Articles by John Mount

A clear picture of power and significance in A/B tests

May 3, 2014 | John Mount

A/B tests are one of the simplest reliable experimental designs. Controlled experiments embody the best scientific design for establishing a causal relationship between changes and their influence on user-observable behavior. “Practical guide to controlled experiments on the web: listen to your customers not to the HIPPO” Ron Kohavi, Randal ... [Read more...]

A bit of the agenda of Practical Data Science with R

May 1, 2014 | John Mount

The goal of Zumel/Mount: Practical Data Science with R is to teach, through guided practice, the skills of a data scientist. We define a data scientist as the person who organizes client input, data, infrastructure, statistics, mathematics and machine learning to deploy useful predictive models into production. Our plan ... [Read more...]

Old tails: a crude power law fit on ebook sales

April 18, 2014 | John Mount

We use R to take a very brief look at the distribution of e-book sales on Amazon.com. Recently Hugh Howey shared some eBook sales data spidered from Amazon.com: The 50k Report. The data is largely a single scrape of statistics about various anonymized books. Howey’s analysis tries ... [Read more...]

Some statistics about the book

March 4, 2014 | John Mount

The release date for Zumel, Mount “Practical Data Science with R” is getting close. I thought I would share a few statistics about what goes into this kind of book. “Practical Data Science with R” started formal work in October of 2012. We had always felt the Win-Vector blog represented practice ... [Read more...]

The gap between data mining and predictive models

February 20, 2014 | John Mount

The Facebook data science blog shared some fun data explorations this Valentine’s Day in Carlos Greg Diuk’s “The Formation of Love”. They are rightly receiving positive interest in and positive reviews of their work (for example Robinson Meyer’s Atlantic article). The finding is also a great opportunity ... [Read more...]

Unprincipled Component Analysis

February 10, 2014 | John Mount

As a data scientist I have seen variations of principal component analysis and factor analysis so often blindly misapplied and abused that I have come to think of the technique as unprincipled component analysis. PCA is a good technique often used to reduce sensitivity to overfitting. But this stated design ... [Read more...]

Bad Bayes: an example of why you need hold-out testing

February 1, 2014 | John Mount

We demonstrate a dataset that causes many good machine learning algorithms to horribly overfit. The example is designed to imitate a common situation found in predictive analytic natural language processing. In this type of application you are often building a model using many rare text features. The rare text features ... [Read more...]

Use standard deviation (not mad about MAD)

January 19, 2014 | John Mount

Nassim Nicholas Taleb recently wrote an article advocating the abandonment of the use of standard deviation and advocating the use of mean absolute deviation. Mean absolute deviation is indeed an interesting and useful measure- but there is a reason that standard deviation is important even if you do not like ... [Read more...]

Generalized linear models for predicting rates

January 1, 2014 | John Mount

I often need to build a predictive model that estimates rates. The example of our age is: ad click through rates (how often a viewer clicks on an ad estimated as a function of the features of the ad and the viewer). Another timely example is estimating default rates of ... [Read more...]

Sample size and power for rare events

December 3, 2013 | John Mount

We have written a bit on sample size for common events. We would like to extend this analysis to rare events. In web marketing and a lot of other applications you are trying to estimate a probability of an event (like conversion) where the probability is fairly low (say 5% to 0.5%). ... [Read more...]

Practical Data Science with R October 2013 update

October 26, 2013 | John Mount

A quick status update on our upcoming book “Practical Data Science with R” by Nina Zumel and John Mount. We are really happy with how the book is coming out. We were able to cover most everything we hoped to. Part 1 (especially chapter 3) is already being used in courses, and ... [Read more...]

What is “Practical Data Science with R”?

June 22, 2013 | John Mount

A bit about our upcoming book “Practical Data Science with R”. Nina and I share our current draft of the front matter from the book, which is a description which will help you decide if this is the book for you (we hope that it is). Or this could be ... [Read more...]

Worry about correctness and repeatability, not p-values

April 5, 2013 | John Mount

In data science work you often run into cryptic sentences like the following: Age adjusted death rates per 10,000 person years across incremental thirds of muscular strength were 38.9, 25.9, and 26.6 for all causes; 12.1, 7.6, and 6.6 for cardiovascular disease; and 6.1, 4.9, and 4.2 for cancer (all P __ 0.01 for linear [...] Related posts:Level fit summaries can be ... [Read more...]
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