Blog Archives

Using replyr::let to Parameterize dplyr Expressions

December 7, 2016
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Using replyr::let to Parameterize dplyr Expressions

Imagine that in the course of your analysis, you regularly require summaries of numerical values. For some applications you want the mean of that quantity, plus/minus a standard deviation; for other applications you want the median, and perhaps an interval around the median based on the interquartile range (IQR). In either case, you may want … Continue reading Using replyr::let to Parameterize dplyr Expressions

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Upcoming Talks

October 17, 2016
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I (Nina Zumel) will be speaking at the Women who Code Silicon Valley meetup on Thursday, October 27. The talk is called Improving Prediction using Nested Models and Simulated Out-of-Sample Data. In this talk I will discuss nested predictive models. These are models that predict an outcome or dependent variable (called y) using additional submodels … Continue reading Upcoming Talks

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Principal Components Regression, Pt. 3: Picking the Number of Components

May 30, 2016
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Principal Components Regression, Pt. 3: Picking the Number of Components

In our previous note we demonstrated Y-Aware PCA and other y-aware approaches to dimensionality reduction in a predictive modeling context, specifically Principal Components Regression (PCR). For our examples, we selected the appropriate number of principal components by eye. In this note, we will look at ways to select the appropriate number of principal components in … Continue reading Principal Components Regression, Pt. 3: Picking the Number of Components

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Principal Components Regression, Pt. 2: Y-Aware Methods

May 23, 2016
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Principal Components Regression, Pt. 2: Y-Aware Methods

In our previous note, we discussed some problems that can arise when using standard principal components analysis (specifically, principal components regression) to model the relationship between independent (x) and dependent (y) variables. In this note, we present some dimensionality reduction techniques that alleviate some of those problems, in particular what we call Y-Aware Principal Components … Continue reading Principal Components Regression, Pt. 2: Y-Aware Methods

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Principal Components Regression, Pt.1: The Standard Method

May 17, 2016
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Principal Components Regression, Pt.1: The Standard Method

In this note, we discuss principal components regression and some of the issues with it: The need for scaling. The need for pruning. The lack of “y-awareness” of the standard dimensionality reduction step. The purpose of this article is to set the stage for presenting dimensionality reduction techniques appropriate for predictive modeling, such as y-aware … Continue reading Principal Components Regression, Pt.1: The Standard Method

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Finding the K in K-means by Parametric Bootstrap

February 9, 2016
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Finding the K in K-means by Parametric Bootstrap

One of the trickier tasks in clustering is determining the appropriate number of clusters. Domain-specific knowledge is always best, when you have it, but there are a number of heuristics for getting at the likely number of clusters in your data. We cover a few of them in Chapter 8 (available as a free sample … Continue reading Finding the K in K-means by Parametric Bootstrap

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Upcoming Win-Vector Appearances

November 9, 2015
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We have two public appearances coming up in the next few weeks: Workshop at ODSC, San Francisco – November 14 Both of us will be giving a two-hour workshop called Preparing Data for Analysis using R: Basic through Advanced Techniques. We will cover key issues in this important but often neglected aspect of data science, … Continue reading Upcoming Win-Vector Appearances

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Our Differential Privacy Mini-series

November 2, 2015
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Our Differential Privacy Mini-series

We’ve just finished off a series of articles on some recent research results applying differential privacy to improve machine learning. Some of these results are pretty technical, so we thought it was worth working through concrete examples. And some of the original results are locked behind academic journal paywalls, so we’ve tried to touch on … Continue reading Our Differential Privacy Mini-series

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A Simpler Explanation of Differential Privacy

October 2, 2015
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A Simpler Explanation of Differential Privacy

Differential privacy was originally developed to facilitate secure analysis over sensitive data, with mixed success. It’s back in the news again now, with exciting results from Cynthia Dwork, et. al. (see references at the end of the article) that apply results from differential privacy to machine learning. In this article we’ll work through the definition … Continue reading A Simpler Explanation of Differential Privacy

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How do you know if your model is going to work?

September 22, 2015
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How do you know if your model is going to work?

Authors: John Mount (more articles) and Nina Zumel (more articles). Our four part article series collected into one piece. Part 1: The problem Part 2: In-training set measures Part 3: Out of sample procedures Part 4: Cross-validation techniques “Essentially, all models are wrong, but some are useful.” George Box Here’s a caricature of a data … Continue reading How do you know if your model is going to work?

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