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A primary problem data scientists face again and again is: how to properly adapt or treat variables so they are best possible components of a regression. Some analysts at this point delegate control to a shape choosing system like neural nets. I feel such a choice gives up far too much statistical rigor, transparency and control without real benefit in exchange. There are other, better, ways to solve the reshaping problem. A good rigorous way to treat variables are to try to find stabilizing transforms, introduce splines (parametric or non-parametric) or use generalized additive models. A practical or pragmatic approach we advise to get some of the piecewise reshaping power of splines or generalized additive models is: a modeling trick we call “masked variables.” This article works a quick example using masked variables. Continue reading Modeling Trick: Masked Variables

Posted on Categories Mathematics, Opinion, TutorialsTags , , , 4 Comments on How to outrun a crashing alien spaceship

How to outrun a crashing alien spaceship

Hollywood movies are obsessed with outrunning explosions and outrunning crashing alien spaceships. For explosions the movies give the optimal (but unusable) solution: run straight away. For crashing alien spaceships they give the same advice, but in this case it is wrong. We demonstrate the correct angle to flee.

Running from a crashing alien spaceship, Prometheus 2012, copyright 20th Century Fox
Continue reading How to outrun a crashing alien spaceship

Posted on Categories Pragmatic Machine Learning, Rants, Statistics, Tutorials3 Comments on Selection in R

Selection in R

The design of the statistical programming language R sits in a slightly uncomfortable place between the functional programming and object oriented paradigms. The upside is you get a lot of the expressive power of both programming paradigms. A downside of this is: the not always useful variability of the language’s list and object extraction operators.

Towards the end of our write-up Survive R we recommended using explicit environments with `new.env(hash=TRUE,parent=emptyenv())`, `assign()` and `get()` to simulate mutable string-keyed maps for storing results. This advice rose out of frustration with the apparent inconsistency with the user facing R list operators. In this article we bite the bullet and discuss the R list operators a bit more clearly. Continue reading Selection in R

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Pragmatic Machine Learning

We are very excited to announce a new Win-Vector LLC blog category tag: Pragmatic Machine Learning. We don’t normally announce blog tags, but we feel this idea identifies an important theme common to a number of our articles and to what we are trying to help others achieve as data scientists. Please look for more news and offerings on this topic going forward. This is the stuff all data scientists need to know.

Posted on Categories Computers, Public Service Article, TutorialsTags , 7 Comments on Enhance OSX Finder

Enhance OSX Finder

I tend to prefer command line Linux and full window OSX for my work. The development and data handling tool chain is a bit better in Linux and the user interface reliability of the complete vertical stack is a bit better in OSX. I repeat here a couple of tips I found to improve the OSX finder.

Posted on Categories TutorialsTags , , , 13 Comments on How to remember point shape codes in R

How to remember point shape codes in R

I suspect I am not unique in not being able to remember how to control the point shapes in R. Part of this is a documentation problem: no package ever seems to write the shapes down. All packages just use the “usual set” that derives from S-Plus and was carried through base-graphics, to grid, lattice and ggplot2. The quickest way out of this is to know how to generate an example plot of the shapes quickly. We show how to do this in ggplot2. This is trivial- but you get tired of not having it immediately available. Continue reading How to remember point shape codes in R

Posted on 1 Comment on Setting expectations in data science projects

Setting expectations in data science projects

How is it even possible to set expectations and launch data science projects?

Data science projects vary from “executive dashboards” through “automate what my analysts are already doing well” to “here is some data, we would like some magic.” That is you may be called to produce visualizations, analytics, data mining, statistics, machine learning, method research or method invention. Given the wide range of wants, diverse data sources, required levels of innovation and methods it often feels like you can not even set goals for data science projects.

Many of these projects either fail or become open ended (become unmanageable).

As an alternative we describe some of our methods for setting quantifiable goals and front-loading risk in data science projects. Continue reading Setting expectations in data science projects

Posted on Categories Computer Science, Opinion, Rants, Tutorials26 Comments on Why I don’t like Dynamic Typing

Why I don’t like Dynamic Typing

A lot of people consider the static typing found in languages such as C, C++, ML, Java and Scala as needless hairshirtism. They consider the dynamic typing of languages like Lisp, Scheme, Perl, Ruby and Python as a critical advantage (ignoring other features of these languages and other efforts at generic programming such as the STL).

I strongly disagree. I find the pain of having to type or read through extra declarations is small (especially if you know how to copy-paste or use a modern IDE). And certainly much smaller than the pain of the dynamic language driven anti-patterns of: lurking bugs, harder debugging and more difficult maintenance. Debugging is one of the most expensive steps in software development- so you want incur less of it (even if it is at the expense of more typing). To be sure, there is significant cost associated with static typing (I confess: I had to read the book and post a question on Stack Overflow to design the type interfaces in Automatic Differentiation with Scala; but this is up-front design effort that has ongoing benefits, not hidden debugging debt).

There is, of course, no prior reason anybody should immediately care if I do or do not like dynamic typing. What I mean by saying this is I have some experience and observations about problems with dynamic typing that I feel can help others.

I will point out a couple of example bugs that just keep giving. Maybe you think you are too careful to ever make one of these mistakes, but somebody in your group surely will. And a type checking compiler finding a possible bug early is the cheapest way to deal with a bug (and static types themselves are only a stepping stone for even deeper static code analysis). Continue reading Why I don’t like Dynamic Typing

Posted on Categories Computer Science, Mathematics, Statistics, Tutorials1 Comment on Six Fundamental Methods to Generate a Random Variable

Introduction

To implement many numeric simulations you need a sophisticated source of instances of random variables. The question is: how do you generate them?

The literature is full of algorithms requiring random samples as inputs or drivers (conditional random fields, Bayesian network models, particle filters and so on). The literature is also full of competing methods (pseudorandom generators, entropy sources, Gibbs samplers, Metropolisâ€“Hastings algorithm, Markov chain Monte Carlo methods, bootstrap methods and so on). Our thesis is: this diversity is supported by only a few fundamental methods. And you are much better off thinking in terms of a few deliberately simple composable mechanisms than you would be in relying on some hugely complicated black box “brand name” technique.

We will discuss the half dozen basic methods that all of these techniques are derived from. Continue reading Six Fundamental Methods to Generate a Random Variable

Posted on Categories Coding, Computer Science, Programming, Tutorials

What to do when you run out of memory

A constant problem for computer science (since its inception) is how to manipulate data that is larger than machine memory. We present here some general strategies for working “out of core” or what you should do when you run out of memory.

Early computers were most limited by their paltry memory sizes. von Neumann himself commented that even a room full of genius mathematicians would not be capable of much if all they could communicate, think upon or remember were the characters on a single type written page (much more memory than the few hundred words available to the Eniac). The most visible portions of early computers are their external memories or secondary stores: card readers, paper tape readers and tape drives.

SDC 920 computer, Computer History Museum, Mountain View CA

Historically computer scientists have concentrated on streaming or online algorithms (that is algorithms that work with the data in the order it is available and use limited memory). For many problems we have found this an insufficient model and it is much better to assume you can re-order and replicate data (such as scattering data to many processors and re-collecting it to sort). The scatter/gather paradigm is ubiquitous and is the underpinning of large scale sorting, databases and Map Reduce. So in one sense databases and Map Reduce different APIs on top of very related technologies (journaling, splitting and merging). Replicating data (or even delaying duplicate elimination) that is already “too large to handle” may seem counterintuitive; but it is exploiting the primary property of secondary storage: that secondary storage tends to be much larger than primary storage (typically by 2 orders of magnitude, compare a 2 terabyte drive to an 8 gigabyte memory stick). Continue reading What to do when you run out of memory