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

Bagging


The focus of this chapter is on combining the results from different models in order to produce a single model that will outperform individual models on their own. Bagging is essentially an intuitive procedure for combining multiple models trained on the same dataset, by using majority voting for classification models and average value for regression models. We'll present this procedure for the classification case, and later show how this is easily extended to handle regression models.

Note

Bagging procedure for binary classification

Inputs:

data: The input data frame containing the input features and a column with the binary output label.

M: An integer, representing the number of models that we want to train.

Output:

models: A set of Μ trained binary classifier models.

Method:

1. Create a random sample of size n, where n is the number of observations in the original dataset, with replacement. This means that some of the observations from the original training set will be repeated...