## 0.83 is a Special AUC

0.83 (or more precisely 5/6) is a special Area Under the Curve (AUC), which we will show in this note.

0.83 (or more precisely 5/6) is a special Area Under the Curve (AUC), which we will show in this note.

We have a new R WVPlots plot: ROCPlotPairList. It is useful for comparing the ROC/AUC of multiple models on the same data set. library(WVPlots) set.seed(34903490) x1 <- rnorm(50) x2 <- rnorm(length(x1)) x3 <- rnorm(length(x1)) y <- 0.2*x2^2 + 0.5*x2 + x1 + rnorm(length(x1)) frm <- data.frame( x1 = x1, x2 […]

I’ve added a worked R example of the non-convexity, with respect to model parameters, of square loss of a sigmoid-derived prediction here. This is finishing an example for our Python note “Why not Square Error for Classification?”. Reading that note will give a usable context and background for this diagram. […]

Win Vector LLC has been developing and delivering a lot of “statistics, machine learning, and data science for engineers” intensives in the past few years. These are bootcamps, or workshops, designed to help software engineers become more comfortable with machine learning and artificial intelligence tools. The current thinking is: not […]

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 itâ€™s also perhaps overly concise […]

There’s a common, yet easy to fix, mistake that I often see in machine learning and data science projects and teaching: using classification rules for classification problems. This statement is a bit of word-play which I will need to unroll a bit. However, the concrete advice is that you often […]

From the frontmatter: We recommend this book! Deep Learning for Coders with fastai and PyTorch uses advanced frameworks to move quickly through concrete, real-world artificial intelligence or automation tasks. This leaves time to cover usually neglected topics, like safely taking models to production and a much-needed chapter on data ethics. […]

One of my favorite mathematical anecdotes is the following story that Gian-Carlo Rota told about Solomon Lefschetz: He [Solomon Lefschetz] liked to repeat, as an example of mathematical pedantry, the story of one of E. H. Moore’s visits to Princeton, when Moore started a lecture by saying, “Let a be […]

I would like to re-share links to our free vtreat data preparation system introduction videos, which show you what sort of machine learning problems vtreat can help you with. Python vtreat introduction video (PyData LA 2019), slides here. R vtreat introduction video (Why R? Foundation). The idea is: instead of […]

I’d like some feedback on a possible article or series. I am thinking about writing and/or recording videos on the measure theoretic foundations of probability. The idea is: empirical probability (probabilities of coin flips, dice rolls, and finite sequences) is fairly well taught and approachable. However, theoretical probability (the type […]