Paper review: To Tune or Not to Tune the Number of Trees in Random Forest

Plotting different performance metrics against the number of trees in random forest. Source. I came across the following paper during my Masters coursework that addresses a practical issue in the use of the random forest model, and in general, any other bootstrap aggregating ensembles: Probst, P. & Boulestix, A-L. (2018). To Tune or Not to … Continue reading Paper review: To Tune or Not to Tune the Number of Trees in Random Forest →

Do Less, Better

The Daily Stoic podcast Here’s the simple recipe for improvement and for happiness. It comes from Marcus Aurelius and the fact that it came from such a busy man with so many obligations and responsibilities should not be forgotten. “If you seek tranquility,” he said, “do less.” And then he follows the note to himself with some … Continue reading Do Less, Better →

My Master of Science in Statistics programme in NUS

National University of Singapore I have gotten quite a couple of questions regarding my current MSc Statistics programme in NUS. Here are some broadstroke information about the programme and how I am approaching it. I'm doing the MSc by Coursework programme, which means a research thesis is not part of my curriculum. A MSc by … Continue reading My Master of Science in Statistics programme in NUS →

The Machine Learning Life Cycle – how to run a ML project

The Machine Learning Life Cycle from DataRobot. I recently came across this page in the DataRobot Artificial Intelligence Wiki. If you don't already know, DataRobot is currently one of the top automated machine learning platform in the market, with emphasis on supervised learning and citizen data science. I am quite a big fan of their … Continue reading The Machine Learning Life Cycle – how to run a ML project →

A guide to dollar cost averaging in Singapore – Part 1

Dollar cost averaging and regular savings plans are good ways for long-term investors to build up their nest egg in Singapore. Image source. Happy New Year from Korea everyone! I am currently on a business trip in Seoul, visiting our Korean counterparts for 2 weeks. Besides the weeknight / weekend day trips to popular spots like … Continue reading A guide to dollar cost averaging in Singapore – Part 1 →

A repertoire of data scientist interview questions – with a twist

Machine Learning. Nothing to do with my intended topic, just a random xkcd comic that I thought is funny. Source. (This post will be continually updated so as to capture more questions and answers along the way. To be honest I don't think I have the best answers to some of these questions as well. … Continue reading A repertoire of data scientist interview questions – with a twist →

Why ensemble modelling works so well – and one often neglected principle

Putting models together in an ensemble learning fashion is a popular technique amongst Data Scientists Ensemble learning is the simultaneous use of multiple predictive models to arrive at a single prediction, based on a collective decision made together by all models in the ensemble. It's a common and popular technique used in predictive modelling, especially … Continue reading Why ensemble modelling works so well – and one often neglected principle →

Good news for fans of Singapore Savings Bonds

The Singapore Savings Bonds programme Been a while since I last posted on my blog - the last month or so has been hectic for me, with the semester final examinations for my part-time Masters as well as travelling for business. Still, no excuses for slipping on my 2 posts per month commitment, so will … Continue reading Good news for fans of Singapore Savings Bonds →

OCBC 360 Interest structure changes: what’s the impact on me and you? – Part 2

The OCBC 360 Account This is part 2 from the post "OCBC 360 Interest structure changes: what's the impact on me and you? - Part 1". Be sure to check that out first before going further here. In my previous post, I illustrated the upcoming changes to the bonus interest structure of the 360 account, … Continue reading OCBC 360 Interest structure changes: what’s the impact on me and you? – Part 2 →

Analysis of the Phillip SING Income ETF

Earlier this month (Oct 2018), Phillip Securities introduced a brand new ETF - the Phillip SING Income ETF, to be managed by Phillip Capital Management, Based on the name of the ETF alone, it's easy to guess the focus of this ETF: dividend income, which is an investment style popular amongst retail investors in Singapore. Here's … Continue reading Analysis of the Phillip SING Income ETF →