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 ... [Read more...]

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 ... [Read more...]

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... [Read more...]

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 ... [Read more...]

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 ... [Read more...]

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 ... [Read more...]

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 ... [Read more...]

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 ... [Read more...]

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%). ... [Read more...]

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... [Read more...]

A quick status update on our upcoming book “Practical Data Science with R” by Nina Zumel and John Mount. We are really happy with how the book is coming out. We were able to cover most everything we hoped to. Part 1 (especially chapter 3) is already being used in courses, and ... [Read more...]

Deal of the Day August 1: Half off my book Practical Data Science with R. Use code dotd0801au at www.manning.com/zumel/ Related posts: Data Science, Machine Learning, and Statistics: what is in a name? Data science project planning Setting expectation... [Read more...]

A bit about our upcoming book “Practical Data Science with R”. Nina and I share our current draft of the front matter from the book, which is a description which will help you decide if this is the book for you (we hope that it is). Or this could be ... [Read more...]

Nina Zumel and I ( John Mount ) have been working very hard on producing an exciting new book called “Practical Data Science with R.” The book has now entered Manning Early Access Program (MEAP) which allows you to subscribe to chapters as they become available and give us feedback before the ... [Read more...]

I know I have already written a lot about technicalities in logistic regression (see for example: How robust is logistic regression? and Newton-Raphson can compute an average). But I just ran into a simple case where R‘s glm() implementation of logistic regression seems to fail without issuing a warning ... [Read more...]

We share our opinion that = should be preferred to the more standard [Read more...]

In data science work you often run into cryptic sentences like the following: Age adjusted death rates per 10,000 person years across incremental thirds of muscular strength were 38.9, 25.9, and 26.6 for all causes; 12.1, 7.6, and 6.6 for cardiovascular disease; and 6.1, 4.9, and 4.2 for cancer (all P __ 0.01 for linear [...] Related posts:Level fit summaries can be ... [Read more...]

In our article What is a large enough random sample? we pointed out that if you wanted to measure a proportion to an accuracy “a” with chance of being wrong of “d” then a idea was to guarantee you had a sample size of at least: This is the central ... [Read more...]

Using correlation to track model performance is “a mistake that nobody would ever make” combined with a vague “what would be wrong if I did do that” feeling. I hope after reading this feel a least a small urge to double check your work and presentations to make sure you ... [Read more...]

I know “officially” data scientists all always work in “big data” environments with data in a remote database, streaming store or key-value system. But in day to day work Excel files and Excel export files get used a lot and cause a disproportionate amount of pain. I would like to ... [Read more...]