Posted on Categories Administrativia, data science, StatisticsTags , , , Leave a comment on Big News: vtreat 1.2.0 is Available on CRAN, and it is now Big Data Capable

Big News: vtreat 1.2.0 is Available on CRAN, and it is now Big Data Capable

We here at Win-Vector LLC have some really big news we would please like the R-community’s help sharing.

vtreat version 1.2.0 is now available on CRAN, and this version of vtreat can now implement its data cleaning and preparation steps on databases and big data systems such as Apache Spark.

vtreat is a very complete and rigorous tool for preparing messy real world data for supervised machine-learning tasks. It implements a technique we call “safe y-aware processing” using cross-validation or stacking techniques. It is very easy to use: you show it some data and it designs a data transform for you.

Thanks to the rquery package, this data preparation transform can now be directly applied to databases, or big data systems such as PostgreSQL, Amazon RedShift, Apache Spark, or Google BigQuery. Or, thanks to the data.table and rqdatatable packages, even fast large in-memory transforms are possible.

We have some basic examples of the new vtreat capabilities here and here.

Posted on Categories data science, Exciting Techniques, Opinion, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, Statistics, TutorialsTags , , , , Leave a comment on rqdatatable: rquery Powered by data.table

rqdatatable: rquery Powered by data.table

rquery is an R package for specifying data transforms using piped Codd-style operators. It has already shown great performance on PostgreSQL and Apache Spark. rqdatatable is a new package that supplies a screaming fast implementation of the rquery system in-memory using the data.table package.

rquery is already one of the fastest and most teachable (due to deliberate conformity to Codd’s influential work) tools to wrangle data on databases and big data systems. And now rquery is also one of the fastest methods to wrangle data in-memory in R (thanks to data.table, via a thin adaption supplied by rqdatatable).

Continue reading rqdatatable: rquery Powered by data.table

Posted on Categories data science, Opinion, Pragmatic Data Science, Statistics, TutorialsTags , , , 5 Comments on Talking about clinical significance

Talking about clinical significance

In statistical work in the age of big data we often get hung up on differences that are statistically significant (reliable enough to show up again and again in repeated measurements), but clinically insignificant (visible in aggregation, but too small to make any real difference to individuals).

An example would be: a diet that changes individual weight by an ounce on average with a standard deviation of a pound. With a large enough population the diet is statistically significant. It could also be used to shave an ounce off a national average weight. But, for any one individual: this diet is largely pointless.

The concept is teachable, but we have always stumbled of the naming “statistical significance” versus “practical clinical significance.”

I am suggesting trying the word “substantial” (and its antonym “insubstantial”) to describe if changes are physically small or large.

This comes down to having to remind people that “p-values are not effect sizes”. In this article we recommended reporting three statistics: a units-based effect size (such as expected delta pounds), a dimensionless effects size (such as Cohen’s d), and a reliability of experiment size measure (such as a statistical significance, which at best measures only one possible risk: re-sampling risk).

The merit is: if we don’t confound different meanings, we may be less confusing. A downside is: some of these measures are a bit technical to discuss. I’d be interested in hearing opinions and about teaching experiences along these distinctions.

Posted on Categories data science, Opinion, Programming, Statistics, TutorialsTags , , 2 Comments on WVPlots now at version 1.0.0 on CRAN!

WVPlots now at version 1.0.0 on CRAN!

Nina Zumel and I have been working on packaging our favorite graphing techniques in a more reusable way that emphasizes the analysis task at hand over the steps needed to produce a good visualization. We are excited to announce the WVPlots is now at version 1.0.0 on CRAN!

Continue reading WVPlots now at version 1.0.0 on CRAN!

Posted on Categories Administrativia, data science, Exciting Techniques, Opinion, Pragmatic Data Science, Pragmatic Machine Learning, Statistics, TutorialsTags , , , , Leave a comment on Upcoming speaking engagments

Upcoming speaking engagments

I have a couple of public appearances coming up soon.

Continue reading Upcoming speaking engagments

Posted on Categories data science, Opinion, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, StatisticsTags , , Leave a comment on cdata Update

cdata Update

The R package cdata now has version 0.7.0 available from CRAN.

cdata is a data manipulation package that subsumes many higher order data manipulation operations including pivot/un-pivot, spread/gather, or cast/melt. The record to record transforms are specified by drawing a table that expresses the record structure (called the “control table” and also the link between the key concepts of row-records and block-records).

What can be quickly specified and achieved using these concepts and notations is amazing and quite teachable. These transforms can be run in-memory or in remote database or big-data systems (such as Spark).

The concepts are taught in Nina Zumel’s excellent tutorial.


Untitled

And in John Mount’s quick screencast/lecture.

link, slides

The 0.7.0 update adds local versions of the operators in addition to the Spark and database implementations. These methods should now be a bit safer for in-memory complex/annotated types such as dates and times.

Posted on Categories Administrativia, data science, Opinion, Practical Data Science, Pragmatic Data Science, StatisticsTags , , , Leave a comment on Four Years of Practical Data Science with R

Four Years of Practical Data Science with R

Four years ago today authors Nina Zumel and John Mount received our author’s copies of Practical Data Science with R!

1960860 10203595069745403 608808262 o

Continue reading Four Years of Practical Data Science with R

Posted on Categories data science, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, Statistics, TutorialsTags , , , , , , 9 Comments on R Tip: Use the vtreat Package For Data Preparation

R Tip: Use the vtreat Package For Data Preparation

If you are working with predictive modeling or machine learning in R this is the R tip that is going to save you the most time and deliver the biggest improvement in your results.

R Tip: Use the vtreat package for data preparation in predictive analytics and machine learning projects.

Vtreat

When attempting predictive modeling with real-world data you quickly run into difficulties beyond what is typically emphasized in machine learning coursework:

  • Missing, invalid, or out of range values.
  • Categorical variables with large sets of possible levels.
  • Novel categorical levels discovered during test, cross-validation, or model application/deployment.
  • Large numbers of columns to consider as potential modeling variables (both statistically hazardous and time consuming).
  • Nested model bias poisoning results in non-trivial data processing pipelines.

Any one of these issues can add to project time and decrease the predictive power and reliability of a machine learning project. Many real world projects encounter all of these issues, which are often ignored leading to degraded performance in production.

vtreat systematically and correctly deals with all of the above issues in a documented, automated, parallel, and statistically sound manner.

vtreat can fix or mitigate these domain independent issues much more reliably and much faster than by-hand ad-hoc methods.
This leaves the data scientist or analyst more time to research and apply critical domain dependent (or knowledge based) steps and checks.

If you are attempting high-value predictive modeling in R, you should try out vtreat and consider adding it to your workflow.

Continue reading R Tip: Use the vtreat Package For Data Preparation

Posted on Categories Coding, data science, Exciting Techniques, Programming, Statistics, TutorialsTags , , ,

Wanted: cdata Test Pilots

I need a few volunteers to please “test pilot” the development version of the R package cdata, please.

Jackie Cochran at 1938 Bendix Race
Jacqueline Cochran: at the time of her death, no other pilot held more speed, distance, or altitude records in aviation history than Cochran.

Continue reading Wanted: cdata Test Pilots

Posted on Categories data science, Opinion, Statistics, TutorialsTags , , , , ,

We Want to be Playing with a Moderate Number of Powerful Blocks

Many data scientists (and even statisticians) often suffer under one of the following misapprehensions:

  • They believe a technique doesn’t work in their current situation (when in fact it does), leading to useless precautions and missed opportunities.
  • They believe a technique does work in their current situation (when in fact it does not), leading to failed experiments or incorrect results.

I feel this happens less often if you are working with observable and composable tools of the proper scale. Somewhere between monolithic all in one systems, and ad-hoc one-off coding is a cognitive sweet spot where great work can be done.

Continue reading We Want to be Playing with a Moderate Number of Powerful Blocks