many good machine learning algorithms to horribly overfit. The example is designed to imitate a common situation found in predictive analytic natural language processing. In this type of application you are often building a model using many rare text features. The rare text features are often nearly unique k-gramsRelated posts:

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Use standard deviation (not mad about MAD)

January 19, 2014
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Use standard deviation (not mad about MAD)

Nassim Nicholas Taleb recently wrote an article advocating the abandonment of the use of standard deviation and advocating the use of mean absolute deviation. Mean absolute deviation is indeed an interesting and useful measure- but there is a reason that standard deviation is important even if you do not like it: it prefers models thatRelated posts:

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Generalized linear models for predicting rates

January 1, 2014
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Generalized linear models for predicting rates

I often need to build a predictive model that estimates rates. The example of our age is: ad click through rates (how often a viewer clicks on an ad estimated as a function of the features of the ad and the viewer). Another timely example is estimating default rates of mortgages or credit cards. YouRelated posts:

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Sample size and power for rare events

December 3, 2013
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Sample size and power for rare events

We have written a bit on sample size for common events. We would like to extend this analysis to rare events. In web marketing and a lot of other applications you are trying to estimate a probability of an event (like conversion) where the probability is fairly low (say 5% to 0.5%). In this caseRelated posts:

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Practical Data Science with R: Manning Deal of the Day November 19th 2013

November 19, 2013
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Practical Data Science with R: Manning Deal of the Day November 19th 2013

Please share: Manning Deal of the Day November 19: Half off Practical Data Science with R. Use code dotd1119au at www.manning.com/zumel/.Related posts: Data Science, Machine Learning, and Statistics: what is in a name? Data science project planning S...

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