Articles by [email protected]

The Bayesian approach to ridge regression

October 30, 2016 | [email protected]

In a previous post, we demonstrated that ridge regression (a form of regularized linear regression that attempts to shrink the beta coefficients toward zero) can be super-effective at combating overfitting and lead to a greatly more generalizable model. This approach… Continue reading → [Read more...]

Lessons learned in high-performance R

May 30, 2015 | [email protected]

On this blog, I've had a long running investigation/demonstration of how to make a "embarrassingly-parallel" but computationally intractable (on commodity hardware, at least) R problem more performant by using parallel computation and Rcpp. The example problem is to find the… Continue reading → [Read more...]

Playing around with #rstats twitter data

February 28, 2015 | [email protected]

As a bit of weekend fun, I decided to briefly look into the #rstats twitter data that Stephen Turner collected and made available (thanks!). Essentially, this data set contains some basic information about over 100,000 tweets that contain the hashtag… Continue reading → [Read more...]

Fun with .Rprofile and customizing R startup

September 17, 2014 | [email protected]

Over the years, I've meticulously compiled–and version controlled–massive and extensive configuration files for virtually all of my most used utilities, most notably vim, tmux, and zsh. In fact, one of the only configurable utilities for which I had no special configuration schema was R. This is extremely surprising, ... [Read more...]

Parallel R (and air travel)

November 13, 2013 | [email protected]

My heart sinks a little when I check on my laptop in the morning and the computation I started the night before still hasn’t finished. Even when the data I’m playing with isn’t particularly.... large... (I’m not going to say it), I have a knack for ... [Read more...]

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