Providing More Than Point Estimates
Considering Uncertainty
Observation Specific Intervals
A Few Things to Know About Prediction Intervals
Prediction Intervals and Confidence Intervals
Analytic Method of Calculating Prediction Intervals
Visual Comparison of Prediction Intervals and Confidence Intervals
Inference or Prediction?
Cautions With Overfitting
Generalizability
Review Prediction Intervals
Coverage
Interval Width
...

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Model Performance Metrics
Lending Data Example
Starter Code
Weighting by Classification Outcomes
Metrics Across Decision Thresholds
Weighting by Observations
Closing note
Appendix
Weights of Observations During and Prior to Modeling
Notes on Cost Sensitive Classification
Weighted Classification Metrics
Questions on Cost Sensitive Classification
Arriving at Weights
Weighting in predictive modeling ...

[Read more...]
Model Performance Metrics
Lending Data Example
Starter Code
Weighting by Classification Outcomes
Metrics Across Decision Thresholds
Weighting by Observations
Closing note
Appendix
Weights of Observations During and Prior to Modeling
Notes on Cost Sensitive Classification
Weighted Classification Metrics
Questions on Cost Sensitive Classification
Arriving at Weights
Weighting in predictive modeling ...

[Read more...]
Create Data
Association of ‘feature’ and ‘target’
Resample
Build Models
Rescale Predictions to Predicted Probabilities
Appendix
Density Plots
Lift Plot
TLDR: In classification problems, under and over sampling1 techniques shift the distribution of predicted probabilities towards the minority class. If your problem requires accurate probabilities you will need to adjust ...

[Read more...]
Create Data
Association of ‘feature’ and ‘target’
Resample
Build Models
Rescale Predictions to Predicted Probabilities
Appendix
Density Plots
Lift Plot
Comparing Scaling Methods
TLDR: In classification problems, under and over sampling1 techniques shift the distribution of predicted probabilities towards the minority class. If your problem requires accurate probabilities you will ...

[Read more...]
Load data
Feature Engineering & Data Splits
Lag Based Features (Before Split, use dplyr or similar)
Data Splits
Other Features (After Split, use recipes)
Model Specification and Training
Model Evaluation
Appendix
Model Building with Hyperparam...

[Read more...]
Load data
Feature Engineering & Data Splits
Lag Based Features (Before Split, use dplyr or similar)
Data Splits
Other Features (After Split, use recipes)
Model Specification and Training
Model Evaluation
Appendix
Model Building with Hyperparam...

[Read more...]
Function expecting one column
Functions allowing multiple columns
Older approaches
Appendix
dplyr, the foundational tidyverse package, makes a trade-off between being easy to code in interactively at the expense of being more difficult to create...

[Read more...]
Function expecting one column
Functions allowing multiple columns
Older approaches
Appendix
dplyr, the foundational tidyverse package, makes a trade-off between being easy to code in interactively at the expense of being more difficult to create...

[Read more...]
Learning R’s %__%
Using the pipe operator (%__%) is one of my favorite things about coding in R and the tidyverse. However when it was first shown to me, I couldn’t understand what the #rstats nut describing it was so enthusiastic about. They t... [Read more...]

Learning R’s %__%
Using the pipe operator (%__%) is one of my favorite things about coding in R and the tidyverse. However when it was first shown to me, I couldn’t understand what the #rstats nut describing it was so enthusiastic about. They t... [Read more...]

Overview
I. Nest and pivot
II. Expand combinations
III. Filter redundancies
IV. Map function(s)
V. Return to normal dataframe
VI. Bind back to data
Functionalize
Example creating & evaluating features
When is this approach inappropriate?
Appen...

[Read more...]
Overview
I. Nest and pivot
II. Expand combinations
III. Filter redundancies
IV. Map function(s)
V. Return to normal dataframe
VI. Bind back to data
Functionalize
Example creating & evaluating features
When is this approach inappropriate?
Appen...

[Read more...]
Riddler express
Riddler classic
Appendix
Time to center
Transform grid, rotate first
Transform city, pretty
This post contains solutions to FiveThirtyEight’s two riddles released 2020-02-14, Riddler Express and Riddler Classic. I created a toy ...

[Read more...]
Riddler express
Riddler classic
Appendix
Time to center
Transform grid, rotate first
Transform city, pretty
This post contains solutions to FiveThirtyEight’s two riddles released 2020-02-14, Riddler Express and Riddler Classic. I created a toy ...

[Read more...]
This post is a continuation on my post from last week on Visualizing Matrix Transformations with gganimate. Both posts are largely inspired by Grant Sanderson’s beautiful video series The Essence of Linear Algebra and wanting to continue messing around with Thomas Lin Peterson’s fantastic gganimate package in R.
... [Read more...]

This post is a continuation on my post from last week on Visualizing Matrix Transformations with gganimate. Both posts are largely inspired by Grant Sanderson’s beautiful video series The Essence of Linear Algebra and wanting to continue messing around with Thomas Lin Peterson’s fantastic gganimate package in R.
... [Read more...]

I highly recommend the fantastic video series Essence of Linear Algebra by Grant Sanderson. In this post I’ll walk through how you can use gganimate and the tidyverse to (very loosely) recreate some of the visualizations shown in that series. Specif... [Read more...]

I highly recommend the fantastic video series Essence of Linear Algebra by Grant Sanderson. In this post I’ll walk through how you can use gganimate and the tidyverse to (very loosely) recreate some of the visualizations shown in that series. Specif... [Read more...]

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