There are a lot of good books on statistics, machine learning, analytics, and R. So it is valid to ask: how does Practical Data Science with R stand out? Why should a data scientist or an aspiring data scientist buy it?
We admit, it isn’t the only book we own. Some relevant books from the Win-Vector LLC company library include:
Continue reading How does Practical Data Science with R stand out?
R is definitely our first choice go-to analysis system. In our opinion you really shouldn’t use something else until you have an articulated reason (be it a need for larger data scale, different programming language, better data source integration, or something else). The advantages of R are numerous:
- Single integrated work environment.
- Powerful unified scripting/programming environment.
- Many many good tutorials and books available.
- Wide range of machine learning and statistical libraries.
- Very solid standard statistical libraries.
- Excellent graphing/plotting/visualization facilities (especially ggplot2).
- Schema oriented data frames allowing batch operations, plus simple row and column manipulation.
- Unified treatment of missing values (regardless of type).
For all that we always end up feeling just a little worried and a little guilty when introducing a new user to R. R is very powerful and often has more than one way to perform a common operation or represent a common data type. So you are never very far away from a strange and painful corner case. This why when you get R training you need to make sure you get an R expert (and not an R apologist). One of my favorite very smart experts is Norm Matloff (even his most recent talk title is smart: “What no one else will tell you about R”). Also, buy his book; we are very happy we purchased it.
But back to corner cases. For each method in R you really need to double check if it actually works over the common R base data types (numeric, integer, character, factor, and logical). Not all of them do and and sometimes you get a surprise.
Recent corner case problems we ran into include:
- randomForest regression fails on character arguments, but works on factors.
gam() model doesn’t convert strings to formulas.
- R maps can’t use the empty string as a key (that is the string of length 0, not a
NULL array or
These are all little things, but can be a pain to debug when you are in the middle of something else. Continue reading R has some sharp corners
What is meant by regression modeling?
Linear Regression is one of the most common statistical modeling techniques. It is very powerful, important, and (at first glance) easy to teach. However, because it is such a broad topic it can be a minefield for teaching and discussion. It is common for angry experts to accuse writers of carelessness, ignorance, malice and stupidity. If the type of regression the expert reader is expecting doesn’t match the one the writer is discussing then the writer is assumed to be ill-informed. The writer is especially vulnerable to experts when writing for non-experts. In such writing the expert finds nothing new (as they already know the topic) and is free to criticize any accommodation or adaption made for the intended non-expert audience. We argue that many of the corrections are not so much evidence of wrong ideas but more due a lack of empathy for the necessary informality necessary in concise writing. You can only define so much in a given space, and once you write too much you confuse and intimidate a beginning audience. Continue reading What is meant by regression modeling?
We use R to take a very brief look at the distribution of e-book sales on Amazon.com. Continue reading Old tails: a crude power law fit on ebook sales
Many data science projects and presentations are needlessly derailed by not having set shared business relevant quantitative expectations early on (for some advice see Setting expectations in data science projects). One of the most common issues is the common layman expectation of “perfect prediction” from classification projects. It is important to set expectations correctly so your partners know what you are actually working towards and do not consider late choices of criteria disappointments or “venue shopping.” Continue reading Can a classifier that never says “yes” be useful?
Some researchers (in both science and marketing) abuse a slavish view of p-values to try and falsely claim credibility. The incantation is: “we achieved p = x (with x ≤ 0.05) so you should trust our work.” This might be true if the published result had been performed as a single project (and not as the sole shared result in longer series of private experiments) and really points to the fact that even frequentist significance is a subjective and intensional quantity (an accusation usually reserved for Bayesian inference). In this article we will comment briefly on the negative effect of un-reported repeated experiments and what should be done to compensate. Continue reading Drowning in insignificance
The Facebook data science blog shared some fun data explorations this Valentine’s Day in Carlos Greg Diuk’s “The Formation of Love”. They are rightly receiving positive interest in and positive reviews of their work (for example Robinson Meyer’s Atlantic article). The finding is also a great opportunity to discuss the gap between cool data mining results and usable predictive models. Data mining results like this (and the infamous “Beer and Diapers story”) face an expectation that one is immediately ready to implement something like what is claimed in: “Target Figured Out A Teen Girl Was Pregnant Before Her Father Did” once an association is plotted.
Producing a revenue improving predictive model is much harder than mining an interesting association. And this is what we will discuss here. Continue reading The gap between data mining and predictive models
As a data scientist I have seen variations of principal component analysis and factor analysis so often blindly misapplied and abused that I have come to think of the technique as unprincipled component analysis. PCA is a good technique often used to reduce sensitivity to overfitting. But this stated design intent leads many to (falsely) believe that any claimed use of PCA prevents overfit (which is not always the case). In this note we comment on the intent of PCA like techniques, common abuses and other options.
The idea is to illustrate what can quietly go wrong in an analysis and what tests to perform to make sure you see the issue. The main point is some analysis issues can not be fixed without going out and getting more domain knowledge, more variables or more data. You can’t always be sure that you have insufficient data in your analysis (there is always a worry that some clever technique will make the current data work), but it must be something you are prepared to consider. Continue reading Unprincipled Component Analysis
I have been doing a lot of writing lately (the book, clients, blog, status updates, and the occasional tweet). This has made me acutely aware of how different many of these writing tasks tend to be. Continue reading On writing a technical book
Bitcoin continues to surge in buzz and price (194,993 coin transfer, US Senate hearings and astronomical price and total capitalization). This gets me to thinking: what in finance terms is Bitcoin? It claims aspire to be a currency, but what is it actually behaving like? Continue reading Yet another bit on bitcoin: is it a semi closed-end index fund on electricity and hardware?