Data Skeptic

Distributed computing cannot guarantee consistency, accuracy, and partition tolerance. Most system architects need to think carefully about how they should appropriately balance the needs of their application across these competing objectives. Linh Da and Kyle discuss the CAP Theorem using the analogy of a phone tree for alerting people about a school snow day.

Direct download: cap-theorem.mp3
Category:general -- posted at: 8:00am PDT

A startup is claiming that they can detect terrorists purely through facial recognition. In this solo episode, Kyle explores the plausibility of these claims.

Direct download: detecting-terrorists.mp3
Category:general -- posted at: 8:00am PDT

Goodhart's law states that "When a measure becomes a target, it ceases to be a good measure". In this mini-episode we discuss how this affects SEO, call centers, and Scrum.

Direct download: goodharts-law.mp3
Category:general -- posted at: 8:00am PDT

I'm joined this week by Jon Morra, director of data science at eHarmony to discuss a variety of ways in which machine learning and data science are being applied to help connect people for successful long term relationships.

Interesting open source projects mentioned in the interview include Face-parts, a web service for detecting faces and extracting a robust set of fiducial markers (features) from the image, and Aloha, a Scala based machine learning library. You can learn more about these and other interesting projects at the eHarmony github page.

In the wrap up, Jon mentioned the LA Machine Learning meetup which he runs. This is a great resource for LA residents separate and complementary to datascience.la groups, so consider signing up for all of the above and I hope to see you there in the future.

Direct download: data-science-at-eharmony.mp3
Category:general -- posted at: 8:00am PDT

Mystery shoppers and fruit cultivation help us discuss stationarity - a property of some time serieses that are invariant to time in several ways. Differencing is one approach that can often convert a non-stationary process into a stationary one. If you have a stationary process, you get the benefits of many known statistical properties that can enable you to do a significant amount of inferencing and prediction.

Direct download: stationarity.mp3
Category:general -- posted at: 8:00am PDT

I'm joined by Wes McKinney (@wesmckinn) and Hadley Wickham (@hadleywickham) on this episode to discuss their joint project Feather. Feather is a file format for storing data frames along with some metadata, to help with interoperability between languages. At the time of recording, libraries are available for R and Python, making it easy for data scientists working in these languages to quickly and effectively share datasets and collaborate.

Direct download: feather.mp3
Category:general -- posted at: 8:00am PDT

Bargaining is the process of two (or more) parties attempting to agree on the price for a transaction.  Game theoretic approaches attempt to find two strategies from which neither party is motivated to deviate.  These strategies are said to be in equilibrium with one another.  The equilibriums available in bargaining depend on the the transaction mechanism and the information of the parties.  Discounting (how long parties are willing to wait) has a significant effect in this process.  This episode discusses some of the choices Kyle and Linh Da made in deciding what offer to make on a house.

Direct download: bargaining.mp3
Category:general -- posted at: 8:00am PDT

Deepjazz is a project from Ji-Sung Kim, a computer science student at Princeton University. It is built using Theano, Keras, music21, and Evan Chow's project jazzml. Deepjazz is a computational music project that creates original jazz compositions using recurrent neural networks trained on Pat Metheny's "And Then I Knew". You can hear some of deepjazz's original compositions on soundcloud.

Direct download: deepjazz.mp3
Category:general -- posted at: 8:00am PDT

When working with time series data, there are a number of important diagnostics one should consider to help understand more about the data. The auto-correlative function, plotted as a correlogram, helps explain how a given observations relates to recent preceding observations. A very random process (like lottery numbers) would show very low values, while temperature (our topic in this episode) does correlate highly with recent days.
 
 
Below is a time series of the weather in Chapel Hill, NC every morning over a few years. You can clearly see an annual cyclic pattern, which should be no surprise to anyone. Yet, you can also see a fair amount of variance from day to day. Even if you de-trend the annual cycle, we can see that this would not be enough for yesterday's temperature to perfectly predict today's weather.
 
 
 

Below is a correlogram of the ACF (auto-correlative function). For very low values of lag (comparing the most recent temperature measurement to the values of previous days), we can see a quick drop-off. This tells us that weather correlates very highly, but decliningly so, with recent days.

Interestingly, we also see it negatively correlate with days far away. This is because of the "opposite" seasons we experience. The annual cycle of the planet is visible as we see weaker correlations with previous years.

This highlights one limit to the ACF. If compares the current weather to all previous days and reports those correlations independently. If we know today and yesterday's weather, the weather from two days ago might not add as much information.

 
 

For that reason, we also want to review the PACF (partial auto-correlative function) which subtracts the correlation of previous days for each lag so that we get an estimate of what each of those days actually contributes to the most recent observation. In the plots below of the same data, we see all the seasonal and annual correlations disappear. We expect this because most of the information about how the weather depends on the past is already contained in the most recent few days.

 
 

The boundaries shown in the above plots represent a measure of statistical significant. Any points outside this rang are considered statistically significant. Those below it are not.

As many listeners know, Kyle and Linh Da are looking to buy a house. In fact, they've made an offer on a house in the zipcode 90008. Thanks to the Trulia API, we can get a time series of the average median listing price of homes in that zipcode and see if it gives us any insight into the viability of this investment's future!
 
The plot below shows the time series of the median listing price (note, that's not the same as the sale price) on a daily basis over the past few years.
 
 
 

Let's first take a look at it's ACF below. For price, we see (no surprise) that recent listing prices are pretty good predictors of current listing prices. Unless some catastrophe or major event (like discovery of oil or a large gold vein) changed things overnight, home prices should have relatively stable short term prices, and therefore, be very auto-correlative.

 
As we did previously, we now want to look at the PACF (below) which shows us that the two most recent days have the most useful information. Although not surprising, I was wondering if we might find some interesting effects related to houses being listed on weekdays vs. weekends, or at specific times of the month. However, it seems that when dealing with such large amounts of money, people have a bit more patience. Perhaps selling a car or a smaller item might show some periodic lags, but the home prices do not.
 
 
Direct download: acf.mp3
Category:general -- posted at: 8:00am PDT

This week I spoke with Elham Shaabani and Paulo Shakarian (@PauloShakASU) about their recent paper Early Identification of Violent Criminal Gang Members (also available onarXiv). In this paper, they use social network analysis techniques and machine learning to provide early detection of known criminal offenders who are in a high risk group for committing violent crimes in the future. Their techniques outperform existing techniques used by the police. Elham and Paulo are part of the Cyber-Socio Intelligent Systems (CySIS) Lab.

Direct download: predicting-violent-offenders.mp3
Category:general -- posted at: 8:00am PDT