Evaluate a model using test/train split

Now you will test the model mpg_model on the test data, mpg_test. Functions rmse() and r_squared() to calculate RMSE and R-squared have been provided for convenience:

rmse(predcol, ycol)
r_squared(predcol, ycol)

where:

predcol: The predicted values
ycol: The actual outcome

You will also plot the predictions vs. the outcome.

Generally, model performance is better on the training data than the test data (though sometimes the test set "gets lucky"). A slight difference in performance is okay; if the performance on training is significantly better, there is a problem.

The mpg_train and mpg_test data frames, and the mpg_model model have been pre-loaded, along with the functions rmse() and r_squared().

This exercise is part of the course

Supervised Learning in R: Regression

Exercise instructions

Predict city fuel efficiency from hwy on the mpg_train data. Assign the predictions to the column pred.
Predict city fuel efficiency from hwy on the mpg_test data. Assign the predictions to the column pred.
Use rmse() to evaluate RMSE for both the test and training sets. Compare. Are the performances similar?
Do the same with r_squared(). Are the performances similar?
Use ggplot2 to plot the predictions against cty on the test data.

Hands-on interactive exercise

Have a go at this exercise by completing this sample code.

# Examine the objects that have been loaded
ls.str()

# predict cty from hwy for the training set
mpg_train$pred <- ___

# predict cty from hwy for the test set
mpg_test$pred <- ___

# Evaluate the rmse on both training and test data and print them
(rmse_train <- ___)
(rmse_test <- ___)


# Evaluate the r-squared on both training and test data.and print them
(rsq_train <- ___)
(rsq_test <- ___)

# Plot the predictions (on the x-axis) against the outcome (cty) on the test data
ggplot(___, aes(x = ___, y = ___)) + 
  geom_point() + 
  geom_abline()

Edit and Run Code

This exercise is part of the course

Supervised Learning in R: Regression

IntermediateSkill Level

4.9+

Start Course for Free

In this chapter we introduce the concept of regression from a machine learning point of view. We will present the fundamental regression method: linear regression. We will show how to fit a linear regression model and to make predictions from the model.

Exercise 1: Welcome and Introduction Exercise 2: Identify the regression tasks Exercise 3: Linear regression - the fundamental method Exercise 4: Code a simple one-variable regression Exercise 5: Examining a model Exercise 6: Predicting once you fit a model Exercise 7: Predicting from the unemployment model Exercise 8: Multivariate linear regression (Part 1)Exercise 9: Multivariate linear regression (Part 2)Exercise 10: Wrapping up linear regression

Now that we have learned how to fit basic linear regression models, we will learn how to evaluate how well our models perform. We will review evaluating a model graphically, and look at two basic metrics for regression models. We will also learn how to train a model that will perform well in the wild, not just on training data. Although we will demonstrate these techniques using linear regression, all these concepts apply to models fit with any regression algorithm.

Exercise 1: Evaluating a model graphically Exercise 2: Graphically evaluate the unemployment model Exercise 3: The gain curve to evaluate the unemployment model Exercise 4: Root Mean Squared Error (RMSE)Exercise 5: Calculate RMSE Exercise 6: R-squared Exercise 7: Calculate R-squared Exercise 8: Correlation and R-squared Exercise 9: Properly Training a Model Exercise 10: Generating a random test/train split Exercise 11: Train a model using test/train split Exercise 12: Evaluate a model using test/train split

Current Exercise

Exercise 13: Create a cross validation plan Exercise 14: Evaluate a modeling procedure using n-fold cross-validation

Before moving on to more sophisticated regression techniques, we will look at some other modeling issues: modeling with categorical inputs, interactions between variables, and when you might consider transforming inputs and outputs before modeling. While more sophisticated regression techniques manage some of these issues automatically, it's important to be aware of them, in order to understand which methods best handle various issues -- and which issues you must still manage yourself.

Exercise 1: Categorical inputs Exercise 2: Examining the structure of categorical inputs Exercise 3: Modeling with categorical inputs Exercise 4: Interactions Exercise 5: Modeling an interaction Exercise 6: Modeling an interaction (2)Exercise 7: Transforming the response before modeling Exercise 8: Relative error Exercise 9: Modeling log-transformed monetary output Exercise 10: Comparing RMSE and root-mean-squared Relative Error Exercise 11: Transforming inputs before modeling Exercise 12: Input transforms: the "hockey stick"Exercise 13: Input transforms: the "hockey stick" (2)

Now that we have mastered linear models, we will begin to look at techniques for modeling situations that don't meet the assumptions of linearity. This includes predicting probabilities and frequencies (values bounded between 0 and 1); predicting counts (nonnegative integer values, and associated rates); and responses that have a non-linear but additive relationship to the inputs. These algorithms are variations on the standard linear model.

Exercise 1: Logistic regression to predict probabilities Exercise 2: Fit a model of sparrow survival probability Exercise 3: Predict sparrow survival Exercise 4: Poisson and quasipoisson regression to predict counts Exercise 5: Poisson or quasipoisson Exercise 6: Fit a model to predict bike rental counts Exercise 7: Predict bike rentals on new data Exercise 8: Visualize the bike rental predictions Exercise 9: GAM to learn non-linear transforms Exercise 10: Writing formulas for GAM models Exercise 11: Writing formulas for GAM models (2)Exercise 12: Model soybean growth with GAM Exercise 13: Predict with the soybean model on test data

In this chapter we will look at modeling algorithms that do not assume linearity or additivity, and that can learn limited types of interactions among input variables. These algorithms are *tree-based* methods that work by combining ensembles of *decision trees* that are learned from the training data.

Exercise 1: The intuition behind tree-based methods Exercise 2: Predicting with a decision tree Exercise 3: Random forests Exercise 4: Build a random forest model for bike rentals Exercise 5: Predict bike rentals with the random forest model Exercise 6: Visualize random forest bike model predictions Exercise 7: One-Hot-Encoding Categorical Variables Exercise 8: vtreat on a small example Exercise 9: Novel levels Exercise 10: vtreat the bike rental data Exercise 11: Gradient boosting machines Exercise 12: Find the right number of trees for a gradient boosting machine Exercise 13: Fit an xgboost bike rental model and predict Exercise 14: Evaluate the xgboost bike rental model Exercise 15: Visualize the xgboost bike rental model