Last Updated on August 8, 2019 There is an ocean of books on statistics; where do you start? A big problem in choosing a beginner book on statistics is that a book may suffer one of two common problems. It may be a mathematical textbook filled with derivations, special cases, and proofs for each statistical method with little idea for the intuition for the method or how to use it. Or it may be a playbook for a proprietary or […]

Last Updated on August 8, 2019 Correlation is a measure of the association between two variables. It is easy to calculate and interpret when both variables have a well understood Gaussian distribution. When we do not know the distribution of the variables, we must use nonparametric rank correlation methods. In this tutorial, you will discover rank correlation methods for quantifying the association between variables with a non-Gaussian distribution. After completing this tutorial, you will know: How rank correlation methods work […]

Last Updated on August 8, 2019 Statistical hypothesis tests report on the likelihood of the observed results given an assumption, such as no association between variables or no difference between groups. Hypothesis tests do not comment on the size of the effect if the association or difference is statistically significant. This highlights the need for standard ways of calculating and reporting a result. Effect size methods refer to a suite of statistical tools from the the field of estimation statistics […]

Last Updated on April 24, 2020 The statistical power of a hypothesis test is the probability of detecting an effect, if there is a true effect present to detect. Power can be calculated and reported for a completed experiment to comment on the confidence one might have in the conclusions drawn from the results of the study. It can also be used as a tool to estimate the number of observations or sample size required in order to detect an […]

Last Updated on August 8, 2019 A foundation in statistics is required to be effective as a machine learning practitioner. The book “All of Statistics” was written specifically to provide a foundation in probability and statistics for computer science undergraduates that may have an interest in data mining and machine learning. As such, it is often recommended as a book to machine learning practitioners interested in expanding their understanding of statistics. In this post, you will discover the book “All […]

Last Updated on July 31, 2020 A large part of applied machine learning is about running controlled experiments to discover what algorithm or algorithm configuration to use on a predictive modeling problem. A challenge is that there are aspects of the problem and the algorithm called confounding variables that cannot be controlled (held constant) and must be controlled-for. An example is the use of randomness in a learning algorithm, such as random initialization or random choices during learning. The solution […]

Last Updated on August 8, 2019 The choice of a statistical hypothesis test is a challenging open problem for interpreting machine learning results. In his widely cited 1998 paper, Thomas Dietterich recommended the McNemar’s test in those cases where it is expensive or impractical to train multiple copies of classifier models. This describes the current situation with deep learning models that are both very large and are trained and evaluated on large datasets, often requiring days or weeks to train […]