vtreat cross frames John Mount, Nina Zumel 2016-05-05 As a follow on to “On Nested Models” we work R examples demonstrating “cross validated training frames” (or “cross frames”) in vtreat. Consider the following data frame. The outcome only depends on the “good” variables, not on the (high degree of ...

We have been recently working on and presenting on nested modeling issues. These are situations where the output of one trained machine learning model is part of the input of a later model or procedure. I am now of the opinion that correct treatment of nested models is one of ...

Nina Zumel has donated some time to greatly improve the vtreat R package documentation (now available as pre-rendered HTML here). vtreat is an R data.frame processor/conditioner package that helps prepare real-world data for predictive modeling in a statistically justifiable manner. Even with modern machine learning techniques (random forests, ...

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” as a project goal (business people tend to ask for it as it is the word ...

Nina Zumel and I have been working on packaging our favorite graphing techniques in a more reusable way that emphasizes the analysis task at hand over the steps needed to produce a good visualization. The idea is: we sacrifice some of the flexibility and composability inherent to ggplot2 in R ...

Win-Vector LLC will be presenting on statistically validating models using R and data science at: Strata+Hadoop World “R Day” Tutorial 9:00am–5:00pm Tuesday, March 29 2016, San Jose, California. ODSC San Francisco Meetup, 6:30pm-9:00pm Thursday, March 31, 2016, San Francisco, California. We will share code and examples. Registration required (and Strata is ...

The R functions base::sample and base::sample.int are functions that include extra “conveniences” that seem to have no purpose beyond encouraging grave errors. In this note we will outline the problem and a suggested work around. Obviously the R developers are highly skilled people with good intent, and ...

The Microsoft Data Science User Group just sponsored Nina Zumel‘s presentation “Preparing Data for Analysis Using R”. Microsoft saw Win-Vector LLC‘s ODSC West 2015 presentation “Prepping Data for Analysis using R” and generously offered to sponsor improving it and disseminating it to a wider audience. We feel Nina really ...

A common complaint from new users of R is: the string processing notation is ugly. Using paste(,,sep='') to concatenate strings seems clumsy. You are never sure which regular expression dialect grep()/gsub() are really using. Remembering the difference between length() and nchar() is initially difficult. As always things ...

We at Win-Vector LLC are very proud to announce that RStudio just inducted two more of our demonstration Shiny applications into their Shiny User Showcase gallery. Checkout the gallery to see our demonstrations of: Finding the k in k-means A/B test interactive design and analysis tool The geometry of ...

A great number of readers reacted very positively to Nina Zumel‘s article Using PostgreSQL in R: A quick how-to. Part of the reason is she described an incredibly powerful data science pattern: using a formerly expensive permanent system infrastructure as a simple transient tool. In her case the tools ...

As a “thank you” to our blog, mailing list, and Twitter followers (@WinVectorLLC) we at Win-Vector LLC have decided to re-release our formerly fee-based A/B testing video course as a free (advertisement supported) video course here on Youtube. The course emphasizes how to design A/B tests using prior “...

Really enjoying RStudio‘s Shiny Developer Conference | Stanford University | January 2016. Winston Chang just demonstrated profvis, really slick. You can profile code just by wrapping it in a profvis({}) block and the results are exported as interactive HTML widgets. For example, running the R code below: if(!('profvis' %in% rownames(installed....

As we demonstrated in “A gentle introduction to parallel computing in R” one of the great things about R is how easy it is to take advantage of parallel processing capabilities to speed up calculation. In this note we will show how to move from running jobs multiple CPUs/cores ...

Nina and I are proud to share our lecture: “Prepping Data for Analysis using R” from ODSC West 2015. Nina Zumel and John Mount ODSC WEST 2015 It is about 90 minutes, and covers a lot of the theory behind the vtreat data preparation library. We also have a Github repository including all ...