Skew who?

January 15, 2020 | OSM

In our last post on the SKEW index we looked at how good the index was in pricing two standard deviation (2SD) down moves. The answer: not very. But, we conjectured that this poor performance may be due to the fact that it is more accurate at prici...
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sklearn Pipe Step Interface for vtreat

January 14, 2020 | John Mount

We’ve been experimenting with this for a while, and the next R vtreat package will have a back-port of the Python vtreat package sklearn pipe step interface (in addition to the standard R interface). This means the user can express easily express modeling intent by choosing between coder$fit_... [...Read more...]

Biomedical Data Science Textbook Available

January 14, 2020 | Bob Muenchen

By Bob Hoyt & Bob Muenchen Data science is being used in many ways to improve healthcare and reduce costs. We have written a textbook, Introduction to Biomedical Data Science, to help healthcare professionals understand the topic and to work … Continue reading →
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MinIO for Machine Learning Model Storage using Python

January 13, 2020 | Nagdev

MinIO is a object storage database which uses S3(from Amazon). This is a very convenient tool in for data scientists or machine learning engineers to easily collaborate and share data and machine learning models. MinIO is a cloud storage server compatible with Amazon S3, released under Apache License v2. ... [...Read more...]


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 ...
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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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