Linear Digressions

Say you're looking to use some Bayesian methods to estimate parameters of a system. You've got the normalization figured out, and the likelihood, but the prior... what should you use for a prior? Empirical Bayes has an elegant answer: look to your previous experience, and use past measurements as a starting point in your prior. Scratching your head about some of those terms, and why they matter? L...

Have you been out protesting lately, or watching the protests, and wondered how much effect they might have on lawmakers? It's a tricky question to answer, since usually we need randomly distributed treatments (e.g. big protests) to understand causality, but there's no reason to believe that big protests are actually randomly distributed. In other words, protest size is endogenous to legislative r...

Remember last week, when we were talking about how great the ROC curve is for evaluating models? How things change... This week, we're exploring calibrated risk models, because that's a kind of model that seems like it would benefit from some nice ROC analysis, but in fact the ROC AUC can steer you wrong there.

This week: everybody's favorite WWII-era classifier metric! But it's not just for winning wars, it's a fantastic go-to metric for all your classifier quality needs.

If one machine learning model is good, are two models better? In a lot of cases, the answer is yes. If you build many ok models, and then bring them all together and use them in combination to make your final predictions, you've just created an ensemble model. It feels a little bit like cheating, like you just got something for nothing, but the results don't like: algorithms like Random Forests an...

As anyone who's encountered a badly translated text could tell you, not all translations are created equal. Some translations are smooth, fluent and sound like a poet wrote them; some are jerky, non-grammatical and awkward. When a machine is doing the translating, it's awfully easy to end up with a robotic-sounding text; as the state of the art in machine translation improves, though, a natural qu...

Take Google-size data, the flexibility of a neural net, and all (well, most) of the languages of the world, and what you end up with is a pile of surprises. This episode is about some interesting features of Google's new neural machine translation system, namely that with minimal tweaking, it can accommodate many different languages in a single neural net, that it can do a half-decent job of trans...

Recently, Google swapped out the backend for Google Translate, moving from a statistical phrase-based method to a recurrent neural network. This marks a big change in methodology: the tried-and-true statistical translation methods that have been in use for decades are giving way to a neural net that, across the board, appears to be giving more fluent and natural-sounding translations. This episode...

Today we are delighted to bring you an interview with Matt Might, computer scientist and medical researcher extraordinaire and architect of President Obama's Precision Medicine Initiative. As the Obama Administration winds down, we're talking with Matt about the goals and accomplishments of precision medicine (and related projects like the Cancer Moonshot) and what he foresees as the future marria...

We have the pleasure of bringing you a very special crossover episode this week: our friends at Partially Derivative (another great podcast about data science, you should check it out) recently interviewed White House Chief Data Scientist DJ Patil. We think DJ's message about the importance and impact of data science is worth spreading, so it's our pleasure to bring it to you today. A huge thanks...

Competing in a machine learning competition on Kaggle is a kind of rite of passage for data scientists. Losing unexpectedly at the very end of the contest is also something that a lot of us have experienced. It's not just bad luck: a very specific combination of overfitting on popular competitions can take someone who is in the top few spots in the final days of a contest and bump them down hundre...

Imagine there's an important decision to be made about someone, like a bank deciding whether to extend a loan, or a school deciding to admit a student--unfortunately, we're all too aware that discrimination can sneak into these situations (even when everyone is acting with the best of intentions!). Now, these decisions are often made with the assistance of machine learning and statistical models,...

This week, we're doing a crash course in recurrent neural networks--what the structural pieces are that make a neural net recurrent, how that structure helps RNNs solve certain time series problems, and the importance of forgetfulness in RNNs. Relevant links: http://colah.github.io/posts/2015-08-Understanding-LSTMs/

Want another reason to be paranoid when using the free coffee shop wifi? Allow us to introduce WindTalker, a system that cleverly combines a dose of signal processing with a dash of machine learning to (potentially) steal the PIN from your phone transactions without ever having physical access to your phone. This episode has it all, folks--channel state information, ICMP echo requests, low-pass fi...

Cryptography used to be the domain of information theorists and spies. There's a new player now: neural networks. Given the task of communicating securely, neural networks are inventing new encryption methods that, as best we can tell, are unlike anything humans have ever seen before. Relevant links: http://arstechnica.co.uk/information-technology/2016/10/google-ai-neural-network-cryptography/ htt...

In 1997, Deep Blue was the IBM algorithm/computer that did what no one, at the time, though possible: it beat the world's best chess player. It turns out, though, that one of the most important moves in the matchup, where Deep Blue psyched out its opponent with a weird move, might not have been so inspired after all. It might have been nothing more than a bug in the program, and it changed compute...

If you're a data scientist, there's a good chance you're used to working with a lot of data. But there's a lot of data, and then there's Google-scale amounts of data. Keeping all that data organized is a Google-sized task, and as it happens, they've built a system for that organizational challenge. This episode is all about that system, called Goods, and in particular we'll dig into some of the de...

A few months ago, Katie started on a project for the Vice President's Cancer Moonshot surrounding how data can be used to better fight cancer. The project is all wrapped up now, so we wanted to tell you about how that work went and what changes to cancer data policy were suggested to the Vice President. See lineardigressions.com for links to the reports discussed on this episode.

Sick of the presidential election yet? We are too, but there's still almost a month to go, so let's just embrace it together. This week, we'll talk about one of the presidential polls, which has been kind of an outlier for quite a while. This week, the NY Times took a closer look at this poll, and was able to figure out the reason it's such an outlier. It all goes back to a 19-year-old African Ame...

What does it mean to steal a model? It means someone (the thief, presumably) can re-create the predictions of the model without having access to the algorithm itself, or the training data. Sound far-fetched? It isn't. If that person can ask for predictions from the model, and he (or she) asks just the right questions, the model can be reverse-engineered right out from under you. Relevant links: ht...

Lots of data is usually seen as a good thing. And it is a good thing--except when it's not. In a lot of fields, a problem arises when you have many, many features, especially if there's a somewhat smaller number of cases to learn from; supervised machine learning algorithms break, or learn spurious or un-interpretable patterns. What to do? Regularization can be one of your best friends here--it's...

You might sometimes find that it's hard to get started doing something, but once you're going, it gets easier. Turns out machine learning algorithms, and especially recommendation engines, feel the same way. The more they "know" about a user, like what movies they watch and how they rate them, the better they do at suggesting new movies, which is great until you realize that you have to start some...

If you work in tech, software or data science, there's an excellent chance you use tools that are built upon open source software. This is software that's built and distributed not for a profit, but because everyone benefits when we work together and share tools. Tim Head of scikit-optimize chats with us further about what it's like to maintain an open source library, how to get involved in open s...

We're excited to welcome a guest, Tim Head, who is one of the maintainers of the scikit-optimize package. With all the talk about optimization lately, it felt appropriate to get in a few words with someone who's out there making it happen for python. Relevant links: https://scikit-optimize.github.io/ http://www.wildtreetech.com/

It's a funny thing to realize, but data science modeling is usually about either explainability, interpretation and understanding, or it's about predictive accuracy. But usually not both--optimizing for one tends to compromise the other. Leo Breiman was one of the titans of both kinds of modeling, a statistician who helped bring machine learning into statistics and vice versa. In this episode, we...