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How to Re-Map Many Columns in a Database

Introduction A surprisingly tricky problem in doing data science or analytics in the database are situations where one has to re-map a large number of columns. This occurs, for example, in the vtreat data preparation system. In the vtreat case, a large number of the variable encodings reduce to table-lookup […]

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 \(n\) […]

My opinion on “5” == 5

Every programmer should have an opinion on what the outcomes of the expressions like “5” == 5 should be, and perhaps even a guess as to what the answer is in their most familiar programming language. In my opinion SQL gets it right. For example, we get the following in […]

Bilingual Data Science

I’d like to share a new talk on bilingual data science. It is limited to R and Python, so it is a bit of a “we play all kinds of music, both Country and Western.” It has what I feel is a really neat example how I used Jetbrains Intellij […]

Variable Utility is not Intrinsic

There is much ado about variable selection or variable utility valuation in supervised machine learning. In this note we will try to disarm some possibly common fallacies, and to set reasonable expectations about how variable valuation can work. Introduction In general variable valuation is estimating the utility that a column […]