I found this interesting blog by Guilherme Duarte Marmerola where he shows how the predictions of algorithmic models (such as gradient boosted machines, or random forests) can be calibrated by stacking a logistic regression model on top of it: by using the predicted leaves of the algorithmic model as features / inputs in a subsequent…

# Tag: probability

## E-Book: Probabilistic Programming & Bayesian Methods for Hackers

The Bayesian method is the natural approach to inference, yet it is hidden from readers behind chapters of slow, mathematical analysis. Nevertheless, mathematical analysis is only one way to “think Bayes”. With cheap computing power, we can now afford to take an alternate route via probabilistic programming. Cam Davidson-Pilon wrote the book Bayesian Methods for…

## Logistic regression is not fucked, by Jake Westfall

Recently, I came across a social science paper that had used linear probability regression. I had never heard of linear probability models (LPM), but it seems just an application of ordinary least squares regression but to a binomial dependent variable. According to some, LPM is a commonly used alternative for logistic regression, which is what…

## GIF visualizations of Type 1 and Type 2 error in relation to sample size

On twitter, I came across the tweet below showing some great GIF visualizations on the dangers of taking small samples. Created by Andrew Stewart, and tweeted by John Holbein, the visuals show samples taken from a normal distributed variable with a mean of 10 and a standard deviation of 2. In the left section, Andrew…

## How to find two identical Skittles packs?

In a hilarious experiment the anonymous mathematician behind the website Possibly Wrong estimated that s/he only needed to open “about 400-500” packs of Skittles to find an identifical pack. From January 12th up to April 6th, s/he put it to the test and counted the contents of an astonishing 468 packs, containing over 27.000 individual…

## Beating Battleships with Algorithms and AI

Past days, I discovered this series of blogs on how to win the classic game of Battleships (gameplay explanation) using different algorithmic approaches. I thought they might amuse you as well : ) The story starts with this 2012 Datagenetics blog where Nick Berry constrasts four algorithms’ performance in the game of Battleships. The resulting levels…

## Machine Learning & Deep Learning book

The Deep Learning textbook helps students and practitioners enter the field of machine learning in general and deep learning in particular. ItsĀ online versionĀ is available online for free whereas a hardcover copy can be ordered here on Amazon. You can click on the topics below to be redirected to the book chapter: Part I: Applied Math…