An appreciation of Cover’s universal portfolio in Python
I have a new theoretical finance note up: an appreciation of Cover’s universal portfolio in Python.
Data Algebra 0.9.0 Release
I am pleased to announce the 0.9.0 release of the data algebra. The data algebra is realization of the Codd relational algebra for data in written in terms of Python method chaining. It allows the concise clear specification of useful data transforms. Some examples can be found here. Benefits include […]
Using the data algebra for Statistics and Data Science
I have a new intermediate introduction on the data algebra up here: Using the data algebra for Statistics and Data Science. The data algebra is a tool for data processing in Python which is implemented on top of any of Pandas, Google BigQuery, PostgreSQL, MySQL, Spark, and SQLite. It allows […]
I think Pandas may have “lost the plot.”
I’ve thought of Pandas as in-memory column oriented data structure with reasonable performance. If I need high performance or scale, I can move to a database. I like Pandas, and thank the authors and maintainers for their efforts. Now I kind of wonder what Pandas is, or what it wants […]
Using WITH For Neater SQL
I’d like to work an example of using SQL WITH Common Table Expressions to produce more legible SQL.
data_algebra 0.7.0 What is New
I’ve been tinkering a lot recently with the data_algebra, and just released version 0.7.0 to PyPi. In this note I’ll touch on what the data algebra is, what the new features are, and my plans going forward.
Plotting Multiple Curves in Python
I have up what I think is a really neat tutorial on how to plot multiple curves on a graph in Python, using seaborn and data_algebra. It is great way to show some data shaping theory convenience functions we have developed. Please check it out.
Don’t Use Classification Rules for Classification Problems
There’s a common, yet easy to fix, mistake that I often see in machine learning and data science projects and teaching: using classification rules for classification problems. This statement is a bit of word-play which I will need to unroll a bit. However, the concrete advice is that you often […]
New improved cdata instructional video
We have a new improved version of the “how to design a cdata/data_algebra data transform” up! The original article, the Python example, and the R example have all been updated to use the new video. Please check it out!
Data re-Shaping in R and in Python
Nina Zumel and I have a two new tutorials on fluid data wrangling/shaping. They are written in a parallel structure, with the R version of the tutorial being almost identical to the Python version of the tutorial. This reflects our opinion on the “which is better for data science R […]