Category: Statistics
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From Least Squares Benchmarks to the Marchenko–Pastur Distribution
In this blog post, I tell the story how I learned about a theorem for random matrices of the two Ukrainian🇺🇦 mathematicians Vladimir Marchenko and Leonid Pastur. It all started with benchmarking least squares solvers in scipy. Setting the Stage for Least Squares Solvers Least squares starts with a matrix and a vector and one…
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Let the flashlight shine with plotly
How to combine model interpretation package “flashlight” with “plotly”?
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X-Mas Tree with 10 Lines of R Code
Besides the many negative aspects of going through a pandemic, there are also certain positive ones like having time to write short blog posts like this. This one picks up a topic that was intensively discussed a couple of years ago on Wolfram’s page: Namely that the damped sine wave f(t) = t sin(t) can…
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Feature Subsampling For Random Forest Regression
TLDR: The number of subsampled features is a main source of randomness and an important parameter in random forests. Mind the different default values across implementations. Randomness in Random Forests Random forests are very popular machine learning models. They are build from easily understandable and well visualizable decision trees and give usually good predictive performance…
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SHAP Analysis in 9 Lines
This post shows how to make very generic and quick SHAP interpretations of XGBoost and LightGBM models.
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Strong Random Forests with XGBoost
“R Python” continued… Strong random forests with XGBoost
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A Curious Fact on the Diamonds Dataset
“R Python” continued… A Curious Fact on the Diamonds Dataset
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A Beautiful Regression Formula
“R Python” continued… A beautiful formula for R-squared.
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Swiss Mortality
A look at Swiss mortality for 20 and over 100 years.
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Covid-19 Deaths per Mio
“R Python” continued… How are normalized Covid-19 deaths developing across country?
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Illustrating The Central Limit Theorem
This is the first article in our series “Lost in Translation between R and Python”. We start it by illustrating the famous Central Limit Theorem.