Biases in Tree-Based Models

Nina Zumel looks at tree-based ensembling models like random forest and gradient boost and shows that they can be biased:

In our previous article , we showed that generalized linear models are unbiased, or calibrated: they preserve the conditional expectations and rollups of the training data. A calibrated model is important in many applications, particularly when financial data is involved.

However, when making predictions on individuals, a biased model may be preferable; biased models may be more accurate, or make predictions with lower relative error than an unbiased model. For example, tree-based ensemble models tend to be highly accurate, and are often the modeling approach of choice for many machine learning applications. In this note, we will show that tree-based models are biased, or uncalibrated. This means they may not always represent the best bias/variance trade-off.

Read on for an example.

Cloudera and 100% Open Source Software

Alex Woodie notes a change at Cloudera:

The old Cloudera developed and distributed its Hadoop stack using a mix of open source and proprietary methods and licenses. But the new Cloudera will be 100% open source, just like Hortonworks, its one-time Hadoop rival that it acquired in January. But will developing its data platform completely in the open differentiate it from cloud competitors?

In a blog post published yesterday under the title “Our Commitment to Open Source Software,” Cloudera executives Charles Zedlewski and Arun Murthy laid out the company’s new plan to develop and distribute everything in the open.

This was one of the big reasons I preferred Hortonworks over Cloudera when they were separate companies: Hortonworks had this model. Hopefully it leads Cloudera to success.

July Azure Data Studio Update

Alan Yu announces some great things in the July update to Azure Data Studio:

One of the most requested features from customers around the world is enhanced execution plan support. Although we have basic query plan support in Azure Data Studio, it’s not as robust as similar functionality built into SQL Server Management Studio and what other vendors provide.

Today, we’re pleased to announce that one of our valued Microsoft partners, SentryOne is shipping their SentryOne Plan Explorer extension for Azure Data Studio. This is a free extension that provides enhanced plan diagrams for queries that are run in Azure Data Studio, with optimized layout algorithms and intuitive color-coding to help quickly identify the most expensive operators affecting query performance.

The other big thing I like is that notebooks have keyboard shortcuts. These were two of the things keeping me from using ADS as much as I’d wanted. Now I’m that much closer to full-on migration.

Notifications when Admins Connect to a SQL Server

Jon Shaulis builds a logon trigger to notify when sysadmins log into his systems:

I was helping someone set up some monitoring in their database and they were asking about being notified when someone with administrative privileges logs into SQL Server. While many of you know that I try to use the right tool for the right job, some may cringe when I say triggers can help out in this scenario.

Now, there are other methods here but the goal was to be notified when someone logs into your SQL Server with administrative privileges. Triggers will consistently fire when this event occurs and allows you to perform an action based on this event.

Just make sure you get the trigger right and don’t block everybody from logging in. That’s an awkward situation.

Adaptive Joins and Index Width

Erik Darling wants to pump your indexes up:

Now, there’s an Extended Event that… Used to work.

These days it just stares blankly at me. But since I’ve worked with this before, I know the problem.

It’s that Key Lookup — I’ll explain more in a minute.

Adaptive joins won’t do all the work for you, so Erik explains how you can set yourself up for success.

Adding Line Breaks on DAX Measures

Gilbert Quevauvilliers shows how you can add line breaks to DAX measures for formatting results in Power BI:

I was at a customer and they were drilling through between pages, and I wanted to put in what the filter selections were when they drilled through to the new page.

This would allow them to easily see what had been on the previous page, and to avoid going backwards and forwards.

I quickly created the DAX measure to show the filters, but one thing that bugged me was that it looked a bit clunky and not clear in terms of what the filters were.

I knew that I wanted to use a Line Break to put each filter on a new line. 

Read on to see how you can do this.

Using Show-Command in Powershell

Kenneth Fisher walks through the Show-Command cmdlet in Powershell:

Years ago I blogged about how I like to use the SSMS scripting feature to learn how to do things. Well now I’m starting to learn Powershell and it turns out there is a GUI here as well that will help me learn to script. At least in a very basic way. For example, if I want to see what parameters are actually available for Get-Help and maybe script out a template to work with then I can do this:

Show-Command Get-Help

Read on to see how you can put this into action.

Importing Biml Metadata from Excel

David Stein wraps up a series on using Biml to load flat files:

Make sure you read and understand the concepts in each of the following articles before tackling this one.

Import Biml Metadata with GetQuerySchema
BimlScript Code Nuggets and Mad Libs
Import Biml Metadata Directly from Excel

One of the primary issues I’ve mentioned in each of the preceding short cut steps is a lack of real automation. Since we didn’t have our metadata externalized, we needed to copy/paste some object, T-SQL fileBiml file, or Excel Spreadsheet in order to create new extracts.

The final post in the series contains quite a bit of code, too.

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