Press "Enter" to skip to content

Category: Data Science

Naive Bayes Against Large Data Sets

Published 2018-09-12 by Kevin Feasel

Catherine Bernadorne walks us through using Naive Bayes for sentiment analysis:

The more data that is used to train the classifier, the more accurate it will become over time. So if we continue to train it with actual results in 2017, then what it predicts in 2018 will be more accurate. Also, when Bayes gives a prediction, it will attach a probability. So it may answer the above question as follows: “Based on past data, I predict with 60% confidence that it will rain today.”

So the classifier is either in training mode or predicting mode. It is in training mode when we are teaching it. In this case, we are feeding it the outcome (the category). It is in predicting mode when we are giving it the features, but asking it what the most likely outcome will be.

My contribution is a joke that I heard last night:  a Bayesian statistician hears hooves clomping the ground.  He turns around and sees a tiger.  Therefore, he decides that it must be a zebra.  First time I’d heard that joke, and as a Bayesian zebra-spotter, I enjoyed it.

Comments closed

Disambiguating The Confusion Matrix

Published 2018-09-11 by Kevin Feasel

John Cook walks through a set of valuable terms derived from the core components of the confusion matrix:

How many terms are possible? There are four basic ingredients: TP, FP, TN, and FN. So if each term may or may not be included in a sum in the numerator and denominator, that’s 16 possible numerators and 16 denominators, for a total of 256 possible terms to remember. Some of these are redundant, such as one(a.k.a. ONE), given by TP/TP, FP/FP, etc. If we insist that the numerator and denominator be different, that eliminates 16 possibilities, and we’re down to a more manageable 240 definitions. And if we rule out terms that are the reciprocals of other terms, we’re down to only 120 definitions to memorize.

And of those, John points out the handful which are generally important, providing us an excellent table with definitions of commonly-used terms.

Comments closed

Integrating Kafka Into A Data Scientist’s Workflow

Published 2018-09-07 by Kevin Feasel

Liz Bennett from Stitch Fix has a guest post on the Confluent blog:

Our main requirement for this new project was to build infrastructure that would be 100 percent self-service for our Data Scientists. In other words, my teammates and I would never be directly involved in the discovery, creation, configuration and management of the event data. Self-service would fix the primary shortcoming of our legacy event delivery system: manual administration that was performed by my team whenever a new dataset was born. This manual process hindered the productivity and access to event data for our Data Scientists. Meanwhile, fulfilling the requests of the Data Scientists hindered our own ability to improve the infrastructure. This scenario is exactly what the Data Platform Team strives to avoid. Building self-service tooling is the number one tenet of the Data Platform Team at Stitch Fix, so whatever we built to replace the old event infrastructure needed to be self-service for our Data Scientists. You can learn more about our philosophy in Jeff Magnusson’s post Engineers Shouldn’t Write ETL.

This is an architectural overview and a good read.

Comments closed

Time-Series Analysis With Box-Jenkins

Published 2018-08-30 by Kevin Feasel

The folks at Knoyd walk us through time series analysis using the Box-Jenkins method:

However, this approach is not generally recommended so we have to find something more appropriate. One option could be forecasting with the Box-Jenkins methodology. In this case, we will use the SARIMA (Seasonal Auto Regressive Integrated Moving Average) model. In this model, we have to find optimal values for seven parameters:

  • Auto Regressive Component (p)
  • Integration Component (d)
  • Moving Average Component (q)
  • Seasonal Auto Regressive Component (P)
  • Seasonal Integration Component (D)
  • Seasonal Moving Average Component (Q)
  • Length of Season (s)

To set these parameters properly you need to have knowledge of auto-correlation functions and partial auto-correlation functions.

Read on for a nice overview of this method, as well as the importance of making sure your time series data set is stationary.

Comments closed

Using MLFlow For Binary Classification In Keras

Published 2018-08-29 by Kevin Feasel

Jules Damji walks us through classifying movie reviews as positive or negative reviews, building a neural network via Keras on MLFlow along the way:

François’s code example employs this Keras network architectural choice for binary classification. It comprises of three Dense layers: one hidden layer (16 units), one input layer (16 units), and one output layer (1 unit), as show in the diagram. “A hidden unit is a dimension in the representation space of the layer,” Chollet writes, where 16 is adequate for this problem space; for complex problems, like image classification, we can always bump up the units or add hidden layers to experiment and observe its effect on accuracy and loss metrics (which we shall do in the experiments below).

While the input and hidden layers use relu as an activation function, the final output layer uses sigmoid, to squash its results into probabilities between [0, 1]. Anything closer to 1 suggests positive, while something below 0.5 can indicate negative.

With this recommended baseline architecture, we train our base model and log all the parameters, metrics, and artifacts. This snippet code, from module models_nn.py, creates a stack of dense layers as depicted in the diagram above.

The overall accuracy is pretty good—I ran through a sample of 2K reviews from the set with Naive Bayes last night for a presentation and got 81% accuracy, so the neural network getting 93% isn’t too surprising.  Seeing the confusion matrix in this demo would have been a nice addition.

Comments closed

Dealing With Multicollinearity With R

Published 2018-08-21 by Kevin Feasel

Chaitanya Sagar explains the concept of multicollinearity in linear regressions and how we can mitigate this issue in R:

Perfect multicollinearity occurs when one independent variable is an exact linear combination of other variables. For example, you already have X and Y as independent variables and you add another variable, Z = a*X + b*Y, to the set of independent variables. Now, this new variable, Z, does not add any significant or different value than provided by X or Y. The model can adjust itself to set the parameters that this combination is taken care of while determining the coefficients.

Multicollinearity may arise from several factors. Inclusion or incorrect use of dummy variables in the system may lead to multicollinearity. The other reason could be the usage of derived variables, i.e., one variable is computed from other variables in the system. This is similar to the example we took at the beginning of the article. The other reason could be taking variables which are similar in nature or which provide similar information or the variables which have very high correlation among each other.

Multicollinearity can make regression analysis trickier, and it’s worth knowing about.  H/T R-bloggers.

Comments closed

Principal Component Analysis With Faces

Published 2018-08-14 by Kevin Feasel

Mic at The Beginner Programmer shows us how to creepy PCA diagrams with human faces:

PCA looks for a new the reference system to describe your data. This new reference system is designed in such a way to maximize the variance of the data across the new axis. The first principal component accounts for as much variance as possible, as does the second and so on. PCA transforms a set of (tipically) correlated variables into a set of uncorrelated variables called principal components. By design, each principal component will account for as much variance as possible. The hope is that a fewer number of PCs can be used to summarise the whole dataset. Note that PCs are a linear combination of the original data.

The procedure simply boils down to the following steps

  1. Scale (normalize) the data (not necessary but suggested especially when variables are not homogeneous).

  2. Calculate the covariance matrix of the data.

  3. Calculate eigenvectors (also, perhaps confusingly, called “loadings”) and eigenvalues of the covariance matrix.

  4. Choose only the first N biggest eigenvalues according to one of the many criteria available in the literature.

  5. Project your data in the new frame of reference by multipliying your data matrix by a matrix whose columns are the N eigenvectors associated with the N biggest eigenvalues.

  6. Use the projected data (very confusingly called “scores”) as your new variables for further analysis.

I like the explanations provided, and the data set is definitely something I’m not used to seeing with PCA.  H/T R-bloggers

Comments closed

Using Uncertainty For Model Interpretation

Published 2018-08-13 by Kevin Feasel

Yoel Zeldes and Inbar Naor explain how uncertainty can help you understand your models better:

One prominent example is that of high risk applications. Let’s say you’re building a model that helps doctors decide on the preferred treatment for patients. In this case we should not only care about the accuracy of the model, but also about how certain the model is of its prediction. If the uncertainty is too high, the doctor should to take this into account.

Self-driving cars are another interesting example. When the model is uncertain if there is a pedestrian on the road we could use this information to slow the car down or trigger an alert so the driver can take charge.

Uncertainty can also help us with out of data examples. If the model wasn’t trained using examples similar to the sample at hand it might be better if it’s able to say “sorry, I don’t know”. This could have prevented the embarrassing mistake Google photos had when they misclassified African Americans as gorillas. Mistakes like that sometimes happen due to an insufficiently diverse training set.

The last usage of uncertainty, which is the purpose of this post, is as a tool for practitioners to debug their model. We’ll dive into this in a moment, but first, let’s talk about different types of uncertainty.

Interesting argument.

Comments closed

Naive Bayes In Python

Published 2018-08-09 by Kevin Feasel

Kislay Keshari explains the Naive Bayes algorithm and shows an implementation in Python:

Naive Bayes in the Industry

Now that you have an idea of what exactly Naive Bayes is and how it works, let’s see where it is used in the industry.

RSS Feeds

Our first industrial use case is News Categorization, or we can use the term ‘text classification’ to broaden the spectrum of this algorithm. News on the web is rapidly growing where each news site has its own different layout and categorization for grouping news. Companies use a web crawler to extract useful text from HTML pages of news articles to construct a Full Text RSS. The contents of each news article is tokenized (categorized). In order to achieve better classification results, we remove the less significant words, i.e. stop, from the document. We apply the naive Bayes classifier for classification of news content based on news code.

It’s a good overview of the topic and a particular implementation in Python.  Naive Bayes is a technique which you want in the bag:  there are a lot of techniques which tend to be better in specific domains, but Naive Bayes is easy to implement and usually provides acceptable performance.

Comments closed