mathbabe

You guys know Aunt Pythia loves you. And Aunt Pythia feels the love from you readers as well, especially in person (some of you are reticent to add comments online, for whatever reason).

So don’t take it the wrong way when I say this: you guys are nerds. I have like a 5-to-1 ratio of math-related versus sex-related questions, and today I’m effectively withholding the sex until the end as a hook to keep you guys.

Don’t get me wrong, I love nerd questions. Happy to answer them. But people! Let’s spice this up! And if you can’t go all the way to sex at least come up with something about breastfeeding in public or thereabouts. As you know, Aunt Pythia doesn’t make up questions – that would be beneath her – but she has no problem with prompts.

In other words, as you enjoy today’s column:

please, think of something sexy to ask Aunt Pythia at the bottom of the page!

By the way, if you don’t know what the hell Aunt Pythia is talking about, go here for past advice columns and here for an explanation of the name Pythia.

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Aunt Pythia,

What’s the deal with employers being dishonest in their job descriptions, and the general acceptance of this sort of unethical behavior? I work in a somewhat prestigious buy-side shop where I was told I’d be in a front-office quant research position. After I arrive, I find out that my responsibilities are really more like that of a middle-office tech position. Instead of doing research on market inefficiencies, I’m relegated to automating an endless number of reports. My employer knew what the job would entail before I joined and yet portrayed it to be something it’s not. Worst of all, it seems like 80% of the people I consult with say (expressly or implicitly) that I should be glad I got my foot in the door and that this stuff is very common, so it’s nothing to fret about. WTF’s wrong with people?

Perennial Employee

Dear PE,

For whatever reason, which I certainly don’t relate to, there are some people that still desperately want to work in finance as front-office quants. They want it so badly, in fact, that they’re willing to pretend to be doing that while they actually do other stuff. You seem to not be one of those people. Awesome.

My suggestion to you is to get another job, simple as that. You’re not going to change their mind about what your job should be, since they’re clearly perfectly comfortable with lying to people. I mean, once you’ve got another job lined up, there’s no harm in telling them you’re leaving unless you get moved to the position you were promised, but please don’t hold your breath for that to actually happen.

One last thing: look outside finance! There are plenty of other ways to be a nerd.

Aunt Pythia

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Dear Aunt Pythia,

How does Mathbabe break down a data problem into manageable steps? I’m a mathematician who has tried a few data mining problems on the side for fun, and I get totally overwhelmed whenever I try to start. If I were solving a math problem, I’d read relevant papers to see what is known and get ideas for techniques, I’d break down my desired result into lemmas and work on them one by one, and I’d have a plan in mind throughout (it might change, of course, but I’d always know why I was doing what I was doing).

But if I’m trying to, say, classify a bunch of labeled feature vectors, I’m at a loss. I experiment and play around with the data, but I feel so random about everything. How do I choose how many hidden units to have in a neural net? How do I choose K in K-nearest neighbor classification? And so on. Some stuff works better than other stuff, but I don’t know how to be systematic. I end up getting discouraged, which is too bad because data problems are awesome and I want to master them.

Any tips for this mathematician on how to solve problems whose solutions aren’t proof-based?

Proof Machine

Dear PM,

Great question! And I’m glad you’re asking that. It’s a sign that you want to do things right, and know why you’ve made decisions. I want you to cultivate that desire.

First, (after separating my out-of-sample data from my in-sample data) I spend a lot of time with smallish samples getting the feel of things through “exploratory data analysis.” This helps make sure the data is clean, gives me the overall distribution and feel for the various data sources, and gives me some idea of the kind of relationships I might expect between the inputs and possibly the target, if there’s a well-defined target.

You’d be surprised how much you learn by doing that.

Next, how do you even choose which algorithm to use, never mind how exactly to tune the hyperparameters of a given algorithm? The answer is that it’s a craft, and over time you gain intuition, but at first you just don’t know and you experiment. Put the science in data science. Try a bunch of different ones and see which works better, and hypothesize on why, and try to test that hypothesis.

Here’s another possibility. Start with synthetic data that is “perfectly set up” for a given algorithm – figure out what that means – and then pretend you don’t know that, and see whether the above testing procedure would give you the correct result. Now add noise to that perfect data set, and see how quickly (i.e. with how much noise) your perfect solution doesn’t seem optimal anymore. That gives you an overall way of thinking about optimizing algorithms and hyperparameters. It’s hard, even with linear regression.

Oh, and buy my book. It should hopefully help.

Good luck!

Aunt Pythia

p.s. when I worked in math, I didn’t break things down into lemmas first. I first tried to answer the question, why is this true? (maybe by starting with small examples) and then only later, in order to explain it on paper, would I break things down into lemmas.

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Dear Aunt Pythia,

I have a tenure-track job in a “hard-core STEM field”; I’m also a very young looking woman. I have a serious and rewarding research program, I really enjoy teaching at the board, and I hear that I give great seminars.

Yet recently, for the first time, I have been overcome with extreme, physiological, panic when I stand at the front of a room to give a seminar. This is not because I’m worried about the material; I’m not. This is also not stage fright; I have iron nerves about performing.

It is a feeling of panic brought on by watching the room fill up with men, with maybe only 1 or 2 very junior women. I start thinking “what happened to all the other young women who, like me, loved mathematics? At what point were they all removed from the community? When will too much get to be too much for me too?”

This started happening about a year ago and it’s only getting worse. I’m not expecting to change all the weird experiences of being a young woman in my field; I just want to figure out how to deal with my own thoughts as I stand in front of my audience.

Feeling like a fox in a room full of hunting dogs

Dear fox,

This is going to sound trite, but here goes: you are not a statistic, you are an individual person. And although you are a woman person, that doesn’t mean you have to do stuff that other women have done. If things are working for you on a minute-to-minute basis, then that means you can be happy and proud of having set up your life to be fulfilled.

Nobody is asking you to explain why other people do the things they do. We can barely explain why we do the things we do – and then half the time the understanding only comes years later. Just focus on who you are, who you want to be and how you want to spend your time.

I’d also like to mention that, as a woman who left math, I also loved teaching and I loved giving seminars – that was the good stuff! For that matter there were lots of great things about being a professor. And I didn’t leave because I was a woman and felt like it was time to leave – nor did I not leave because I wanted to prove a point about women not leaving. I left because, in my individual life and with my individual goals, it was what I wanted.

So I guess I’m suggesting that you be a bit more self-centered and somewhat less identified with women, at least at those moments, if that is possible and if that helps. If that doesn’t help, consider going to a cognitive therapist who specializes in dealing with panic attacks. Good luck!

Aunt Pythia

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Dear Aunt Pythia,

I feel an eerie compulsion to answer this email. I love the broken grammar and all. What should I do?

Hello,

How are you doing today? My name is Colvin Hostetter. I came across your e-mail under the Graduate Students portal while surfing online for tutorial for my daughter, Debra is a 18 years old girl. She is ready to learn. I would like the lessons to be at your location. Kindly let me know your policy with regard to the fees, cancellations, location and make-up lessons.

Also, get back to me with your area of SPECIALIZATION and any necessary information you think that might help.

The lessons can start by last week of November. Mind you, any break during Thanksgiving and Christmas would be observed respectively.

Looking forward reading from you.

My best regard,
Mr Colvin.

Professor Has Ignored Silly Ignoble New Game

Dear PHISING,

Really? PHISING? I think you really are a bit kinky in the grammar and spelling rules department.

So this must be a spam email, since it’s talking about an 18-year-old girl who is “ready to learn.” It sounds like soft porn. And it doesn’t describe what she needs to learn – math? physics? German? I’d be not at all surprised to hear someone describe the actual financial bamboozling mechanism that would transpire if you did answer this, although a quick Google search doesn’t uncover it.

My suggestion is to mark this, and any other similar emails, as “spam” so that Google will do the work for us in the future and delete this bullshit.

AP

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Dear Auntie P,

My wife and I have not used any birth control other than rhythm and/or withdrawal for more than 16 years now (~mid late twenties to early mid forties.) We have not had any unwanted pregnancies through this. We did have one successfully planned pregnancy that corresponded exactly to the month she charted to pinpoint ovulation.

So, are we lucky outliers or is this a much more successful strategy than we were both led to believe in high school sex ed?

Any suggestions for here on out?

Thanks,

Lucky in love

Dear Lucky,

The reason that rhythm might not work is if women have irregular ovulations. If your wife doesn’t, though, then cool (although she may experience that as she approaches menopause).

The reason withdrawal doesn’t work is because men often forget the “withdrawal” part of the plan. I mean, it’s certainly possible to get pregnant with the pre-cum (just ask Alice) but super unlikely.

In other words, you are a special, special man with a very excellent memory.

Here on out: don’t forget to remember the plan! And be aware of irregular cycles!

Aunt Pythia

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Please submit your well-specified, fun-loving, cleverly-abbreviated question to Aunt Pythia!