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Nina Zumel

Data scientist with Win Vector LLC. I also dance, read ghost stories and folklore, and sometimes blog about it all.

Exploring the XI Correlation Coefficient

Nina Zumel Recently, we’ve been reading about a new correlation coefficient, \(\xi\) (“xi”), which was introduced by Professor Sourav Chatterjee in his paper, “A New Coefficient of Correlation”. The \(\xi\) coefficient has the following properties: If \(y\) is a function of \(x\), then \(\xi\) goes to 1 asymptotically as \(n\) […]

Upcoming Talk on Probability Models

Nina Zumel and John Mount will be speaking at the online University of San Francisco Seminar Series in Data Science! How and why to use probability models to outperform decision rules Friday April 30, 2021 12:30pm – 2pm Pacific Time See here for full details and to RSVP In this […]

Estimating Uncertainty of Utility Curves

Recently, we showed how to use utility estimates to pick good classifier thresholds. In that article, we used model performance on an evaluation set, combined with estimates of rewards and penalties for correct and incorrect classifications, to find a threshold that optimized model utility. In this article, we will show […]

Unrolling the ROC

In our data science teaching, we present the ROC plot (and the area under the curve of the plot, or AUC) as a useful tool for evaluating score-based classifier models, as well as for comparing multiple such models. The ROC is informative and useful, but it’s also perhaps overly concise […]

Why Do We Plot Predictions on the x-axis?

When studying regression models, One of the first diagnostic plots most students learn is to plot residuals versus the model’s predictions (that is, with the predictions on the x-axis). Here’s a basic example. # build an “ideal” linear process. set.seed(34524) N = 100 x1 = runif(N) x2 = runif(N) noise […]

WVPlots 1.1.2 on CRAN

I have put a new release of the WVPlots package up on CRAN. This release adds palette and/or color controls to most of the plotting functions in the package. WVPlots was originally a catch-all package of ggplot2 visualizations that we at Win-Vector tended to use repeatedly, and wanted to turn […]