Decorrelating Features using the Gram-Schmidt Process

A problem that frequently arises when applying linear models is that of multicollinearity. The term multicollinearity describes the phenomenon where one or more features in the data matrix can be accurately predicted using a linear model involving others of the features. The consequences of multicollinearity include numerical instability due to ill-conditioning, and difficulty in interpreting the regression coefficients. An approach to decorrelate features is presented using the Gram-Schmidt process.

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TVLib: A C++ Text Vectorization Library with Python Bindings

I am a big fan of the CountVectorizer class in scikit-learn [1]. With a robust and easy interface that produces (sparse!) matrices, what’s not to love? Well, it’s… pretty… slow…

The performance is okay for 10s of MB of text, but GBs take minutes or more. It terms out that CountVectorizer is implemented in pure Python. The functions are single threaded too. It seems like low-hanging fruit. Just whip up some parallel C++, right? Well, not quite, but I’m getting ahead of myself.

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On the Analysis and Prediction of Recessions in the USA

This chapter explores recessions in the United States of America. Datasets are collected from a variety of locations including the Federal Reserve Economic Data (FRED) and from the website of Yale professor and Nobel laureate Dr. Robert J. Shiller. A classifier model is constructed which predicts recessions and this model is analyzed for useful insights.

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A Brief Analysis of Survey Data from a Speed Dating Event

In this post, survey data collected from several speed dating events is analyzed. The events were conducted between 2002 and 2004 by two professors from Columbia University: Ray Fisman and Sheena Iyengar. In addition to questions about personal interests, the survey includes academic and occupational questions as well.

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