Nina Zumel and I ( John Mount ) have been working very hard on producing an exciting new book called “Practical Data Science with R.” The book has now entered Manning Early Access Program (MEAP) which allows you to subscribe to chapters as they become available and give us feedback before the book goes into print.

Please subscribe to our book, your support now will help us improve it. Please also forward this offer to your friends and colleagues (and please ask them to also subscribe and forward). Continue reading Big News! “Practical Data Science with R” MEAP launched! →

There is no excuse for a digital creative person to not use some sort of version control or source control. In the past disk space was too dear, version control systems were too expensive and software was not powerful enough; this is no longer the case. Unless your work is worthless both back it up *and* version control it. We will demonstrate a *minimal* set of version control commands that will one day save your bacon. Continue reading Minimal Version Control Lesson: Use It →

We describe briefly the powerful simulation technique known as “importance sampling.” Importance sampling is a technique that allows you to use numerical simulation to explore events that, at first look, appear too rare to be reliably approximated numerically. The correctness of importance sampling follows almost immediately from the definition of a change of density. Like most mathematical techniques, importance sampling brings in its own concerns and controls that were not obvious in the original problem. To deal with these concerns (like picking the re-weighting to use) we will largely appeal to the ideas from “A Tutorial on the Cross-Entropy Method” Pieter-Tjerk de Boer, Dirk P Kroese, Shie Mannor, and Reuven Y Rubinstein, Annals of Operations Research, 2005 vol. 134 (1) pp. 19-67. Continue reading Importance Sampling →

We share our admiration for a set of results called “locality sensitive hashing” by demonstrating a greatly simplified example that exhibits the spirit of the techniques. Continue reading An Appreciation of Locality Sensitive Hashing →

We extend the ideas of from Automatic Differentiation with Scala to include the *reverse accumulation*. Reverse accumulation is a non-obvious improvement to automatic differentiation that can in many cases vastly speed up calculations of gradients. Continue reading Gradients via Reverse Accumulation →

This article is a worked-out exercise in applying the Scala type system to solve a small scale optimization problem. For this article we supply complete Scala source code (under a GPLv3 license) and some design discussion. Continue reading Automatic Differentiation with Scala →

We describe the “the local to global principle.” It is a principle used to break algorithmic problem solving into two distinct phases (local criticism followed by global solution) and is an aid both in the design and in the application of algorithms. Instead of giving a formal definition of the principle we quickly define it and discuss a few examples and methods. We have produced both a stand-alone PDF (more legible) and a HTML/blog form (more skimable).

Continue reading The Local to Global Principle →

What makes a good graph? When faced with a slew of numeric data, graphical visualization can be a more efficient way of getting a feel for the data than going through the rows of a spreadsheet. But do we know if we are getting an accurate or useful picture? How do we pick an effective visualization that neither obscures important details, or drowns us in confusing clutter? In 1968, William Cleveland published a text called *The Elements of Graphing Data,* inspired by Strunk and White’s classic writing handbook *The Elements of Style* . *The Elements of Graphing Data* puts forward Cleveland’s philosophy about how to produce good, clear graphs — not only for presenting one’s experimental results to peers, but also for the purposes of data analysis and exploration. Cleveland’s approach is based on a theory of graphical perception: how well the human perceptual system accomplishes certain tasks involved in reading a graph. For a given data analysis task, the goal is to align the information being presented with the perceptual tasks the viewer accomplishes the best. Continue reading Good Graphs: Graphical Perception and Data Visualization →

Our first “exciting technique” article is about a statistical language called “R.”

R is a language for statistical analysis available from http://cran.r-project.org/ . The things you can immediately do with it are incredible. You can import a spreadsheet and immediately spot relationships, trend and anomalies. R gives you instant access to top notch visualization methods and sophisticated statistical methods.

Continue reading Exciting Technique #1: The “R” language. →

## The Applied Theorist's Point of View