vtreat‘s purpose is to produce pure numeric
data.frames that are ready for supervised predictive modeling (predicting a value from other values). By ready we mean: a purely numeric data frame with no missing values and a reasonable number of columns (missing-values re-encoded with indicators, and high-degree categorical re-encode by effects codes or impact codes).
In this note we will discuss a small aspect of the
vtreat package: variable screening.
Continue reading vtreat Variable Importance
This note is about attempting to remove the bias brought in by using sample standard deviation estimates to estimate an unknown true standard deviation of a population. We establish there is a bias, concentrate on why it is not important to remove it for reasonable sized samples, and (despite that) give a very complete bias management solution.
Continue reading How to de-Bias Standard Deviation Estimates
We have our latest note on the theory of data wrangling up here. It discusses the roles of “block records” and “row records” in the
cdata data transform tool. With that and the theory of how to design transforms, we think we have a pretty complete description of the system.
Authors: John Mount, and Nina Zumel 2018-10-25
As a followup to our previous post, this post goes a bit deeper into reasoning about data transforms using the
cdata package. The
cdata packages demonstrates the "coordinatized data" theory and includes an implementation of the "fluid data" methodology for general data re-shaping.
cdata adheres to the so-called "Rule of Representation":
Fold knowledge into data, so program logic can be stupid and robust.
The Art of Unix Programming, Erick S. Raymond, Addison-Wesley , 2003
The design principle expressed by this rule is that it is much easier to reason about data than to try to reason about code, so using data to control your code is often a very good trade-off.
We showed in the last post how
cdata takes a transform control table to specify how you want your data reshaped. The question then becomes: how do you come up with the transform control table?
Let’s discuss that using the example from the previous post: "plotting the
iris data faceted".
Continue reading Designing Transforms for Data Reshaping with cdata
Let’s take a quick look at a very important and common experimental problem: checking if the difference in success rates of two Binomial experiments is statistically significant. This can arise in A/B testing situations such as online advertising, sales, and manufacturing.
We already share a free video course on a Bayesian treatment of planning and evaluating A/B tests (including a free Shiny application). Let’s now take a look at the should be simple task of simply building a summary statistic that includes a classic frequentist significance.
Continue reading Quick Significance Calculations for A/B Tests in R
vtreat is a powerful
R package for preparing messy real-world data for machine learning. We have further extended the package with a number of features including rquery/rqdatatable integration (allowing vtreat application at scale on Apache Spark or data.table!).
vtreat and can now effectively prepare data for multi-class classification or multinomial modeling.
Continue reading Modeling multi-category Outcomes With vtreat
dplyr work is taking what you consider to be a too long (seconds instead of instant, or minutes instead of seconds, or hours instead of minutes, or a day instead of an hour) then try
For some tasks
data.table is routinely faster than alternatives at pretty much all scales (example timings here).
If your project is large (millions of rows, hundreds of columns) you really should rent an an Amazon EC2 r4.8xlarge (244 GiB RAM) machine for an hour for about $2.13 (quick setup instructions here) and experience speed at scale.
This note shares an experiment comparing the performance of a number of data processing systems available in
R. Our notional or example problem is finding the top ranking item per group (group defined by three string columns, and order defined by a single numeric column). This is a common and often needed task.
Continue reading Timings of a Grouped Rank Filter Task
We are pleased and excited to announce that we are working on a second edition of Practical Data Science with R!
Continue reading Announcing Practical Data Science with R, 2nd Edition
rquery is an
R package for specifying data transforms using piped Codd-style operators. It has already shown great performance on
rqdatatable is a new package that supplies a screaming fast implementation of the
rquery system in-memory using the
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
Continue reading rqdatatable: rquery Powered by data.table