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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 \(n\) […]

Data Algebra 0.9.0 Release

I am pleased to announce the 0.9.0 release of the data algebra. The data algebra is realization of the Codd relational algebra for data in written in terms of Python method chaining. It allows the concise clear specification of useful data transforms. Some examples can be found here. Benefits include […]

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 […]