About Me
As an engineering student at IIT Bombay, I was always fascinated with mathematics and problem-solving. It was my final year project on Capacitated Vehicle Routing Problem and then my first job at ICICI Bank, where I was trying to understand human behavior using transactional data, which proved to be the tipping point and made me choose Data science as a career path. I have done my Masters in Data Science from the University of San Francisco and am excited to be a part of Data Science Community. I enjoy applying Mathematical, Statistical and Machine Learning experience to solve complicated data science problems and learn from the rich community. I have prior experience in risk analytics, portfolio-creation & mathematical modeling. In my free time, I love to blog on Data Science topics.


PROJECTS

BLOGS
CatBoost vs. Light GBM vs. XGBoost
March 13, 2018
Evaluating Metrics for Machine Learning Models — Part 1
May 02, 2018
Well, in this post, I will be discussing the usefulness of each error metric depending on the objective and the problem we are trying to solve. When someone tells you that “USA is the best country”, the first question that you should ask is on what basis is this statement being made. Are we judging each country on the basis of their economic status, or their health facilities etc.? Similarly each machine learning model is trying to solve a problem with a different objective using a different dataset and hence, it is important to understand the context before choosing a metric
Evaluating Metrics for Machine Learning Models — Part 2
May 02, 2018
In the first blog, we discussed some important metrics used in regression, their pros and cons, and use cases. This part will focus on commonly used metrics in classification, why should we prefer some over others with context.
How to Handle Missing Data
January 30, 2018
One of the most common problems I have faced in Data Cleaning/Exploratory Analysis is handling the missing values. Firstly, understand that there is NO good way to deal with missing data. I have come across different solutions for data imputation depending on the kind of problem — Time series Analysis, ML, Regression etc. and it is difficult to provide a general solution. In this blog, I am attempting to summarize the most commonly used methods and trying to find a structural solution.
DATA SCIENCE INTERN
Price (Fx), San Francisco
Nov 2017 - March 2018
Developed a recommendation model using collaborative filtering (matrix factorization and similarity-based methods) for a high dimensional transactional data.
PROJECT MANAGER - ROBO ADVISORY
ICICI Bank, Mumbai
July 2016 - June 2017
Key-member of the Robo-Advisory team - the online algorithm-based investment platform which has democratized high-quality investment advice to mass affluent and mass retail customers. Liaised with UI/UX designers, mobile platform developers & technology team and collated their inputs for strategic planning of the project
Developed mathematical model for risk profiler and created model portfolio for different risk profiles using the Efficient Frontier methodology.

EXPERIENCE
