Statistical Programming with JavaScript
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Almost every application needs data to function - and if you don't know how to be nice to your data, then things will start to go wrong. This talk aims to convince JavaScript developers that they do need to care about statistics, and then talk about how to do so. We look at some theory and lots of case studies and real-world advice to deal with a range of scenarios. The talk aims to touch on the entire data life cycle: We'll dive into data modelling and how the shape and size of your data affects your architecture, and how to build these architectures using JavaScript. Once the data is in the front-end, we'll touch on the wide range of libraries that allows your code to react based on the data, and the wrappers on top that aid visualisation and readability.
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Statistical Programming with JavaScript
- 1. STAT I ST I CA L P R O G RA M M I N G I N JAVAS C R I PT D av i d S i m o n s @ Swa m Wi t h Tu rt l e s
- 4. W H O A M I ? Freelance Software Developer @SwamWithTurtles Java and JavaScript Afraid of goats?
- 5. W H O A M I ? DATA NERD
- 6. C O N T E N T S T H E O RY CA S E S T U D I E S JAVA S C R I P T A P P L I CAT I O N W H AT I S DATA ? G A I N I N G I N S I G H T S R A N D O M N E S S S I M U L AT I O N L E A R N I N G T H R O U G H Reward: What shape is the internet?
- 7. Data
- 9. B E H I N D T H E H O O D A P I D B A D M I N I N T E R F A C E S C H E D U L E D T A S K S 3 R D P A R T Y A P I S
- 10. W H AT D ATA WA S T H E R E ? S O …
- 11. W H AT D ATA WA S T H E R E ? • Counts of lists (e.g. brands, products etc.) • Stock levels and prices of products • Days an item has been out of stock
- 12. W H AT D ATA WA S T H E R E ? • Non-functional data • Numbers of users • Performance for users • Performance of third party APIs • Robustness of system (Uptime, status codes, frequency of errors)
- 13. T H E R E I S D ATA E V E RY W H E R E T H E L E S S O N ?
- 14. What is data?
- 15. What is good data?
- 16. W H AT D ATA S H O U L D I C A R E A B O U T ? • Data you get repeatedly • Data you can extract ‘information’ from • Normally this means numerical data, though NLP is getting big! • Data that answers valuable questions
- 17. Gaining Insights
- 18. A d a t a s e t : Identification WIND CEILING TEMP DEWPT RHX USAF NCDC Date HrMn I Type QCP Dir Q I Spd Q Hgt Q I I Temp Q Dewpt Q RHx 865300,99999,19860401,0000,4,FM-12, ,110,1,N, 7.2,1,22000,1,C,N, 21.6,1, 19.2,1, 86, 865300,99999,19860401,0300,4,FM-12, ,110,1,N, 5.1,1,22000,1,C,N, 19.4,1, 18.5,1, 95, 865300,99999,19860401,0600,4,FM-12, ,070,1,N, 7.2,1,03600,1,C,N, 19.2,1, 999.9,9,999, 865300,99999,19860401,0900,4,FM-12, ,070,1,N, 6.2,1,00120,1,C,N, 19.2,1, 18.9,1, 98, 865300,99999,19860401,1200,4,FM-12, ,070,1,N, 7.7,1,03600,1,C,N, 21.6,1, 18.3,1, 82, 865300,99999,19860401,1500,4,FM-12, ,040,1,N, 9.8,1,03600,1,C,N, 23.0,1, 18.8,1, 77, 865300,99999,19860401,1800,4,FM-12, ,030,1,N, 6.2,1,03600,1,C,N, 19.6,1, 19.0,1, 96, 865300,99999,19860401,2100,4,FM-12, ,050,1,N, 6.7,1,03600,1,C,N, 19.0,1, 18.7,1, 98, 865300,99999,19860402,0000,4,FM-12, ,340,1,N, 7.2,1,03600,1,C,N, 20.0,1, 19.4,1, 96, 865300,99999,19860402,0300,4,FM-12, ,360,1,N, 4.1,1,03600,1,C,N, 19.4,1, 19.1,1, 98, 865300,99999,19860402,0600,4,FM-12, ,999,1,C, 0.0,1,03600,1,C,N, 19.2,1, 18.9,1, 98, 865300,99999,19860402,0900,4,FM-12, ,999,1,C, 0.0,1,00210,1,C,N, 19.0,1, 18.7,1, 98, 865300,99999,19860402,1200,4,FM-12, ,200,1,N, 2.6,1,00210,1,C,N, 20.4,1, 20.1,1, 98, 865300,99999,19860402,1500,4,FM-12, ,210,1,N, 5.1,1,00750,1,C,N, 23.2,1, 19.3,1, 79, 865300,99999,19860402,1800,4,FM-12, ,200,1,N, 3.1,1,00750,1,C,N, 26.4,1, 18.4,1, 62, 865300,99999,19860402,2100,4,FM-12, ,999,1,C, 0.0,1,22000,1,C,N, 26.2,1, 17.1,1, 57, 865300,99999,19860403,0000,4,FM-12, ,140,1,N, 4.1,1,22000,1,C,N, 19.2,1, 17.0,1, 87, 865300,99999,19860403,0300,4,FM-12, ,999,1,C, 0.0,1,22000,1,C,N, 15.8,1, 15.2,1, 96, 865300,99999,19860403,0600,4,FM-12, ,999,1,C, 0.0,1,22000,1,C,N, 15.4,1, 14.0,1, 91, 865300,99999,19860403,1200,4,FM-12, ,060,1,N, 5.1,1,22000,1,C,N, 21.0,1, 19.8,1, 93, 865300,99999,19860403,1500,4,FM-12, ,060,1,N, 4.1,1,00900,1,C,N, 24.8,1, 21.3,1, 81, 865300,99999,19860403,1800,4,FM-12, ,050,1,N, 7.7,1,09000,1,C,N, 28.0,1, 21.4,1, 67, 865300,99999,19860403,2100,4,FM-12, ,040,1,N, 5.1,1,09000,1,C,N, 25.4,1, 21.4,1, 79, 865300,99999,19860404,0000,4,FM-12, ,060,1,N, 6.2,1,03600,1,C,N, 22.2,1, 21.3,1, 95, 865300,99999,19860404,0300,4,FM-12, ,050,1,N, 5.1,1,09000,1,C,N, 21.0,1, 20.7,1, 98, 865300,99999,19860404,0600,4,FM-12, ,060,1,N, 6.2,1,22000,1,C,N, 20.2,1, 19.9,1, 98, 865300,99999,19860404,1200,4,FM-12, ,040,1,N, 5.1,1,00120,1,C,N, 20.4,1, 19.5,1, 95, 865300,99999,19860404,1500,4,FM-12, ,020,1,N, 7.7,1,00420,1,C,N, 24.2,1, 20.4,1, 79, 865300,99999,19860404,1800,4,FM-12, ,250,1,N, 4.1,1,00750,1,C,N, 25.6,1, 20.7,1, 74, 865300,99999,19860404,2100,4,FM-12, ,250,1,N, 5.1,1,00750,1,C,N, 23.6,1, 20.4,1, 82, 865300,99999,19860405,0000,4,FM-12, ,180,1,N, 6.2,1,00420,1,C,N, 20.2,1, 19.6,1, 96,
- 19. s u m m a r y s t a t i s t i c s
- 20. S U M M A RY S TAT I S T I C S • A statistic is a function of the data we have inputed • It aims to capture information about values to make it more understandable
- 21. T H E FA M O U S O N E : • Mean (‘average’) • Sum all of the data and divide by the number of items • Gives a sense of ‘size’
- 23. O T H E R S TAT I S T I C S • “Location” • Mean, Mode, Median • “Spread” • Standard Deviation • “Shape” • Skew, Kurtosis
- 24. D E M O
- 25. Distributions
- 26. What is a random variable?
- 27. Discrete Variables Can be any of a list of values, each with its own probability H E A D S 0 . 5 TA I L S 0 . 5 2 1 / 3 6 3 2 / 3 6 4 3 / 3 6 5 4 / 3 6 6 5 / 3 6 7 6 / 3 6 8 5 / 3 6 9 4 / 3 6 1 0 3 / 3 6 1 1 2 / 3 6 1 2 1 / 3 6
- 28. This makes sense: X = Result of a coin flip H E A D S 0 . 5 TA I L S 0 . 5 But: X won’t always have the same value
- 29. R A N D O M VA R I A B L E S X = Result of a coin flip H E A D S 0 . 5 TA I L S 0 . 5 X is a Random Variable This is its distribution
- 30. D E M O …
- 31. Continuous A numerical variable, that can be any number (sometimes within a range) height weight Math.random()
- 32. H O W D O W E D E F I N E T H E D I S T R I B U T I O N ? Math.random() height
- 33. D E M O
- 34. S O W H AT ? E R R R …
- 35. • When we do data analysis, we’re really looking at the range of values a random variable can be… • … and asking questions about its distribution.
- 36. Y O U ’ R E A N A U D I T O R I M A G I N E …
- 37. A U D I T I N G A L E D G E R • Make a list of all ingoing and outgoing transactions • These are random variables. • What is their distribution? Does it deviate from what we expect?
- 38. B E N F O R D ’ S L A W http://www.journalofaccountancy.com/Issues/1999/May/nigrini
- 39. I N T U I T I V E U S E R I N P U T S D E S I G N I N G
- 40. O U R TA S K … • Designing a system that tries to understand what happens under financial system “shocks” • So: a user would input a shock, its impacts would propagate and we would see our bottom line.
- 41. O U R F I R S T AT T E M P T • Shock ‘sliders’ that scaled linearly 0 % 2 5 % B O O M 9 0 % B U S T
- 42. D I S T R I B U T I O N O F F I N A N C I A L C H A N G E S
- 43. S O … • Shock ‘sliders’ that scaled linearly 0 % 8 % B O O M 1 0 5 % B U S T Change that happens with 75% chance Change that happens with 10% chance
- 44. Randomness
- 45. M A K I N G R A N D O M VA R I A B L E S
- 46. S O M E WA R N I N G S • Exactly what randomness means is a fuzzy question. • These numbers are not ‘cryptographically’ random.
- 47. J AVA S C R I P T ’ S E N T RY T O R A N D O M N E S S • Different runtimes can implement it differently. • V8 implements Multiply-With- Carry: • Take a sequence of ‘seed’ values • Iteratively perform modular arithmetic-based operations • Extend the initial seed values to a longer sequence. Math.random()
- 48. W H AT A B O U T O T H E R D I S T R I B U T I O N S ? B U T …
- 49. T H E S H O R T A N S W E R Math.random()= f( )
- 50. T H E S H O R T A N S W E R = H E A D S 0 . 5 TA I L S 0 . 5 =
- 51. W H AT ’ S T H E F U N C T I O N ? jStat beta centralF cauchy chi-squared exponential gamma inverse gamma kumaraswamy lognormal normal pareto student t uniform weibull binomial negative binomial hypergeometric poisson triangular OR
- 52. U S I N G R A N D O M N E S S
- 53. w hy w o u l d i w a n t t o u s e R A N D O M N E S S ?
- 54. S T U B B E D T E S T D ATA • Avoid coupling yourself to specific test implementations • Spin-up life-like environments for load testing
- 55. N O N - D E T E R M I N I S T I C A L G O R I T H M S • Modelling underlying or random data • Solving a problem that is expensive or impossible to solve perfectly
- 56. P I T FA L L S
- 57. C H O O S I N G T H E D I S T R I B U T I O N • What if a ‘uniform’ distribution isn’t enough? • What if we want random data that isn’t just numbers?
- 58. E X A M P L E : S O C I A L N E T W O R K
- 59. E X A M P L E : S O C I A L N E T W O R K 11 Traversals
- 60. D E M O
- 61. B a r a b a s i - A l b e r t R a n d o m M o d e l
- 62. B A R A B A S I - A L B E R T R A N D O M M O D E L • Start with two linked objects • Add one new object at a time • Link that object to one existing object, with already ‘popular’ objects more likely to be chosen.
- 63. T H I S M O D E L S … • Academic Citations • Actor filmographies • Spread of Infectious diseases • Social Networks
- 64. C O N T E N T S T H E O RY CA S E S T U D I E S JAVA S C R I P T A P P L I CAT I O N W H AT I S DATA ? G A I N I N G I N S I G H T S R A N D O M N E S S S I M U L AT I O N L E A R N I N G T H R O U G H Reward: What shape is the internet?
- 65. We’reOUTof TIME
- 66. • Data is any information we collect. Not all data is valuable. • Seeing trends in lots of numbers is hard. Summary statistics and charts help us unpick its meaning. • Data can be treated as random ‘realisations’ from a backing distribution. • Making random variables is easy, and can be done in different shapes for different purposes. W H AT I S DATA ? G A I N I N G I N S I G H T S R A N D O M N E S S S I M U L AT I O N
- 67. L I B R A R I E S W E U S E D G E N E R A L L I B R A R I E S K N O C K O U T. J S R E Q U I R E . J S B O O T S T R A P D ATA M A N I P U L AT I O N L O D A S H J S TAT D ATA I M P O RT PA PA PA R S E C H A RT I N G D 3 C H A R T. J S
- 68. T H A N K YO U D av i d S i m o n s @ Swa m Wi t h Tu rt l e s