Welcome!

Apache Authors: Pat Romanski, Liz McMillan, Elizabeth White, Janakiram MSV, Gil Allouche

Blog Feed Post

Some R Resources for GLMs

by Joseph Rickert Generalized Linear Models have become part of the fabric of modern statistics, and logistic regression, at least, is a “go to” tool for data scientists building classification applications. The ready availability of good GLM software and the interpretability of the results logistic regression makes it a good baseline classifier. Moreover, Paul Komarek argues that, with a little bit tweaking, the basic iteratively reweighted least squares algorithm used to evaluate the maximum likelihood estimates can be made robust and stable enough to allow logistic regression to challenge specialized classifiers such as support vector machines.   It is relatively easy to figure how to code a GLM in R. Even a total newcomer to R is likely to figure out that the glm()function is part of the core R language within a minute or so of searching. Thereafter though, it gets more difficult to find other GLM related stuff that R has to offer. Here is a far from complete, but hopefully helpful, list of resources. Online documentation that I have found helpful includes the contributed book by Virasakdi Chongsuvivatwong and the tutorials from Princeton and UCLA. Here is slick visualization of a poisson model from the Freakonometrics blog. But finding introductory materials is on GLMs is not difficult. Almost all of the many books on learning statistics with R have chapters on the GLM including the classic Modern Applied Statistics with S, by Venables and Ripley, and one of my favorite texts, Data Analysis and Graphics Using R, by Maindonald and Braun. It is more of a challenge, however, to sort through the more than 5,000 packages on CRAN to find additional functions that could help with various specialized aspects or extensions to the GLM. So here is a short list of GLM related packages. Packages to help with convergence and improve the fit glm2 implements a refinement to the iteratively reweighted least squares algorithm in order to help with convergence issues commonly associated with nonstandard link functions. brglm fits binomial response models with a bias reduction method safeBinaryRegression provides a function that overloads glm() to provide a test for the existence of the maximum likelihood estimates for binomial models pscl provides goodness of fit measures for GLMs Packages for variable selection and regularization bestglm selects a “best” subset of input variables for GLMs using cross validation and various information criteria. glmnet provides functions to fit linear regression, binary logistic regression and multinomial normal regression with convex penalties. penalized fits high dimensional logistic and poisson models with L1 and L2 penalties Packages for special models mlogit fits multinomial logit models. lme4 provides functions to fit mixed-effect GLMS hglm fits hierarchical GLMs with both fixed and random effects glmmML provides functions to fit binomial and poisson models with clustering. Bayesian GLMs arm provides functions for Bayesian GLMs (Look here for a discussion of how Bayesian ideas can help with GLM problems.) bayesm contains functions for Bayesian GLMs including binary and ordinal probit, multinomial logit, multinomial probit models and more MCMCglmm provides functions to fit mixed GLMs using MCMC techniques GLMs for Big Data The bigglm() function in the biglm package fits GLMs that are too big to fit into memory. H20 package from 0xdata provides an R wrapper for the h2o.glm function for fitting GLMs on Hadoop and other platforms speedglm fits GLMs to large data sets using an updating procedure. RrevoScaleR (Revolution R Enterprise) provides parallel external memory algorithms for fitting GLMs on clusters, Hadoop, Teradata and other platforms Generalized Additive Models, GAMS,generalize GLMs gam provides functions to fit the Generalized Additive Model gamm4 fits mixed GAMs. mgcv provides functions to fit GAMs with muttiple smoothing methods. VGAM provides functions to fit vector GLMs and GAMs. Beyond the documentation and and a list of packages that may be useful, it is also nice to have the benefit of some practical experience. John Mount has written prolifically about logistic regression in his Win-Vector Blog over the past few years. His post, How robust is logistic regression, is an illuminating discussion of convergence issues surrounding Newton-Raphson/Iteratively-Reweighted-Least Squares. It contains pointers to examples illustrating the trouble caused by complete or quasi-complete separation as well as links to the academic literature. This post is a classic, but all of the other posts in the series are very much worth the read. Finally, as a reminder of the trouble you can get into interpreting t-values from a GLM, here is another classic, a post from the S-News archives on the Hauck-Donner phenomenon.

Read the original blog entry...

More Stories By David Smith

David Smith is Vice President of Marketing and Community at Revolution Analytics. He has a long history with the R and statistics communities. After graduating with a degree in Statistics from the University of Adelaide, South Australia, he spent four years researching statistical methodology at Lancaster University in the United Kingdom, where he also developed a number of packages for the S-PLUS statistical modeling environment. He continued his association with S-PLUS at Insightful (now TIBCO Spotfire) overseeing the product management of S-PLUS and other statistical and data mining products.<

David smith is the co-author (with Bill Venables) of the popular tutorial manual, An Introduction to R, and one of the originating developers of the ESS: Emacs Speaks Statistics project. Today, he leads marketing for REvolution R, supports R communities worldwide, and is responsible for the Revolutions blog. Prior to joining Revolution Analytics, he served as vice president of product management at Zynchros, Inc. Follow him on twitter at @RevoDavid

@ThingsExpo Stories
Internet of @ThingsExpo, taking place November 1-3, 2016, at the Santa Clara Convention Center in Santa Clara, CA, is co-located with 19th Cloud Expo and will feature technical sessions from a rock star conference faculty and the leading industry players in the world. The Internet of Things (IoT) is the most profound change in personal and enterprise IT since the creation of the Worldwide Web more than 20 years ago. All major researchers estimate there will be tens of billions devices - comp...
DevOps at Cloud Expo, taking place Nov 1-3, 2016, at the Santa Clara Convention Center in Santa Clara, CA, is co-located with 19th Cloud Expo and will feature technical sessions from a rock star conference faculty and the leading industry players in the world. The widespread success of cloud computing is driving the DevOps revolution in enterprise IT. Now as never before, development teams must communicate and collaborate in a dynamic, 24/7/365 environment. There is no time to wait for long dev...
Data is the fuel that drives the machine learning algorithmic engines and ultimately provides the business value. In his session at Cloud Expo, Ed Featherston, a director and senior enterprise architect at Collaborative Consulting, will discuss the key considerations around quality, volume, timeliness, and pedigree that must be dealt with in order to properly fuel that engine.
19th Cloud Expo, taking place November 1-3, 2016, at the Santa Clara Convention Center in Santa Clara, CA, will feature technical sessions from a rock star conference faculty and the leading industry players in the world. Cloud computing is now being embraced by a majority of enterprises of all sizes. Yesterday's debate about public vs. private has transformed into the reality of hybrid cloud: a recent survey shows that 74% of enterprises have a hybrid cloud strategy. Meanwhile, 94% of enterpri...
There is growing need for data-driven applications and the need for digital platforms to build these apps. In his session at 19th Cloud Expo, Muddu Sudhakar, VP and GM of Security & IoT at Splunk, will cover different PaaS solutions and Big Data platforms that are available to build applications. In addition, AI and machine learning are creating new requirements that developers need in the building of next-gen apps. The next-generation digital platforms have some of the past platform needs a...
SYS-CON Events announced today Telecom Reseller has been named “Media Sponsor” of SYS-CON's 19th International Cloud Expo, which will take place on November 1–3, 2016, at the Santa Clara Convention Center in Santa Clara, CA. Telecom Reseller reports on Unified Communications, UCaaS, BPaaS for enterprise and SMBs. They report extensively on both customer premises based solutions such as IP-PBX as well as cloud based and hosted platforms.
The 19th International Cloud Expo has announced that its Call for Papers is open. Cloud Expo, to be held November 1-3, 2016, at the Santa Clara Convention Center in Santa Clara, CA, brings together Cloud Computing, Big Data, Internet of Things, DevOps, Digital Transformation, Microservices and WebRTC to one location. With cloud computing driving a higher percentage of enterprise IT budgets every year, it becomes increasingly important to plant your flag in this fast-expanding business opportuni...
With so much going on in this space you could be forgiven for thinking you were always working with yesterday’s technologies. So much change, so quickly. What do you do if you have to build a solution from the ground up that is expected to live in the field for at least 5-10 years? This is the challenge we faced when we looked to refresh our existing 10-year-old custom hardware stack to measure the fullness of trash cans and compactors.
The emerging Internet of Everything creates tremendous new opportunities for customer engagement and business model innovation. However, enterprises must overcome a number of critical challenges to bring these new solutions to market. In his session at @ThingsExpo, Michael Martin, CTO/CIO at nfrastructure, outlined these key challenges and recommended approaches for overcoming them to achieve speed and agility in the design, development and implementation of Internet of Everything solutions wi...
Cloud computing is being adopted in one form or another by 94% of enterprises today. Tens of billions of new devices are being connected to The Internet of Things. And Big Data is driving this bus. An exponential increase is expected in the amount of information being processed, managed, analyzed, and acted upon by enterprise IT. This amazing is not part of some distant future - it is happening today. One report shows a 650% increase in enterprise data by 2020. Other estimates are even higher....
Today we can collect lots and lots of performance data. We build beautiful dashboards and even have fancy query languages to access and transform the data. Still performance data is a secret language only a couple of people understand. The more business becomes digital the more stakeholders are interested in this data including how it relates to business. Some of these people have never used a monitoring tool before. They have a question on their mind like “How is my application doing” but no id...
Identity is in everything and customers are looking to their providers to ensure the security of their identities, transactions and data. With the increased reliance on cloud-based services, service providers must build security and trust into their offerings, adding value to customers and improving the user experience. Making identity, security and privacy easy for customers provides a unique advantage over the competition.
Smart Cities are here to stay, but for their promise to be delivered, the data they produce must not be put in new siloes. In his session at @ThingsExpo, Mathias Herberts, Co-founder and CTO of Cityzen Data, will deep dive into best practices that will ensure a successful smart city journey.
SYS-CON Events announced today that 910Telecom will exhibit at the 19th International Cloud Expo, which will take place on November 1–3, 2016, at the Santa Clara Convention Center in Santa Clara, CA. Housed in the classic Denver Gas & Electric Building, 910 15th St., 910Telecom is a carrier-neutral telecom hotel located in the heart of Denver. Adjacent to CenturyLink, AT&T, and Denver Main, 910Telecom offers connectivity to all major carriers, Internet service providers, Internet backbones and ...
I wanted to gather all of my Internet of Things (IOT) blogs into a single blog (that I could later use with my University of San Francisco (USF) Big Data “MBA” course). However as I started to pull these blogs together, I realized that my IOT discussion lacked a vision; it lacked an end point towards which an organization could drive their IOT envisioning, proof of value, app dev, data engineering and data science efforts. And I think that the IOT end point is really quite simple…
Pulzze Systems was happy to participate in such a premier event and thankful to be receiving the winning investment and global network support from G-Startup Worldwide. It is an exciting time for Pulzze to showcase the effectiveness of innovative technologies and enable them to make the world smarter and better. The reputable contest is held to identify promising startups around the globe that are assured to change the world through their innovative products and disruptive technologies. There w...
Personalization has long been the holy grail of marketing. Simply stated, communicate the most relevant offer to the right person and you will increase sales. To achieve this, you must understand the individual. Consequently, digital marketers developed many ways to gather and leverage customer information to deliver targeted experiences. In his session at @ThingsExpo, Lou Casal, Founder and Principal Consultant at Practicala, discussed how the Internet of Things (IoT) has accelerated our abil...
Is the ongoing quest for agility in the data center forcing you to evaluate how to be a part of infrastructure automation efforts? As organizations evolve toward bimodal IT operations, they are embracing new service delivery models and leveraging virtualization to increase infrastructure agility. Therefore, the network must evolve in parallel to become equally agile. Read this essential piece of Gartner research for recommendations on achieving greater agility.
SYS-CON Events announced today that Venafi, the Immune System for the Internet™ and the leading provider of Next Generation Trust Protection, will exhibit at @DevOpsSummit at 19th International Cloud Expo, which will take place on November 1–3, 2016, at the Santa Clara Convention Center in Santa Clara, CA. Venafi is the Immune System for the Internet™ that protects the foundation of all cybersecurity – cryptographic keys and digital certificates – so they can’t be misused by bad guys in attacks...
For basic one-to-one voice or video calling solutions, WebRTC has proven to be a very powerful technology. Although WebRTC’s core functionality is to provide secure, real-time p2p media streaming, leveraging native platform features and server-side components brings up new communication capabilities for web and native mobile applications, allowing for advanced multi-user use cases such as video broadcasting, conferencing, and media recording.