Steven S Skiena - Collected Quotes

"Bias is error from incorrect assumptions built into the model, such as restricting an interpolating function to be linear instead of a higher-order curve. [...] Errors of bias produce underfit models. They do not fit the training data as tightly as possible, were they allowed the freedom to do so. In popular discourse, I associate the word 'bias' with prejudice, and the correspondence is fairly apt: an apriori assumption that one group is inferior to another will result in less accurate predictions than an unbiased one. Models that perform lousy on both training and testing data are underfit." (Steven S Skiena, "The Data Science Design Manual", 2017)

"Exploratory data analysis is the search for patterns and trends in a given data set. Visualization techniques play an important part in this quest. Looking carefully at your data is important for several reasons, including identifying mistakes in collection/processing, finding violations of statistical assumptions, and suggesting interesting hypotheses." (Steven S Skiena, "The Data Science Design Manual", 2017)

"Repeated observations of the same phenomenon do not always produce the same results, due to random noise or error. Sampling errors result when our observations capture unrepresentative circumstances, like measuring rush hour traffic on weekends as well as during the work week. Measurement errors reflect the limits of precision inherent in any sensing device. The notion of signal to noise ratio captures the degree to which a series of observations reflects a quantity of interest as opposed to data variance. As data scientists, we care about changes in the signal instead of the noise, and such variance often makes this problem surprisingly difficult." (Steven S Skiena, "The Data Science Design Manual", 2017)

"The advent of massive data sets is changing in the way science is done. The traditional scientific method is hypothesis driven. The researcher formulates a theory of how the world works, and then seeks to support or reject this hypothesis based on data. By contrast, data-driven science starts by assembling a substantial data set, and then hunts for patterns that ideally will play the role of hypotheses for future analysis." (Steven S Skiena, "The Data Science Design Manual", 2017)

"The danger of overfitting is particularly severe when the training data is not a perfect gold standard. Human class annotations are often subjective and inconsistent, leading boosting to amplify the noise at the expense of the signal. The best boosting algorithms will deal with overfitting though regularization. The goal will be to minimize the number of non-zero coefficients, and avoid large coefficients that place too much faith in any one classifier in the ensemble." (Steven S Skiena, "The Data Science Design Manual", 2017)

"Using noise (the uncorrelated variables) to fit noise (the residual left from a simple model on the genuinely correlated variables) is asking for trouble." (Steven S Skiena, "The Data Science Design Manual", 2017)

"Variables which follow symmetric, bell-shaped distributions tend to be nice as features in models. They show substantial variation, so they can be used to discriminate between things, but not over such a wide range that outliers are overwhelming." (Steven S Skiena, "The Data Science Design Manual", 2017)

"Variance is error from sensitivity to fluctuations in the training set. If our training set contains sampling or measurement error, this noise introduces variance into the resulting model. [...] Errors of variance result in overfit models: their quest for accuracy causes them to mistake noise for signal, and they adjust so well to the training data that noise leads them astray. Models that do much better on testing data than training data are overfit." (Steven S Skiena, "The Data Science Design Manual", 2017)