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Comment by blahi | Hacker News Reader

Regression Modeling Strategies. You need at least some notion of what regressions and probability are all about, but if you have the basics covered, this book will take you through 80% of the journey and the rest is some googling to figure out some concepts that might be murky.

This is a book that emphasizes practical applications without getting bent on the math details too much. If on the other hand you are a math whiz, Elements of Statistical Learning is THE book but it expects you to be very proficient in math.

Both books are seriously underrated, which is kind of funny to say because you will find only praises about them, but they deserve even more.

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The math in The Elements of Statistical Learning is quite basic, if occasionally tedious. Any college junior in STEM should have taken enough calculus, linear algebra, and probability to work through it.

I disagree re: ESL and RMS, but Harrell's book is superb. It's really more aimed at biostatisticians and clinicians, though.

If the math in ESL gives you trouble, you might prefer http://www-bcf.usc.edu/~gareth/ISL/ISLR%20First%20Printing.p... (and I'm not just saying this because the first author was one of my advisers, although I do think that he and Daniela are particularly gifted teachers).

If the math in ESL is too trivial for you, there's always https://web.stanford.edu/~hastie/StatLearnSparsity_files/SLS... , which covers some graphical modeling strategies in later chapters and even kicks the tires of the autoencoder (imho perhaps the greatest recent advance in neural networks for practitioners) along the way.

Koller's course and Ng's course are also good.

Ultimately I feel like you have to get the math right or you'll never acquire the intuition that helps you design your own approaches. But you also have to put in the work.

That reminds me, tibshirani's Stanford course (accompanies ISL and ESL) is terrific. Better than those other two, actually. I wish Harrell would offer one.

You disagree wit what regarding ESL and RMS?

>Ultimately I feel like you have to get the math right or you'll never acquire the intuition that helps you design your own approaches.

But what do you mean by that? Do I really need it if my applications are not as demanding as Netflix? I feel like many people consider anything less than phd-level understanding lol worthy, which is simply not true. Majority of analysts out there are doing just fine with canned procedures. Are there something like canned procedures for Bayesian Nets?

I disagree that RMS is necessarily better than ESL in some meaningful way. The two are complementary. It's like saying a gravel truck is better than a motorcycle: it all depends on what you want to do with it.

Re: "do I really need it?": hell if I know, I'm not you. But my assertion was specifically that if you want to design your own methods (i.e. do research) you need to understand what they are doing. This doesn't seem like a controversial position; an expert is simply a master of the fundamentals.

But I thought I made it clear that I am not looking to do research. I'm not even looking for state of the art performance. I am looking for that 30% of the skills which allow me to do 70% of the tasks. Like RMS. Because outside of Google/Microsoft/Amazon et al, domain knowledge beats superior math skills 10 out of 10 times.

You should do whatever you like, but remember that domain knowledge and math skills are not mutually exclusive. If the problem you need to solve for a major customer or project happens to be in that 30%, it may come in handy.

Linear algebra and calculus (to a lesser degree) are foundational for a great many things. Got missing data? K-NN or nuclear norm matrix completion (or marginalizing over the rest) can help. Systems of differential equations? Use a matrix exponential.

You are free to do whatever you like. A bus driver doesn't need to know how to rebuild an engine. But if you want to race cars you'll get a lot further if you do know how.

If I have missing values, I can use multiple imputation or even simple averaging and the hit I will take will be negligible. I simply do not work in the remaining 30%. I can tell if the work is going to be above my head and refuse the project in those cases.

So after all this back and forth, I still don't know if there is a book similar to RMS in scope, for Bayesian Nets.

Try http://www.r-bayesian-networks.org

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