I will host a data visualization workshop at Israel’s biggest data science event

TL/DR

 

What: Data Visualization from default to outstanding. Test cases of tough data visualization

Why:  You would never settle for default settings of a machine learning algorithm. Instead, you would tweak them to obtain optimal results. Similarly, you should never stop with the default results you receive from a data visualization framework. Sadly, most of you do.

When: May 27, 2018 (a day before the DataScience summit)/ 13:00 – 16:00

Where:  Interdisciplinary Center (IDC) at Herzliya.

More info: here.

Timeline:
1. Theoretical introduction: three most common mistakes in data visualization (45 minutes)
2. Test case (LAB): Plotting several radically different time series on a single graph (45 minutes)
3. Test case (LAB): Bar chart as an effective alternative to a pie chart (45 minutes)
4. Test case (LAB): Pie chart as an effective alternative to a bar chart (45 minutes)

More words

According to the conference organizers, the yearly Data Science Summit is the biggest data science event in Israel. This year, the conference will take place in Tel Aviv on Monday, May 28. One day before the main conference, there will be a workshop day, hosted at the Herzliya Interdisciplinary Center. I’m super excited to host one of the workshops, during the afternoon session. During this workshop, we will talk about the mistakes data scientist make while visualizing their data and the way to avoid them. We will also have some fun creating various charts, comparing the results, and trying to learn from each others’ mistakes.

Register here.

Three most common mistakes in data visualization 
and how to avoid them. Now, the slides

collage of data visualization paper headlines

Yesterday, I talked in front of the Barcelona Data Science and Machine Learning Meetup about the most common mistakes in data visualization. I enjoyed talking with the local community very much. Judging by the feedback I received during and after the talk, they too, enjoyed my presentation. I uploaded my slides to Slideshare.

Me in front of a screen that shows a bar chart

Enjoy!

ASCII histograms are quick, easy to use and implement

screenshot. Histogram created using ASCII characters

Screen Shot 2018-02-25 at 21.25.32From time to time, we need to look at a distribution of a group of values. Histograms are, I think, the most popular way to visualize distributions. “Back in the old days,” when most of my work was done in the console, and when creating a plot from Python was required too many boilerplate code lines, I found a neat function that produced histograms using ASCII characters.

Surely, today, when most of us work in a notebook environment, ASCII histograms aren’t as useful as they used to be. However, they are still helpful. One scenario in which ASCII diagrams are useful is when you write a log file for an iterative process. A quick glimpse at the log file will let you know when the distribution of some scoring function reached convergence.

That is why I keep my version of asciihist updated since 2005. You may find it on Github here.

Tips on making remote presentations

Today, I made a presentation to the faculty of the Chisinau
Institute of Mathematics and Computer Science. The audience gathered in a conference room in Chisinau, and I was in my home office in Israel.

Me presenting in front of the computer

Following is a list of useful tips for this kind of presentations.

  • When presenting, it is very important to see your audience. Thus, use two monitors. Use one monitor for screen sharing, and the other one to see the audience
  • Put the (Skype) window that shows your audience under the camera. This way you’ll look most natural on the other side of the teleconference.
  • Starting a presentation in Powerpoint or Keynote “kidnaps” all the displays. You will not be able to see the audience when that happens. I export the presentation to a PDF file and use Acrobat Reader in full-screen mode. The up- and down- buttons in my presentation remote control work with the Reader. The “make screen black” button doesn’t.
  • I open a “lightable view” of my presentation and put it next to the audience screen. It’s not as useful as seeing the presenter’s notes using a “real” presentation program, but it is good enough.
  • Stand up! Usually, we stand up when we present in front of live audience. For some reason, when presenting remotely, people tend to sit. A sitting person is less dynamic and looks less engaging. I have a standing desk which allows me to stand up and to raise the camera to my face level. If you can’t raise the camera, stay sitting. You don’t want your audience staring at your groin.

Auditorium in Chisinau showing me on their screen

 

The case of meaningless comparison

Screenshot of three graphs, one above another

Exposé, an Australian-based data analytics company, published a use case in which they analyze the benefits of a custom-made machine learning solution. The only piece of data in their report [PDF] was a graph which shows the observed and the predicted

Screenshot that shows two time series curves: one for the observed and one for the predicted values

Graphs like this one provide an easy-to-digest overview of the data but are meaningless with respect to our ability to judge model accuracy. When predicting values of time series, it is customary to use all the available data to predict the next step. In cases like that, “predicting” the next value to be equal to the last available one will result in an impressive correlation. Below, for example, is my “prediction” of Apple stock price. In my model, I “predict” tomorrow’s prices to be equal to today’s closing price plus random noise.

Two curves representing two time series - Apple stock price and the same data shifted by one day

Look how impressive my prediction is!

I’m not saying that Exposé constructed a nonsense model. I have no idea what their model is. I do say, however, that their communication is meaningless. In many time series, such as consumption dynamics, stock price, etc, each value is a function of the previous ones. Thus, the “null hypothesis” of each modeling attempt should be that of a random walk, which means that we should not compare the actual values but rather the changes. And if we do that, we will see the real nature of the model. Below is such a graph for my pseudo-model (zoomed to the last 20 points)

diff_series

 

Suddenly, my bluff is evident.

To sum up, a direct comparison of observed and predicted time series can only be used as a starting point for a more detailed analysis. Without such an analysis, this comparison is nothing but a meaningless illustration.

Lie factor in ad graphs

What do you do when you have spare time? I tend to throw graphs from ads to a graph digitizer to compute the “lie factor”. Take the following graph for example. It appeared in an online ad campaign a couple of years ago. In this campaign, one of the four Israeli health care providers bragged about the short waiting times in their phone customer support. According to the Meuheded (the health care provider who run the campaign), their customers had to wait for one minute and one second, compared to 1:03, 1:35, and 2:39 in the cases of the competitors. Look how dramatic the difference is:

Screen Shot 2018-02-16 at 18.34.38

The problem?

If the orange bar represents 61 seconds, then the dark blue one stands for 123 seconds, almost twice as much, compared to the actual numbers, the green bar is 4:20 minutes, and the light-blue one is approximately seven minutes, and not 2:39, as the number says.

Screen Shot 2018-02-16 at 18.32.53

I can’t figure out what guided the Meuhedet creative team in selecting the bar heights. What I do know that they lied. And this lie can be quantified.

 

 

 

Does chart junk really damage the readability of your graph?

Screen Shot 2018-02-12 at 16.32.56Data-ink ratio is considered to be THE guiding principle in data visualization. Coined by Edward Tufte, data-ink is “the non-erasable core of a graphic, the non-redundant ink arranged in response to variation in the numbers represented.” According to Tufte, the ratio of the data-ink out of all the “ink” in a graph should be as high as possible, preferably, 100%.
Everyone who considers themselves serious about data visualization knows (either formally, or intuitively) about the importance to keep the data-ink ratio high, the merits of high signal-to-noise ratio, the need to keep the “chart junk” out. Everybody knows it. But are there any empirical studies that corroborate this “knowledge”? One of such studies was published in 1988 by James D. Kelly in a report titled “The Data-Ink Ratio and Accuracy of Information Derived from Newspaper Graphs: An Experimental Test of the Theory.”

In the study presented by J.D. Kelly, the researchers presented a series of newspaper graphs to a group of volunteers. The participants had to look at the graphs and answer questions. A different group of participants was exposed to similar graphs that underwent rigorous removal of all the possible “chart junk.” One such an example is shown below

Two bar charts based on identical data. One - with "creative" illustrations. The other one only presents the data.

Unexpectedly enough, there was no difference between the error rate the two groups made. “Statistical analysis of results showed that control groups and treatment groups made a nearly identical number of errors. Further examination of the results indicated that no single graph produced a significant difference between the control and treatment conditions.”

I don’t remember how this report got into my “to read” folder. I am amazed I have never heard about it. So, what is my take out of this study? It doesn’t mean we need to abandon the data-ink ratio at all. It does not provide an excuse to add “chart junk” to your charts “just because”. It does, however, show that maximizing the data-ink ratio shouldn’t be followed zealously as a religious rule. The maximum data-ink ratio isn’t a goal, but rather a tool. Like any tool, it has some limitations. Edward Tufte said, “Above all, show data.” My advice is “Show data, enough data, and mostly data.” Your goal is to convey a message, if some decoration (a.k.a chart junk) makes your message more easily digestible, so be it.

Why bar charts should always start at zero?

Illustration: a paper sheet with graphs in someone's hand

In the data visualization world, not starting a bar chart at zero is a “BIG NO”. Some people protest. “How come can anyone tell me how to start my bar chart? The Paper/Screen can handle anything! If I want to start a bar chart at 10, nobody can stop me!”

Data visualization is a language. Like any language, data visualization has its set of rules,  grammar if you wish. Like in any other language, you are free to break any rule, but if you do so, don’t be surprised if someone underestimates you. I’m not a native English speaker. I certainly break many English grammar rules when I write or speak. However, I never argue if someone knowledgeable corrects me. If you agree that one should try respecting grammar rules of a spoken language, you have to agree to respect the grammar of any other language, including data visualization.

Natan Yau from flowingdata.com has a very informative post

Screenshot of flowingdata.com post "Bar Chart Baselines Start at Zero"

that explores this exact point. Read it.

Another related discussion is called “When to use the start-at-zero rule” and is also worth reading.

Also, do remember is that the zero point has to be a meaningful one. That is why, you cannot use a bar chart to depict the weather because, unless you operate in Kelvin, the zero temperature is meaningless and changes according to the arbitrary choice the temperature scale.

Yet another thing to remember is that

It’s true that every rule has its exception. It’s just that with this particular rule, I haven’t seen a worthwhile reason to bend it yet.

(citing Natan Yau)

Gender salary gap in the Israeli high-tech — now the code

Screenshot of a Jupyter notebook with some code and a graph.

Several people have asked me about the technology I used to create the graphs in my recent post about the gender salary gap in the Israeli high-tech. Like 99% of the graphs I create, I used matplotlib. I have uploaded the notebook that I used for that post to Github. Here’s the link. The published version uses seaborn style settings. The original one uses a slightly customized style.

 

In defense of double-scale and double Y axes

Illustration: many graphs with secondary Y axes.

If you had a chance to talk to me about data visualization, you know that I dislike the use of double Y-axis for anything except for presenting different units of the same measurement (for example inches and meters). Of course, I’m far from being a special case.  Double axis ban is a standard stand among all the people in the field of data visualization education. Nevertheless, double-scale axes (mostly Y-axis) are commonly used both in popular and technical publications. One of my data visualization students in the Azrieli College of Engineering of Jerusalem told me that he continually uses double Y scales when he designs dashboards that are displayed on a tiny screen in a piece of sophisticated hardware. He claimed that it was impossible to split the data into separate graphs, due to space constraints, and that the engineers that consume those charts are professional enough to overcome the shortcomings of the double scales. I couldn’t find any counter-argument.

When I tried to clarify my position on that student’s problem, I found an interesting article by Financial Times commentator John Auther, called “Lies, Damned Lies and Statistics.” In this article, John Auther reviews the many problems a double scale can create. He also shows different alternatives (such as normalization). However, at the end of that article, John Auther also provides strong and valid arguments in favor of the moderate use of double scales. John Auther notices strange dynamics of two metrics

A chart with two Y axes - one for EURJPY exchange rate and the other for SPX Index
Screenshot from the article https://t.co/UYVqZpSzdS (Financial Times)

It is extraordinary that two measures with almost nothing in common with each other should move this closely together. In early 2007 I noticed how they were moving together, and ended up writing an entire book attempting to explain how this happened.

It is relatively easy to modify chart scales so that “two measures with almost nothing in common […] move […] closely together”. However, it is hard to argue with the fact that it was the double scale chart that triggered that spark in the commentator’s head.  He acknowledges that normalizing (or rebasing, as he puts it) would have resulted in a similar picture

Graph that depicts the dynamics of two metrics, brought to the same scale
Screenshot from the article https://t.co/UYVqZpSzdS (Financial Times)

But

However, there is one problem with rebasing, which is that it does not take account of the fact that a stock market is naturally more variable than a foreign exchange market. Eye-balling this chart quickly, the main message might be that the S&P was falling faster than the euro against the yen. The more important point was that the two were as correlated as ever. Both stock markets and foreign exchange carry trades were suffering grievous losses, and they were moving together — even if the S&P was moving a little faster.

I am not a financial expert, so I can’t find an easy alternative that will provide the insight John Auther is looking for while satisfying my purist desire to refrain from using double Y axes. The real question, however, is whether such an alternative is something one should be looking for. In many fields, double scales are the accepted language. Thanks to the standard language, many domain experts are able to exchange ideas and discover novel insights.  Reinventing the language might bring more harm than good. Thus, my current recommendations regarding double scales are:

Avoid double scales when possible, unless its a commonly accepted practice. In which case, be persistent and don’t lie.