As part of our consulting practice Win-Vector LLC has been helping a few clients stand-up advanced analytics and machine learning stacks using R and substantial data stores (such as relational database variants such as PostgreSQL or big data systems such as Spark).
Often we come to a point where we or a partner realize: "the design would be a whole lot easier if we could phrase it in terms of higher order data operators."
Dr. Nina Zumel will be presenting “Myths of Data Science: Things you Should and Should Not Believe”,
Sunday, October 29, 2017
10:00 AM to 12:30 PM at the She Talks Data Meetup (Bay Area).
ODSC West 2017 is soon. It is our favorite conference and we will be giving both a workshop and a talk.
Thursday Nov 2 2017,
“Modeling big data with R, Sparklyr, and Apache Spark”,
Workshop/Training intermediate, 4 hours,
by Dr. John Mount (link).
Friday Nov 3 2017,
“Myths of Data Science: Things you Should and Should Not Believe”,
Data Science lecture beginner/intermediate, 45 minutes,
by Dr. Nina Zumel (link, length, abstract, and title to be corrected).
We really hope you can make these talks.
On the “R for big data” front we have some big news: the replyr package now implements pivot/un-pivot (or what tidyr calls spread/gather) for big data (databases and Sparklyr). This data shaping ability adds a lot of user power. We call the theory “coordinatized data” and the work practice “fluid data”.
One of the services that the R package vtreat provides is level coding (what we sometimes call impact coding): converting the levels of a categorical variable to a meaningful and concise single numeric variable, rather than coding them as indicator variables (AKA "one-hot encoding"). Level coding can be computationally and statistically preferable to one-hot encoding for variables that have an extremely large number of possible levels.
By default, vtreat level codes to the difference between the conditional means and the grand mean (catN variables) when the outcome is numeric, and to the difference between the conditional log-likelihood and global log-likelihood of the target class (catB variables) when the outcome is categorical. These aren’t the only possible level codings. For example, the ranger package can encode categorical variables as ordinals, sorted by the conditional expectations/means. While this is not a completely faithful encoding for all possible models (it is not completely faithful for linear or logistic regression, for example), it is often invertible for tree-based methods, and has the advantage of keeping the original levels distinct, which impact coding may not. That is, two levels with the same conditional expectation would be conflated by vtreat‘s coding. This often isn’t a problem — but sometimes, it may be.
So the data scientist may want to use a level coding different from what vtreat defaults to. In this article, we will demonstrate how to implement custom level encoders in vtreat. We assume you are familiar with the basics of vtreat: the types of derived variables, how to create and apply a treatment plan, etc.
While working on a large client project using Sparklyr and multinomial regression we recently ran into a problem: Apache Spark chooses the order of multinomial regression outcome targets, whereas R users are used to choosing the order of the targets (please see here for some details). So to make things more like R users expect, we need a way to translate one order to another.
I have been writing a lot (too much) on the R topics dplyr/rlang/tidyeval lately. The reason is: major changes were recently announced. If you are going to use dplyr well and correctly going forward you may need to understand some of the new issues (if you don’t use dplyr you can safely skip all of this). I am trying to work out (publicly) how to best incorporate the new methods into:
real world analyses,
and teaching materials.
I think some of the apparent discomfort on my part comes from my feeling that dplyr never really gave standard evaluation (SE) a fair chance. In my opinion: dplyr is based strongly on non-standard evaluation (NSE, originally through lazyeval and now through rlang/tidyeval) more by the taste and choice than by actual analyst benefit or need. dplyr isn’t my package, so it isn’t my choice to make; but I can still have an informed opinion, which I will discuss below.
For Rdplyr users one of the promises of the new rlang/tidyeval system is an improved ability to program over dplyr itself. In particular to add new verbs that encapsulate previously compound steps into better self-documenting atomic steps.