Error due to under/over-fitting

The candy dataset is prime for overfitting. With only 85 observations, if you use 20% for the testing dataset, you are losing a lot of vital data that could be used for modeling. Imagine the scenario where most of the chocolate candies ended up in the training data and very few in the holdout sample. Our model might only see that chocolate is a vital factor, but fail to find that other attributes are also important. In this exercise, you'll explore how using too many features (columns) in a random forest model can lead to overfitting.

A feature represents which columns of the data are used in a decision tree. The parameter max_features limits the number of features available.

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Model Validation in Python

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# Update the rfr model
rfr = RandomForestRegressor(____=25,
                            ____=1111,
                            ____=2)
rfr.fit(X_train, y_train)

# Print the training and testing accuracies 
print('The training error is {0:.2f}'.format(
  mae(y_train, rfr.predict(X_train))))
print('The testing error is {0:.2f}'.format(
  mae(y_test, rfr.predict(X_test))))

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Este ejercicio forma parte del curso

Model Validation in Python

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Before we can validate models, we need an understanding of how to create and work with them. This chapter provides an introduction to running regression and classification models in scikit-learn. We will use this model building foundation throughout the remaining chapters.

Exercise 1: Introduction to model validation Exercise 2: Modeling steps Exercise 3: Seen vs. unseen data Exercise 4: Regression models Exercise 5: Set parameters and fit a model Exercise 6: Feature importances Exercise 7: Classification models Exercise 8: Classification predictions Exercise 9: Reusing model parameters Exercise 10: Random forest classifier

This chapter focuses on the basics of model validation. From splitting data into training, validation, and testing datasets, to creating an understanding of the bias-variance tradeoff, we build the foundation for the techniques of K-Fold and Leave-One-Out validation practiced in chapter three.

Exercise 1: Creating train, test, and validation datasets Exercise 2: Create one holdout set Exercise 3: Create two holdout sets Exercise 4: Why use holdout sets Exercise 5: Accuracy metrics: regression models Exercise 6: Mean absolute error Exercise 7: Mean squared error Exercise 8: Performance on data subsets Exercise 9: Classification metrics Exercise 10: Confusion matrices Exercise 11: Confusion matrices, again Exercise 12: Precision vs. recall Exercise 13: The bias-variance tradeoff Exercise 14: Error due to under/over-fitting

Ejercicio actual

Exercise 15: Am I underfitting?

Holdout sets are a great start to model validation. However, using a single train and test set if often not enough. Cross-validation is considered the gold standard when it comes to validating model performance and is almost always used when tuning model hyper-parameters. This chapter focuses on performing cross-validation to validate model performance.

Exercise 1: The problems with holdout sets Exercise 2: Two samples Exercise 3: Potential problems Exercise 4: Cross-validation Exercise 5: scikit-learn's KFold()Exercise 6: Using KFold indices Exercise 7: sklearn's cross_val_score()Exercise 8: scikit-learn's methods Exercise 9: Implement cross_val_score()Exercise 10: Leave-one-out-cross-validation (LOOCV)Exercise 11: When to use LOOCV Exercise 12: Leave-one-out-cross-validation

The first three chapters focused on model validation techniques. In chapter 4 we apply these techniques, specifically cross-validation, while learning about hyperparameter tuning. After all, model validation makes tuning possible and helps us select the overall best model.

Exercise 1: Introduction to hyperparameter tuning Exercise 2: Creating Hyperparameters Exercise 3: Running a model using ranges Exercise 4: RandomizedSearchCV Exercise 5: Preparing for RandomizedSearch Exercise 6: Implementing RandomizedSearchCV Exercise 7: Selecting your final model Exercise 8: Best classification accuracy Exercise 9: Selecting the best precision model Exercise 10: Course completed!