Book Image

Applied Supervised Learning with R

By : Karthik Ramasubramanian, Jojo Moolayil
Book Image

Applied Supervised Learning with R

By: Karthik Ramasubramanian, Jojo Moolayil

Overview of this book

R provides excellent visualization features that are essential for exploring data before using it in automated learning. Applied Supervised Learning with R helps you cover the complete process of employing R to develop applications using supervised machine learning algorithms for your business needs. The book starts by helping you develop your analytical thinking to create a problem statement using business inputs and domain research. You will then learn different evaluation metrics that compare various algorithms, and later progress to using these metrics to select the best algorithm for your problem. After finalizing the algorithm you want to use, you will study the hyperparameter optimization technique to fine-tune your set of optimal parameters. The book demonstrates how you can add different regularization terms to avoid overfitting your model. By the end of this book, you will have gained the advanced skills you need for modeling a supervised machine learning algorithm that precisely fulfills your business needs.
Table of Contents (12 chapters)
Applied Supervised Learning with R
Preface

Cross-Validation


Cross-validation is a model validation technique that aids in assessing the performance and ability of a machine learning model to generalize on an independent dataset. It is also called rotation validation, as it approaches the validation of a model with several repetitions by drawing the training and validation data from the same distribution.

The cross-validation helps us:

  • Evaluate the robustness of the model on unseen data.

  • Estimate a realistic range for desired performance metrics.

  • Mitigate overfitting and underfitting of models.

The general principle of cross-validation is to test the model on the entire dataset in several iterations by partitioning data into groups and using majority to train and minority to test. The repetitive rotations ensure the model has been tested on all available observations. The final performance metrics of the model are aggregated and summarized from the results of all rotations.

To study if the model has high bias, we can check the mean (average...