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 […]

Estimated reading time: 15 minutes

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 \(n\) […]

Estimated reading time: 11 minutes

When working with multiple data tables we often need to know how for a given set of keys, how many instances of rows each table has. I would like to use such an example in Python as yet another introduction to the data algebra (an alternative to direct Pandas or […]

Estimated reading time: 8 minutes

I’d like to write a bit about measuring effect sizes and Cohen’s d. Introduction For our note let’s settle on a single simple example problem. We have two samples of real numbers a_1, …, a_n and b_1, …, b_n. All the a_i are mutually exchangeable or generated by an independent […]

Estimated reading time: 10 minutes

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 […]

Estimated reading time: 3 minutes

Continuing (and hopefully ending) our quick series on software pathologies I would like to follow-up The Hyper Dance with “Rule 42 Software.”

Estimated reading time: 4 minutes

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 […]

Estimated reading time: 51 seconds

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 […]

Estimated reading time: 14 minutes