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

Grid Search Optimization


The most naïve approach to find the optimal set of hyperparameters for a model would be to use brute-force methods and iterate with every combination of values for the hyperparameters and then find the most optimal combination. This will deliver the desired results, but not in the desired time. In most cases, the models we train will be significantly large and require heavy compute time for training. Iterating through each combination wouldn't be an ideal option. To improve upon the brute-force method, we have grid search optimization; as the name has already indicated, here, we define a grid of values that will be used for an exhaustive combination of values of hyperparameters to iterate.

In layman's terms, for grid search optimization, we define a finite set of values for each hyperparameter that we would be interested in optimizing for the model. The model is then trained for exhaustive combinations of all possible hyperparameter values and the combination with...