Posted on Categories data science, Opinion, StatisticsTags , , ,

R summary() got better!

Here is a really nice feature found in the current 3.4.0 version of R: summary() has become a lot more reasonable.

summary(15555)

#    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
#   15555   15555   15555   15555   15555   15555 

Please read on for some background. Continue reading R summary() got better!

Posted on Categories data science, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, Statistics, TutorialsTags , , , , , 1 Comment on Managing Spark data handles in R

Managing Spark data handles in R

When working with big data with R (say, using Spark and sparklyr) we have found it very convenient to keep data handles in a neat list or data_frame.


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Please read on for our handy hints on keeping your data handles neat. Continue reading Managing Spark data handles in R

Posted on Categories data science, Expository Writing, Opinion, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, Programming, Statistics, TutorialsTags , , , , , ,

Teaching pivot / un-pivot

Authors: John Mount and Nina Zumel

Introduction

In teaching thinking in terms of coordinatized data we find the hardest operations to teach are joins and pivot.

One thing we commented on is that moving data values into columns, or into a “thin” or entity/attribute/value form (often called “un-pivoting”, “stacking”, “melting” or “gathering“) is easy to explain, as the operation is a function that takes a single row and builds groups of new rows in an obvious manner. We commented that the inverse operation of moving data into rows, or the “widening” operation (often called “pivoting”, “unstacking”, “casting”, or “spreading”) is harder to explain as it takes a specific group of columns and maps them back to a single row. However, if we take extra care and factor the pivot operation into its essential operations we find pivoting can be usefully conceptualized as a simple single row to single row mapping followed by a grouped aggregation.

Please read on for our thoughts on teaching pivoting data. Continue reading Teaching pivot / un-pivot

Posted on Categories data science, Expository Writing, Opinion, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, Programming, Statistics, TutorialsTags , , , , , , , 1 Comment on Coordinatized Data: A Fluid Data Specification

Coordinatized Data: A Fluid Data Specification

Authors: John Mount and Nina Zumel.

Introduction

It has been our experience when teaching the data wrangling part of data science that students often have difficulty understanding the conversion to and from row-oriented and column-oriented data formats (what is commonly called pivoting and un-pivoting).

Real trust and understanding of this concept doesn’t fully form until one realizes that rows and columns are inessential implementation details when reasoning about your data. Many algorithms are sensitive to how data is arranged in rows and columns, so there is a need to convert between representations. However, confusing representation with semantics slows down understanding.

In this article we will try to separate representation from semantics. We will advocate for thinking in terms of coordinatized data, and demonstrate advanced data wrangling in R.

Continue reading Coordinatized Data: A Fluid Data Specification

Posted on Categories data science, Practical Data Science, Pragmatic Data Science, Programming, Statistics, TutorialsTags , , , , 16 Comments on The Zero Bug

The Zero Bug

I am going to write about an insidious statistical, data analysis, and presentation fallacy I call “the zero bug” and the habits you need to cultivate to avoid it.


The zero bug

The zero bug

Here is the zero bug in a nutshell: common data aggregation tools often can not “count to zero” from examples, and this causes problems. Please read on for what this means, the consequences, and how to avoid the problem. Continue reading The Zero Bug

Posted on Categories data science, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, Statistics, TutorialsTags , , , , , , , , 3 Comments on A Theory of Nested Cross Simulation

A Theory of Nested Cross Simulation

[Reader’s Note. Some of our articles are applied and some of our articles are more theoretical. The following article is more theoretical, and requires fairly formal notation to even work through. However, it should be of interest as it touches on some of the fine points of cross-validation that are quite hard to perceive or discuss without the notational framework. We thought about including some “simplifying explanatory diagrams” but so many entities are being introduced and manipulated by the processes we are describing we found equation notation to be in fact cleaner than the diagrams we attempted and rejected.]

Please consider either of the following common predictive modeling tasks:

  • Picking hyper-parameters, fitting a model, and then evaluating the model.
  • Variable preparation/pruning, fitting a model, and then evaluating the model.

In each case you are building a pipeline where “y-aware” (or outcome aware) choices and transformations made at each stage affect later stages. This can introduce undesirable nested model bias and over-fitting.

Our current standard advice to avoid nested model bias is either:

  • Split your data into 3 or more disjoint pieces, such as separate variable preparation/pruning, model fitting, and model evaluation.
  • Reserve a test-set for evaluation and use “simulated out of sample data” or “cross-frame”/“cross simulation” techniques to simulate dividing data among the first two model construction stages.

The first practice is simple and computationally efficient, but statistically inefficient. This may not matter if you have a lot of data, as in “big data”. The second procedure is more statistically efficient, but is also more complicated and has some computational cost. For convenience the cross simulation method is supplied as a ready to go procedure in our R data cleaning and preparation package vtreat.

What would it look like if we insisted on using cross simulation or simulated out of sample techniques for all three (or more) stages? Please read on to find out.

CleanAllTheThings

Hyperbole and a Half copyright Allie Brosh (use allowed in some situations with attribution)

Edit: we are going to be writing on a situation of some biases that do leak into the cross-frame “new data simulation.” So think of cross-frames as bias (some small amount is introduced) / variance (reduced be appearing to have a full sized data set at all stages) trade-off.

Posted on Categories data science, Opinion, Practical Data Science, Pragmatic Data Science, StatisticsTags , , , , , 4 Comments on Data Preparation, Long Form and tl;dr Form

Data Preparation, Long Form and tl;dr Form

Data preparation and cleaning are some of the most important steps of predictive analytic and data science tasks. They are laborious, where most of the errors are made, your last line of defense against a wild data, and hold the biggest opportunities for outcome improvement. No matter how much time you spend on them, they still seem like a neglected topic. Data preparation isn’t as self contained or genteel as tweaking machine learning models or hyperparameter tuning; and that is one of the reasons data preparation represents such an important practical opportunity for improvement.


NewImage

Photo: NY – http://nyphotographic.com/, License: Creative Commons 3 – CC BY-SA 3.0

Our group is distributing a detailed writeup of the theory and operation behind our R realization of a set of sound data preparation and cleaning procedures called vtreat here: arXiv:1611.09477 [stat.AP]. This is where you can find out what vtreat does, decide if it is appropriate for your problem, or even find a specification allowing the use of the techniques in non-R environments (such as Python/Pandas/scikit-learn, Spark, and many others).

We have submitted this article for formal publication, so it is our intent you can cite this article (as it stands) in scientific work as a pre-print, and later cite it from a formally refereed source.

Or alternately, below is the tl;dr (“too long; didn’t read”) form. Continue reading Data Preparation, Long Form and tl;dr Form

Posted on Categories Coding, Computer Science, data science, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, Programming, StatisticsTags ,

A Simple Example of Using replyr::gapply

It’s a common situation to have data from multiple processes in a “long” data format, for example a table with columns measurement and process_that_produced_measurement. It’s also natural to split that data apart to analyze or transform it, per-process — and then to bring the results of that data processing together, for comparison. Such a work pattern is called “Split-Apply-Combine,” and we discuss several R implementations of this pattern here. In this article we show a simple example of one such implementation, replyr::gapply, from our latest package, replyr.


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Illustration by Boris Artzybasheff. Image: James Vaughn, some rights reserved.

The example task is to evaluate how several different models perform on the same classification problem, in terms of deviance, accuracy, precision and recall. We will use the “default of credit card clients” data set from the UCI Machine Learning Repository.

Continue reading A Simple Example of Using replyr::gapply

Posted on Categories Administrativia, data science, Opinion, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, StatisticsTags , , 2 Comments on You should re-encode high cardinality categorical variables

You should re-encode high cardinality categorical variables

Nina Zumel and I have been doing a lot of writing on the (important) details of re-encoding high cardinality categorical variables for predictive modeling. These are variables that essentially take on string-values (also called levels or factors) and vary through many such levels. Typical examples include zip-codes, vendor IDs, and product codes.

In a sort of “burying the lede” way I feel we may not have sufficiently emphasized that you really do need to perform such re-encodings. Below is a graph (generated in R, code available here) of the kind of disaster you see if you throw such variables into a model without any pre-processing or post-controls.

NewImage

In the above graph each dot represents the performance of a model fit on synthetic data. The x-axis is model performance (in this case pseudo R-squared, 1 being perfect and below zero worse than using an average). The training pane represents performance on the training data (perfect, but over-fit) and the test pane represents performance on held-out test data (an attempt to simulate future application data). Notice the test performance implies these models are dangerously worse than useless.

Please read on for how to fix this. Continue reading You should re-encode high cardinality categorical variables

Posted on Categories Administrativia, data science, Opinion, Practical Data Science, Pragmatic Data Science, Pragmatic Machine Learning, Statistics, TutorialsTags , , , 1 Comment on Data science for executives and managers

Data science for executives and managers

Nina Zumel recently announced upcoming speaking appearances. I want to promote the upcoming sessions at ODSC West 2016 (11:15am-1:00pm on Friday November 4th, or 3:00pm-4:30pm on Saturday November 5th) and invite executives, managers, and other data science consumers to attend. We assume most of the Win-Vector blog audience is made of practitioners (who we hope are already planning to attend), so we are asking you our technical readers to help promote this talk to a broader audience of executives and managers.

Our messages is: if you have to manage data science projects, you need to know how to evaluate results.

In these talks we will lay out how data science results should be examined and evaluated. If you can’t make ODSC (or do attend and like what you see), please reach out to us and we can arrange to present an appropriate targeted summarized version to your executive team. Continue reading Data science for executives and managers