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

Predicting complex skill learning with boosting


We will revisit our Skillcraft dataset in this section--this time in the context of another boosting technique known as stochastic gradient boosting. The main characteristic of this method is that in every iteration of boosting, we compute a gradient in the direction of the errors that are made by the model trained in the current iteration.

This gradient is then used in order to guide the construction of the model that will be added in the next iteration. Stochastic gradient boosting is commonly used with decision trees, and a good implementation in R can be found in the gbm package, which provides us with the gbm() function. For regression problems, we need to specify the distribution parameter to be gaussian. In addition, we can specify the number of trees we want to build (which is equivalent to the number of iterations of boosting) via the n.trees parameter, as well as a shrinkage parameter that is used to control the algorithm's learning...