Recently, I found myself wanting to be able to make real-time, online predictions using a random forest classifier trained in R. Of course, there are many ways to make that happen – I could have used yhat’s ScienceOps product, for example. But, for project-specific reasons, I decided that the best route to go in this case was to get my hands dirty and build my own RESTful API for making predictions using my model.
Apparently, back in 2011, Disney debuted a show called “So Random.” Thankfully, it only ran for a single season…
In this post, we’ll walk through all of the code necessary to export a random forest classifier from R and use it to make real-time online predictions in a PHP script.
Have you ever taken a look at the “probability of outperforming” metric in Google Analytics’ Content Experiments and wondered how it was calculated? Have you ever scratched your head because the numbers didn’t make sense to you? I certainly have. It’s hard to see experiment results like the ones depicted below and not wonder what’s going on underneath the hood.
Real data from a GA content experiment, showing an under-performing variant with a >50% chance of outperforming the original. It’s like trash-talking when you’re down at the half.
In this post, we’ll highlight how Google’s Content Experiments work, why it’s a really smart idea, and why you might still want to do a little bit of the heavy lifting yourself…
What if your business was paying a bunch of extra money to bring in sales that would have happened anyway?
In the e-commerce business, affiliate marketing promises to deliver increased sales by getting your name and products showing up on dozens of sites, blogs, and social media pages. Of course, this sounds like a great boon – more traffic, more sales, more profits. But, in many cases, the results aren’t nearly as good as you might expect. If you’re not careful, your affiliate program can cannibalize sales that were going to happen anyway…
In today’s post, I’ll show you a simple technique to figure out how cannibalistic your affiliate program is, using a specially-designed Google Analytics segment.
Over the last several weeks, I’ve blogged about two different methods for solving the small cell suppression problem using SAS Macro code. In the first, we used a heuristic approach to find a solution that was workable but not necessarily optimal. In the second, we solved the problem to proven optimality with SAS PROC OPTMODEL. But all of this leaves a few open questions…
For example, how much better is the optimal approach than the heuristic? Is there ever a reason not to prefer the optimal approach? And what are some other improvements and techniques that a researcher using these macros might want to know about? I’ll spend this post reflecting on our two solutions and covering a few of these bases.
In last week’s post, we constructed a set of constraints to bound a binary integer program for solving the small cell suppression problem. These constraints allow us to ensure that every group of data points which could be aggregated across in a tabular report contains either 0 or 2+ suppressed cells.
At some point before age five, every kid masters the art of satisfying constraints with solutions that are hilariously non-optimal.
Obviously, there’s plenty of ways we could satisfy our constraints – suppressing everything, for example. But we want choose the optimal pattern of secondarily suppressed cells to minimize data loss. So, we’re going to tackle the problem using binary integer programming in PROC OPTMODEL. Strap yourself in, folks – it’s going to be an exciting ride.
In last week’s post we built a SAS macro that found acceptable solutions to the small cell suppression problem using a simple heuristic approach. But what if acceptable isn’t good enough? What if you want perfection? Well, then, you’re in luck!
Benjamin Franklin once attempted to become morally perfect. Too bad he didn’t have PROC OPTMODEL…
I’ve blogged previously about optimization with linear programming in SAS PROC OPTMODEL, and it turns out that the cell suppression problem is another class of problems that can be tackled using this approach. (If you’re unfamiliar with linear programming, check out the linear programming Wikipedia article to get up to speed.) Over the next two posts, we’ll be setting up a SAS Macro that builds the constraints necessary to bound our optimization problem, then implementing the actual optimization code in PROC OPTMODEL.
Often, complex problems can be adequately solved by simple rules that provide an acceptable solution, even if they don’t necessarily get you to the optimal point. The cell suppression problem (summarized in last week’s post) is a perfect example of this – using a methodology that would be readily apparent to any human faced with tackling the problem with pen and paper, we can create a computerized solution that can appropriately suppress data sets containing tens of thousands of records disaggregated over dozens of dimensions. This heuristic method will likely suppress more data than it really needs to, but when all is said and done, it will finish the job quickly and without completely mangling your statistics.
Heuristics are kind of like Fermi estimation. Or, more accurately, I needed an image for this post and this was the best thing I could come up with.
Image credit: XKCD
We’ll start with an explanation of the basic idea, then move on to implementing it in code.
The “cell suppression problem” is one type of “statistical disclosure control” in which a researcher must hide certain values in tabular reports in order to protect sensitive personal (or otherwise protected) information. For instance, suppose Wayout County, Alaska has only one resident with a PhD – we’ll call her “Jane.” Some economist comes in to do a study of the value of higher education in rural areas, and publishes a list of average salaries disaggregated by county and level of education. Whoops! The average salary for people with PhDs in Wayout County is just Jane’s salary. That researcher has just disclosed Jane’s personal information to the world, and anybody that happens to know her now knows how much money she makes. “Suppressing” or hiding the value of that cell in the report table would have saved a lot of trouble!
No, not that kind of suppression.
Over the next couple weeks, I’ll be blogging about some algorithms used to solve the cell suppression problem, and showing how to implement them in code. For now, we’re going to start with an introduction to the intricacies of the problem.
Last weekend, I decided to build a bed. I looked up some plans online, made some modifications, drew up a list of the lengths and sizes of lumber I needed, and went to the store to buy lumber. That’s when the trouble started. The Lowe’s near me sells most of the wood I needed in 6ft, 8ft, 10ft, and 12ft lengths, with different prices. And I needed a weird mix of cuts – ranging from only 10 or 11 inches up to 5 feet. How was I supposed to know which lengths to buy, or how many boards I needed?
Of course, I could have just planned out my cuts on a sheet of paper, gotten close to something that looked reasonable, and called it a day. But I figured there had to be a better way. Turns out, there is, and there’s a huge body of academic literature on the subject. The problem I was facing was simply an expanded version of the classic “cutting stock problem.” It’s a basic integer linear programming problem that can be solved pretty easily by commercial optimization software. So, I decided to try out some optimizations!
Naive Bayes is an extraordinarily diverse algorithm for categorizing things… it can separate fraudulent from non-fraudulent credit card purchases, spam from legitimate email, or dinosaurs from fictional monsters. It’s most frequent application is in “bag of words” models… statistical models that classify a block of text based on the words that appear within it.
This is not a dinosaur…
In this post, we’ll explore the basics of Naive Bayes classification, and we’ll illustrate using a relatively common problem – assigning genders to a group of people when all you have is their names. And, just for kicks and giggles, we’re going to do it in SQL. Because nobody trains models in SQL.