Archive for Statistical learning

a computational approach to statistical learning [book review]

Posted in Books, R, Statistics, University life with tags , , , , , , , , , , , , , , , , on April 15, 2020 by xi'an

This book was sent to me by CRC Press for review for CHANCE. I read it over a few mornings while [confined] at home and found it much more computational than statistical. In the sense that the authors go quite thoroughly into the construction of standard learning procedures, including home-made R codes that obviously help in understanding the nitty-gritty of these procedures, what they call try and tell, but that the statistical meaning and uncertainty of these procedures remain barely touched by the book. This is not uncommon to the machine-learning literature where prediction error on the testing data often appears to be the final goal but this is not so traditionally statistical. The authors introduce their work as (a computational?) supplementary to Elements of Statistical Learning, although I would find it hard to either squeeze both books into one semester or dedicate two semesters on the topic, especially at the undergraduate level.

Each chapter includes an extended analysis of a specific dataset and this is an asset of the book. If sometimes over-reaching in selling the predictive power of the procedures. Printed extensive R scripts may prove tiresome in the long run, at least to me, but this may simply be a generational gap! And the learning models are mostly unidimensional, see eg the chapter on linear smoothers with imho a profusion of methods. (Could someone please explain the point of Figure 4.9 to me?) The chapter on neural networks has a fairly intuitive introduction that should reach fresh readers. Although meeting the handwritten digit data made me shift back to the late 1980’s, when my wife was working on automatic character recognition. But I found the visualisation of the learning weights for character classification hinting at their shape (p.254) most alluring!

Among the things I am missing when reading through this book, a life-line on the meaning of a statistical model beyond prediction, attention to misspecification, uncertainty and variability, especially when reaching outside the range of the learning data, and further especially when returning regression outputs with significance stars, discussions on the assessment tools like the distance used in the objective function (for instance lacking in scale invariance when adding errors on the regression coefficients) or the unprincipled multiplication of calibration parameters, some asymptotics, at least one remark on the information loss due to splitting the data into chunks, giving some (asymptotic) substance when using “consistent”, waiting for a single page 319 to see the “data quality issues” being mentioned. While the methodology is defended by algebraic and calculus arguments, there is very little on the probability side, which explains why the authors consider that the students need “be familiar  with the concepts of expectation, bias and variance”. And only that. A few paragraphs on the Bayesian approach are doing more harm than well, especially with so little background in probability and statistics.

The book possibly contains the most unusual introduction to the linear model I can remember reading: Coefficients as derivatives… Followed by a very detailed coverage of matrix inversion and singular value decomposition. (Would not sound like the #1 priority were I to give such a course.)

The inevitable typo “the the” was found on page 37! A less common typo was Jensen’s inequality spelled as “Jenson’s inequality”. Both in the text (p.157) and in the index, followed by a repetition of the same formula in (6.8) and (6.9). A “stwart” (p.179) that made me search a while for this unknown verb. Another typo in the Nadaraya-Watson kernel regression, when the bandwidth h suddenly turns into n (and I had to check twice because of my poor eyesight!). An unusual use of partition where the sets in the partition are called partitions themselves. Similarly, fluctuating use of dots for products in dimension one, including a form of ⊗ for matricial product (in equation (8.25)) followed next page by the notation for the Hadamard product. I also suspect the matrix K in (8.68) is missing 1’s or am missing the point, since K is the number of kernels on the next page, just after a picture of the Eiffel Tower…) A surprising number of references for an undergraduate textbook, with authors sometimes cited with full name and sometimes cited with last name. And technical reports that do not belong to this level of books. Let me add the pedant remark that Conan Doyle wrote more novels “that do not include his character Sherlock Holmes” than novels which do include Sherlock.

[Disclaimer about potential self-plagiarism: this post or an edited version will eventually appear in my Books Review section in CHANCE.]

O’Bayes 2019 conference program

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on May 13, 2019 by xi'an

The full and definitive program of the O’Bayes 2019 conference in Warwick is now on line. Including discussants for all papers. And the three [and free] tutorials on Friday afternoon, 28 June, on model selection (M. Barbieri), MCMC recent advances (G.O. Roberts) and BART (E.I. George). Registration remains open at the reduced rate and submissions of posters can still be sent to me for all conference participants.

the joy of stats [book review]

Posted in Books, pictures, University life with tags , , , , , , , , , , , , on April 8, 2019 by xi'an

David Spiegelhalter‘s latest book, The Art of Statistics: How to Learn from Data, has made it to Nature Book Review main entry this week. Under the title “the joy of stats”,  written by Evelyn Lamb, a freelance math and science writer from Salt Lake City, Utah. (I noticed that the book made it to Amazon #1 bestseller, albeit in the Craps category!, which I am unsure is completely adequate!, especially since the book is not yet for sale on the US branch of Amazon!, and further Amazon #1 in the Probability and Statistics category in the UK.) I have not read the book yet and here are a few excerpts from the review, quoted verbatim:

“The book is part of a trend in statistics education towards emphasizing conceptual understanding rather than computational fluency. Statistics software can now perform a battery of tests and crunch any measure from large data sets in the blink of an eye. Thus, being able to compute the standard deviation of a sample the long way is seen as less essential than understanding how to design and interpret scientific studies with a rigorous eye.”

“…a main takeaway from the book is a sense of circumspection about our confidence in what is known. As Spiegelhalter writes, the point of statistical science is to ease us through the stages of extrapolation from a controlled study to an understanding of the real world, `and finally, with due humility, be able to say what we can and cannot learn from data’. That humility can be lacking when statistics are used in debates about contentious issues such as the costs and benefits of cancer screening.

Bayesian workshop in the French Alps

Posted in Statistics with tags , , , , , , , on June 22, 2018 by xi'an

journée statistique/apprentissage sur un plateau [19/01/18]

Posted in pictures, Statistics, University life with tags , , , , on December 18, 2017 by xi'an