Statistical Theory for High Performance Analytics

A thing that strikes me when I was a student of statistics is that most theories of sampling, testing of hypothesis and modeling were built in an age where data was predominantly insufficient, computation was inherently manual and results of tests aimed at large enough differences.

I look now at the explosion of data, at the cloud computing enabled processing power on demand, and competitive dynamics of businesses to venture out my opinion-

1) We now have large , even excess data than we had before for statisticians a generation ago.

2) We now have extremely powerful computing devices, provided we can process our algorithms in parallel.

3) Even a slight uptick in modeling efficiency or mild uptick in business insight can provide huge monetary savings.

Call it High Performance Analytics or Big Data or Cloud Computing- are we sure statisticians are creating enough mathematical theory or are we just taking it easy in our statistics classrooms only to be subjected to something completely different when we hit the analytics workplace.

Do we  need more theorists as well? Is there ANY incentive for corporations with private R and D research teams to share their latest cutting edge theoretical work outside their corporate silo.

 

Related-

“a mathematician is a machine for turning coffee into theorems

On a Hiatus

No blogging (except for interviews)

No poetry (unless I get really inspired and my scrapbook fills up)

No random internet browsing (except search for research)

Hell no, Facebook

No TV

No Movies

No goofing off

No wasting time using creative juice stewing as an excuse

Write the book

Write the book

Write the book, dammit

Stanford Courses Delayed Again

Message from the guys at Palo Alto— Why dont they just make videos using Sal Academy’s help?

We’re sorry to have to tell you that our Machine Learning course will be delayed further. There have naturally been legal and administrative issues to be sorted out in offering Stanford classes freely to the outside world, and it’s just been taking time. We have, however, been able to take advantage of the extra time to debug and improve our course content!

We now expect that the course will start either late in February or early in March. We will let you know as soon as we hear a definite date. We apologize for the lack of communication in recent weeks; we kept hoping we would have a concrete launch date to give you, but that date has kept slipping.

Thanks so much for your patience! We are really sorry for repeatedly making you wait, and for any interference this causes in your schedules. We’re as excited and anxious as you are to get started, and we both look forward to your joining us soon in Machine Learning!

Andrew Ng and the ML Course Staff

Oracle launches its version of R #rstats

From-

http://www.oracle.com/us/corporate/press/1515738

Integrates R Statistical Programming Language into Oracle Database 11g

News Facts

Oracle today announced the availability of Oracle Advanced Analytics, a new option for Oracle Database 11g that bundles Oracle R Enterprise together with Oracle Data Mining.
Oracle R Enterprise delivers enterprise class performance for users of the R statistical programming language, increasing the scale of data that can be analyzed by orders of magnitude using Oracle Database 11g.
R has attracted over two million users since its introduction in 1995, and Oracle R Enterprise dramatically advances capability for R users. Their existing R development skills, tools, and scripts can now also run transparently, and scale against data stored in Oracle Database 11g.
Customer testing of Oracle R Enterprise for Big Data analytics on Oracle Exadata has shown up to 100x increase in performance in comparison to their current environment.
Oracle Data Mining, now part of Oracle Advanced Analytics, helps enable customers to easily build and deploy predictive analytic applications that help deliver new insights into business performance.
Oracle Advanced Analytics, in conjunction with Oracle Big Data ApplianceOracle Exadata Database Machine and Oracle Exalytics In-Memory Machine, delivers the industry’s most integrated and comprehensive platform for Big Data analytics.

Comprehensive In-Database Platform for Advanced Analytics

Oracle Advanced Analytics brings analytic algorithms to data stored in Oracle Database 11g and Oracle Exadata as opposed to the traditional approach of extracting data to laptops or specialized servers.
With Oracle Advanced Analytics, customers have a comprehensive platform for real-time analytic applications that deliver insight into key business subjects such as churn prediction, product recommendations, and fraud alerting.
By providing direct and controlled access to data stored in Oracle Database 11g, customers can accelerate data analyst productivity while maintaining data security throughout the enterprise.
Powered by decades of Oracle Database innovation, Oracle R Enterprise helps enable analysts to run a variety of sophisticated numerical techniques on billion row data sets in a matter of seconds making iterative, speed of thought, and high-quality numerical analysis on Big Data practical.
Oracle R Enterprise drastically reduces the time to deploy models by eliminating the need to translate the models to other languages before they can be deployed in production.
Oracle R Enterprise integrates the extensive set of Oracle Database data mining algorithms, analytics, and access to Oracle OLAP cubes into the R language for transparent use by R users.
Oracle Data Mining provides an extensive set of in-database data mining algorithms that solve a wide range of business problems. These predictive models can be deployed in Oracle Database 11g and use Oracle Exadata Smart Scan to rapidly score huge volumes of data.
The tight integration between R, Oracle Database 11g, and Hadoop enables R users to write one R script that can run in three different environments: a laptop running open source R, Hadoop running with Oracle Big Data Connectors, and Oracle Database 11g.
Oracle provides single vendor support for the entire Big Data platform spanning the hardware stack, operating system, open source R, Oracle R Enterprise and Oracle Database 11g.
To enable easy enterprise-wide Big Data analysis, results from Oracle Advanced Analytics can be viewed from Oracle Business Intelligence Foundation Suite and Oracle Exalytics In-Memory Machine.

Supporting Quotes

“Oracle is committed to meeting the challenges of Big Data analytics. By building upon the analytical depth of Oracle SQL, Oracle Data Mining and the R environment, Oracle is delivering a scalable and secure Big Data platform to help our customers solve the toughest analytics problems,” said Andrew Mendelsohn, senior vice president, Oracle Server Technologies.
“We work with leading edge customers who rely on us to deliver better BI from their Oracle Databases. The new Oracle R Enterprise functionality allows us to perform deep analytics on Big Data stored in Oracle Databases. By leveraging R and its library of open source contributed CRAN packages combined with the power and scalability of Oracle Database 11g, we can now do that,” said Mark Rittman, co-founder, Rittman Mead.
Oracle Advanced Analytics — an option to Oracle Database 11g Enterprise Edition – extends the database into a comprehensive advanced analytics platform through two major components: Oracle R Enterprise and Oracle Data Mining. With Oracle Advanced Analytics, customers have a comprehensive platform for real-time analytic applications that deliver insight into key business subjects such as churn prediction, product recommendations, and fraud alerting.

Oracle R Enterprise tightly integrates the open source R programming language with the database to further extend the database with Rs library of statistical functionality, and pushes down computations to the database. Oracle R Enterprise dramatically advances the capability for R users, and allows them to use their existing R development skills and tools, and scripts can now also run transparently and scale against data stored in Oracle Database 11g.

Oracle Data Mining provides powerful data mining algorithms that run as native SQL functions for in-database model building and model deployment. It can be accessed through the SQL Developer extension Oracle Data Miner to build, evaluate, share and deploy predictive analytics methodologies. At the same time the high-performance Oracle-specific data mining algorithms are accessible from R.

BENEFITS

  • Scalability—Allows customers to easily scale analytics as data volume increases by bringing the algorithms to where the data resides – in the database
  • Performance—With analytical operations performed in the database, R users can take advantage of the extreme performance of Oracle Exadata
  • Security—Provides data analysts with direct but controlled access to data in Oracle Database 11g, accelerating data analyst productivity while maintaining data security
  • Save Time and Money—Lowers overall TCO for data analysis by eliminating data movement and shortening the time it takes to transform “raw data” into “actionable information”
Oracle R Hadoop Connector Gives R users high performance native access to Hadoop Distributed File System (HDFS) and MapReduce programming framework.
This is a  R package
From the datasheet at

Exciting Contest at CrowdANALYTIX

A new contest from a relatively new website. This one is fast and furious and has a decent chunk of money!

 

From

 

http://www.crowdanalytix.com/contests/airport-guest-sentiment-analysis-1544282253/view/

 

Submission Deadline:
Sun, 26 February 2012 05:00 AM UTC
Results Announced by:
Mon, 05 March 2012 05:00 AM UTC
Category: Text Analytics Function: Aerospace & Aviation

 

Title
Analysis of sentiment and its intensity – feedback from airport guests
Description
ABC (name intentionally obfuscated) is one of the best managed and highly profitable airports  in India. As with all well managed airports, ABC would like to understand what guests feel about their experience when traveling, using or transiting through their airport. ABC has a website in which guests can visit and leave behind a comment, agree or disagree with others’ comments, or respond to a comment confirming or negating the expressed opinion.

The goal of this contest is to create a summarization of the opinions, feelings and sentiments expressed in the comments left behind by guests on the website. This information is being provided as data for solvers. Some understanding of the intensity of the opinion, feeling or sentiment will also be useful. For example, if there is a consistent demand for more spas across guest conversations, it needs to be highlighted.  Consistent positive or negative sentiments and opinions need to be discovered and highlighted.
Data
Guest comments have been crawled and provided to you. The data consists approximately 1000 comments from guests including the timestamp of those comments.  Personal information (name, email etc) have been hidden. This data is publicly available
Solver Expectations:
Participants may submit entries before the deadline. If a participant submits multiple entries, the entry submitted last before the deadline will be considered as the participant’s submission.
The following deliverables are expected to be submitted:
  • a report expressing the results of the opinion and sentiment mining
  • documentation about how you approached the problem, what tools, technologies and languages you used, and what problems you encountered
Timeline and Prizes: 
This contest begin on 16 Feb 2012 and will last for a duration of 9 days.
Prizes:
  • One 1st Prize – $1000
  • One 2nd Prize – $500
  • Two 3rd Prizes – $250

On Software

1) All software has bugs. Sometimes this is because people have been told to code in a hurry to meet shipping deadlines. Sometimes it is due to the way metal and other software interact with it. Mostly it is karma.

2) In the 21 st Century,It is okay to insult someone over his software , but not over most other things. Sometimes I think people are passionate not just for their own software but to just diss the other guys. It is a politically convenient release.

3) Bloggers writing about software are full of bull-by products. If they were any good in writing code, they would not have time to write a blog. Mostly bloggers on code are people whose coding enthusiasm is more than their coding competence.

4) Software is easier than it looks to people who know it. To those who dont know how to code, it will always be a bit of magic.

5) Despite immense progress, initiatives and encouragement- the number of females writing code is too low . Comparatively, figuratively and literally. If you are a male and want a social life- get into marketing while the hair is still black.

Man walks into Bar. Says to Women at Bar. ” Hey,What do you do, Me- I write code”

See!

6) People who write software end up making more money not just because they create useful stuff that helps get work done faster or helps reduce boredom for people. They make more money because they are mostly passionate, logical problem thinkers, focused, hard working and better read on a variety of subjects than others. That’s your cue to how to make money even if you cannot code.

7) I would rather write much more code rather than write poetry. But I sometimes think they are related. Just manipulating words in different languages to manipulate output in different machines or people.

8) Kids should be taught software at early age , as that is a skill that helps in their education and thinking. More education for the kids!

9) Laying off talented software people because you found a cheaper , younger alternative half across the globe is sometimes evil. It is also inevitable. Learn more software as you grow older.

10) The best software is the one in your head. It was written by a better programmer too.

 

New Plotters in Rapid Miner 5.2

I almost missed this because of my vacation and traveling

Rapid Miner has a tonne of new stuff (Statuary Ethics Declaration- Rapid Miner has been an advertising partner for Decisionstats – see the right margin)

see

http://rapid-i.com/component/option,com_myblog/Itemid,172/lang,en/

Great New Graphical Plotters

and some flashy work

and a great series of educational lectures

A Simple Explanation of Decision Tree Modeling based on Entropies

Link: http://www.simafore.com/blog/bid/94454/A-simple-explanation-of-how-entropy-fuels-a-decision-tree-model

Description of some of the basics of decision trees. Simple and hardly any math, I like the plots explaining the basic idea of the entropy as splitting criterion (although we actually calculate gain ratio differently than explained…)

Logistic Regression for Business Analytics using RapidMiner

Link: http://www.simafore.com/blog/bid/57924/Logistic-regression-for-business-analytics-using-RapidMiner-Part-2

Same as above, but this time for modeling with logistic regression.
Easy to read and covering all basic ideas together with some examples. If you are not familiar with the topic yet, part 1 (see below) might help.

Part 1 (Basics): http://www.simafore.com/blog/bid/57801/Logistic-regression-for-business-analytics-using-RapidMiner-Part-1

Deploy Model: http://www.simafore.com/blog/bid/82024/How-to-deploy-a-logistic-regression-model-using-RapidMiner

Advanced Information: http://www.simafore.com/blog/bid/99443/Understand-3-critical-steps-in-developing-logistic-regression-models

and lastly a new research project for collaborative data mining

http://www.e-lico.eu/

e-LICO Architecture and Components

The goal of the e-LICO project is to build a virtual laboratory for interdisciplinary collaborative research in data mining and data-intensive sciences. The proposed e-lab will comprise three layers: the e-science and data mining layers will form a generic research environment that can be adapted to different scientific domains by customizing the application layer.

  1. Drag a data set into one of the slots. It will be automatically detected as training data, test data or apply data, depending on whether it has a label or not.
  2. Select a goal. The most frequent one is probably “Predictive Modelling”. All goals have comments, so you see what they can be used for.
  3. Select “Fetch plans” and wait a bit to get a list of processes that solve your problem. Once the planning completes, select one of the processes (you can see a preview at the right) and run it. Alternatively, select multiple (selecting none means selecting all) and evaluate them on your data in a batch.

The assistant strives to generate processes that are compatible with your data. To do so, it performs a lot of clever operations, e.g., it automatically replaces missing values if missing values exist and this is required by the learning algorithm or performs a normalization when using a distance-based learner.

You can install the extension directly by using the Rapid-I Marketplace instead of the old update server. Just go to the preferences and enter http://rapidupdate.de:8180/UpdateServer as the update URL

Of course Rapid Miner has been of the most professional open source analytics company and they have been doing it for a long time now. I am particularly impressed by the product map (see below) and the graphical user interface.

http://rapid-i.com/content/view/186/191/lang,en/

Product Map

Just click on the products in the overview below in order to get more information about Rapid-I products.

 

Rapid-I Product Overview