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

Chapter 9. Ensemble Methods

In this chapter, we take a step back from learning new models and instead think about how several trained models can work together as an ensemble, in order to produce a single model that is more powerful than the involved models, individually.

The first type of ensemble that we will study uses different samples of the same dataset in order to train multiple versions of the same model. These models then vote on the correct answer for a new observation and an average or majority decision is made, depending on the type of problem. This process is known as bagging, which is short for bootstrap aggregation. Another approach to combine models is boosting. This essentially involves training a chain of models and assigning weights to observations that were incorrectly classified or fell far from their predicted value so that successive models are forced to prioritize them.

As methods, bagging and boosting are fairly general and have been applied with a number of different...