Tag: datascience

Practice your Data Science skills on real-life data

Practice your Data Science skills on real-life data

Maven Analytics now provides open access to their datasets through what they call their DATA PLAYGROUND!

They offer 21 datasets including a range of different data (time series, geospatial, user preferences) on a variety of topics like business, sports, wine, financial stocks, transportation and whatnot.

This is a great starting point if you want to practice your data science, machine learning and analysis skills on real life data!

Maven Analytics provides e-learnings in analysis and programming software. To provide a practical learning experience, their courses are often accompanied by real-life datasets for students to analyze.

calmcode.io > video tutorials for open source tools

calmcode.io > video tutorials for open source tools

calmcode.io is an e-learning platform that I really really really recommend to programmers and data scientists:

It is free.

It involves open source tools.

It uses bite-sized tutorial videos.

It explains tools clearly.

It explains everything calmly.

There’s tons of content about computer programming, data science, and personal productivity.

On top of this all, it’s by Vincent Warmerdam, and everything he touches seems to turn to gold.

Check it out here: https://calmcode.io/

You can subscribe to their newsletter here, to receive new content fresh from the presses, straight in your inbox!

There are just so many tutorials on so many different topics! Here are some quick glances at some topics and tools:

Become a Data Science Professional

Become a Data Science Professional

Amit Ness gathered an impressive list of learning resources for becoming a data scientist.

It’s great to see that he shares them publicly on his github so that others may follow along.

But beware, this learning guideline covers a multi-year process.

Amit’s personal motto seems to be “Becoming better at data science every day“.

Completing the hyperlinked list below will take you several hundreds days at the least!

Learning Philosophy:

Index

ppsr: An R implementation of the Predictive Power Score

ppsr: An R implementation of the Predictive Power Score

Update March, 2021: My R package for the predictive power score (ppsr) is live on CRAN!
Try install.packages("ppsr") in your R terminal to get the latest version.

A few months ago, I wrote about the Predictive Power Score (PPS): a handy metric to quickly explore and quantify the relationships in a dataset.

As a social scientist, I was taught to use a correlation matrix to describe the relationships in a dataset. Yet, in my opinion, the PPS provides three handy advantages:

  1. PPS works for any type of data, also nominal/categorical variables
  2. PPS quantifies non-linear relationships between variables
  3. PPS acknowledges the asymmetry of those relationships

Florian Wetschoreck came up with the PPS idea, wrote the original blog, and programmed a Python implementation of it (called ppscore).

Yet, I work mostly in R and I was very keen on incorporating this powertool into my general data science workflow.

So, over the holiday period, I did something I have never done before: I wrote an R package!

It’s called ppsr and you can find the code here on github.

Installation

# You can get the official version from CRAN:
install.packages("ppsr")

## Or you can get the development version from GitHub:
# install.packages('devtools')
# devtools::install_github('https://github.com/paulvanderlaken/ppsr')

Usage

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

Visualizing 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
PPS matrix for iris

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.

Correlation matrix for iris

Exploring mtcars

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
PPS matrix for mtcars

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.

Correlation matrix for mtcars

Exploring trees

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.

Conclusion

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.

Enjoy the R package, or the Python module for that matter, and let me know if you see any improvements!

Is R-squared Useless?

Is R-squared Useless?

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.

I recently wrote about the predictive power score as an alternative to correlation analysis.

Are there similar alternatives that render R-squared useless? And why?

Here’s an interesting blog explaining the standpoints of Cosma Shalizi of Carnegie Mellon University:

  • R-squared does not measure goodness of fit.
  • R-squared does not measure predictive error.
  • R-squared does not allow you to compare models using transformed responses.
  • R-squared does not measure how one variable explains another.

I have never found a situation where R-squared helped at all.

Professor Cosma Shalizi (according to Clay Ford)

Data Science vs. Data Alchemy – by Lucas Vermeer

Data Science vs. Data Alchemy – by Lucas Vermeer

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:

@lucasvermeer
@lucasvermeer