Chandan Singh | data analysis

data analysis

view markdown


pqrs

  • Goal: inference - conclusion or opinion formed from evidence
  • PQRS
    • P - population
    • Q - question - 2 types
      1. hypothesis driven - does a new drug work
      2. discovery driven - find a drug that works
    • R - representative data colleciton
      • simple random sampling = SRS
        • w/ replacement: $var(\bar{X}) = \sigma^2 / n$
        • w/out replacement: $var(\bar{X}) = (1 - \frac{n}{N}) \sigma^2 / n$
    • S - scrutinizing answers

visualization

First 5 parts here are based on the book storytelling with data by cole nussbaumer knaflic

  • difference between showing data + storytelling with data

understand the context (1)

  • who is your audience? what do you need them to know/do?
  • exploratory vs explanatory analysis
  • slides (need little details) vs email (needs lots of detail) - usually need to make both in slideument
  • should know how much nonsupporting data to show
  • distill things down into a 3-minute story or a 1-sentence Big Idea
  • easiest to start things on paper/post-it notes

choose an effective visual (2)

Screen Shot 2020-09-28 at 8.08.38 PM Screen Shot 2020-09-28 at 8.08.30 PM
Screen Shot 2020-09-28 at 8.23.47 PM Screen Shot 2020-09-28 at 8.24.37 PM
Screen Shot 2020-09-28 at 8.29.34 PM Screen Shot 2020-09-29 at 9.50.15 AM
Screen Shot 2020-09-29 at 9.56.44 AM Screen Shot 2020-09-29 at 11.20.07 AM
  • generally avoid pie/donut charts, 3D charts, 2nd y-axes
  • tables
    • best for when people will actually read off numbers
    • minimalist is best
  • bar charts should basically always start at 0
    • horizontal charts typically easy to read
  • on axes, retain things like dollar signs, percent, etc.

eliminate clutter (3)

  • gestalt principles of vision
    • proximity - close things are grouped
    • similarity - similar things are grouped
    • connection - connected things are grouped
    • enclosure
    • closure
    • continuity
  • generally good to have titles and such at top-left!
  • diagonal lines / text should be avoided
    • center-aligned text should be avoided
  • label lines directly

focus attention (4)

  • visual hierarchy - outlines what is important

tell a story / think like a designer (5)

  • affordances - aspects that make it obvious how something will be used (e.g. a button affords pushing)
  • “You know you’ve achieved perfection, not when you have nothing more to add, but when you have nothing to take away” (Saint‐Exupery, 1943)
  • stories have different parts, which include conflict + tension
    • beginning - introduce a problem / promise
    • middle - what could be
    • end - call to action
  • horizontal logic - people can just read title slides and get out what they need
  • can either convince ppl through conventional rhetoric or through a story

visual summaries

  • numerical summaries
    • mean vs. median
    • sd vs. iq range
  • visual summaries
    • histogram
    • kernel density plot - Gaussian kernels
      • with bandwidth h $K_h(t) = 1/h K(t/h)$
  • plots
    1. box plot / pie-chart
    2. scatter plot / q-q plot
      • q-q plot = probability plot - easily check normality
      • plot percentiles of a data set against percentiles of a theoretical distr.
      • should be straight line if they match
    3. transformations = feature engineering
      • log/sqrt make long-tail data more centered and more normal
      • delta-method - sets comparable bw (wrt variance) after log or sqrt transform: $Var(g(X)) \approx [g’(\mu_X)]^2 Var(X)$ where $\mu_X = E(X)$
      • if assumptions don’t work, sometimes we can transform data so they work
      • transform x - if residuals generally normal and have constant variance
      • corrects nonlinearity - transform y - if relationship generally linear, but non-constant error variance
      • stabilizes variance - if both problems, try y first - Box-Cox: Y’ = $Y^l : if : l \neq 0$, else log(Y)
    4. least squares
      • inversion of pxp matrix ~O(p^3)
      • regression effect - things tend to the mean (ex. bball children are shorter)
      • in high dims, l2 worked best
    5. kernel smoothing + lowess
      • can find optimal bandwidth
      • nadaraya-watson kernel smoother - locally weighted scatter plot smoothing
      • \(g_h(x) = \frac{\sum K_h(x_i - x) y_i}{\sum K_h (x_i - x)}\) where h is bandwidth - loess - multiple predictors / lowess - only 1 predictor
      • also called local polynomial smoother - locally weighted polynomial
      • take a window (span) around a point and fit weighted least squares line to that point
      • replace the point with the prediction of the windowed line
      • can use local polynomial fits rather than local linear fits
    6. silhouette plots - good clusters members are close to each other and far from other clustersf

      1. popular graphic method for K selection
      2. measure of separation between clusters $s(i) = \frac{b(i) - a(i)}{max(a(i), b(i))}$
      3. a(i) - ave dissimilarity of data point i with other points within same cluster
      4. b(i) - lowest average dissimilarity of point i to any other cluster
      5. good values of k maximize the average silhouette score
    7. lack-of-fit test - based on repeated Y values at same X values

dealing with imbalanced data

  1. randomly oversample minority class
  2. randomly undersample majority class
  3. weighting classes in the loss function - more efficient, but requires modifying model code
  4. generate synthetic minority class samples
    1. smote (chawla et al. 2002) - interpolate betwen points and their nearest neighbors (for minority class) - some heuristics for picking which points to interpolatesmote
      1. adasyn (he et al. 2008) - smote, generate more synthetic data for minority examples which are harder to learn (number of samples is proportional to number of nearby samples in a different class)
    2. smrt - generate with vae
  5. selectively removing majority class samples
    1. tomek links (tomek 1976) - selectively remove majority examples until al lminimally distanced nearest-neighbor pairs are of the same class
    2. near-miss (zhang & mani 2003) - select samples from the majority class which are close to the minority class. Example: select samples from the majority class for which the average distance of the N closest samples of a minority class is smallest
    3. edited nearest neighbors (wilson 1972) - “edit” the dataset by removing samples that don’t agree “enough” with their neighborhood
  6. feature selection and extraction
    1. minority class samples can be discarded as noise - removing irrelevant features can reduce this risk
    2. feature selection - select a subset of features and classify in this space
    3. feature extraction - extract new features and classify in this space
    4. ideas
      1. use majority class to find different low dimensions to investigate
      2. in this dim, do density estimation
      3. residuals - iteratively reweight these (like in boosting) to improve performance
  7. incorporate sampling / class-weighting into ensemble method (e.g. treat different trees differently)
    1. ex. undersampling + ensemble learning (e.g. IFME, Becca’s work)
  8. algorithmic classifier modifications
  9. misc papers
    1. enrichment (jegierski & saganowski 2019) - add samples from an external dataset
  10. ref
  11. imblanced-learn package with several methods for dealing with imbalanced data
  12. good blog post
  13. Learning from class-imbalanced data: Review of methods and applications (Haixiang et al. 2017)
  14. sample majority class w/ density (to get best samples)
  15. log-spline - doesn’t scale

feature engineering

principles

breiman

  • conversation
    • moved sf -> la -> caltech (physics) -> columbia (math) -> berkeley (math)
    • info theory + gambling
    • CART, ace, and prob book, bagging
    • ucla prof., then consultant, then founded stat computing at berkeley
    • lots of cool outside activities
      • ex. selling ice in mexico
  • 2 cultures paper
    1. generative - data are generated by a given stochastic model
      • stat does this too much and needs to move to 2
      • ex. assume y = f(x, noise, parameters)
      • validation: goodness-of-fit and residuals
    2. predictive - use algorithmic model and data mechanism unknown
      • assume nothing about x and y
      • ex. generate P(x, y) with neural net
      • validation: prediction accuracy
      • axioms
    3. Occam
    4. Rashomon - lots of different good models, which explains best? - ex. rf is not robust at all
    5. Bellman - curse of dimensionality - might actually want to increase dimensionality (ex. svms embedded in higher dimension)
      • industry was problem-solving, academia had too much culture

box + tukey

  • questions
    1. what points are relevant and irrelevant today in both papers?
      • relevant
      • box
        • thoughts on scientific method
        • solns should be simple
        • necessity for developing experimental design
        • flaws (cookbookery, mathematistry)
      • tukey
        • separating data analysis and stats
        • all models have flaws
        • no best models
        • lots of goold old techniques (e.g. LSR) - irrelevant
      • some of the data techniques (I think)
      • tukey multiple-response data has been better attacked (graphical models)
    2. how do you think the personal traits of Tukey and Box relate to the scientific opinions expressed in their papers?
      • probably both pretty critical of the science at the time
      • box - great respect for Fisher
      • both very curious in different fields of science
    3. what is the most valuable msg that you get from each paper?
      • box - data analysis is a science
      • tukey - models must be useful
      • no best models
      • find data that is useful
      • no best models
  • box_79 “science and statistics”
    • scientific method - iteration between theory and practice
      • learning - discrepancy between theory and practice
      • solns should be simple
    • fisher - founder of statistics (early 1900s)
      • couples math with applications
      • data analysis - subiteration between tentative model and tentative analysis
      • develops experimental design
    • flaws
      • cookbookery - forcing all problems into 1 or 2 routine techniques
      • mathematistry - development of theory for theory’s sake
  • tukey_62 “the future of data analysis”
    • general considerations
      • data analysis - different from statistics, is a science
      • lots of techniques are very old (LS - Gauss, 1803)
      • all models have flaws
      • no best models
      • must teach multiple data analysis methods
    • spotty data - lots of irregularly non-constant variability
      • could just trim highest and lowest values
        • winzorizing - replace suspect values with closest values that aren’t
      • must decide when to use new techniques, even when not fully understood
      • want some automation
      • FUNOP - fulll normal plot
        • can be visualized in table
    • spotty data in more complex situations

      • FUNOR-FUNOM
    • multiple-response data
      • understudied except for factor analysis
      • multiple-response procedures have been modeled upon how early single-response procedures were supposed to have been used, rather than upon how they were in fact used
      • factor analysis
        1. reduce dimensionality with new coordinates
        2. rotate to find meaningful coordinates
        • can use multiple regression factors as one factor if they are very correlated
      • regression techniques always offer hopes of learning more from less data than do variance-component techniques
    • flexibility of attack

      • ex. what unit to measure in

models

  • normative - fully interpretable + modelled
    • idealized
    • probablistic
  • ~mechanistic - somewhere in between
  • descriptive - based on reality
    • empirical

exaggerated claims

  • video by Rob Kass
  • concepts are ambiguous and have many mathematical instantiations
    • e.g. “central tendency” can be mean or median
    • e.g. “information” can be mutual info (reduction in entropy) or squared correlation (reduction in variance)
    • e.g. measuring socioeconomic status and controlling for it
  • regression “when controlling for another variable” makes causal assumptions
    • must make sure that everything that could confound is controlled for
  • Idan Segev: “modeling is the lie that reveals the truth”
    • picasso: “art is the lie that reveals the truth”
  • box: “all models are wrong but some are useful” - statistical pragmatism
    • moves from true to useful - less emphasis on truth
    • “truth” is contingent on the purposes to which it will be put
  • the scientific method aims to provide explanatory models (theories) by collecting and analyzing data, according to protocols, so that
    • the data provide info about models
    • replication is possible
    • the models become increasingly accurate
  • scientific knowledge is always uncertain - depends on scientific method