TLDR: Most Julia programmers also use Python. However, most R programmers also use Julia.Recently Stack Overflow has made public the results of Developer Survey 2017. It is definitely an interesting data set. In this post I analyzed the answers to the question "Which of the following languages have you done ... [Read more...]

Recently new tools for data science pop up constantly, so it is hard to keep up with the changes and choose those that promise to be useful in the long run.Recently two new solutions were announced that look very promising: reticulate package for R and Microsoft Cognitive Toolkit 2.0 (CNTK). ... [Read more...]

tl;dr: although I use R every day and love it, doing mathematical programming using Julia is much simpler and more flexible than anything I know that is currently available in R.Recently I have learned that Iain Dunning and Joey Huchette and Miles Lubin have received 2016 INFORMS Computing Society ... [Read more...]

Last Friday together with Przemysław Szufel and Wit Jakuczun we were giving a live demo on introduction to deep learning at Digital Champions conference.The objective of the workshop was to show how to build a simple predictive model using MXNet library in a few minutes. In the example, ... [Read more...]

My last post about telco churn prediction with R+H2O attracted unexpectedly high response. It seems that R+H2O combo has currently a very good momentum :). Therefore Wit Jakuczun decided to publish a case study that he uses in his R boot camps that is based on the ... [Read more...]

Recently together with my friend Wit Jakuczun we have discussed about a blog post on Revolution showing application of SQL Server R services to build and run telco churn model. It is a very nice analysis and we thought that it would be interesting to compare the results to H2... [Read more...]

Recently I was comparing implementation of sequence generation functions in R, Python (numpy) and Julia. Interestingly even such basic functions have slight differences in implementation. In my opinion Julia provides the best solution and Python the wo... [Read more...]

Recently I have coauthored a new localsolver package that can be used to solve large scale optimization problems from R. It is a wrapper around commercial solver that is free for academia. If you are interested why it is worthwhile to give it a lo... [Read more...]

Ivan Nazarov and Bartek Chroł gave very interesting comments to my last post on counting number of subwords in NGSL words. In particular they proposed large speedups of my code. So I thought to try checking a larger data set. So today I will work with TWL2006 - the official ... [Read more...]

It is last part of RGolf before summer. As R excels in visualization capabilities today the task will be to generate a plot.We will work with NGSL data - a list of 2801 important vocabulary words for students of English as a second ... [Read more...]

I have learned a lot from my last RGolf post. Therefore today I have another problem from practice.You have a data set on values of contracts signed by ten salesmen. It has three columns: person id (p), contract value (v) and time (t).Here is the code ... [Read more...]

Its time for some fun today - because its Friday as David Smith says :).There are many code golf sites, even some support R. However, most of them are algorithm oriented. A true RGolf competition should involve transforming a source data frame to some ... [Read more...]

I often get questions what is the use of parscale parameter in optim procedure in GNU R. Therefore I have decided to write a simple example showing its usage and importance. The function I test is a simplified version of estimation problem I had to sol... [Read more...]

Recently I have read a post on benefits of code devectorization in Julia. The examples given there inspired me to perform my own devectorization exercise. I decided to use bootstrapping as a test ground. The results are quite interesting (and not so ba... [Read more...]

After my last post I have recurringly received two questions: (a) is it worthwhile to analyze GNU R speed in simulations and (b) how would simulation speed compare between GNU R and Python. In this post I want to address the former question and next ti... [Read more...]

Recently there is a lot of noise about Julia. I have decided to test its speed in simulation tasks on my toy Cont model. I thought I had vectorized my GNU R code pretty well, but Julia is much faster.The model was described in my earlier posts so let ... [Read more...]

Recently there is a lot of noise about Julia. I have decided to test its speed in simulation tasks on my toy Cont model. I thought I had vectorized my GNU R code pretty well, but Julia is much faster.The model was described in my earlier posts so let ... [Read more...]

Very often people report p-values for linear regression estimates after performing variable selection step. Here is a simple simulation that shows that such a procedure might lead to wrong calibration of such tests.Consider a simple data generating pro... [Read more...]

In my last post I have investigated properties of Cont model (you can download the paper here). Today I would like to show how we can use simulations to further simplify its analysis.First let us start with the observation that the model does not reall... [Read more...]

During ESSA2013 conference I had a discussion about Cont model I have commented a year ago.In original paper Cont highlights that his model produces distribution of returns characterized by positive excess kurtosis. In this post I want to investig... [Read more...]