Linear Digressions

Traditional A/B tests assume that whether or not one person got a treatment has no effect on the experiment outcome for another person. But that’s not a safe assumption, especially when there are network effects (like in almost any social context, for instance!) SUTVA, or the stable treatment unit value assumption, is a big phrase for this assumption and violations of SUTVA make for some pretty in...

Adversarial examples are really, really weird: pictures of penguins that get classified with high certainty by machine learning algorithms as drumsets, or random noise labeled as pandas, or any one of an infinite number of mistakes in labeling data that humans would never make but computers make with joyous abandon. What gives? A compelling new argument makes the case that it’s not the algorithms...

Dimensionality reduction redux: this episode covers UMAP, an unsupervised algorithm designed to make high-dimensional data easier to visualize, cluster, etc. It’s similar to t-SNE but has some advantages. This episode gives a quick recap of t-SNE, especially the connection it shares with information theory, then gets into how UMAP is different (many say better). Between the time we recorded and re...

Picking a metric for a problem means defining how you’ll measure success in solving that problem. Which sounds important, because it is, but oftentimes new data scientists only get experience with a few kinds of metrics when they’re learning and those metrics have real shortcomings when you think about what they tell you, or don’t, about how well you’re really solving the underlying problem. This...

For something as multifaceted and ill-defined as data science, communication and sharing best practices across the field can be extremely valuable but also extremely, well, multifaceted and ill-defined. That doesn’t bother our guest today, Prof. Xiao-Li Meng of the Harvard statistics department, who is leading an effort to start an open-access Data Science Review journal in the model of the Harvar...

When data scientists run experiments, like A/B tests, it’s really easy to plan on a period of a few days to a few weeks for collecting data. The thing is, the change that’s being evaluated might have effects that last a lot longer than a few days or a few weeks—having a big sale might increase sales this week, but doing that repeatedly will teach customers to wait until there’s a sale and never bu...

This episode features Prof. Andrew Lo, the author of a paper that we discussed recently on Linear Digressions, in which Prof. Lo uses data to predict whether a medicine in the development pipeline will eventually go on to win FDA approval. This episode gets into the story behind that paper: how the approval prospects of different drugs inform the investment decisions of pharma companies, how to st...

One of the hottest areas in data science and machine learning right now is healthcare: the size of the healthcare industry, the amount of data it generates, and the myriad improvements possible in the healthcare system lay the groundwork for compelling, innovative new data initiatives. One spot that drives much of the cost of medicine is the riskiness of developing new drugs: drug trials can cost...

Facial recognition being used in everyday life seemed far-off not too long ago. Increasingly, it’s being used and advanced widely and with increasing speed, which means that our technical capabilities are starting to outpace (if they haven’t already) our consensus as a society about what is acceptable in facial recognition and what isn’t. The threats to privacy, fairness, and freedom are real, and...

If you’ve taken a machine learning class, or read up on A/B tests, you likely have a decent grounding in the theoretical pillars of data science. But if you’re in a position to have actually built lots of models or run lots of experiments, there’s almost certainly a bunch of extra “street smarts” insights you’ve had that go beyond the “books smarts” of more academic studies. The data scientists at...

When you want to understand if doing something causes something else to happen, like if a change to a website causes and dip or rise in downstream conversions, the gold standard analysis method is to use randomized controlled trials. Once you’ve properly randomized the treatment and effect, the analysis methods are well-understood and there are great tools in R and python (and other languages) to...

In the third and final installment of a conversation with Michelangelo D’Agostino, VP of Data Science and Engineering at Shoprunner, about growing and mentoring data scientists on your team. Some of our topics of conversation include how to institute hack time as a way to learn new things, what career growth looks like in data science, and how to institutionalize professional growth as part of a c...

This week’s episode is the second in a three-part interview series with Michelangelo D’Agostino, VP of Data Science at Shoprunner. This discussion centers on building a team, which means recruiting, interviewing and hiring data scientists. Since data science talent is in such high demand, and data scientists are understandably choosy about where they go to work, a good recruiting and hiring progra...

Data science management isn’t easy, and many data scientists are finding themselves learning on the job how to manage data science teams as they get promoted into more formal leadership roles. O’Reilly recently release a report, written by yours truly (Katie) and another experienced data science manager, Michelangelo D’Agostino, where we lay out the most important tasks of a data science manager a...

If you’re trying to manage a project that serves up analytics data for a few very distinct uses, you’d be wise to consider having custom solutions for each use case that are optimized for the needs and constraints of that use cases. You also wouldn’t be YouTube, which found themselves with this problem (gigantic data needs and several very different use cases of what they needed to do with that da...

The Kalman Filter is an algorithm for taking noisy measurements of dynamic systems and using them to get a better idea of the underlying dynamics than you could get from a simple extrapolation. If you've ever run a marathon, or been a nuclear missile, you probably know all about these challenges already. IMPORTANT NON-DATA SCIENCE CHICAGO MARATHON RACE RESULT FROM KATIE: My finish time was 3:20:17...

Feature engineering is ubiquitous but gets surprisingly difficult surprisingly fast. What could be so complicated about just keeping track of what data you have, and how you made it? A lot, as it turns out—most data science platforms at this point include explicit features (in the product sense, not the data sense) just for keeping track of and sharing features (in the data sense, not the product...

If you’re a data scientist or data engineer thinking about how to store data for analytics uses, one of the early choices you’ll have to make (or live with, if someone else made it) is how to lay out the data in your data warehouse. There are a couple common organizational schemes that you’ll likely encounter, and that we cover in this episode: first is the famous star schema, followed by the also...

Data scientists and software engineers both work with databases, but they use them for different purposes. So if you’re a data scientist thinking about the best way to store and access data for your analytics, you’ll likely come up with a very different set of requirements than a software engineer looking to power an application. Hence the split between analytics and transactional databases—certai...

There are a few things that seem to be very popular in discussions of machine learning algorithms these days. First is the role that algorithms play now, or might play in the future, when it comes to manipulating public opinion, for example with fake news. Second is the impressive success of generative adversarial networks, and similar algorithms. Third is making state-of-the-art natural language...

When a big, established company is thinking about their data science strategy, chances are good that whatever they come up with, it’ll be somewhat at odds with the company’s current structure and processes. Which makes sense, right? If you’re a many-decades-old company trying to defend a successful and long-lived legacy and market share, you won’t have the advantage that many upstart competitors h...

This is a re-release of an episode that originally aired on July 29, 2018. The stars aligned for me (Katie) this past weekend: I raced my first half-marathon in a long time and got to read a great article from the NY Times about a new running shoe that Nike claims can make its wearers run faster. Causal claims like this one are really tough to verify, because even if the data suggests that people...

When data science is hard, sometimes it’s because the algorithms aren’t converging or the data is messy, and sometimes it’s because of organizational or business issues: the data scientists aren’t positioned correctly to bring value to their organization. Maybe they don’t know what problems to work on, or they build solutions to those problems but nobody uses what they build. A lot of this can be...

We talk often about which features in a dataset are most important, but recently a new paper has started making the rounds that turns the idea of importance on its head: Data Shapley is an algorithm for thinking about which examples in a dataset are most important. It makes a lot of intuitive sense: data that’s just repeating examples that you’ve already seen, or that’s noisy or an extreme outlier...

This is a re-release of an episode that first ran on April 9, 2017. In our follow-up episode to last week's introduction to the first self-driving car, we will be doing a technical deep dive this week and talking about the most important systems for getting a car to drive itself 140 miles across the desert. Lidar? You betcha! Drive-by-wire? Of course! Probabilistic terrain reconstruction? Absolute...