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Introducing RcppDynProg

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).

Why do Decision Trees Work?

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 […]

Variable pruning is NP hard

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 […]

A gentle introduction to parallel computing in R

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: […]

Sequential Analysis

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 […]

Neural net image salad again (with code)

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 […]

Betting with their money

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 […]