When the startup shut down there were still dozens of netbooks out there in the wild collecting data on the residential houses fitted with our adaptive heating control algorithms, hopelessly attempting to connect to our VPN server that didn’t exist anymore in order to upload all that data to our now-defunct database. That’s a lot […]
It’s Monday afternoon. It’s a holiday but I have a couple of things to catch up from last week that I didn’t finish. The rest of the family is either on holiday camp or taking a nap in the bedroom. I’m working from home. But the home is anything but silent. I can hear the […]
In Trustworthy Online Controller Experiments I came across this quote, referring to a ratio metric $M = \frac{X}{Y}$, which states that: Because $X$ and $Y$ are jointly bivariate normal in the limit, $M$, as the ratio of the two averages, is also normally distributed. That’s only partially true. According to https://en.wikipedia.org/wiki/Ratio_distribution, the ratio of two […]
In my current team we have decided to split up the work in a number of workstreams, which are in effect subteams responsible for different aspects of the product. One workstream might be responsible for product instrumentation, another for improving the recommendation algorithms, another responsible for the application’s look and feel. Each workstream has its […]
To detect small effects in experiments you need to reduce the experimental noise as much as possible. You can do it by working with larger sample sizes, but that doesn’t scale well. A far better approach consists in controlling for covariates that are correlated with your response. I recently gave a talk at our company […]
A while back I had the pleasure to address a team of user experience researchers at YouTube, and I got asked for a few resources that could help someone pretty good at science, math, and programming who wanted to get into data science. Here’s the list I gave. These have worked for me in the […]
Dear future self, I’ve just lost (again) about half an hour of my life trying to find a vaguely remembered formula that generalizes the law of total probability to the case of conditional probabilities. Here it is. You’re welcome. The law of total probability says that if you can decompose the set of possible events […]
I’ve been collecting all xkcd comics related to Data Science and/or Statistics. Here they are, but if you think I’m missing any please let me know in the comments. Use at will in your data visualisations but remember to attribute. Sorted in reverse chronological order.
Cross-validation—the act of keeping a subset of data to measure the performance of a model trained on the rest of the data—never sounded right to me. It just doesn’t feel optimal to retain an arbitrary fraction of the data when you train your model. Oh and then you’re also supposed to keep another fraction for […]