Articles by Joseph Rickert

Getting Started with Markov Chains

January 7, 2016 | Joseph Rickert

by Joseph Rickert There are number of R packages devoted to sophisticated applications of Markov chains. These include msm and SemiMarkov for fitting multistate models to panel data, mstate for survival analysis applications, TPmsm for estimating transition probabilities for 3-state progressive disease models, heemod for applying Markov models to health ... [Read more...]

Looking forward to 2016

December 24, 2015 | Joseph Rickert

by Joseph Rickert The following map of all of the R user groups listed in Microsoft's Local R User Group Directory is good way to visualize the R world as we rocket into 2016. As a member of the useR!2016 planning committee, foremost in my mind right now is that in ... [Read more...]

Wald’s graphical sequential inspection procedure

December 10, 2015 | Joseph Rickert

by John Mount Ph.D. Data Scientist at Win-Vector LLC Our most recent article was a dynamic programming solution to the A/B test problem. Explicitly solving such dynamic programs is a long and tedious process, so you are well served by finding and introducing clever invariants to track (something ...
[Read more...]

Fun with ddR: Using Distributed Data Structures in R

December 8, 2015 | Joseph Rickert

by Edward Ma and Vishrut Gupta (Hewlett Packard Enterprise) A few weeks ago, we revealed ddR (Distributed Data-structures in R), an exciting new project started by R-Core, Hewlett Packard Enterprise, and others that provides a fresh new set of computational primitives for distributed and parallel computing in R. The package ... [Read more...]

Feature Selection with caret’s Genetic Algorithm Option

December 3, 2015 | Joseph Rickert

by Joseph Rickert If there is anything that experienced machine learning practitioners are likely to agree on, it would be the importance of careful and thoughtful feature engineering. The judicious selection of which predictor variables to include in a model often has a more beneficial effect on overall classifier performance ... [Read more...]

Exploring Recursive CTEs with sqldf

December 1, 2015 | Joseph Rickert

by Bob Horton Sr. Data Scientist at Microsoft Common table expressions (CTEs, or “WITH clauses”) are a syntactic feature in SQL that makes it easier to write and use subqueries. They act as views or temporary tables that are only available during the lifetime of a single query. A more ... [Read more...]

R User Group Activity 2015

November 27, 2015 | Joseph Rickert

by Joseph Rickert 2015 has been a good year for R user groups, both in terms of activity and the number of new groups founded. The plot below which runs 12/30/2012 through the week beginning with Monday 11/23/2015 shows that the number of weekly meeting continues to drift up to the right. You ... [Read more...]

Mapping out Marriott’s Starwood Acquisition

November 24, 2015 | Joseph Rickert

by Michael Helbraun The software business includes travel, and that means hotels. The news that Marriott was acquiring Starwood was of particular interest to me – especially since more than 75% of my 95 nights so far this year on the road have been spent with one of those two companies. While other ... [Read more...]

Fun with Simpson’s Paradox: Simulating Confounders

November 21, 2015 | Joseph Rickert

Bob Horton Sr Data Scientist, Microsoft Wikipedia describes Simpson’s paradox as “a trend that appears in different groups of data but disappears or reverses when these groups are combined.” Here is the figure from the top of that article (you can click on the image in Wikipedia then follow ... [Read more...]

Rated R: Recommended Reading

November 19, 2015 | Joseph Rickert

by Joseph Rickert What are you reading? - and what are you recommending to friends, colleagues, and students who want to learn something about R programming? A quick search of Amazon will show that there are several new R books proposed for 2016; but of course, new doesn't necessarily mean better. ... [Read more...]

H2O World 2015

November 12, 2015 | Joseph Rickert

by Joseph Rickert The second, annual H2O World conference finished up yesterday. More than 700 people from all over the US attended the three-day event that was held at the Computer History Museum in Mountain View, California; a venue that pretty much sits well within the blast radius of ground ... [Read more...]

fluent-r: a new R analytics integration library for JVM developers

November 10, 2015 | Joseph Rickert

by David Russell, fluent-r developer fluent-r is a new R analytics integration library for JVM application developers that improves upon existing solutions for integrating R analytics services delivered by popular open source R integration servers DeployR and OpenCPU. The fluent-r library provides a natural-language DSL alongside a simple API that ... [Read more...]

Accessing Bitcoin Data with R

November 4, 2015 | Joseph Rickert

by Joseph Rickert I am not yet a Bitcoin advocate. Nevertheless, I am impressed with the amount of Bitcoin activity and the progress that advocates are making towards having Bitcoin recognized as a legitimate currency. Right now, I am mostly interested in the technology behind bitcoin and the possibility of ... [Read more...]

Differential Privacy Mini-series from Win-Vector

November 3, 2015 | Joseph Rickert

by Nina Zumel Principal Consultant Win-Vector LLC We've just finished off a series of articles on some recent research results applying differential privacy to improve machine learning. Some of these results are pretty technical, so we thought it was worth working through concrete examples. And some of the original results ... [Read more...]

Instrumental Variables

October 29, 2015 | Joseph Rickert

by Joseph Rickert We all "know" that correlation does not imply causation, that unmeasured and unknown factors can confound a seemingly obvious inference. But, who has not been tempted by the seductive quality of strong correlations? Fortunately, it is also well known that a well done randomized experiment can account ... [Read more...]

Party with the First Tribe

October 22, 2015 | Joseph Rickert

by Joseph Rickert In a recent previous post, I wrote about support vector machines, the representative master algorithm of the 5th tribe of machine learning practitioners described by Pedro Domingos in his book, The Master Algorithm. Here we look into algorithms favored by the first tribe, the symbolists, who see ... [Read more...]

The 5th Tribe, Support Vector Machines and caret

October 15, 2015 | Joseph Rickert

by Joseph Rickert In his new book, The Master Algorithm, Pedro Domingos takes on the heroic task of explaining machine learning to a wide audience and classifies machine learning practitioners into 5 tribes*, each with its own fundamental approach to learning problems. To the 5th tribe, the analogizers, Pedro ascribes the ... [Read more...]

Using miniCRAN in Azure ML

October 13, 2015 | Joseph Rickert

by Michele Usuelli Microsoft Data Scientist Azure Machine Learning Studio is a drag-and-drop tool to deploy data-driven solutions. It contains pre-built items including data preparation tools and Machine Learning algorithms. In addition, it allows to include R and Python custom scripts. In order to build powerful R tools, you might ... [Read more...]
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