Book Image

Hands-On Ensemble Learning with R

By : Prabhanjan Narayanachar Tattar
Book Image

Hands-On Ensemble Learning with R

By: Prabhanjan Narayanachar Tattar

Overview of this book

Ensemble techniques are used for combining two or more similar or dissimilar machine learning algorithms to create a stronger model. Such a model delivers superior prediction power and can give your datasets a boost in accuracy. Hands-On Ensemble Learning with R begins with the important statistical resampling methods. You will then walk through the central trilogy of ensemble techniques – bagging, random forest, and boosting – then you'll learn how they can be used to provide greater accuracy on large datasets using popular R packages. You will learn how to combine model predictions using different machine learning algorithms to build ensemble models. In addition to this, you will explore how to improve the performance of your ensemble models. By the end of this book, you will have learned how machine learning algorithms can be combined to reduce common problems and build simple efficient ensemble models with the help of real-world examples.
Table of Contents (17 chapters)
Hands-On Ensemble Learning with R
Contributors
Preface
12
What's Next?
Index

Regression models – parametric and Cox proportional hazards models


You may recall that the survival data consists of complete as well as censored observations, and we saw that the lifetimes look like 400, 4500+, 1012, 1925, 1504+, … for the pbc dataset. Although the lifetimes are continuous random variables, a regression model of the form will not be appropriate here. In fact, there were many attempts to correct and improvise on models of this form in the 1970s, and most often the results were detrimental. We will define a generic hazards regression model as follows:

Here, t is the lifetime, is the lifetime indicator, is the covariate vector, is the vector of regression coefficients, and is the baseline hazard rate. A relative risks model that is of specific interest is the following:

We will focus solely on this class of model. First, the parametric hazards regression is considered. This means that we will specify the hazard rate through a parametric model, for example, through exponential...