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The Artful Business
                        of Data Mining
                            Computational Statistics
                            with Open Source Tool




Wednesday 20 March 13
David Coallier
                         @davidcoallier



Wednesday 20 March 13
Data Scientist
                         At Engine Yard (.com)




Wednesday 20 March 13
Find Data


Wednesday 20 March 13
Clean Data


Wednesday 20 March 13
Analyse Data?


Wednesday 20 March 13
Analyse Data


Wednesday 20 March 13
Question Data


Wednesday 20 March 13
Report Findings


Wednesday 20 March 13
Data Scientist


Wednesday 20 March 13
Data Janitor


Wednesday 20 March 13
Actual
                        Tasks
Wednesday 20 March 13
“If your model
           is elegant, it’s
           probably wrong”

Wednesday 20 March 13
“The Times
                        they are
                        a-Changing”
                              — Bob Dylan


Wednesday 20 March 13
Python & R


Wednesday 20 March 13
SciPy
                        http://www.scipy.org




Wednesday 20 March 13
scipy.stats

Wednesday 20 March 13
scipy.stats
                         Descriptive Statistics




Wednesday 20 March 13
from scipy.stats
                        import describe

                        s = [1,2,1,3,4,5]

                        print describe(s)



Wednesday 20 March 13
scipy.stats
                        Probability Distributions




Wednesday 20 March 13
Example
                           Poisson Distribution




Wednesday 20 March 13
λ e
                                    k −k
                        f (k; λ ) =
                                     k!
                                    for k >= 0


Wednesday 20 March 13
import scipy.stats.poisson
    p = poisson.pmf([1,2,3,4,1,2,3], 2)




Wednesday 20 March 13
print p.mean()
                        print p.sum()
                        ...



Wednesday 20 March 13
NumPy
                        http://www.numpy.org/




Wednesday 20 March 13
NumPy
                          Linear Algebra




Wednesday 20 March 13
⎛ 1 0 ⎞
                        ⎜ 0 1 ⎟
                        ⎝     ⎠
Wednesday 20 March 13
import numpy as np
      x = np.array([ [1, 0], [0, 1] ])
      vec, val = np.linalg.eig(x)
      np.linalg.eigvals(x)




Wednesday 20 March 13
>>> np.linalg.eig(x)
                           (
                             array([ 1., 1.]),
                             array([
                                [ 1., 0.],
                                [ 0., 1.]
                             ])
                          )




Wednesday 20 March 13
Matplotlib
                         Python Plotting




Wednesday 20 March 13
statsmodels
                        Advanced Statistics Modeling




Wednesday 20 March 13
NLTK
                        Natural Language Tool Kit




Wednesday 20 March 13
scikit-learn
                        Machine Learning




Wednesday 20 March 13
from sklearn import tree
                   X = [[0, 0], [1, 1]]
                   Y = [0, 1]
                   clf = tree.DecisionTreeClassifier()
                   clf = clf.fit(X, Y)

                   clf.predict([[2., 2.]])
                   >>> array([1])




Wednesday 20 March 13
PyBrain
                          ... Machine Learning




Wednesday 20 March 13
PyMC
                        Bayesian Inference




Wednesday 20 March 13
Pattern
                         Web Mining for Python




Wednesday 20 March 13
NetworkX
                            Study Networks




Wednesday 20 March 13
MILK
                        MOAR machine LEARNING!




Wednesday 20 March 13
Pandas
                           easy-to-use
                          data structures




Wednesday 20 March 13
from pandas import *
        x = DataFrame([
            {"age": 26},
            {"age": 19},
            {"age": 21},
            {"age": 18}
        ])

        print x[x['age'] > 20].count()
        print x[x['age'] > 20].mean()

Wednesday 20 March 13
R
Wednesday 20 March 13
RStudio
                             The IDE




Wednesday 20 March 13
lubridate
                        and zoo
                            Dealing with Dates...




Wednesday 20 March 13
yy/mm/dd mm/dd/yy
          YYYY-mm-dd HH:MM:ss TZ
          yy-mm-dd 1363784094.513425
          yy/mm different timezone




Wednesday 20 March 13
reshape2
                           Reshape your Data




Wednesday 20 March 13
ggplot2
                          Visualise your Data




Wednesday 20 March 13
RCurl, RJSONIO
                        Find more Data




Wednesday 20 March 13
HMisc
                        Miscellaneous useful functions




Wednesday 20 March 13
forecast
                            Can you guess?




Wednesday 20 March 13
garch
                          And ruGarch




Wednesday 20 March 13
quantmod
                        Statistical Financial Trading




Wednesday 20 March 13
xts
                        Extensible Time Series




Wednesday 20 March 13
igraph
                          Study Networks




Wednesday 20 March 13
maptools
                           Read & View Maps




Wednesday 20 March 13
map('state', region = c(row.names(USArrests)), col=cm.colors(16, 1)[floor(USArrests$Rape/max(USArrests$Rape)*28)], fill=T)




Wednesday 20 March 13
Sto
rage
Wednesday 20 March 13
Oppose
                        “big” Data

Wednesday 20 March 13
“Learn how
           to sample”

Wednesday 20 March 13
Experim
ents
Wednesday 20 March 13
What Do
     You Want to Answer?

Wednesday 20 March 13
Understand
     Your Audience

Wednesday 20 March 13
Scientific
     Reporting

Wednesday 20 March 13
Busy-ness
                            Time is money




Wednesday 20 March 13
Public
     Visualisation

Wednesday 20 March 13
Best
                   Visualisation,
                   Bad
                   Data
Wednesday 20 March 13
Best
                   Forecasting
                   models...
                   Bad
                   Visualisation
Wednesday 20 March 13
Wednesday 20 March 13
Wednesday 20 March 13
Sean
chaí
Wednesday 20 March 13
Wednesday 20 March 13
Feel
it
Wednesday 20 March 13
Wednesday 20 March 13
Wednesday 20 March 13
Wednesday 20 March 13
“Don’t be scared of
           bar charts.”

Wednesday 20 March 13
Mathematical
     Statistics
     Engineering
     Business
     Economics
     Curiosity
Wednesday 20 March 13
davidcoallier.github.com
            @davidcoallier on Twitter




Wednesday 20 March 13

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The Artful Business of Data Mining: Computational Statistics with Open Source Tools