January 2020

OMG O2G!

January 13, 2020 | OSM

The oil-to-gas ratio was recently at its highest level since October 2013, as Middle East saber-rattling and a recovering global economy supported oil, while natural gas remained oversupplied despite entering the major draw season. Even though the ratio has eased in the last week, it remains over one standard deviation above ...
[...Read more...]

OMG O2G!

January 13, 2020 | OSM

The oil-to-gas ratio was recently at its highest level since October 2013, as Middle East saber-rattling and a recovering global economy supported oil, while natural gas remained oversupplied despite entering the major draw season. Even though the ratio has eased in the last week, it remains over one standard deviation above ...
[...Read more...]

New vtreat Feature: Nested Model Bias Warning

January 11, 2020 | John Mount

For quite a while we have been teaching estimating variable re-encodings on the exact same data they are later naively using to train a model on, leads to an undesirable nested model bias. The vtreat package (both the R version and Python version) both incorporate a cross-frame method that allows ... [...Read more...]
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