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I noticed that this profile receives views. Let me make your click a little more worthwhile, and explain Iterator's raison d'ĂȘtre...

I do some things again and again, or my code does (almost) the same thing again and again. Iterating isn't tedious per se, but it helps to iterate rapidly. I am mastering that.

I work on topics in many areas, usually solving stimulating problems with stimulating data. Sometimes there is a stimulating amount of stimulating data.

To contact me, look for me in the SO R chat room, where I am often learning from R experts, or leave a message there or in a separate chat (@Iterator) - SO will alert me.


Feb
1
awarded  Nice Answer
Sep
13
awarded  Taxonomist
Jul
1
awarded  Yearling
Jun
24
comment How can I optimise computational efficiency when fitting a complex model to a large data set repeatedly?
What's so bad about a little iteration? ;-)
Jun
24
comment How can I optimise computational efficiency when fitting a complex model to a large data set repeatedly?
One modification to this: running on m2.4xlarge (the 68.7GB RAM option) is one only way to guarantee you're getting the full machine, so that you don't necessarily hit RAM caching issues that may occur on VMs (virtual machines / AMIs) that run on a fraction of the machine.
Feb
19
comment What programming language do you recommend to prototype a machine learning problem?
I'd recommend R, Python, or Matlab. For reasons too extensive to address, I'd drop Matlab. For a stats person, I'd go with R, for a programmer, I'd go with Python. For the inner loops, I'd go with C/C++. At sufficient scale, Matlab's costs exceed any benefits.
Feb
19
comment Software for easy-yet-robust data exploration
Regarding JMP - If I'm not mistaken, there are trial versions and academic licenses that are within the reasonable.
Feb
19
comment Software for easy-yet-robust data exploration
Agreed (well with point #1). In some ways, it is even better than R for the EDA stuff, and can be inserted nicely into an iterative workflow. If one is already working without R, then JMP is a reasonable way to work without adding R. Because it can also link to R, an R programmer can create tools that then plug in to JMP, allowing the Eloi, errr, user to continue to believe that everything is just dandy.
Feb
19
comment Software for easy-yet-robust data exploration
I'll say that JMP is quite good. Even if one is very proficient in R, there are times when JMP is a faster way to navigate and analyze data.
Feb
15
revised Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
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Feb
14
comment Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
@drknexus I disagree. QR decomp is one of many numerical algorithms; if the underlying issue is numerical precision, this'll crop up in QR, matrix multiplication, non-linear solvers, and so many other places. The essential sequence is simple: the coefficients are very slightly off (should be (0,1)); this isn't unreasonable, yet produces the mss and rss "noise". It's the GIGO principle that assures that $R^2$ is precise, but incorrect. I'd rather insert a "garbage detector" before calculating $R^2$ than to modify the QR algo, because I doubt its validity could be improved.
Feb
14
comment Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
@eznme In order to get the output, one has to detect possible underflow issues. This is often, but not always, feasible. In a simple case like this, I think that there should be an underflow check. It's a ratio of two floats, which is an operation that's not a big part of the computational cost of the summary. I don't excuse not checking, but, as Ben points out, it'll take some time and effort to get these checks inserted in lots of places.
Feb
14
comment Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
(Continued) But, as a user, the choice of CV is a better site, for the simple reason that diligent statistical analysis is the responsibility of the user, not the developer. If the user sees an erroneous $R^2$ relative to the magnitude of the RSS, then they should do their own post-processing before reporting further. Programming-wise, I'd like to know how to avoid these numerical issues as much as possible, but I think that they can't be escaped, and that's where it's important to have a diligent user and to educate others.
Feb
14
comment Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
@drknexus I slightly agree, but am rather ambivalent. The expertise on FP numerical computing is likely more numerous on SO; on CV there's a lot more expertise in the statistical side. Either way, it's an R question, and Ben's comment below, about R Core, along with whuber's about Chambers' book, are likely the most insightful responses achievable on either site. Only with these answers can we learn whether there are statistical or programming blunders. It turns out that it's neither: it has more to do with numerical precision and the priorities of R core.
Feb
14
revised Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
formatting changes
Feb
14
revised Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
LaTeX formatting
Feb
14
comment Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
@eznme While an error is good, it is quite difficult to catch all kinds of places where floating point issues arise, notably in the world of IEEE-754 arithmetic. The lesson here is that even the bread and butter calculations with R should be handled delicately.
Feb
14
revised Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
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Feb
14
comment Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
+1 This is a fascinating question, especially with the curious progression of NaNs.
Feb
14
comment Why is there an R^2 value (and what is determining it) when lm has no variance in the predicted value?
@BrandonBertelsen Hehe... I address NAs over on StackOverflow. ;-) At least that's been my impetus for several recent questions - breaking my code doesn't happen often enough in some cases, and accounting for NAs: bring it on! :)