Book Image

Mastering Predictive Analytics with R - Second Edition

By : James D. Miller, Rui Miguel Forte
Book Image

Mastering Predictive Analytics with R - Second Edition

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 (22 chapters)
Mastering Predictive Analytics with R Second Edition
Credits
About the Authors
About the Reviewer
www.PacktPub.com
Customer Feedback
Preface
8
Dimensionality Reduction
Index

Problems with linear regression


In this chapter, we've already seen some examples where trying to build a linear regression model might run into problems. One big class of problems that we've talked about is related to our model assumptions of linearity, feature independence, and the homoscedasticity and normality of errors. In particular we saw methods of diagnosing these problems either via plots, such as the residual plot, or by using functions that identify dependent components. In this section, we'll investigate a few more issues that can arise with linear regression.

Multicollinearity

As part of our preprocessing steps, we were diligent in removing features that were linearly related to each other. In doing this, we were looking for an exact linear relationship and this is an example of perfect collinearity. Collinearity is the property that describes when two features are approximately in a linear relationship. This creates a problem for linear regression as we are trying to assign...