CS109: Lecture 9 (Review)
It has been a while since I’ve done one of these. There are a lot of reasons for that, including but not limited to: making a giant spreadsheet so I can buy a new car, working on client things, getting ready to pick up and move my life 200 miles south, and pure laziness.
Anywho, I finally got around to watching lecture 9 of Harvard’s Data Science course, and here are my thoughts as I had them:
1. We started with a review of variance, standard deviation, mean, random variables and associated equations.
I may or may not have fallen asleep for some portion of this.
Remember kids, the mean of the sum is the sum of the means.
2. Alright, alright,I should stop being cynical -- one of those rules I will admit to not remembering shows up at about minute 16:
"If independent, variance of sum is sum of variance."
3. Polls often suffer from the "House" effect, where the pollsters themselves introduce systematic biases which cause their results to be incorrect consistently.
Instead of using the data itself, treat their results as random variables, and take an average of the average.
"A poll is a much better predictor of an election than a person."
4. Loess data smoothing is based on Taylor's Theorem, if you window your data small enough, you will always end up with a line.
Just keep fitting lines to your data until you end up with a data fitting curve.
5. The Nate Silvers of the world often take polls, weigh them by their error rate, sample size, etc... And then takes the average of averages as before.
More generally, the latter half of this lecture is far superior to the beginning. It even had a fun review of one type of data smoothing, which I found to be really useful.
I would definitely watch this again, but would probably skip to minute thirty to get to the read meat.