Sign in Subscribe

Topic

ML/Statistics

A collection of 130 issues

Take 80 mg Atorvastatin for Myalgia

Here’s a drug pamphlet with a table about side effects The same table can be found here: https://www.rxlist.com/lipitor-drug.htm#side_effects As you can see, for a range of conditions, the rate at which patients experience side effects is greater in the Placebo arm than

A Benchmark For Benchmarks

Benchmark datasets like MNIST, ImageNet, etc., abound in machine learning. Such datasets stimulate work on a problem by providing an agreed-upon mark to beat. Many of the benchmark datasets, however, are constructed in an ad hoc manner. As a result, it is hard to understand why the best-performing models vary

Smallest Loss That Compute Can Buy

With Chris Alexiuk and Atul Dhingra The most expensive portion of model training today is GPU time. Given that, it is useful to ask what is the best way to spend the compute budget. More formally, the optimization problem is: minimize test loss given a FLOPs budget. To achieve the

Out of Network: The Tradeoffs in Using Network Based Targeting

In particular, in 521 villages in Haryana, we provided information on monthly immunization camps to either randomly selected individuals (in some villages) or to individuals nominated by villagers as people who would be good at transmitting information (in other villages). We find that the number of children vaccinated every month

Sampling Domain Knowledge

Say that we want to measure how often people go to risky websites. Let’s assume that the measurement of risk is expensive. We have data on how often people visit each domain on the web from a large sample. The number of unique domains in the data is large,

Homing in on the Home Advantage

A recent piece on ESPNCricinfo analyses the DRS data and argues that cricket should do away with neutral umpires. I reanalyzed the data. If a game is officiated by a home umpire, we expect the following: 1. Hosts will appeal less often as they are likely to be happier with

Nextdoor: Some Finer Points about KNN

The KNN classifier is one of the most intuitive ML algorithms. It predicts class by polling k nearest neighbors. Because it seems so simple, it is easy to miss a couple of the finer points: 1. Sample Splitting: Traditionally, when we split the sample, there is no peeking across samples.

Profit Maximizing Staffing

Say that there is a donation solicitation company. Say that there are 100M potential donors they can reach out to eachyear. Let’s also assume that the company gets paid on a contingency fee basis, getting a fixed percentage of all donations. The company currently follows the following process: it

Fooled by Randomness

Permutation-based methods for calculating variable importance and interpretation are increasingly common. Here are a few common places where they are used: Feature Importance (FI) The algorithm for calculating permutation-based FI is as follows: 1. Estimate a model 2. Permute a feature 3. Predict again 4. Estimate the decline in predictive

Monetizing Bad Models: Pay Per Correct Prediction

In many ML applications, especially ones where you need to train a model on customer data to get high levels of accuracy, the only models that ML SaaS companies can offer to a client out-of-the-box are bad. But many ML SaaS businesses hesitate to go to a client with a