Benedikt Koehler

What to expect from Strata Conference 2015? An empirical outlook.

In one week, the 2015 edition of Strata Conference (or rather: Strata + Hadoop World) will open its doors to data scientists and big data practitioners from all over the world. What will be the most important big data technology trends for this year? As last year, I ran an analysis on the Strata abstract for 2015 and compared them to the previous years.

One thing immediately strikes: 2015 will be probably known as the “Spark Strata”:

If you compare mentions of the major programming languages in data science, there’s another interesting find: R seems to have a comeback and Python may be losing some of its momentum:

R is also among the rising topics if you look at the word frequencies for 2015 and 2014:

Now, let’s take a look at bigrams that have been gaining a lot of traction since the last Strata conference. From the following table, we could expect a lot more case studies than in the previous years:

This analysis has been done with IPython and Pandas. See the approach in this notebook.

Looking forward to meeting you all at Strata Conference next week! I’ll be around all three days and always in for a chat on data science.

How to analyze smartphone sensor data with R and the BreakoutDetection package

Yesterday, Jörg has written a blog post on Data Storytelling with Smartphone sensor data. Here’s a practical approach on how to analyze smartphone sensor data with R. In this example I will be using the accelerometer smartphone data that Datarella provided in its Data Fiction competition. The dataset shows the acceleration along the three axes of the smartphone:

x – sideways acceleration of the device
y – forward and backward acceleration of the device
z – acceleration up and down

The interpretation of these values can be quite tricky because on the one hand there are manufacturer, device and sensor specific variations and artifacts. On the other hand, all acceleration is measured relative to the sensor orientation of the device. So, for example, the activity of taking the smartphone out of your pocket and reading a tweet can look the following way:

y acceleration – the smartphone had been in the pocket top down and is now taken out of the pocket
z and y acceleration – turning the smartphone so that is horizontal
x acceleration – moving the smartphone from the left to the middle of your body
z acceleration – lifting the smartphone so you can read the fine print of the tweet

And third, there is gravity influencing all the movements.

So, to find out what you are really doing with your smartphone can be quite challenging. In this blog post, I will show how to do one small task – identifying breakpoints in the dataset. As a nice side effect, I use this opportunity to introduce an application of the Twitter BreakoutDetection Open Source library (see Github) that can be used for Behavioral Change Point analysis.

First, I load the dataset and take a look at it:

setwd("~/Documents/Datarella")
accel <- read.csv("SensorAccelerometer.csv", stringsAsFactors=F)
head(accel)

  user_id           x          y        z                 updated_at                 type
1      88 -0.06703765 0.05746084 9.615114 2014-05-09 17:56:21.552521 Probe::Accelerometer
2      88 -0.05746084 0.10534488 9.576807 2014-05-09 17:56:22.139066 Probe::Accelerometer
3      88 -0.04788403 0.03830723 9.605537 2014-05-09 17:56:22.754616 Probe::Accelerometer
4      88 -0.01915361 0.04788403 9.567230 2014-05-09 17:56:23.372244 Probe::Accelerometer
5      88 -0.06703765 0.08619126 9.615114 2014-05-09 17:56:23.977817 Probe::Accelerometer
6      88 -0.04788403 0.07661445 9.595961  2014-05-09 17:56:24.53004 Probe::Accelerometer

This is the sensor data for one user on one day:

accel$day <- substr(accel$updated_at, 1, 10)
df <- accel[accel$day == '2014-05-12' & accel$user_id == 88,]
df$timestamp <- as.POSIXlt(df$updated_at) # Transform to POSIX datetime
library(ggplot2)
ggplot(df) + geom_line(aes(timestamp, x, color="x")) + 
             geom_line(aes(timestamp, y, color="y")) + 
             geom_line(aes(timestamp, z, color="z")) + 
             scale_x_datetime() + xlab("Time") + ylab("acceleration")

Let’s zoom in to the period between 12:32 and 13:00:

ggplot(df[df$timestamp >= '2014-05-12 12:32:00' & df$timestamp < '2014-05-12 13:00:00',]) +
  geom_line(aes(timestamp, x, color="x")) + 
  geom_line(aes(timestamp, y, color="y")) + 
  geom_line(aes(timestamp, z, color="z")) + 
  scale_x_datetime() + xlab("Time") + ylab("acceleration")

Then, I load the Breakoutdetection library:

install.packages("devtools")
devtools::install_github("twitter/BreakoutDetection")
library(BreakoutDetection)
bo <- breakout(df$x[df$timestamp >= '2014-05-12 12:32:00' & df$timestamp < '2014-05-12 12:35:00'], 
               min.size=10, method='multi', beta=.001, degree=1, plot=TRUE)
bo$plot

This quick analysis of the acceleration in the x direction gives us 4 change points, where the acceleration suddenly changes. In the beginning, the smartphone seems to lie flat on a horizontal surface – the sensor is reading a value of around 9.8 in positive direction – this means, the gravitational force only effects this axis and not the x and y axes. Ergo: the smartphone is lying flat. But then things change and after a few movements (our change points) the last observation has the smartphone on a position where the x axis has around -9.6 acceleration, i.e. the smartphone is being held in landscape orientation pointing to the right.

Anomaly Detection with Wikipedia Page View Data

Today, the Twitter engineering team released another very interesting Open Source R package for working with time series data: “AnomalyDetection“. This package uses the Seasonal Hybrid ESD (S-H-ESD) algorithm to identify local anomalies (= variations inside seasonal patterns) and global anomalies (= variations that cannot be explained with seasonal patterns).

As a kind of warm up and practical exploration of the new package, here’s a short example on how to download Wikipedia PageView statistics and mine them for anomalies (inspired by this blog post, where this package wasn’t available yet):

First, we install and load the necessary packages:

library(RJSONIO)
library(RCurl)
library(ggplot2)
install.packages("devtools")
devtools::install_github("twitter/AnomalyDetection")
library(AnomalyDetection)

Then we choose an interesting Wikipedia page and download the last 90 days of PageView statistics:

page <- "USA"
raw_data <- getURL(paste("http://stats.grok.se/json/en/latest90/", page, sep=""))
data <- fromJSON(raw_data)
views <- data.frame(timestamp=paste(names(data$daily_views), " 12:00:00", sep=""), stringsAsFactors=F)
views$count <- data$daily_views
views$timestamp <- as.POSIXlt(views$timestamp) # Transform to POSIX datetime
views <- views[order(views$timestamp),]

I also did some pre-processing and transformation of the dates in POSIX datetime format. A first plot shows this pattern:

ggplot(views, aes(timestamp, count)) + geom_line() + scale_x_datetime() + xlab("") + ylab("views")

Now, let’s look for anomalies. The usual way would be to feed a dataframe with a date-time and a value column into the AnomalyDetection function AnomalyDetectionTs(). But in this case, this doesn’t work because our data is much too coarse. It doesn’t seem to work with data on days. So, we use the more generic function AnomalyDetectionVec() that just needs the values and some definition of a period. In this case, the period is 7 (= 7 days for one week):

res = AnomalyDetectionVec(views$count, max_anoms=0.05, direction='both', plot=TRUE, period=7)
res$plot

In our case, the algorithm has discovered 4 anomalies. The first on October 30 2014 being an exceptionally high value overall, the second is a very high Sunday, the third a high value overall and the forth a high Saturday (normally, this day is also quite weak).

Coolhunting like a Streetfighter

One of the most exciting applications of Social Media data is the automated identification, evaluation and prediction of trends. I already sketched some ideas in this blog post. Last year – and this was one of my personal highlights – I had the opportunity to speak at the PyData 2014 Berlin on the topic of Street Fighting Trend Research.

In my talk I presented some more general thoughts on trend research (or “coolhunting” as it is called nowadays) on the Internet. But at the core were three examples on how to identify research trends from the web (see this blogpost), how to mine conference proposals (see this analysis of Strata abstracts) and how to identify trending locations on Foursquare (see here). All three examples are also available as IPython Notebooks on my Github page. And here’s the recorded version of the talk.

The PyData conference was one of the best conferences I attended. Not only were the topics very diverse – ranging from GPU optimization to the representation of women in the PyData community – but also the people attending the conference were coming from different backgrounds: lawyers, engineers, physicists, computer scientists (of course) or statisticians. But still, with every talk and every conversation in the hallways, you could feel the wild euphoria connecting us all with the programming language and the incredible curiosity.

2014 highlight (2): On of the best courses on Big Data and Data Mining

I already mentioned the Hastie & Tibshirani course on statistical learning as one of my personal highlights in data science last year. My second highlight is also an online course, also by leading experts on their field (this time: Big Data and data mining), also based on a (freely available) book and also by Stanford University professors: Jure Leskovec, Anand Rajamaran and Jeff Ullman’s course on “Mining Massive Datasets”.

ullman_mmds

If you’re interested in data science or data mining, chances are high that you have already been in touch with their book. It can safely be considered a standard work on the fascinating intersection of data mining algorithms, machine learning and Big Data. The 7 week course is the online version of the Stanford courses CS246 and the earlier version of CS345A.

The course is very dense and covers a lot of territory from the book, for example:

How does Map Reduce work and why is it important?
How can I retrieve frequently appearing combinations from very large sets of items such as shopping baskets?
How to retain information about a datastream that does not fit in memory?
What are the most common tasks in supervised machine learning and how to implement them?
How do I program an intelligent system for recommending movies?
How to compute optimal placements of online advertisements?

Some of the lectures are on a beginners to intermediate level, but some lectures cover very advanced topics. What I especially liked about this course is that a lot of the material covered really is state-of-the-art in data mining. Some algorithms – e.g. the BIGCLAM community detection and CUR matrix decomposition – had only been developed about year ago.

So, take a look at the book, and if you haven’t already: enroll at the Coursera course website to make sure you won’t miss the next session of this course.

Work in Progress – 3 great (almost) unpublished data science books

One thing that’s particularly great about the Internet is the Sharing Economy. So much information, know-how, content is given out for free on a daily basis. Here’s three fascinating unpublished books that you can take a look at right now. And to make them even greater, you can always give the authors your feedback, bugs you’ve discovered or just a big thank you!

The first book from O’Reilly’s Early Release series is “Mastering Bitcoin” by Andreas Antonopoulos. If you want to learn more about how the new crypto-currency works or if you want to imagine how this concept will change the world or just understand how you can use the Bitcoin APIs to build your own tools, this is the place to start. I hope this book will give me lots of inspiration about analyzing and visualizing the Blockchain (see this blogpost).

“Deep Learning” is the somewhat humble title of the second book. This work by Yoshua Bengio, Ian J. Goodfellow and Aaron Courville (University of Montréal) on the theory and practice of neural networks a.k.a. deep learning could someday become a standard introduction. On their webpage, you can download and read the book chapter by chapter – but as this is work in progress, there could be quite a lot of updates in the future. So grab it while it is still fresh.

The third one is already a classic and very well received by the peer group: “Network Science” by Albert-László Barabási. This book explains the science of networks and social network analysis from the beginning (history- and concept-wise) right to the 21. century. From finding and identifying Terrorists to analyzing and optimizing organizational structure – this book abounds with colorful examples and real applications. Everyone who has been thinking “Yeah, network visualizations look pretty nice, but what’s the real use-case besides that?” should definitely take a look at this work. The best thing: it will stay free because it’s published under a Creative Commons license. Thanks, László!

New Podcast on Machine Learning

talkingmachines This new machine learning podcast “Talking Machines – Human Conversations on Machine Learning” really sounds like a lot of fun (and deep insight of course):

We start with Kevin Murphy of Google talking about his textbook that has become a standard in the field. Then we turn to Hanna Wallach of Microsoft Research NYC and UMass Amherst and hear about the founding of WiML (Women in Machine Learning). Next we discuss academia’s relationship with business with Max Welling from the University of Amsterdam, program co-chair of the 2013 NIPS conference (Neural Information Processing Systems). Finally, we sit down with three pillars of the field Yann LeCun, Yoshua Bengio, and Geoff Hinton to hear about where the field has been and where it might be headed.

Downloading the first episode from January 1st right now.

The Top 7 Beautiful Data Blog Posts in 2014

2014 was a great year in data science – and also an exciting year for me personally from a very inspirational Strata Conference in Santa Clara to a wonderful experience of speaking at PyData Berlin to founding the data visualization company DataLion. But it also was a great year blogging about data science. Here’s the Beautiful Data blog posts our readers seemed to like the most:

Datalicious Notebookmania – My personal list of the 7 IPython notebooks I like the most. Some of them are great for novices, some can even be challenging for advanced statisticians and datascientists
Trending Topics at Strata Conferences 2011-2014 – An analysis of the topics most frequently mentioned in Strata Conference abstracts that clearly shows the rising importance of Python, IPython and Pandas.
Big Data Investment Map 2014 – I’ve been tracking and analysing the developments in Big Data investments and IPOs for quite a long time. This was the 2014 update of the network mapping the investments of VCs in Big Data companies.
Analyzing VC investment strategies with Crunchbase data – This blog post explains the code used to create the network.
How to create a location graph from the Foursquare API – In this post, I explain a way to make sense out of the Foursquare API and to create geospatial network visualizations from the data showing how locations in a city are connected via Foursquare checkins.
Text-Mining the DLD Conference 2014 – A very similar approach as I used for the Strata conference has been applied to the Twitter corpus refering to Hubert Burda Media DLD conference showing the trending topics in tech and media.
Identifying trends in the German Google n-grams corpus – This tutorial shows how to analyze Big data-sets such as the Google Book ngram corpus with Hive on the Amazon Cloud.

Querying the Bitcoin blockchain with R

The crypto-currency Bitcoin and the way it generates “trustless trust” is one of the hottest topics when it comes to technological innovations right now. The way Bitcoin transactions always backtrace the whole transaction list since the first discovered block (the Genesis block) does not only work for finance. The first startups such as Blockstream already work on ways how to use this mechanism of “trustless trust” (i.e. you can trust the system without having to trust the participants) on related fields such as corporate equity.

So you could guess that Bitcoin and especially its components the Blockchain and various Sidechains should also be among the most exciting fields for data science and visualization. For the first time, the network of financial transactions many sociologists such as Georg Simmel theorized about becomes visible. Although there are already a lot of technical papers and even some books on the topic, there isn’t much material that allows for a more hands-on approach, especially on how to generate and visualize the transaction networks.

The paper on “Bitcoin Transaction Graph Analysis” by Fleder, Kester and Pillai is especially recommended. It traces the FBI seizure of $28.5M in Bitcoin through a network analysis.

So to get you started with R and the Blockchain, here’s a few lines of code. I used the package “Rbitcoin” by Jan Gorecki.

Here’s our first example, querying the Kraken exchange for the exchange value of Bitcoin vs. EUR:

library(Rbitcoin)

## Loading required package: data.table
## You are currently using Rbitcoin 0.9.2, be aware of the changes coming in the next releases (0.9.3 - github, 0.9.4 - cran). Do not auto update Rbitcoin to 0.9.3 (or later) without testing. For details see github.com/jangorecki/Rbitcoin. This message will be removed in 0.9.5 (or later).

wait <- antiddos(market = 'kraken', antispam_interval = 5, verbose = 1)
market.api.process('kraken',c('BTC','EUR'),'ticker')

##    market base quote           timestamp market_timestamp  last     vwap
## 1: kraken  BTC   EUR 2015-01-02 13:12:03             <NA&gt; 263.2 262.9169
##      volume    ask    bid
## 1: 458.3401 263.38 263.22

The function antiddos makes sure that you’re not overusing the Bitcoin API. A reasonable query interval should be one query every 10s.

Here’s a second example that gives you a time-series of the lastest exchange values:

trades <- market.api.process('kraken',c('BTC','EUR'),'trades')
Rbitcoin.plot(trades, col='blue')

The last two examples all were based on aggregated values. But the Blockchain API allows to read every single transaction in the history of Bitcoin. Here’s a slightly longer code example on how to query historical transactions for one address and then mapping the connections between all addresses in this strand of the Blockchain. The red dot is the address we were looking at (so you can change the value to one of your own Bitcoin addresses):

wallet <- blockchain.api.process('15Mb2QcgF3XDMeVn6M7oCG6CQLw4mkedDi')
seed <- '1NfRMkhm5vjizzqkp2Qb28N7geRQCa4XqC'
genesis <- '1A1zP1eP5QGefi2DMPTfTL5SLmv7DivfNa'
singleaddress <- blockchain.api.query(method = 'Single Address', bitcoin_address = seed, limit=100)
txs <- singleaddress$txs

bc <- data.frame()
for (t in txs) {
  hash <- t$hash
  for (inputs in t$inputs) {
    from <- inputs$prev_out$addr
    for (out in t$out) {
      to <- out$addr
      va <- out$value
      bc <- rbind(bc, data.frame(from=from,to=to,value=va, stringsAsFactors=F))
    }
  }
}

After downloading and transforming the blockchain data, we’re now aggregating the resulting transaction table on address level:

library(plyr)
btc <- ddply(bc, c("from", "to"), summarize, value=sum(value))

Finally, we’re using igraph to calculate and draw the resulting network of transactions between addresses:

library(igraph)
btc.net <- graph.data.frame(btc, directed=T)
V(btc.net)$color <- "blue"
V(btc.net)$color[unlist(V(btc.net)$name) == seed] <- "red"
nodes <- unlist(V(btc.net)$name)
E(btc.net)$width <- log(E(btc.net)$value)/10
plot.igraph(btc.net, vertex.size=5, edge.arrow.size=0.1, vertex.label=NA, main=paste("BTC transaction network for\n", seed))

2014 highlight (1): Statistical Learning course by Hastie & Tibshirani

What I like most about the R and Python developer and user communities, is their incredible openness and generosity. One of the finest examples in the past year was the online course “Statistical Learning” taught by Stanford professors Trevor Hastie and Rob Tibshirani.

statlearning_screenshot

In this MOOC they explain very understandably (even for beginners) the basics of statistical modeling (or machine learning) techniques such as linear, polynomial and logistic regression, smoothing splines, Ridge regression, Lasso, Generalized Additive Models, various methods for classification (Classification Trees to random forests) and also unsupervised learning methods.

But the highlights of this course are the R labs between all units. In these sessions, the statistical theory is supplemented with many practical examples. It’s really fantastic to hear the authors explain and teach the (very essential) R packages they wrote themselves. For me, the course was also an impetus to learn even more about knitr. Especially if you’re used to IPython notebook, this combination of code and output can be very intuitive and useful. Even months after going through the course, I refer to my lab R code (see also here) when I need some quick templates for common statistical modelling tasks. I really liked the strong focus on cross validation methods – many basic courses on statistics focus only on the methods and not on how to estimate how well you’re predicting.

ISL Cover 2 The course is based on the textbook “Introduction to Statistical Learning” (or short: ISL, download here) Hastie and Tibshirani wrote together with Gareth James and Daniela Witten. If you want to dive even deeper into the subject, you can also work through the more advanced work “Elements of Statistical Learning” (ESL, download).

So, if one of your New Year resolutions for 2015 is, learning how to do more with R, you should definitively take a look at this course. The next free class is starting on January 19.

Continue with part 2 of the 2014 highlights.

How to create a location graph from the Foursquare API

Monday, I’ll be speaking on “Linked Data” at the 49th German Market Research Congress 2014. In my talk, there will be many examples of how to apply the basic approach and measurements of Social Network Analysis to various topics ranging from brand affinities as measured in the market-media study best for planning, the financial network between venture capital firms and start-ups and the location graph on Foursquare.

Because I haven’t seen many examples on using the Foursquare API to generate location graphs, I would like to explain my approach a little bit deeper. At first sight, the Foursquare API differs from many other Social Media APIs because it just allows you to access data about your own account. So, there is no general stream (or firehose) of check-in events that could be used to calculate user journeys or the relations between different places.

Fortunately, there’s another method that is very helpful for this purpose: You can query the API for any given Foursquare location to output up to five venues that were most frequently accessed after this location. This begs for a recursive approach of downloading the next locations for the next locations for the next locations and so on … and transform this data into the location graph.

I’ve written down this approach in an IPython Notebook, so you just have to find your API credentials and then you can start downloading your cities’ location graph. For Munich it looks like this (click to zoom):

Munich seen through Foursquare check-ins

The resulting network is very interesting, because the “distance” between the different locations is a fascinating mixture of

spatial distance: places that are nearby are more likely to be connected (think of neighborhoods)
temporal distance: places that can be reached in a short time are more likely to be connected (think of places that are quite far apart but can be reached in no time by highway)
affective/social distance: places that belong to a common lifestyle are more likely to be connected
Feel free to clone the code from my github. I’m looking forward to seeing the network visualizations of your cities.

Analyzing VC investment strategies with Crunchbase data

If you look at the investments in Big Data companies in the last few years, one thing is obvious: This is a very dynamic and fast growing market. I am producing regular updates of this network map of Big Data investments with a Python program (actually an IPython Notebook).

But what insights can be gained by directly analyzing the Crunchbase investment data? Today I revved up my RStudio to take a closer look at the data beneath the nodes and links.

Load the data and required packages:

library(reshape)
library(plyr)
library(ggplot2)
data <- read.csv('crunchbase_monthly_export_201403_investments.csv', sep=';', stringsAsFactors=F)
inv <- data[,c("investor_name", "company_name", "company_category_code", "raised_amount_usd", "investor_category_code")]
inv$raised_amount_usd[is.na(inv$raised_amount_usd)] <- 1

In the next step, we are selecting only the 100 top VC firms for our analysis:

inv <- inv[inv$investor_category_code %in% c("finance", ""),]
top <- ddply(inv, .(investor_name), summarize, sum(raised_amount_usd))
names(top) <- c("investor_name", "usd")
top <- top[order(top$usd, decreasing=T),][1:100,]
invtop <- inv[inv$investor_name %in% top$investor_name[1:100],]

Right now, each investment from a VC firm to a Big Data company is one row. But to analyze the similarities between the VC companies in term of their investment in the various markets, we have to transform the data into a matrix. Fortunately, this is exactly, what Hadley Wickham’s reshape package can do for us:

inv.mat <- cast(invtop[,1:4], investor_name~company_category_code, sum)
inv.names <- inv.mat$investor_name
inv.mat <- inv.mat[,3:40] # drop the name column and the V1 column (unknown market)

These are the most important market segments in the Crunchbase (Top 100 VCs only):

inv.seg <- ddply(invtop, .(company_category_code), summarize, sum(raised_amount_usd))
names(inv.seg) <- c("Market", "USD")
inv.seg <- inv.seg[inv.seg$Market != "",]
inv.seg$Market <- as.factor(inv.seg$Market)
inv.seg$Market <- reorder(inv.seg$Market, inv.seg$USD)
ggplot(inv.seg, aes(Market, USD/1000000))+geom_bar(stat="identity")+coord_flip()+ylab("$1M USD")

plot of chunk unnamed-chunk-4

What’s interesting now: Which branches are related to each other in terms of investments (e.g. VCs who invested in biotech also invested in cleantech and health …). This question can be answered by running the data through a K-means cluster analysis. In order to downplay the absolute differences between the categories, I am using the log values of the investments:

inv.market <- log(t(inv.mat))
inv.market[inv.market == -Inf] <- 0

fit <- kmeans(inv.market, 7, nstart=50)
pca <- prcomp(inv.market)
pca <- as.matrix(pca$x)
plot(pca[,2], pca[,1], type="n", xlab="Principal Component 1", ylab="Principal Component 2", main="Market Segments")
text(pca[,2], pca[,1], labels = names(inv.mat), cex=.7, col=fit$cluster)

plot of chunk unnamed-chunk-5

My 7 cluster solution has identified the following clusters:

Health
Cleantech / Semiconductors
Manufacturing
News, Search and Messaging
Social, Finance, Analytics, Advertising
Automotive & Sports
Entertainment

The same can of course be done for the investment firms. Here the question will be: Which clusters of investment strategies can be identified? The first variant has been calculated with the log values from above:

inv.log <- log(inv.mat)
inv.log[inv.log == -Inf] <- 0
inv.rel <- scale(inv.mat)

fit <- kmeans(inv.log, 6, nstart=15)
pca <- prcomp(inv.log)
pca <- as.matrix(pca$x)
plot(pca[,2], pca[,1], type="n", xlab="Principal Component 1", ylab="Principal Component 2", main="VC firms")
text(pca[,2], pca[,1], labels = inv.names, cex=.7, col=fit$cluster)

plot of chunk unnamed-chunk-6

The second variant uses scaled values:

inv.rel <- scale(inv.mat)

fit <- kmeans(inv.rel, 6, nstart=15)
pca <- prcomp(inv.rel)
pca <- as.matrix(pca$x)
plot(pca[,2], pca[,1], type="n", xlab="Principal Component 1", ylab="Principal Component 2", main="VC firms")
text(pca[,2], pca[,1], labels = inv.names, cex=.7, col=fit$cluster)

plot of chunk unnamed-chunk-7

Datalicious Notebookmania – My favorite 7 IPython Notebooks

One of the most remarkable features of this year’s Strataconf was the almost universal use of IPython notebooks in presentations and tutorials. This framework not only allows the speakers to demonstrate each step in the data science approach but also gives the audience an opportunity to do the same – either during the session or afterwards.

Here’s a list of my favorite IPython notebooks on machine learning and data science. You can always find a lot more on this webpage. Furthermore, there’s also the great notebookviewer platform that can render Github’bed notebooks as they would appear in your browser. All the following notebooks can be downloaded or cloned from the GitHub page to work on your own computer or you can view (but not edit) them with nbviewer.

So, if you want to learn about predictions, modeling and large-scale data analysis, the following resources should give you a fantastic deep dive into these topics:

1) Mining the Social Web by Matthew A. Russell

If you want to learn how to automatically extract information from Twitter streams, Facebook fanpages, Google+ posts, Github accounts and many more information sources, this is the best resource to start. It started out as the code repository for Matthew’s O’Reilly published book, but since the 2nd edition has become an active learning community. The code comes with a complete setup for a virtual machine (Vagrant based) which saves you a lot of configuring and version-checking Python packages. Highly recommended!

2) Probabilistic Programming and Bayesian Methods for Hackers by Cameron Davidson-Pilon

This is another heavy weight among my IPython notebook repositories. Here, Cameron teaches you Bayesian data analysis from your first calculation of posteriors to a real-time analysis of GitHub repositories forks. Probabilistic programming is one of the hottest topics in the data science community right now – Beau Cronin gave a mind-blowing talk at this year’s Strata Conference (here’s the speaker deck) – so if you want to join the Bayesian gang and learn probabilistic programming systems such as PyMC, this is your notebook.

3) Parallel Machine Learning Tutorial by Olivier Grisel

The tutorial session on parallel machine learning and the Python package scikit-learn by Olivier Grisel was one of my highlights at Strata 2014. In this notebook, Olivier explains how to set up and tune machine learning projects such as predictive modeling with the famous Titanic data-set on Kaggle. Modeling has far too long been a secret science – some kind of Statistical Alchemy, see the talk I gave at Siemens on this topic – and the time has come to democratize the methods and approaches that are behind many modern technologies from behavioral targeting to movie recommendations. After the introduction, Olivier also explains how to use parallel processing for machine learning projects on really large data-sets.

4) 538 Election Forecasting Model by Skipper Seabold

Ever wondered how Nate Silver calculated his 2012 presidential election forecasts? Don’t look any further. This notebook is reverse engineering Nate’s approach as he described it on his blog and in various interviews. The notebook comes with the actual polling data, so you can “do the Nate Silver” on your own laptop. I am currently working on transforming this model to work with German elections – so if you have any ideas on how to improve or complete the approach, I’d love to hear from you in the comments section.

5) Six Degrees of Kevin Bacon by Brian Kent

This notebook is one of the showcases for the new GraphLab Python package demonstrated at Strata Conference 2014. The GraphLab library allows very fast access to large data structures with a special data frame format called the SFrame. This notebook works on the Freebase movie database to find out whether the Kevin Bacon number really holds true or whether there are other actors that are more central in the movie universe. The GraphLab package is currently in public beta.

6) Get Close to Your Data with Python and JavaScript by Brian Granger

The days of holecount and 1000+ pages of statistical tables are finally history. Today, data science and data visualization go together like Bayesian priors and posteriors. One of the hippest and most powerful technologies in modern browser-based visualization is the d3.js framework. If you want to learn about the current state-of-the-art in combining the beauty of d3.js with the ease and convenience of IPython, Brian’s Strata talk is the perfect introduction to this topic.

7) Regex Golf by Peter Norvig

I found the final notebook through the above mentioned talk. Peter Norvig is not only the master mind behind the Google economy, teacher of a wonderful introduction to Python programming at Udacity and author of many scientific papers on applied statistics and modeling, but he also seems to be the true nerd. Who else would take a xkcd comic strip by the word and work out the regular expression matching patterns that provide a solution to the problem posed in the comic strip. I promise that your life will never be the same after you went through this notebook – you’ll start to see programming problems in almost every Internet meme from now on. Let me know, when you found some interesting solutions!

Before and After Series C funding – a network analysis of Domo

One of the most interesting Big Data companies in this network analysis of Venture Capital connections has in my opinion been Domo. Not only did it receive clearly above average funding for such a young company, but it was also one of the nodes with the best connections through Venture Capital firms and their investments. It had one of the highest values for Betweenness Centrality, which means it connects a lot of the other nodes in the Big Data landscape.

Then, some days after I did the analysis and visualization, news broke that Domo received $125M from Greylock, Fidelity, Morgan Stanley and Salesforce among others. This is a great opportunity to see what this new financing round means in terms of network structure. Here’s Domo before the round:

And this is Domo $125M later. Notice how its huge Betweenness Centrality almost dwarfs the other nodes in the network. And through its new connections it is strongly connected to MongoDB:

Here’s a look at the numbers, before Series C:

	Company	Centrality
1	Domo	0.1459
2	Cloudera	0.0890
3	MemSQL	0.0738
4	The Climate Corporation	0.0734
5	Identified	0.0696
6	MongoDB, Inc.	0.0673
7	Greenplum Software	0.0541
8	CrowdFlower	0.0501
9	DataStax	0.0489
10	Fusion-io	0.0488

And now:

	Company	Centrality
1	Domo	0.1655
2	MemSQL	0.0976
3	Cloudera	0.0797
4	MongoDB, Inc.	0.0722
5	Identified	0.0706
6	The Climate Corporation	0.0673
7	Greenplum Software	0.0535
8	CrowdFlower	0.0506
9	DataStax	0.0459
10	Fusion-io	0.0442

The new funding round now only increases Domo’s centrality but also MongoDB’s because of the shared investors Salesforce, T. Rowe Price and Fidelity Investments.

Big Data VC investments

As the data-base for the Big Data Investment Map 2014 also includes the dates for most of the funding rounds, it’s not hard to create a time-series plot from this data. This should answer the question whether Big Data is already over the peak (cf. Gartner seeing Big Data reaching the “trough of disillusionment”) or if we still are to experience unseen heights? The answer should be quite clear:

BigDataVC_02022014

The growth does look quite exponential to me. BTW: The early spike in 2007 has been the huge investment in VMWare by Intel and Cisco. Currently, I have not included IPOs and acquisitions in my calculations.