Win Vector LLC’s Dr. Nina Zumel has had great success applying y-aware methods to machine learning problems, and working out the detailed cross-validation methods needed to make y-aware procedures safe. I thought I would try our hand at y-aware neural net or deep learning methods here.

Estimated reading time: 10 minutes

RcppDynProg is a new Rcpp based R package that implements simple, but powerful, table-based dynamic programming. This package can be used to optimally solve the minimum cost partition into intervals problem (described below) and is useful in building piecewise estimates of functions (shown in this note).

Estimated reading time: 10 minutes

In this article we will discuss the machine learning method called “decision trees”, moving quickly over the usual “how decision trees work” and spending time on “why decision trees work.” We will write from a computational learning theory perspective, and hope this helps make both decision trees and computational learning […]

Estimated reading time: 30 minutes

I am working on some practical articles on variable selection, especially in the context of step-wise linear regression and logistic regression. One thing I noticed while preparing some examples is that summaries such as model quality (especially out of sample quality) and variable significances are not quite as simple as […]

Estimated reading time: 6 minutes

Let’s talk about the use and benefits of parallel computation in R. IBM’s Blue Gene/P massively parallel supercomputer (Wikipedia). Parallel computing is a type of computation in which many calculations are carried out simultaneously.” Wikipedia quoting: Gottlieb, Allan; Almasi, George S. (1989). Highly parallel computing The reason we care is: […]

Estimated reading time: 18 minutes

We here at Win-Vector LLC been working through an ad-hoc series about A/B testing combining elements of both operations research and statistical points of view. A dynamic programming solution to A/B test design Why does designing a simple A/B test seem so complicated? A clear picture of power and significance […]

Estimated reading time: 1 minute

Our last article on A/B testing described the scope of the realistic circumstances of A/B testing in practice and gave links to different standard solutions. In this article we will be take an idealized specific situation allowing us to show a particularly beautiful solution to one very special type of […]

Estimated reading time: 26 minutes

Why does planning something as simple as an A/B test always end up feeling so complicated? An A/B test is a very simple controlled experiment where one group is subject to a new treatment (often group “B”) and the other group (often group “A”) is considered a control group. The […]

Estimated reading time: 16 minutes

Alexander Mordvintsev, Christopher Olah, and Mike Tyka, recently posted a great research blog article where they tried to visualize what a image classification neural net “wants to see.” They achieve this by optimizing the input to correspond to a fixed pattern of neural net internal node activation. This generated truly […]

Estimated reading time: 7 minutes

The recent The Atlantic article “The Man Who Broke Atlantic City” tells the story of Don Johnson who won millions of dollars in private room custom rules high stakes blackjack. The method Mr. Johnson reportedly used is, surprisingly, not card counting (as made famous by professor Edward O. Thorp in […]

Estimated reading time: 17 minutes