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

Support vector classification


We need our data to be linearly separable in order to classify it with a maximal margin classifier. When our data is not linearly separable, we can still use the notion of support vectors that define a margin, but this time, we will allow some examples to be misclassified. Thus, we essentially define a soft margin, in that some of the observations in our dataset can violate the constraint that they need to be at least as far as the margin from the separating hyperplane. It is also important to note that sometimes we may want to use a soft margin even for linearly separable data. The reason for this is in order to limit the degree of overfitting the data. Note that the larger the margin, the more confident we are about our ability to correctly classify new observations, because the classes are further apart from each other in our training data. If we achieve separation using a very small margin, we are less confident about our ability to correctly classify our...