Data Science Accelerator for Credit Risk Prediction

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AUC Meets the Wilcoxon-Mann-Whitney U-Statistic

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The Flexibility of Remote and Local R Workspaces

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By Ilia Karmanov, Data Scientist at Microsoft This post is for those of you with a statistics/econometrics background but not necessarily a machine-learning one and for those of you who want some guidance in building a neural-network from scratch in R to better understand how everything fits (and how it doesn’t). Andrej Karpathy wrote that …

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by Fang Zhou, Data Scientist; Graham Williams, Director of Data Science, all at Microsoft Credit Risk Scoring is a classic but increasingly important operation in banking as banks are becoming far more risk careful when lending for mortgages, credit card payments or other commercial purposes, in an industry known for fierce competition and the global …

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by Fang Zhou, Data Scientist; Graham Williams, Director of Data Science, all at Microsoft Credit Risk Scoring is a classic but increasingly important operation in banking as banks are becoming far more risk careful when lending for mortgages, credit card payments or other commercial purposes, in an industry known for fierce competition and the global …

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by Fang Zhou, Data Scientist; and Graham Williams, Director of Data Science, all at Microsoft Rattle — the R Analytical Tool To Learn Easily — is a popular open-source GUI for data mining using R. It presents statistical and visual summaries of data, transforms data that can be readily modelled, builds both unsupervised and supervised …

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by Juan M. Lavista Ferres , Senior Director of Data Science at Microsoft In what was one of the most viral episodes of 2017, political science Professor Robert E Kelly was live on BBC World News talking about the South Korean president being forced out of office when both his kids decided to take an …

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by Ben Marwick, Associate Professor of Archaeology, University of Washington and Senior Research Scientist, University of Wollongong The Society of American Archaeology (SAA) is one of the largest professional organisations for archaeologists in the world, and just concluded its annual meeting in Vancouver, BC at the end of March. The R language has been a …

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by JS Tan (Program Manager, Microsoft) For users of the R language, scaling up their work to take advantage of cloud-based computing has generally been a complex undertaking. We are therefore excited to announce doAzureParallel, a lightweight R package built on Azure Batch that allows you to easily use Azure’s flexible compute resources right from …

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R Server in the Marketplace Select the Ubuntu version. Do a conventional deployment—lets say you name yours mymrs. Take note of the mymrs-ip public address, and the mymrs-nsg network security group resources created for it since you will want to customize them. Login to the VM using the system account you set up in the …

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by Bob Horton, Senior Data Scientist, Microsoft The area under an ROC curve (AUC) is commonly used in machine learning to summarize the performance of a predictive model with a single value. But you might be surprised to learn that the AUC is directly connected to the Mann-Whitney U-Statistic, which is commonly used in a …

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by Le Zhang (Data Scientist, Microsoft) and Graham Williams (Director of Data Science, Microsoft) Employee retention has been and will continue to be one of the biggest challenges of a company. While classical tactics such as promotion, competitive perks, etc. are practiced as ways to retain employees, it is now a hot trend to rely …

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