Posted on Categories Administrativia, data science, Expository Writing, Opinion, Pragmatic Machine Learning, Statistics, TutorialsTags , ,

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.

Continue reading Enhance OSX Finder

Posted on Categories Opinion, StatisticsTags , 2 Comments on The differing perspectives of statistics and machine learning

The differing perspectives of statistics and machine learning

In both working with and thinking about machine learning and statistics I am always amazed at the differences in perspective and view between these two fields. In caricature it boils down to: machine learning initiates expect to get rich and statistical initiates expect to get yelled at. You can see hints of what the practitioners expect to encounter by watching their preparations and initial steps. Continue reading The differing perspectives of statistics and machine learning

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 Categories data science, Opinion, Pragmatic Data Science, Pragmatic Machine LearningTags , , , 1 Comment on Congratulations to both Dr. Nina Zumel and EMC- great job

Congratulations to both Dr. Nina Zumel and EMC- great job

A big congratulations to Win-Vector LLC‘s Dr. Nina Zumel for authoring and teaching portions of EMC‘s new Data Science and Big Data Analytics training and certification program. A big congratulations to EMC, EMC Education Services and Greenplum for creating a great training course. Finally a huge thank you to EMC, EMC Education Services and Greenplum for inviting Win-Vector LLC to contribute to this great project.

389273 10150730223199318 602824317 9375276 1010737649 n Continue reading Congratulations to both Dr. Nina Zumel and EMC- great job

Posted on Categories data science, Opinion, Pragmatic Data Science, Pragmatic Machine Learning, TutorialsTags , , , , , 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 Pragmatic Machine Learning, StatisticsTags , , , , 1 Comment on Modeling Trick: the Signed Pseudo Logarithm

Modeling Trick: the Signed Pseudo Logarithm

Much of the data that the analyst uses exhibits extraordinary range. For example: incomes, company sizes, popularity of books and any “winner takes all process”; (see: Living in A Lognormal World). Tukey recommended the logarithm as an important “stabilizing transform” (a transform that brings data into a more usable form prior to generating exploratory statistics, analysis or modeling). One benefit of such transforms is: data that is normal (or Gaussian) meets more of the stated expectations of common modeling methods like least squares linear regression. So data from distributions like the lognormal is well served by a log() transformation (that transforms the data closer to Gaussian) prior to analysis. However, not all data is appropriate for a log-transform (such as data with zero or negative values). We discuss a simple transform that we call a signed pseudo logarithm that is particularly appropriate to signed wide-range data (such as profit and loss). Continue reading Modeling Trick: the Signed Pseudo Logarithm

Posted on Categories Computer Science, Opinion, Rants, TutorialsTags , , 26 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, Expository Writing, MathematicsTags , , , ,

Ergodic Theory for Interested Computer Scientists

We describe ergodic theory in modern notation accessible to interested computer scientists.

The ergodic theorem (http://en.wikipedia.org/wiki/Ergodic theory (link)) is an important principle of recurrence and averaging in dynamical systems. However, there are some inconsistent uses of the term, much of the machinery is intended to work with deterministic dynamical systems (not probabilistic systems, as is often implied) and often the conclusion of the theory is mis-described as its premises.

By “interested computer scientists” we mean people who know math and work with probabilistic systems1, but know not to accept mathematical definitions without some justification (actually a good attitude for mathematicians also). Continue reading Ergodic Theory for Interested Computer Scientists