Blog Archives

Feature Engineering versus Feature Extraction: Game On!

August 3, 2015
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Feature Engineering versus Feature Extraction: Game On!

"Feature engineering" is a fancy term for making sure that your predictors are encoded in the model in a manner that makes it as easy as possible for the model to achieve good performance. For example, if your have a date field as a predictor and there are larger differences in response for the weekends versus the weekdays, then...

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New caret Version (6.0-52)

July 22, 2015
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A new version of caret (6.0-52) is on CRAN. Here is the news file but the Cliff Notes are: sub-sampling for class imbalances is now integrated with train and is used inside of standard resampling. There are four methods available right now: up- and...

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Slides from recent talks

April 21, 2015
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Slides from recent talks

I've been buried in work lately but thought I'd share the slides from two recent talks. The first is from the Bay Area RUG. Since someone filmed the talks, I was waiting to post the slides. The video of my t...

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A Talk and Course in NYC Next Week

February 13, 2015
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A Talk and Course in NYC Next Week

I'll be giving talk on Tuesday February 17 (7:00PM-9:00PM) that will be an overview of predictive modeling. It will not be highly technical and here is the current outline: "Predictive modeling" definition Some example applications A short overview and example How is this different from what statisticians already do? What can drive choice of methodology? Where should we focus our efforts? The location...

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Simulated Annealing Feature Selection

January 12, 2015
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Simulated Annealing Feature Selection

As previously mentioned, caret has two new feature selection routines based on genetic algorithms (GA) and simulated annealing (SA). The help pages for the two new functions give a detailed account of the options, syntax etc. The package already has functions to conduct feature selection using simple filters as well as recursive feature elimination (RFE). RFE...

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Regression Solutions Available

January 8, 2015
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Regression Solutions Available

The github page for the APM exercises has been updated with three new files for Chapters 6-8 (the section on regression). The classifications section is in-progress. Here's one of our fancy-pants graphs:

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New Version of caret on CRAN

January 5, 2015
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New Version of caret on CRAN

A new version of caret is on CRAN. Some recent features/changes: The license was changed to GPL >= 2 to accommodate new code from the GA package. New feature selection functions gafs and safs were adde...

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Comparing the Bootstrap and Cross-Validation

December 8, 2014
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Comparing the Bootstrap and Cross-Validation

This is the second of two posts about the performance characteristics of resampling methods. The first post focused on the cross-validation techniques and this post mostly concerns the bootstrap. Recall from the last post: we have some simulations to evaluate the precision and bias of these methods. I simulated some regression data (so that I know the real...

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Comparing Different Species of Cross-Validation

December 2, 2014
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Comparing Different Species of Cross-Validation

This is the first of two posts about the performance characteristics of resampling methods. I just had major shoulder surgery, but I've pre-seeded a few blog posts. More will come as I get better at one-handed typing. First, a review: Resampling methods, such as cross-validation (CV) and the bootstrap, can be used with predictive models to get estimates of model...

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Solutions on github

November 12, 2014
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See this page. We're not done with them all but chapter 3 and 4 are there and the regression chapters are not too far behind. The Rnw files (using knitr LaTeX) are there along with the corresponding pdf files. You may have better solutions than ...

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