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    9 posts tagged with "math"

    On Optimal Threshold for Maximizing F1 Score

    May 15, 2021  |  9 min read

    This post attempts to take a deeper look at F1 score. Do you know that, for calibrated classifiers, the optimal threshold is half the max F1? How come? Here it's explained.


    Stats with Python: Multiple Linear Regression

    March 31, 2021  |  3 min read

    This post steps forward to multiple linear regression. The method of least squares is revisited --with linear algebra.


    Stats with Python: Simple Linear Regression

    March 22, 2021  |  5 min read

    This post summarizes the basics of simple linear regression --method of least squares and coefficient of determination.


    Stats with Python: Sample Correlation Coefficient is Biased

    February 24, 2021  |  6 min read

    Is the sample correlation coefficient an unbiased estimator? No! This post visualizes how large its bias is and shows how to fix it.


    Stats with Python: Rank Correlation

    February 06, 2021  |  8 min read

    The correlation coefficient is a familiar statistic, but there are several variations whose differences should be noted. This post recaps the definitions of these common measures.


    A Deeper Look at ROC-AUC

    November 15, 2020  |  4 min read

    How come ROC-AUC is equal to the probability of a positive sample ranked higher than negative ones? This post provides an answer with a fun example.


    From Direct Method to Doubly Robust

    July 29, 2020  |  3 min read

    Causal inference is becoming a hot topic in ML community. This post formulates one of its important concepts called doubly robust estimator with simple notations.



    July 19, 2020  |  21 min read



    PageRank Explained: Theory, Algorithm, and Some Experiments

    March 12, 2020  |  9 min read

    How does Google's PageRank work? Its theory and algorithm are explained, followed by numerical experiments.

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