Posted on Categories Programming, TutorialsTags , , , Leave a comment on R Tip: Use Inline Operators For Legibility

R Tip: Use Inline Operators For Legibility

R Tip: use inline operators for legibility.

A Python feature I miss when working in R is the convenience of Python‘s inline + operator. In Python, + does the right thing for some built in data types:

  • It concatenates lists: [1,2] + [3] is [1, 2, 3].
  • It concatenates strings: 'a' + 'b' is 'ab'.

And, of course, it adds numbers: 1 + 2 is 3.

The inline notation is very convenient and legible. In this note we will show how to use a related notation R.

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Posted on Categories Coding, Opinion, TutorialsTags , , , 7 Comments on Timing the Same Algorithm in R, Python, and C++

Timing the Same Algorithm in R, Python, and C++

While developing the RcppDynProg R package I took a little extra time to port the core algorithm from C++ to both R and Python.

This means I can time the exact same algorithm implemented nearly identically in each of these three languages. So I can extract some comparative “apples to apples” timings. Please read on for a summary of the results.

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Posted on Categories Coding, OpinionTags , , 15 Comments on Running the Same Task in Python and R

Running the Same Task in Python and R

According to a KDD poll fewer respondents (by rate) used only R in 2017 than in 2016. At the same time more respondents (by rate) used only Python in 2017 than in 2016.

Let’s take this as an excuse to take a quick look at what happens when we try a task in both systems.

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Posted on Categories Coding, data science, Programming, StatisticsTags , , , , , , , 12 Comments on Is 10,000 Cells Big?

Is 10,000 Cells Big?

Trick question: is a 10,000 cell numeric data.frame big or small?

In the era of “big data” 10,000 cells is minuscule. Such data could be fit on fewer than 1,000 punched cards (or less than half a box).


Punch card

The joking answer is: it is small when they are selling you the system, but can be considered unfairly large later.

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Posted on Categories StatisticsTags , , , , , , , , 9 Comments on Datashader is a big deal

Datashader is a big deal

I recently got back from Strata West 2017 (where I ran a very well received workshop on R and Spark). One thing that really stood out for me at the exhibition hall was Bokeh plus datashader from Continuum Analytics.

I had the privilege of having Peter Wang himself demonstrate datashader for me and answer a few of my questions.

I am so excited about datashader capabilities I literally will not wait for the functionality to be exposed in R through rbokeh. I am going to leave my usual knitr/rmarkdown world and dust off Jupyter Notebook just to use datashader plotting. This is worth trying, even for diehard R users. Continue reading Datashader is a big deal

Posted on Categories Mathematics, StatisticsTags , , , , , , 2 Comments on A budget of classifier evaluation measures

A budget of classifier evaluation measures

Beginning analysts and data scientists often ask: “how does one remember and master the seemingly endless number of classifier metrics?”

My concrete advice is:

  • Read Nina Zumel’s excellent series on scoring classifiers.
  • Keep notes.
  • Settle on one or two metrics as you move project to project. We prefer “AUC” early in a project (when you want a flexible score) and “deviance” late in a project (when you want a strict score).
  • When working on practical problems work with your business partners to find out which of precision/recall, or sensitivity/specificity most match their business needs. If you have time show them and explain the ROC plot and invite them to price and pick points along the ROC curve that most fit their business goals. Finance partners will rapidly recognize the ROC curve as “the efficient frontier” of classifier performance and be very comfortable working with this summary.

That being said it always seems like there is a bit of gamesmanship in that somebody always brings up yet another score, often apparently in the hope you may not have heard of it. Some choice of measure is signaling your pedigree (precision/recall implies a data mining background, sensitivity/specificity a medical science background) and hoping to befuddle others.


Mathmanship

Stanley Wyatt illustration from “Mathmanship” Nicholas Vanserg, 1958, collected in A Stress Analysis of a Strapless Evening Gown, Robert A. Baker, Prentice-Hall, 1963

The rest of this note is some help in dealing with this menagerie of common competing classifier evaluation scores.

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Posted on Categories Mathematics, Opinion, Pragmatic Data Science, Pragmatic Machine Learning, Statistics, TutorialsTags , , , ,

A bit on the F1 score floor

At Strata+Hadoop World “R Day” Tutorial, Tuesday, March 29 2016, San Jose, California we spent some time on classifier measures derived from the so-called “confusion matrix.”

We repeated our usual admonition to not use “accuracy itself” as a project quality goal (business people tend to ask for it as it is the word they are most familiar with, but it usually isn’t what they really want).


NewImage
One reason not to use accuracy: an example where a classifier that does nothing is “more accurate” than one that actually has some utility. (Figure credit Nina Zumel, slides here)

And we worked through the usual bestiary of other metrics (precision, recall, sensitivity, specificity, AUC, balanced accuracy, and many more).

Please read on to see what stood out. Continue reading A bit on the F1 score floor

Posted on Categories Computer Science, Exciting Techniques, Opinion, Programming, RantsTags , 2 Comments on Thumbs up for Anaconda

Thumbs up for Anaconda

One of the things I like about R is: because it is not used for systems programming you can expect to install your own current version of R without interference from some system version of R that is deliberately being held back at some older version (for reasons of script compatibility). R is conveniently distributed as a single package (with automated install of additional libraries).

Want to do some data analysis? Install R, load your data, and go. You don’t expect to spend hours on system administration just to get back to your task.

Python, being a popular general purpose language does not have this advantage, but thanks to Anaconda from Continuum Analytics you can skip (or at least delegate) a lot of the system environment imposed pain. With Anaconda trying out Python packages (Jupyter, scikit-learn, pandas, numpy, sympy, cvxopt, bokeh, and more) becomes safe and pleasant. Continue reading Thumbs up for Anaconda

Posted on Categories Coding, Computer Science, data science, Expository Writing, math programming, Pragmatic Machine Learning, StatisticsTags , , , , , , , , , 4 Comments on The Geometry of Classifiers

The Geometry of Classifiers

As John mentioned in his last post, we have been quite interested in the recent study by Fernandez-Delgado, et.al., “Do we Need Hundreds of Classifiers to Solve Real World Classification Problems?” (the “DWN study” for short), which evaluated 179 popular implementations of common classification algorithms over 120 or so data sets, mostly from the UCI Machine Learning Repository. For fun, we decided to do a follow-up study, using their data and several classifier implementations from scikit-learn, the Python machine learning library. We were interested not just in classifier accuracy, but also in seeing if there is a “geometry” of classifiers: which classifiers produce predictions patterns that look similar to each other, and which classifiers produce predictions that are quite different? To examine these questions, we put together a Shiny app to interactively explore how the relative behavior of classifiers changes for different types of data sets.

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Posted on Categories data science, Mathematics, Statistics, TutorialsTags , , , , 1 Comment on Can we try to make an adjustment?

Can we try to make an adjustment?

In most of our data science teaching (including our book Practical Data Science with R) we emphasize the deliberately easy problem of “exchangeable prediction.” We define exchangeable prediction as: given a series of observations with two distinguished classes of variables/observations denoted “x”s (denoting control variables, independent variables, experimental variables, or predictor variables) and “y” (denoting an outcome variable, or dependent variable) then:

  • Estimate an approximate functional relation y ~ f(x).
  • Apply that relation to new instances where x is known and y is not yet known.

An example of this would be to use measured characteristics of online shoppers to predict if they will purchase in the next month. Data more than a month old gives us a training set where both x and y are known. Newer shoppers give us examples where only x is currently known and it would presumably be of some value to estimate y or estimate the probability of different y values. The problem is philosophically “easy” in the sense we are not attempting inference (estimating unknown parameters that are not later exposed to us) and we are not extrapolating (making predictions about situations that are out of the range of our training data). All we are doing is essentially generalizing memorization: if somebody who shares characteristics of recent buyers shows up, predict they are likely to buy. We repeat: we are not forecasting or “predicting the future” as we are not modeling how many high-value prospects will show up, just assigning scores to the prospects that do show up.

The reliability of such a scheme rests on the concept of exchangeability. If the future individuals we are asked to score are exchangeable with those we had access to during model construction then we expect to be able to make useful predictions. How we construct the model (and how to ensure we indeed find a good one) is the core of machine learning. We can bring in any big name machine learning method (deep learning, support vector machines, random forests, decision trees, regression, nearest neighbors, conditional random fields, and so-on) but the legitimacy of the technique pretty much stands on some variation of the idea of exchangeability.

One effect antithetical to exchangeability is “concept drift.” Concept drift is when the meanings and distributions of variables or relations between variables changes over time. Concept drift is a killer: if the relations available to you during training are thought not to hold during later application then you should not expect to build a useful model. This one of the hard lessons that statistics tries so hard to quantify and teach.

We know that you should always prefer fixing your experimental design over trying a mechanical correction (which can go wrong). And there are no doubt “name brand” procedures for dealing with concept drift. However, data science and machine learning practitioners are at heart tinkerers. We ask: can we (to a limited extent) attempt to directly correct for concept drift? This article demonstrates a simple correction applied to a deliberately simple artificial example.


Elgin watchmaker
Image: Wikipedia: Elgin watchmaker
Continue reading Can we try to make an adjustment?