Category: Data Science

Peter Laurinec gives us an overview:

Clustering is a very popular technique in data science because of its unsupervised characteristic – we don’t need true labels of groups in data. In this blog post, I will give you a “quick” survey of various clustering methods applied to synthetic but also real datasets.

Read on for a quick description of what clustering is and a few use cases. Then, Peter dives into a variety of techniques and important things you should know about them. H/T R-Bloggers.

Steven Sanderson unleashes the power of the triangle:

Welcome back, fellow data enthusiasts! Today, we embark on an exciting journey into the world of statistical distributions with a special focus on the latest addition to the TidyDensity package – the triangular distribution. Tightly packed and versatile, this distribution brings a unique flavor to your data simulations and analyses. In this blog post, we’ll delve into the functions provided, understand their arguments, and explore the wonders of the triangular distribution.

Read on to learn what the triangular distribution is and how you can use work with it in TidyDensity.

Michael Mayer has some ‘splainin to do:

Let’s explain a {tidymodels} random forest by classic explainability methods (permutation importance, partial dependence plots (PDP), Friedman’s H statistics), and also fancy SHAP.

Disclaimer: {hstats}, {kernelshap} and {shapviz} are three of my own packages.

What I really appreciate in here is that Michael includes classic methods here. It can be easy to say “Oh, this is old and therefore no longer relevant.” But that would be quite wrong.

Steven Sanderson performs a moving average:

Ever felt those data points were a bit too jittery? Smoothing out trends and revealing underlying patterns is a breeze with rolling averages in R. Ready to roll? Let’s dive in!

Read on to see one way to do this in R.

Steven Sanderson had me thinking of LOESS but then, bam!, snuck this in on me:

Locally Weighted Scatterplot Smoothing, or Lowess, is a powerful technique for capturing trends in noisy data. It’s particularly useful when dealing with datasets that exhibit complex patterns that might be missed by other methods. So, let’s get our hands dirty and start coding!

Read on for an example of LOWESS smoothing, which actually is a little different from LOESS. If you’re interested in learning more about the differences between LOESS and LOWESS, this Stack Exchange question and answer page is really good.

Norm Matloff answers a reader question:

In my December 22 blog, I first introduced the classic parametric quantile regression (QR) concept. I then showed how one could use the qeML package to perform quantile regression nonparametrically, using the package’s qeKNN function for a k-Nearest Neighbors approach. A reader then asked if this could be applied to random forests (RFs). The answer is yes, and this will be the topic of the current post.

Read on to learn more about how to do this, including some of the challenges you’ll face along the way. H/T R-Bloggers.

Holger von Jouanne-Diedrich explains an important statistical concept we all too often forget:

In the realm of business and leadership, one statistical phenomenon often goes unrecognized yet significantly influences our understanding of performance and success. This is the concept of reversion to the mean (also called regression to the mean). This seemingly simple statistical occurrence can profoundly impact how we perceive management strategies, leadership effectiveness, and even the fate of those gracing the covers of prominent magazines. To understand what is going on, read on!

Read on for a video in German and an article in English, with some bonus R code to sell the story.

Steven Sanderson builds some charts:

Our Flight Plan:

1. Loading Up with Data: Grabbing our trusty dataset, AirPassengers.
2. Taking Off with Base R: Creating a basic time series plot using base R functions.
3. Soaring with ggplot2: Crafting a visually stunning time series plot using the ggplot2 library.
4. Navigating Date Formatting: Customizing axis labels with scale_x_date() for clarity.
5. Landing with Your Own Exploration: Encouraging you to take the controls and create your own time series plots!

Click through to see each of these steps in action.

Steven Sanderson says it’s time:

The ts() function in R is a fundamental tool for handling time series data. It takes four main arguments:

1. data: A vector or matrix of time series values.
2. start: The time of the first observation.
3. end: The time of the last observation.
4. frequency: The number of observations per unit of time.

Read on for an example of how this all works, as well as a function in the TidyDensity package to convert data into the R time series format.