Blog Archives

How to test XCOM “dice rolls” for fairness

December 11, 2012
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How to test XCOM “dice rolls” for fairness

XCOM: Enemy Unknown is a turn based video game where the player choses among actions (for example shooting an alien) that are labeled with a declared probability of success. Image copyright Firaxis Games A lot of gamers, after missing a 80% chance of success shot, start asking if the game’s pseudo random number generator is [...] Related posts: Statistics to English Translation, Part 2a: ’Significant’ Doesn’t Always Mean ’Important’ Statistics…

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Please stop using Excel-like formats to exchange data

December 7, 2012
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Please stop using Excel-like formats to exchange data

I know “officially” data scientists all always work in “big data” environments with data in a remote database, streaming store or key-value system. But in day to day work Excel files and Excel export files get used a lot and cause a disproportionate amount of pain. I would like to make a plea to my [...] Related posts: Large Data Logistic Regression (with example Hadoop code) Added worked example to…

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Added worked example to logistic regression project

October 12, 2012
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Added worked example to logistic regression project

We have added a worked example to the README of our experimental logistic regression code. The Logistic codebase is designed to support experimentation on variations of logistic regression including: A pure Java implementation (thus directly usable in Java server environments). A simple multinomial implementation (that allows more than two possible result categories). The ability to [...] Related posts: Large Data Logistic Regression (with example Hadoop code) How robust is logistic…

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Level fit summaries can be tricky in R

October 1, 2012
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Level fit summaries can be tricky in R

Model level fit summaries can be tricky in R. A quick read of model fit summary data for factor levels can be misleading. We describe the issue and demonstrate techniques for dealing with them.When modeling you often encounter what are commonly called categorical variables, which are called factors in R. Possible values of categorical variables [...] Related posts: Modeling Trick: Impact Coding of Categorical Variables with Many Levels Learn Logistic…

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Newton-Raphson can compute an average

August 29, 2012
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Newton-Raphson can compute an average

In our article How robust is logistic regression? we pointed out some basic yet deep limitations of the traditional full-step Newton-Raphson or Iteratively Reweighted Least Squares methods of solving logistic regression problems (such as in R‘s standard glm() implementation). In fact in the comments we exhibit a well posed data fitting problem that can not [...] Related posts: How robust is logistic regression? The equivalence of logistic regression and maximum…

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How robust is logistic regression?

August 23, 2012
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How robust is logistic regression?

Logistic Regression is a popular and effective technique for modeling categorical outcomes as a function of both continuous and categorical variables. The question is: how robust is it? Or: how robust are the common implementations? (note: we are using robust in a more standard English sense of performs well for all inputs, not in the [...] Related posts: The equivalence of logistic regression and maximum entropy models Learn Logistic Regression…

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What does a generalized linear model do?

August 15, 2012
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What does a generalized linear model do?

What does a generalized linear model do? R supplies a modeling function called glm() that fits generalized linear models (abbreviated as GLMs). A natural question is what does it do and what problem is it solving for you? We work some examples and place generalized linear models in context with other techniques.For predicting a categorical [...] Related posts: How robust is logistic regression? Modeling Trick: Impact Coding of Categorical Variables…

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A bit more on impact coding

August 2, 2012
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Dr. Nina Zumel recently published an excellent tutorial on a modeling technique she called impact coding. It is a pragmatic machine learning technique that has helped with more than one client project. Impact coding is a bridge from Naive Bayes (where each variable’s impact is added without regard to the known effects of any other [...] Related posts: Modeling Trick: Impact Coding of Categorical Variables with Many Levels The equivalence…

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Modeling Trick: Masked Variables

July 1, 2012
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Related posts: Modeling Trick: Impact Coding of Categorical Variables with Many Levels Modeling Trick: the Signed Pseudo Logarithm Learn Logistic Regression (and beyond)

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Selection in R

June 1, 2012
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Related posts: R examine objects tutorial Survive R My Favorite Graphs

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