# You can get the official version from CRAN:
## Or you can get the development version from GitHub:
The ppsr package has three main functions that compute PPS:
score() – which computes an x-y PPS
score_predictors() – which computes X-y PPS
score_matrix() – which computes X-Y PPS
Subsequently, there are two main functions that wrap around these computational functions to help you visualize your PPS using ggplot2:
visualize_predictors() – producing a barplot of all X-y PPS
visualize_matrix() – producing a heatmap of all X-Y PPS
Note that Species is a nominal/categorical variable, with three character/text options.
A correlation matrix would not be able to show us that the type of iris Species can be predicted extremely well by the petal length and width, and somewhat by the sepal length and width. Yet, particularly sepal width is not easily predicted by the type of species.
It takes about 10 seconds to run 121 decision trees with visualize_matrix(mtcars). Yet, the output is much more informative than the correlation matrix:
cyl can be much better predicted by mpg than the other way around
the classification of vs can be done well using nearly all variables as predictors, except for am
yet, it’s hard to predict anything based on the vs classification
a cars’ am can’t be predicted at all using these variables
The correlation matrix does provides insights that are not provided by the PPS matrix. Most importantly, the sign and strength of any linear relationship that may exist. For instance, we can deduce that mpg relates strongly negatively with cyl.
Yet, even though half of the matrix does not provide any additional information (due to the symmetry), I still find it hard to derive the most important relations and insights at a first glance.
Moreover, the rows and columns for vs and am are not very informative in this correlation matrix as it contains pearson correlations coefficients by default, whereas vs and am are binary variables. The same can be said for cyl, gear and carb, which contain ordinal categories / integer data, so you can discuss the value of these coefficients depicted here.
In R, there are many datasets built in via the datasets package. Let’s explore some using the ppsr::visualize_matrix() function.
datasets::trees has data on 31 trees’ girth, height and volume.
visualize_matrix(datasets::trees) shows that both girth and volume can be used to predict the other quite well, but not perfectly.
Let’s have a look at the correlation matrix.
The scores here seem quite higher in general. A near perfect correlation between volume and girth.
Is it near perfect though? Let’s have a look at the underlying data and fit a linear model to it.
You will still be pretty far off the real values when you use a linear model based on Girth to predict Volume. This is what the original PPS of 0.65 tried to convey.
Actually, I’ve run the math for this linaer model and the RMSE is still 4.11. Using just the mean Volume as a prediction of Volume will result in 16.17 RMSE. If we map these RMSE values on a linear scale from 0 to 1, we would get the PPS of our linear model, which is about 0.75.
So, actually, the linear model is a better predictor than the decision tree that is used as a default in the ppsr package. That was used to generate the PPS matrix above.
Yet, the linear model definitely does not provide a perfect prediction, even though the correlation may be near perfect.
In sum, I feel using the general idea behind PPS can be very useful for data exploration.
Particularly in more data science / machine learning type of projects. The PPS can provide a quick survey of which targets can be predicted using which features, potentially with more complex than just linear patterns.
Yet, the old-school correlation matrix also still provides unique and valuable insights that the PPS matrix does not. So I do not consider the PPS so much an alternative, as much as a complement in the toolkit of the data scientist & researcher.
Coming from a social sciences background, I learned to use R-squared as a way to assess model performance and goodness of fit for regression models.
Yet, in my current day job, I nearly never use the metric any more. I tend to focus on predictive power, with metrics such as MAE, MSE, or RMSE. These make much more sense to me when comparing models and their business value, and are easier to explain to stakeholders as an added bonus.
How do scurvy, astronomy, alchemy and data science relate to each other?
In this goto conference presentation, Lucas Vermeer — Director of Experimentation at Booking.com — uses some amazing storytelling to demonstrate how the value of data (science) is largely by organizations capability to gather the right data — the data they actually need.
It’s a definite recommendation to watch for data scientists and data science leaders out there.
Here are the slides, and they contain some great oneliners:
In this great tutorial for PyCon 2020, Eric Ma proposes a very simple framework for machine learning, consisting of only three elements:
By adjusting the three elements in this simple framework, you can build any type of machine learning program.
In the tutorial, Eric shows you how to implement this same framework in Python (using jax) and implement linear regression, logistic regression, and artificial neural networks all in the same way (using gradient descent).
I can’t even begin to explain it as well as Eric does himself, so I highly recommend you watch and code along with the Youtube tutorial (~1 hour):
Have you ever wondered what goes on behind the scenes of a deep learning framework? Or what is going on behind that pre-trained model that you took from Kaggle? Then this tutorial is for you! In this tutorial, we will demystify the internals of deep learning frameworks – in the process equipping us with foundational knowledge that lets us understand what is going on when we train and fit a deep learning model. By learning the foundations without a deep learning framework as a pedagogical crutch, you will walk away with foundational knowledge that will give you the confidence to implement any model you want in any framework you choose.