What I learned this week: 18/2015

This was a very busy week, co-organising a workshop, travelling and then an extended weekend.

Statistics, Probability, Machine Learning, Data Science


I played with Xgboost, a parallelized gradient boosting machine implementation. I managed to install it on both a Windows and a Linux machine and it really is fast. I didn’t test it yet directly against the standard GBM implementation so I can’t say if the advantage is purely speed (claim is up to 20x) or if you can get extra predictive power per computational cycle.


After following the fora since quite some time I decided to actually try it (made just 2 submissions on 1 competition). I don’t expect it to use it competitively, and it is definitely a bit of stylized/artificial approach to data analysis/machine learning, but I think it is an interesting endeavor.

It is a martial arts kata excercise to the dirty, non-linear street fighting of the day-to-day data science. Where, as you know, street fighting is 50% of knowing when to avoid fight, 10% actual fight and 40% administration and sitting in meeting. Wait, somehow my metaphor broke.

Kaggle Higgs boson search post-mortem

Read up mostly Motl’s point of view (1,2, and the xgboost solution 3) and the Kaggle forum. Turned out to be a bit less interesting and enlightening than I thought, but it fit with the xgboost theme of the week.

General Science / Misc.

ER = EPR? 

Quanta has a series on recent developments here: 1, 2, 3. Being a total dilettante, but this just feels so very right. God knows, I’ve been in the past excited about many results, that then just went away. But this time it is different (I always say that…). The firewall problem was just a precursor, this is the real deal.

The quantum entanglement wormhole octopus is my new favourite animal.

So you want to be a consultant…?

Excellent article. Focused on freelence IT, but it is interesting also for other areas. And even if you don’t want to be a freelance consultant. Or a consultant.

The days are long but the decades are short

Sam Altman turns 30. Here is the wisdom from the elder. (The article is alright, it just strikes funny to get a life advice from a 30 year old).

Prescriptions, Paradoxes, and Perversities

An alarming analysis by Scott Alexander on the state of pharmaceutical.

Management Myth

An entertaining piece on MBA education and management.

Or: we hope this article will compensate you with a smug feeling of superiority, because although you have the hard science doctorate, we’ll pay far more for the fresh MBA graduate manager :).

Videos / Lectures

The Knowledge – Lewis Dartnell | Authors at Google

  • have his book on my “to read” pile. The talk wants me to move it up in the queue.


Phil Rosenzweig on Leadership, Decisions, and Behavioral Economics

  • Strongly recommended – lot’s of new ways to look at familiar experimental results and their (non) implications in practice. Highlight of the week.

Triple H on Pre-Fight Rituals, Injury Avoidance, and Floyd Mayweather, Jr.

  • after enjoying the Schwarzenegger episode and even (gasp!) the Glen Beck one, I’m hardly surprised about a wrestler coming out as a very reasonable, driven and articulate man. Ferris is an excellent interviewer and his podcast is very good time filler when I’m too tired for other stuff.

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