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Rohit Walimbe
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  • Pune
  • India
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Rohit Walimbe's Page

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Rohit Walimbe posted blog posts
Apr 26
Rohit Walimbe's blog post was featured

Handling imbalanced dataset in supervised learning using family of SMOTE algorithm.

Consider a problem where you are working on a machine learning classification problem. You get an accuracy of 98% and you are very happy. But that happiness doesn’t last long when you look at the confusion matrix and realize that majority class is 98% of the total data and all examples are classified as majority class. Welcome to the real world of imbalanced data sets!!Some of the well-known examples of imbalanced data sets are1 - Fraud detection:  where number of fraud cases could be much…See More
Apr 25
Rohit Walimbe posted a blog post

Avoiding Look Ahead Bias in Time Series Modelling

Any time series classification or regression forecasting involves the Y prediction at 't+n' given the X and Y information available till time T. Obviously no data scientist or statistician can deploy the system without back testing and validating the performance of model in history. Using the future actual information in training data which could be termed as "Look Ahead Bias" is probably the gravest mistake a data scientist can make. Even the sentence “we cannot make use future data in…See More
Apr 21
Rohit Walimbe's blog post was featured

Avoiding Look Ahead Bias in Time Series Modelling

Any time series classification or regression forecasting involves the Y prediction at 't+n' given the X and Y information available till time T. Obviously no data scientist or statistician can deploy the system without back testing and validating the performance of model in history. Using the future actual information in training data which could be termed as "Look Ahead Bias" is probably the gravest mistake a data scientist can make. Even the sentence “we cannot make use future data in…See More
Apr 21

Profile Information

Short Bio
Experienced Data Scientist and Quant with a demonstrated history of working in various domains like BFSI, Manufacturing, Retail, Risk, etc. Strong knowledge of Machine Learning, Predictive Analytics, Network Theory, Time Series Analysis, Trading Systems, Derivative Pricing and Financial Mathematics. Skilled in R, Python, Matlab, VBA and SQL
My Web Site Or LinkedIn Profile
http://www.linkedin.com/in/rohit-walimbe-36309b15
Field of Expertise
Analytics, Data Science
Professional Status
Manager
Years of Experience:
6
Your Company:
Tata Consultancy Services
Industry:
IT /Consultancy
Your Job Title:
Assistant Manager
Interests:
Finding a new position, Networking

Rohit Walimbe's Blog

Handling imbalanced dataset in supervised learning using family of SMOTE algorithm.

Posted on April 24, 2017 at 10:00pm 0 Comments

Consider a problem where you are working on a machine learning classification problem. You get an accuracy of 98% and you are very happy. But that happiness doesn’t last long when you look at the confusion matrix and realize that majority class is 98% of the total data and all examples are classified as majority class. Welcome to the real world of imbalanced data sets!!…

Continue

Avoiding Look Ahead Bias in Time Series Modelling

Posted on April 21, 2017 at 6:00am 0 Comments

Any time series classification or regression forecasting involves the Y prediction at 't+n' given the X and Y information available till time T. Obviously no data scientist or statistician can deploy the system without back testing and validating the performance of model in history. Using the future actual information in training data which could be termed as "Look Ahead Bias" is probably the gravest mistake a data scientist can make. Even the sentence “we cannot make use future…

Continue

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