The Win-Vector blog is experiencing a bit of a slow-down. All of our staff are very busy helping clients right now and we need to take a couple of extra weeks to get our next article out.
This is a tutorial on how to try out a new package in R. The summary is: expect errors, search out errors and don’t start with the built in examples or real data.
Suppose you want to try out a novel statistical technique? A good fraction of the time R is your best bet for a first trial. Take as an example general additive models (“Generalized Additive Models,” Trevor J Hastie, Robert Tibshirani, Statistical Science (1986) vol. 1 (3) pp. 297-318); R has a package named “gam” written by Trevor Hastie himself. But, like most R packages, trying the package from the supplied documentation brings in unfamiliar data and concerns. It is best to start small and quickly test if the package itself is suitable to your needs. We give a quick outline of how to learn such a package and quickly find out if the package is for you.
We discuss a “medium scale data” technique that we call “SQL Screwdriver.”
Previously we discussed some of the issues of large scale data analytics. A lot of the work done at the MapReduce scale is necessarily limited to mere aggregation and report generation. But what of medium scale? That is data too large to perform all steps in your favorite tool (R, Excel or something else) but small enough that you are expected to produce sophisticated models, decisions and analysis. At this scale, if properly prepared, you don’t need large scale tools and their limitations. With extra preparation you can continue to use your preferred tools. We call this the realm of medium scale data and discuss a preparation tool style we call “screwdriver” (as opposed to larger hammers).
We stand the “no SQL” movement on its head and discuss the beneficial use of SQL without a server (as opposed to their vision of a key-value store without SQL). Database servers can be a nuisance- but that is not enough reason to give up the power of relational query languages.
Continue reading SQL Screwdriver
A reason to care about the cloud: your credit card is now a supercomputer. Continue reading Your credit card as the supercomputer
Living in the age of big data we ask what to do when we have the good fortune to be presented with a huge amount of supervised training data? Most often at large scale we are presented with the un-supervised problems of characterization and information extraction; but some problem domains offer an almost limitless supply of supervised training data (such as using older data to build models that predict the near future). Having too much training data is a good problem to have and there are ways to use traditional methods (like logistic regression) at this scale. We present an “out of core” logistic regression implementation and a quick example in Apache Hadoop running on Amazon Elastic MapReduce. This presentation assumes familiarity with Unix style command lines, Java and Hadoop.
One of the current best tools in the machine learning toolbox is the 1930s statistical technique called logistic regression. We explain how to add professional quality logistic regression to your analytic repertoire and describe a bit beyond that. Continue reading Learn Logistic Regression (and beyond)
Having a bit of history as both a user of machine learning and a researcher in the field I feel I have developed a useful perspective on the various trends, flavors and nuances in machine learning and artificial intelligence. I thought I would take a moment to outline a bit of it here and demonstrate how what we call artificial intelligence is becoming more statistical in nature. Continue reading A Personal Perspective on Machine Learning
StarCraft and StarCraft II are very popular real time strategy games. The core of these games is the mining of resources, and conversion of those resources into specialized military units. Idealized fighting and predator/prey relations have long been analyzed in terms of differential equations. We use the differential equation formalism (in particular Lanchester’s equations of 1916) to discuss expected game outcomes and how, in principle, one can derive a StarCraft strategy that complements search, simulation or more classic artificial intelligence techniques.
Ambitious analytics projects have a tangible risk of failure. Uncertainty breeds anxiety. There are known techniques to lower the uncertainty, guarantee failure and shift the blame onto others. We outline a few proven methods of analytics sabotage and their application. In honor of Steven Potter call this activity “statsmanship” which we define as pursing the goal of making your analytics group cry.
Continue reading Statsmanship: Failure Through Analytics Sabotage
Fast Portfolio re-Balancing as a Fractional Linear Program is an example of the kind of work we have done encoding client problems (in this case optimal portfolio selection) as optimization problems (so we can use purchased software to solve them). Its a bit mathy- but we are excited we got permission to share this. Continue reading Fast Portfolio re-Balancing as a Fractional Linear Program