What I learned this week: 17/2015

Statistics, Probability, Machine Learning, Data Science

1. Correlation coefficients beyond Pearson/Spearman/Kendall

  • I keep switching to Spearman from Pearson during exploratory data analysis (more robust to outliers and a bit better on non-linearities). This week I decided to look around for some further options, and who knew, there is indeed work being done in the area. Particularly, Maximal Information Coefficient seems very promising (although it is computationally intensive and does have some problematic properties). However, I’m just looking for something to help me quickly orient myself in sets with many predictors and this looks up to the task for non-linearities. Will definitely try it next time. Good overview here (pdf).

2. Generalized additive models

  • Played a little bit with GAM’s this week. On the one use case the performance didn’t improve over my other models. Plus they are too complicated to implement on a SQL server… at the moment I’ll keep them on the backburner. Good practical review here (pdf).

3. Thinking about predicion intervals and metrics

  • Lot’s of things here. I’ll need to digest it a bit more.

General Science / Misc.

1. Crispr/cas9 edited human embryos

The big news of this week. When Crispr/Cas9 first came out some time ago, some have theorized that the chinese will go forward with applications to human germ lines. Turns out they did, but it’s less alarming than it might sound. The results are very cautionary, but still very promising. The West can not win anything by carpet-banning research in this area.

2. Shift in the String wars

3. Where Are The Big Ideas in Neuroscience?

4. The Wolf of Wall Tweet

  • Algorithmic trading based on news items is not new, but apparently somebody made a killing in the last weeks in nigh-expired stock options, trading within 1s of the newswire publication. Read all about it in a badly written article, with an annoying “I have a friend…” structure (and the friend is annoying too), which despite its title has nothing to do with twitter, actually.


Smil,V. 2015. The visionary energy solution: Triple windows. IEEE Spectrum March 2015:28

  • Yeah, short ditty, but I like Smil.

Generalized Additive Models

Comparing Measures of Dependency

  • I accidentally stumbled on Michael Clark’s page 2x this week in 2 different topics. Very nice, practical reviews.

Videos / Lectures

Model Thinking @ Coursera

  • Gruellingling long, but finally over. The pros: definitely worth knowing many of the modes. Cons: too long. Large chunks of the videos are working out simple arithmetic. If you can, go on your own pace, skipping a lot of content. For me being formally signed up helps to finish the courses, so I had to grin and bear.

Robin Hanson – Attitudes to the Future

  • Not much new, but I always enjoy Robin Hanson. Particularly interesting the part on the hype cycle around artificial general intelligence. As somebody who was interested in AGI befor it was cool, I symphatetize (and this is a half joke, since the field predates me by a few decades 🙂 )


1. What is Transhumanism – Review the Future
2. Duggan on Strategic Intuition – Econtalk
3. Sustein on Infotopia – Econtalk
4. Moynihan: What I’ve learned losing a million dollars – Tim Ferris Podcast

Books: Non-Fiction

Books: Fiction

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