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Mastering Predictive Analytics with R, Second Edition

Mastering Predictive Analytics with R, Second Edition

By : James D. Miller , Rui Miguel Forte
5 (1)
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Mastering Predictive Analytics with R, Second Edition

Mastering Predictive Analytics with R, Second Edition

5 (1)
By: James D. Miller , Rui Miguel Forte

Overview of this book

R offers a free and open source environment that is perfect for both learning and deploying predictive modeling solutions. With its constantly growing community and plethora of packages, R offers the functionality to deal with a truly vast array of problems. The book begins with a dedicated chapter on the language of models and the predictive modeling process. You will understand the learning curve and the process of tidying data. Each subsequent chapter tackles a particular type of model, such as neural networks, and focuses on the three important questions of how the model works, how to use R to train it, and how to measure and assess its performance using real-world datasets. How do you train models that can handle really large datasets? This book will also show you just that. Finally, you will tackle the really important topic of deep learning by implementing applications on word embedding and recurrent neural networks. By the end of this book, you will have explored and tested the most popular modeling techniques in use on real- world datasets and mastered a diverse range of techniques in predictive analytics using R.
Table of Contents (16 chapters)
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8
8. Dimensionality Reduction
15
Index

Summary

In this chapter, we deviated from our usual pattern of learning a new type of model and instead focused on techniques to build ensembles of models that we have seen before. We discovered that there are numerous ways to combine models in a meaningful way, each with its own advantages and limitations. Our first technique for building ensemble models was bagging. The central idea behind bagging is that we build multiple versions of the same model using bootstrap samples of the training data. We then average the predictions made by these models in order to construct our overall prediction. By building many different versions of the model we can smooth out errors made due to overfitting and end up with a model that has reduced variance.

A different approach to building model ensembles uses all of the training data and is known as boosting. Here, the defining characteristic is to train a sequence of models, but each time we weigh each observation with a different weight depending on whether...

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