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

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

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 

 

Radoop 0.3 launched- Open Source Graphical Analytics meets Big Data

What is Radoop? Quite possibly an exciting mix of analytics and big data computing

 

http://blog.radoop.eu/?p=12

What is Radoop?

Hadoop is an excellent tool for analyzing large data sets, but it lacks an easy-to-use graphical interface. RapidMiner is an excellent tool for data analytics, but its data size is limited by the memory available, and a single machine is often not enough to run the analyses on time. In this project, we combine the strengths of both projects and provide a RapidMiner extension for editing and running ETL, data analytics and machine learning processes over Hadoop.

We have closely integrated the highly optimized data analytics capabilities of Hive and Mahout, and the user-friendly interface of RapidMiner to form a powerful and easy-to-use data analytics solution for Hadoop.

 

and what’s new

http://blog.radoop.eu/?p=198

Radoop 0.3 released – fully graphical big data analytics

Today, Radoop had a major step forward with its 0.3 release. The new version of the visual big data analytics package adds full support for all major Hadoop distributions used these days: Apache Hadoop 0.20.2, 0.20.203, 1.0 and Cloudera’s Distribution including Apache Hadoop 3 (CDH3). It also adds support for large clusters by allowing the namenode, the jobtracker and the Hive server to reside on different nodes.

As Radoop’s promise is to make big data analytics easier, the 0.3 release is also focused on improving the user interface. It has an enhanced breakpointing system which allows to investigate intermediate results, and it adds dozens of quick fixes, so common process design mistakes get much easier to solve.

There are many further improvements and fixes, so please consult the release notes for more details. Radoop is in private beta mode, but heading towards a public release in Q2 2012. If you would like to get early access, then please apply at the signup page or describe your use case in email (beta at radoop.eu).

Radoop 0.3 (15 February 2012)

  • Support for Apache Hadoop 0.20.2, 0.20.203, 1.0 and Cloudera’s Distribution Including Apache Hadoop 3 (CDH3) in a single release
  • Support for clusters with separate master nodes (namenode, jobtracker, Hive server)
  • Enhanced breakpointing to evaluate intermediate results
  • Dozens of quick fixes for the most common process design errors
  • Improved process design and error reporting
  • New welcome perspective to help in the first steps
  • Many bugfixes and performance improvements

Radoop 0.2.2 (6 December 2011)

  • More Aggregate functions and distinct option
  • Generate ID operator for convenience
  • Numerous bug fixes and improvements
  • Improved user interface

Radoop 0.2.1 (16 September 2011)

  • Set Role and Data Multiplier operators
  • Management panel for testing Hadoop connections
  • Stability improvements for Hive access
  • Further small bugfixes and improvements

Radoop 0.2 (26 July 2011)

  • Three new algoritms: Fuzzy K-Means, Canopy, and Dirichlet clustering
  • Three new data preprocessing operators: Normalize, Replace, and Replace Missing Values
  • Significant speed improvements in data transmission and interactive analytics
  • Increased stability and speedup for K-Means
  • More flexible settings for Join operations
  • More meaningful error messages
  • Other small bugfixes and improvements

Radoop 0.1 (14 June 2011)

Initial release with 26 operators for data transmission, data preprocessing, and one clustering algorithm.

Note that Rapid Miner also has a great R extension so you can use R, a graphical interface and big data analytics is now easier and more powerful than ever.


Predictive Analytics World Events in 2012

A new line up of Predictive Analytics World and Text Analytics World conferences and workshops are coming March through July, plus see the save-the-dates and call-for-speakers for events in Sept, Oct, and Nov.

CONFERENCE: Predictive Analytics World – San Francisco

March 4-10, 2012 in San Francisco, CA
http://predictiveanalyticsworld.com/sanfrancisco/2012
Discount Code for $150 off: AJAYBP12

CONFERENCE: Text Analytics World – San Francisco
March 6-7, 2012 in San Francisco, CA
http://textanalyticsworld.com/sanfrancisco/2012
Discount Code for $150 off: AJAYBP12

VARIOUS ANALYTICS WORKSHOPS:
A plethora of 1-day workshops are held alongside PAW and TAW
For details see: http://pawcon.com/sanfrancisco/2012/analytics_workshops.php

SEMINAR: Predictive Analytics for Business, Marketing & Web
March 22-23, 2012 in New York City, NY
July 26-27, 2012 in São Paulo, Brazil
Oct 11-12, 2012 in San Francisco
A concentrated training program lead by PAW’s chair, Eric Siegel
http://businessprediction.com

CONFERENCE: Predictive Analytics World – Toronto
April 25-26, 2012 in Toronto, Ontario
http://predictiveanalyticsworld.com/toronto/2012
Discount Code for $150 off: AJAYBP12

CONFERENCE: Predictive Analytics World – Chicago
June 25-26, 2012 in Chicago, IL
http://www.predictiveanalyticsworld.com/chicago/2012/
Discount Code for $150 off: AJAYBP12

 

From Ajay-

CONTEST- If you use the discount code AJAYBP12, you will not only get the $150 off, but you will be entered in a contest to get 2 complementary passes like I did last year . Matt Stromberg won that one

http://www.decisionstats.com/contest-2-free-passes-to-predictive-analytics-world/

 

see last year results-

http://www.decisionstats.com/congrats-to-matt-stromberg-winner-2-free-passes-to-paw-new-york/

Predictive analytics in the cloud : Angoss

I interviewed Angoss in depth here at http://www.decisionstats.com/interview-eberhard-miethke-and-dr-mamdouh-refaat-angoss-software/

Well they just announced a predictive analytics in the cloud.

 

http://www.angoss.com/predictive-analytics-solutions/cloud-solutions/

Solutions

Overview

KnowledgeCLOUD™ solutions deliver predictive analytics in the Cloud to help businesses gain competitive advantage in the areas of sales, marketing and risk management by unlocking the predictive power of their customer data.

KnowledgeCLOUD clients experience rapid time to value and reduced IT investment, and enjoy the benefits of Angoss’ industry leading predictive analytics – without the need for highly specialized human capital and technology.

KnowledgeCLOUD solutions serve clients in the asset management, insurance, banking, high tech, healthcare and retail industries. Industry solutions consist of a choice of analytical modules:

KnowledgeCLOUD for Sales/Marketing

KnowledgeCLOUD solutions are delivered via KnowledgeHUB™, a secure, scalable cloud-based analytical platform together with supporting deployment processes and professional services that deliver predictive analytics to clients in a hosted environment. Angoss industry leading predictive analytics technology is employed for the development of models and deployment of solutions.

Angoss’ deep analytics and domain expertise guarantees effectiveness – all solutions are back-tested for accuracy against historical data prior to deployment. Best practices are shared throughout the service to optimize your processes and success. Finely tuned client engagement and professional services ensure effective change management and program adoption throughout your organization.

For businesses looking to gain a competitive edge and put their data to work, Angoss is the ideal partner.

—-

Hmm. Analytics in the cloud . Reduce hardware costs. Reduce software costs . Increase profitability margins.

Hmmmmm

My favorite professor in North Carolina who calls cloud as a time sharing, are you listening Professor?

Interview Kelci Miclaus, SAS Institute Using #rstats with JMP

Here is an interview with Kelci Miclaus, a researcher working with the JMP division of the SAS Institute, in which she demonstrates examples of how the R programming language is a great hit with JMP customers who like to be flexible.

 

Ajay- How has JMP been using integration with R? What has been the feedback from customers so far? Is there a single case study you can point out where the combination of JMP and R was better than any one of them alone?

Kelci- Feedback from customers has been very positive. Some customers are using JMP to foster collaboration between SAS and R modelers within their organizations. Many are using JMP’s interactive visualization to complement their use of R. Many SAS and JMP users are using JMP’s integration with R to experiment with more bleeding-edge methods not yet available in commercial software. It can be used simply to smooth the transition with regard to sending data between the two tools, or used to build complete custom applications that take advantage of both JMP and R.

One customer has been using JMP and R together for Bayesian analysis. He uses R to create MCMC chains and has found that JMP is a great tool for preparing the data for analysis, as well as displaying the results of the MCMC simulation. For example, the Control Chart platform and the Bubble Plot platform in JMP can be used to quickly verify convergence of the algorithm. The use of both tools together can increase productivity since the results of an analysis can be achieved faster than through scripting and static graphics alone.

I, along with a few other JMP developers, have written applications that use JMP scripting to call out to R packages and perform analyses like multidimensional scaling, bootstrapping, support vector machines, and modern variable selection methods. These really show the benefit of interactive visual analysis of coupled with modern statistical algorithms. We’ve packaged these scripts as JMP add-ins and made them freely available on our JMP User Community file exchange. Customers can download them and now employ these methods as they would a regular JMP platform. We hope that our customers familiar with scripting will also begin to contribute their own add-ins so a wider audience can take advantage of these new tools.

(see http://www.decisionstats.com/jmp-and-r-rstats/)

Ajay- Are there plans to extend JMP integration with other languages like Python?

Kelci- We do have plans to integrate with other languages and are considering integrating with more based on customer requests. Python has certainly come up and we are looking into possibilities there.

 Ajay- How is R a complimentary fit to JMP’s technical capabilities?

Kelci- R has an incredible breadth of capabilities. JMP has extensive interactive, dynamic visualization intrinsic to its largely visual analysis paradigm, in addition to a strong core of statistical platforms. Since our brains are designed to visually process pictures and animated graphs more efficiently than numbers and text, this environment is all about supporting faster discovery. Of course, JMP also has a scripting language (JSL) allowing you to incorporate SAS code, R code, build analytical applications for others to leverage SAS, R and other applications for users who don’t code or who don’t want to code.

JSL is a powerful scripting language on its own. It can be used for dialog creation, automation of JMP statistical platforms, and custom graphic scripting. In other ways, JSL is very similar to the R language. It can also be used for data and matrix manipulation and to create new analysis functions. With the scripting capabilities of JMP, you can create custom applications that provide both a user interface and an interactive visual back-end to R functionality. Alternatively, you could create a dashboard using statistical and/or graphical platforms in JMP to explore the data and with the click of a button, send a portion of the data to R for further analysis.

Another JMP feature that complements R is the add-in architecture, which is similar to how R packages work. If you’ve written a cool script or analysis workflow, you can package it into a JMP add-in file and send it to your colleagues so they can easily use it.

Ajay- What is the official view on R from your organization? Do you think it is a threat, or a complimentary product or another statistical platform that coexists with your offerings?

Kelci- Most definitely, we view R as complimentary. R contributors are providing a tremendous service to practitioners, allowing them to try a wide variety of methods in the pursuit of more insight and better results. The R community as a whole is providing a valued role to the greater analytical community by focusing attention on newer methods that hold the most promise in so many application areas. Data analysts should be encouraged to use the tools available to them in order to drive discovery and JMP can help with that by providing an analytic hub that supports both SAS and R integration.

Ajay-  While you do use R, are there any plans to give back something to the R community in terms of your involvement and participation (say at useR events) or sponsoring contests.

 Kelci- We are certainly open to participating in useR groups. At Predictive Analytics World in NY last October, they didn’t have a local useR group, but they did have a Predictive Analytics Meet-up group comprised of many R users. We were happy to sponsor this. Some of us within the JMP division have joined local R user groups, myself included.  Given that some local R user groups have entertained topics like Excel and R, Python and R, databases and R, we would be happy to participate more fully here. I also hope to attend the useR! annual meeting later this year to gain more insight on how we can continue to provide tools to help both the JMP and R communities with their work.

We are also exploring options to sponsor contests and would invite participants to use their favorite tools, languages, etc. in pursuit of the best model. Statistics is about learning from data and this is how we make the world a better place.

About- Kelci Miclaus

Kelci is a research statistician developer for JMP Life Sciences at SAS Institute. She has a PhD in Statistics from North Carolina State University and has been using SAS products and R for several years. In addition to research interests in statistical genetics, clinical trials analysis, and multivariate analysis/visualization methods, Kelci works extensively with JMP, SAS, and R integration.

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