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Your Lopsided Model is Out to Get You

For classification problems I argue one of the biggest steps you can take to improve the quality and utility of your models is to prefer models that return scores or return probabilities instead of classification rules. Doing this also opens a second large opportunity for improvement: working with your domain […]

Why not Square Error for Classification?

Win Vector LLC has been developing and delivering a lot of “statistics, machine learning, and data science for engineers” intensives in the past few years. These are bootcamps, or workshops, designed to help software engineers become more comfortable with machine learning and artificial intelligence tools. The current thinking is: not […]

Unrolling the ROC

In our data science teaching, we present the ROC plot (and the area under the curve of the plot, or AUC) as a useful tool for evaluating score-based classifier models, as well as for comparing multiple such models. The ROC is informative and useful, but it’s also perhaps overly concise […]