Probabilistic interpretation of AUC
Unfortunately this was not taught in any of my statistics or data analysis classes at university (wtf it so needs to be ). So it took me some time until I learned that the AUC has a nice probabilistic meaning.
PhD student with focus on statistics, machine learning, and programming, among other things
Unfortunately this was not taught in any of my statistics or data analysis classes at university (wtf it so needs to be ). So it took me some time until I learned that the AUC has a nice probabilistic meaning.
The United States Patent and Trademark office (USPTO) provides immense amounts of data (the data I used are in the form of XML files). After coming across these datasets, I thought that it would be a good idea to explore where and how my areas of interest fall into the intellectual property space; my areas of interest being machine learning (ML), data science, and artificial intelligence (AI).
Recently I came across the classical 1983 paper A note on screening regression equations by David Freedman. Freedman shows in an impressive way the dangers of data reuse in statistical analyses. The potentially dangerous scenarios include those where the results of one statistical procedure performed on the data are fed into another procedure performed on the same data. As a concrete example Freedman considers the practice of performing variable selection first, and then fitting another model using only the identified variables on the same data that was used to identify them in the first place. Because of the unexpectedly high severity of the problem this phenomenon became known as “Freedman’s paradox”. Moreover, in his paper Freedman derives asymptotic estimates for the resulting errors.
A reviewer asked me to report detailed running times for all (so many ) performed computations in one of my papers, and so I spent a Saturday morning figuring out my favorite way to benchmark R code. This is a quick summary of the options I found to be available.
The lean startup methodology consists of a set of principles that were proposed and popularized by Eric Ries in the book The Lean Startup (and elsewhere). He believes that startup success can be engineered by following the lean startup methodology. Eric Ries defines a startup as “a human institution designed to deliver a new product or service under conditions of extreme uncertainty”. If we replace “product or service” by “research result”, that sounds awfully similar to what a PhD student has to do. Indeed, the similarities between being a junior researcher, such as a PhD student, and running a startup have been often pointed out (for example: [1], [2], [3]). In light of this, I propose that the lean startup methodology can also be applied to academic pursuits of a PhD student. Below, I adapt some of the most important lean startup concepts for application to a junior researcher’s personal productivity and academic success.^{1}
Please note that I’m writing from the point of view of mathematical, statistical, and computational sciences, rather than from the viewpoint of experimental sciences. ↩
In many applications, data naturally form an n-way tensor with n > 2, rather than a “tidy” table. As mentioned in the beginning of my last blog post, a tensor is essentially a multi-dimensional array:
A tensor is essentially a multi-dimensional array:
I think that it doesn’t matter what operating system you use — as long as you know your OS of choice well! This is a Linux command cheat sheet covering a wide range of topics. I cannot guarantee that the information is fully up-to-date or even correct. Use at own risk . It is intended primarily as a reference for myself in the future. I have learned most of the material covered below a couple of years ago in the LinuxFoundationX’s Introduction to Linux course offered through edx.org.
Many statistical modeling problems reduce to a minimization problem of the general form: