Every year, there is a data modeling conference that takes place around the world. Its name is Data Modeling Zone, or DMZ for short (not to be confused with the DMZ in Korea, which isn't that good a place for data professionals!). Just like last year and the year before that, this year, I'll be participating in the conference as a speaker, talking about data science and AIrelated topics.
Namely, I'll talk about the common misconceptions about Machine Learning, something you may remember from my previous books. Still, this talk will cover the topic in more depth and help even newcomers to the field distinguish between the hype and the reality of machine learning. After my presentation, there will be some time for Q & A, so if you have any burning questions about this topic, you have a chance to have them answered. Just like last year, DMZ is going to be online this year, making it super easy for you to attend, regardless of where you are. Also, there are plenty of interesting talks on various datarelated topics, as you can see from the conference’s program. I hope to see you there this November 18th!
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OK, this title may sound a bit heavy, especially for this time of year. Let me break it down for you. There are various correlation metrics out there, which can handle two variables (let's call them x and y) and measure their relationship. More often than not, these metrics focus on the linear aspects of this relationship and are often confused by the nonlinear ones. For example, a correlation metric like Pearson’s Correlation can tell you that a variable y defined as 2x + 5 is strongly correlated to x (a shocker, isn't it!) but if a variable z is defined as exp(x^2 + 1) were to be used instead, well Pearson's Correlation might struggle with that. A mathematician or even a Stats professional would assure you that there is a nonlinear relationship between the two variables (x and z), but they'd have to rely on a plot of the two variables or some transformation of one of them (e.g., applying log() to z) if they were to measure this relationship. Things get even more complicated if the relationship is not as simple, e.g. that of x and a variable w defined as cos(x). Most likely, Pearson's correlation won't find anything there (a relationship close to 0), even though the Math or Stats professional mentioned previously would be sure there is a relationship there. So, what gives? Well, what gives is a big question that if I were to answer it here, it would shake your belief in Stats like a super quake, similar to that which brought San Francisco down over a century ago. Interestingly, most Stats concepts are from around that same time, perhaps a bit older than that. So, you've got to give those guys a break since they didn't know any better, plus they didn't have the tools we have at our disposal. Given the circumstances, they did a pretty good job at defining the metrics they did and weaving the fabric of a theory around their methods. Come to think about it, if modern mathematicians were like them, we'd be reasoning in highdimensional terms now, instead of relying on these oldfashioned formulas and techniques. I propose a method based on the BROOM framework that looks into the nonlinear and nonmonotonous artifacts of a pair of variables to establish their relationship. This metric, which I call rbc (rangebased correlation, as it's part of the ranges part of the framework), explores the two variables in an entirely datadriven manner, making no assumptions whatsoever about their distributions and their other aspects. As long as they are normalized, they are good to go. And this metric, contrary to all other correlation metrics I've tried, yields a correlation of 0.99 for the xw pair and a similar figure for the xz one. When you compare x with some random variable q (q belongs to the [0, 1] interval), it yields a weak correlation (usually between 0.1 and 0.2). As a result, we can deduce that it's a worthwhile metric for measuring the relationship between two variables, taking into account all nonlinear artifacts while being unaffected by any lack of a monotonous pattern the two variables may exhibit. If you are interested in learning more, feel free to contact me. Cheers! Everyone can analyze data these days, given the right programming tool and some library of functions, to express practically the relevant knowhow of that person. I've seen people who give away books for free (as it would be impossible for them to get others to buy them) analyze data. As data science becomes more widespread, data analysis becomes a given for a larger portion of the population. But what about data synthesis, however? What's up with that? Let's delve into this. First of all, let's get some definitions down. Data synthesis is the creation of synthetic data that follows a given pattern. The latter can be given directly to the data generation program, or it can be derived (extrapolated) via data analytics. Synthetic data is ideally indistinguishable from conventional data, and you can use it to train a data model, for example. However, there is something that makes it extremely valuable. The value of synthetic data lies in the fact that it's not tied to particular individuals, so using this data doesn't pose any PIIrelated issues. Because of this, it cannot be owned by any specific person, even if it can be leveraged in the data science pipeline, yielding value. Naturally, since there are no shortcuts to valuemaking, the value (information) of that synthetic data must come from somewhere. So, since it's not practical for someone to have a highlevel mathematical representation of this value and give it to a program as a pattern, it's more likely that this value stems from the source data. So, to have valuable synthetic data (that's also free of PII), we need to have some source data of value, for starters. That's why the only practical way to generate synthetic data that's worth its space on a hard disk is via analytics. Of course, there are ways to generate such data through analytics, as in the case of some specialized deep learning networks (Autoencoders). The catch is that these A.I. systems require lots of data to do their job. After all, analyzing multiple variables isn't easy, even for an A.I. What if there was a way to perform the same task without employing these more advanced datahungry systems? Enter the BROOM framework again! We've already described some of its functionality, but what if this was just a prelude for its more sophisticated aspects? Well, fortunately, data synthesis isn't all that different from sampling, if you know what you are doing? And if you can sample a dataset properly, it's not that much more challenging to create new data points aligned with its essence. Naturally, the synthetic data is generated in a stochastic manner since it makes more sense to leverage noise in this process. Otherwise, all the generated data would be the same every time. Oh, and did I mention that this data synthesis process is scalable to as many dimensions as you like? Because if you understand data indepth, the cardinality of vectors in a dataset is just another number... I've been trying to answer this question for years. Well, not many years, but still, at least since the second half of the previous decade. Why? Well, I've always liked to explore the boundaries between the continuous and the discrete and since I finally internalized the teaching that everything in this universe is discrete (see: Quantum Physics), I decided to explore that angle and see if there was indeed a way to turn a continuous variable into a discrete one, with minimal information loss. Over the past few months, I've developed three distinct approaches, depending on how distinct the values of the target variable are (see what I did there?). Let's start with something simple: no target variable at all. So, how can we discretize a continuous variable x? Well, you have to binarize it until there is no more binarization possible! But how do you optimally binarize a variable? That's something that involves densities after you handle all outliers and inliers in x, of course. How do you do that? Well, that's a topic that can fill a whole book chapter, so I'll have to draw the line here, I'm afraid. What about when there is a target variable? Let's start with a binary one as it's simpler this way. We can employ a robust similarity metric that can assess the similarity of two binary variables, regardless of their alignment or any similarities due to chance. Fortunately, I've developed one such metric, which I call holistic symmetric similarity (HSS), which also works with all sorts of discrete variables. So, by using this metric, we can optimize the split to maximize the HSS score between the binarized x and the target variable y. The same approach works if y is discrete but not binary since I've generalized HSS to handle nominal variables too. Ok, but what about when y is continuous, though? Well, that takes a bit more creativity since it's not as simple a task as it may seem. Fortunately, it's doable and relatively light, computationally speaking. We can find the threshold that maximizes a custom correlation metric that becomes larger once any nonlinearities are tackled. This process doesn't have to be rocket science since I'm sure you can come up with a metric like that if you've been mentored by someone worth his salt in data science. Of course, you could use a translinearity correlation metric, yet, I wouldn't recommend that since it would inevitably pick up signals you wouldn't want it to, plus it's bound to be more computationally heavy. So, there you have it. You can binarize and therefore discretize any feature x you like, with or without a target variable. The latter can be binary, discrete, or even continuous, depending on the problem at hand. Such a process can help you preserve computational resources and perhaps even enable you to make better and more transparent models (after all, binary variables tend to be easier on the mind, not just on the computer). All this I've done in the OD.jl script, which I cannot share here, unfortunately, as it has dependencies on proprietary code (the BROOM framework), which I'd rather not give away. Still, if you wish to explore this topic further, we can do that in a oneonone mentoring session or two, given that you have the required commitment to the craft and a genuine interest to learn more about it. Cheers! Many people talk about strategy nowadays, from the strategy of a marketing campaign to business strategy, and even content strategy. However, strategy is a more general concept that finds application in many other areas, including data science. In this article, we'll look at how strategy relates to data science work, as well as data science learning. Strategy is being able to analyze a situation, create a plan of action around it, and following that plan. Strategy is relevant when there are other people (players) involved, as it deals with the dynamics of the interactions among all these people. It's a vast field, often associated with Game Theory, the brainchild of John Nash, considered to be one of the best modern Mathematicians (he even won the Nobel prize for this work, once his work's applications in Economics were discovered). In any case, strategy is not something to be taken lightly, even if there are more lighthearted applications of it out there, such as strategy games, something about which I'm passionate. Strategy applies to data science too, however, as the latter is a complex matter that also involves lots of people (e.g., the project stakeholders). Thinking about data science strategically is all about understanding the risks involved, the various options available, and employing foresight in your every action as a data scientist. It's not just a responsible role (esp. when dealing with sensitive data) but also a role crucial in many organizations. After all, in many cases, it's us who deliver insights that effect changes in the organization or bring about valuable (and often profitable) products or services, which the organization can market to its clients. Strategy in data science is all about thinking outside the box and understanding the bigger picture. It's not just the datasets at hand that matter, but how they are leveraged and used to build valuable data products. It's about mining them for insights significant to the stakeholders instead of coming up with findings of limited importance. Data science is practical and handson, just like the strategies that revolve around it. Strategy in data science is also relevant to how we learn it. We may go for the more established option of doing a course on it and reading a textbook or two that the instructor recommends. However, this is just one strategy and perhaps not the best one for you. Mentoring is another strategy that's becoming increasingly important these days since it's more handson and personal in the sense that it addresses specific issues that you as a learner have throughout your assimilating of the newfound data science knowledge. Another powerful strategy is videos and quizzes that provide you with valuable knowledge and knowhow, which enable you to get a more intuitive understanding of a data science topic. Of course, there is also the strategy of combining two or more such strategies for a more holistic approach to data science learning. Choosing a strategy for your data science work or your data science learning isn't easy. This matter is something you often need to think about and evaluate over several days. In any case, usually data science educational material can help you in that and can also supplement your work, enriching your skillset. Some such material you can find among the books I've published as well as the video courses I've created (e.g., those on Cybersecurity). I hope they can help you in your data science journey and make it easier and more enjoyable. Cheers! There is a certain kind of information in the world of data that makes it possible to identify particular individuals personally. In other words, there is a way to match a specific person to a data record based on the data alone. Such data is referred to as personally identifiable information (PII), and it's crucial when it comes to data science and data analytics projects. After all, PII's leakage would put those individuals' privacy at risk, and the organization behind the data could get sued. In this article, we'll look at a couple of popular methodologies for dealing with PII. Fortunately, Cybersecurity as a field was developed for tasks like this one. Anything that has to do with protecting information and privacy falls under this category of methods and methodologies. Since PII is such an important kind of information, several cybersecurity methodologies are designed to keep it safe and the people behind this information. The most important such methodologies are anonymization and pseudonymization. These methodologies aim to either scrap or conceal and PIIrelated data, securing the dataset in terms of privacy. Let’s start with anonymization. This Cybersecurity methodology involves scrapping any PII from a dataset. This methodology involves any variables containing PII (e.g., name, address, social security number, financial information, etc.) or any combination of variables closely linked to PII (e.g., medical information with general location data). Although this can ensure to a large extent that PII is not abused, while it also makes the dataset somewhat lighter and easier to work with, it's not always preferable. After all, the PII fields may contain useful information for our model, so discarding it could distort the dataset's signal. That's why it's best to use this methodology for cases when the PII variables aren't that useful, or they contain very sensitive information that you can't risk leaking out. As for pseudonymization, this is a Cybersecurity methodology that entails the masking of PII through various techniques. This way, all the relevant information is preserved in some form, although deriving the original PII fields from it is quite challenging. Although this Cybersecurity methodology is not foolproof, it provides sufficient protection of any sensitive information involved, all while preserving the dataset's signal to a large extent. A typical pseudonymization method is hashing, whereby we hash each field (often with the addition of some "salt" in the process), turning the sensitive data into gibberish while maintaining a onetoone correspondence with the original data. Beyond anonymization and pseudonymization, several other Cybersecurity methodologies are worth knowing about, even if you only delve in data science work. If you want to learn more about this topic, including how it ties in the whole Cybersecurity ecosystem, you can check out my latest video course: (Fundamentals of) Anonymization and Pseudonymization for Data Professionals on WintellectNow. So, check it out when you have a chance. Cheers! Data modeling of data architecture is the discipline that deals with how data is organized, how various (mostly businessrelated) processes express themselves as data flows, and how we leverage data to answer businessrelated questions. It involves some basic analytics (the stuff you'd do to create a pivot table, for example) but no heavylifting data analysis, like what you'd find in our field. There is no doubt that data modeling benefits from data analytics a great deal, but the reverse is also true. Let's explore why through a few examples. First of all, data modeling is fundamental in the structure of the data involved (data architects often design the databases we use) and the relationships among the various datasets, especially when it comes to an RDBS architecture. However, they also work with semistructured data and ensure that the data is kept accessible and secure. Over the past few years, data modelers also work on the cloud, ensuring efficiency in how we access the data stored there, all while keeping the overall costs low. So, it's next to impossible to do any datarelated work without consulting with a data architect. Since data modeling is the language these professionals speak, we need to know it, at least to some extent. Data modeling also involves generating reports based on the data at hand. These reports may need to be augmented using additional metrics, which may not be very easy to compute with the conventional analytics tools (slicing and dicing methods). So, we may need to step in there and build some models to make these metrics available for these reports. Before we do, however, we need to know about their context in the problem at hand. This context is something some knowledge of data modeling can help provide. Apart from these two cases, there are other scenarios where we need to leverage data modeling knowledge in our pipelines. These, however, are projectspecific and beyond the scope of this article. In any case, having the right mindset in data science (and data analytics in general) is crucial for bridging the gap between our field and data modeling. This is something I explore in all of my books, particularly the Data Science Mindset, Methodologies, and Misconceptions one. So, check it out when you have a moment. Cheers. This topic may seem a bit strange, but I'm running out of ideas here! Still, it's interesting how often this topic comes about in mentoring sessions, especially when dealing with A/B testing. So, if you can't answer the question "when are two numbers equal enough?" in a simple sentence, perhaps you'll have something to learn from this article. First of all, the rationale of all this. Sometimes, we need to make an executive decision about whether we should apply this or the other function on the data at hand. In A/B testing, this is usually something like “should we go for the equal variances or the unequal variances variant of the Ttest?” Of course, when you have two samples, the chances of their variances being exactly equal is minuscule, so why did those old sages of Stats whom we revere so much decide to have two variants of the Ttest, based on the equality of the variances involved? Well, there is a different formula used since if the variances are the same, things are much simpler with the underlying math. But then the question becomes "when are these two variances equal?" and keep in mind that we are talking Stats here, so the rigidity of Math as we know it doesn't apply. We are comfortable with approximations, otherwise, we'd have to abandon the whole idea of Statistics altogether! In engineering, two numbers are equal when their difference is within a tolerance margin. We usually depict this tolerance by a threshold th expressed as a negative power of ten. So, often we have something like th = 10^(3), which is a fancy way of saying th = 0.001. This kind of approximation, although very handy, may not apply to the problem at hand. Besides, few disciplines have the scientific reasoning and discipline that Engineering exhibits, and Stats is not one of them. Also, let's not forget that traditional Computer Science is akin to Engineering, so the approx() function found in many languages follows a similar motif, making it inapplicable to the problem mentioned previously. In Physics, things are a bit different, which is why often we talk about orders of magnitude. So, it's often the case that if two quantities A and B are different by at least an order of magnitude, they are much different. This is another way of saying that one is at least ten times bigger than the other. This is something we can apply to our problem since it gives us a relative rule of thumb to work with. Of course, an order of magnitude is quite a bit when we talk about variances, but we can adapt this to something that makes more sense in Analytics work. So, what about a fixed percentage, maybe one order of magnitude less than 1? This would translate into 10% (since 1 = 100%), something that's not too much but not negligible either. So, if v1 and v2 are the two variances at hand, we can say that if v1 <= (1+10%)v2 and v2 <= (1+10%)v1, we can presume v1 and v2 to be more or less equal. Additionally, this wouldn't work if one of them is 0, in which case the two variances would always be considered different from each other. Then again, this makes intuitive sense since we'd be dealing with a static variable and one that varies at least a bit. Also, as things are made simpler if we use as a reference point the smaller variance, we can just do a single comparison and be done with it. After all, if v2 is the smallest and v1 <= 1.1*v2, we can be sure that the reverse would also hold true. In other words, we can use a script like the one attached to this article and not have to worry about this matter much (note that this script allows us to use a different threshold too, other than 0.1). Cheers!
Good documentation is in high demand everywhere, from coding libraries to products and services to even data science projects. The funny thing is that even though many people value communication in data science, not everyone can link good communication and good documentation. Interestingly, even if you are the most charismatic communicator out there, if you don't express your communication skills in your documentation, your data science work will suffer. But why is documentation so valuable? What about visuals? Aren't they worth (at least) 1000 words each? What's the point of dressing up our code notebooks with text too? First thing's first. You don't need to be a technical writer to write good documentation. Just take a look at the documentation of the most mature packages in Julia. Do you think their creators were technical writers? The same goes for other kinds of documentation available online. As long as the reader can understand what you are doing without having to dig deep into the code (or even worse, run parts of the code), your documentation is a decent first draft. That can later be improved, but first, you need to write it! Even if you are the only person to read this documentation, perhaps on a future iteration of that data science project, it's good to do it properly. This way, you won't scratch your head trying to figure out what you were thinking when you put that notebook together. Good documentation is not just about the reader, though. It's also about organizing your thoughts and understanding your code better. Perhaps some refactoring needs to take place, simplifying the whole project. Or maybe some examples could help clarify the objective or the valueadd of your script. It's easy to lose sight of these matters when you are entrenched in analytics work, especially the coding part. A welldocumented data science project can be a great addition to your portfolio (assuming, of course, that you have the option of exhibiting your work publicly). It's unlikely that someone will go through every line of your code to see what you've done. Still, that person may read at least parts of your documentation, especially the text at the beginning, where you explain the objectives, assumptions, and datasets related to this project. And you can be almost certain that if someone makes it to the end of your code notebook, they'll read your conclusions too. Documentation in data science may not seem as important a skill as knowledge of machine learning, data visualization, etc., but it's a powerful catalyst for all these. After all, just because you create a fancy visual, it doesn't mean that everything is fully comprehensible in it. Perhaps there is so much to see that you need to point the reader to the key findings, which they can then verify by looking closely at the plot. Although good code is selfexplanatory, because of its structure and naming conventions, it's always useful to add some text around it. I'm not talking about some comments, but also stuff going beyond the code itself. After all, the code you write is not a work of art (even if you may think that at times!) but a means to an end. That end, along with how the code achieves that end, is something the reader of your code notebook shouldn't have to think about too much. It's better to make it easy for him through good documentation, allowing him to ponder on the whole project, rather than him having to spend all his time trying to figure out what you have done and why. I can go on about this topic until the cows come home. However, an attribute of good documentation is brevity, which is why I'll stop right here. If you find this material of value, you can check out my various books, where I talk about topics like this in more detail. Cheers! Opensource software is any piece of software that's open to review and edits/forks. In most cases, it's also free and under the GNU license or something equivalent, though when people refer to it as free, they often use the term as a proxy to freedom. As a result, most people refer to opensource software today as FOSS, which stands for Free and OpenSource Software. FOSS is also a movement of sorts that's taken hold since the earlier days of computing with people like Richard Stallman, who spearheaded the GNU initiative and has been very active in promoting FOSS throughout his life. With the advent of FOSS programming languages and FOSS operating systems (such as GNU/Linux and FreeBSD), this movement grew and is now quite established across various fields that involve programming. As you can imagine, FOSS is also quite relevant in data science and A.I., at least lately. Most data scientists and A.I. professionals today tend to use an opensource language (many of them using Python, while the more adventurous dabble with Julia, Scala, and lately even Rust), handle opensource dataset (such as those made freely available at the UCI Machine Learning repository, among many other sites), and work with opensource frameworks (such as Scikitlearn, MXNet, and Flow). It's doubtful that many people get into data science with any monetary investment in the tools or the datasets they need since it's a far better investment to spend money on educational resources such as books and videos marketed by a technical publisher. Interestingly, these resources have more in common with FOSS than all that mediocre stuff you find on YouTube these days, labeled as educational for some reason. FOSS in data science (and A.I. to a great extent) is largely responsible for the immense growth of this field. While back in the old days when I was doing my Ph.D. the best way to get into analytics, particularly machine learning, was through platforms like Matlab that come with a relatively high price tag, nowadays you can start your data science journey without spending any money on the software you use. This way, you can develop some skills and try out the field before deciding to stick with it. Since there are more reasons to commit to data science than not to, the easy point of entry made data science popular, while the trend is also bound to continue. Nevertheless, it's important to note some exceptions to the FOSS paradigm, which are also relevant in data science. First of all, there is Mathematica, which is probably one of the best closedsource platforms out there, not just for data science but for any field that involves numeric data. Contrary to what its name suggests, Mathematica is a broad kind of platform having its own programming language builtin; it's not just about Math. Also, its latest version feature A.I. tools, while the person behind this piece of software is a genius scientist who also came up with a novel model for describing the universe. Apart from Mathematica, there is also Matlab, which is still used by made learners of the craft, particularly in academia. Lately, however, its popularity has started to decline, partly because of its opensource clone, Octave, and partly because it pales when compared with modern data science and A.I. platforms that feature better performance and larger communities of users. All in all, FOSS is paramount in data science work, partly due to the relevance of programming in this field. While new FOSS players come to our field (the most notable of which is Rust, which I covered briefly in the previous article on this blog), chances are that some of them are bound to stay. Things like the Jupyter notebook, for example, aren't going to disappear, even if other code notebooks have entered the scene lately, especially when it comes to the Julia language. In any case, if you want to learn more about the various (mostly opensource) software that populates our fascinating field, you can check out my book Data Science Mindset, Methodologies, and Misconceptions. As a bonus, you can also learn about other aspects of the data science field, such as the marvelous methodologies it features, without getting all too mathy about it! It's been a few years since I authored it, but so far, it's aged quite well, just like most FOSS out there we use in data science and A.I. work. Cheers! 
Zacharias Voulgaris, PhDPassionate data scientist with a foxy approach to technology, particularly related to A.I. Archives
March 2021
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