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Overfitting e underfitting portano entrambi a un modello con scarse prestazioni sui dati di test, ma le implicazioni sono diverse. In questo esercizio classificherai le caratteristiche di un modello come sintomi di overfitting o di underfitting per capire meglio il compromesso bias-varianza.

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Machine Learning con modelli ad albero in R

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Machine Learning con modelli ad albero in R

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Ready to build a real machine learning pipeline? Complete step-by-step exercises to learn how to create decision trees, split your data, and predict which patients are most likely to suffer from diabetes. Last but not least, you’ll build performance measures to assess your models and judge your predictions.

Exercise 1: Welcome to the course!Exercise 2: Why tree-based methods?Exercise 3: Specify that tree Exercise 4: Train that model Exercise 5: How to grow your tree Exercise 6: Train/test split Exercise 7: Avoiding class imbalances Exercise 8: From zero to hero Exercise 9: Predict and evaluate Exercise 10: Make predictions Exercise 11: Crack the matrix Exercise 12: Are you predicting correctly?

Ready for some candy? Use a chocolate rating dataset to build regression trees and assess their performance using suitable error measures. You’ll overcome statistical insecurities of single train/test splits by applying sweet techniques like cross-validation and then dive even deeper by mastering the bias-variance tradeoff.

Exercise 1: Esiti continui Exercise 2: Allena un albero di regressione Exercise 3: Predici nuovi valori Exercise 4: Esamina l'output del modello Exercise 5: Metriche di performance per gli alberi di regressione Exercise 6: Prestazioni in-sample Exercise 7: Prestazioni out-of-sample Exercise 8: Errori più grandi, penalità più grande Exercise 9: Cross-validation Exercise 10: Crea i fold Exercise 11: Esegui il fitting delle fold Exercise 12: Valuta le fold Exercise 13: Compromesso bias-varianza Exercise 14: Chiama le cose col loro nome

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Exercise 15: Regola la complessità del modello Exercise 16: Prestazioni in-sample e out-of-sample

Time to get serious with tuning your hyperparameters and interpreting receiver operating characteristic (ROC) curves. In this chapter, you’ll leverage the wisdom of the crowd with ensemble models like bagging or random forests and build ensembles that forecast which credit card customers are most likely to churn.

Exercise 1: Tuning hyperparameters Exercise 2: Generate a tuning grid Exercise 3: Tune along the grid Exercise 4: Pick the winner Exercise 5: More model measures Exercise 6: Calculate specificity Exercise 7: Draw the ROC curve Exercise 8: Area under the ROC curve Exercise 9: Bagged trees Exercise 10: Create bagged trees Exercise 11: In-sample ROC and AUC Exercise 12: Check for overfitting Exercise 13: Random forest Exercise 14: Bagged trees vs. random forest Exercise 15: Variable importance

Ready for the high society of tree-based models? Apply gradient boosting to create powerful ensembles that perform better than anything that you have seen or built. Learn about their fine-tuning and how to compare different models to pick a winner for production.

Exercise 1: Introduction to boosting Exercise 2: Bagging vs. boosting Exercise 3: Specify a boosted ensemble Exercise 4: Gradient boosting Exercise 5: Train a boosted ensemble Exercise 6: Evaluate the ensemble Exercise 7: Compare to a single classifier Exercise 8: Optimize the boosted ensemble Exercise 9: Tuning preparation Exercise 10: The actual tuning Exercise 11: Finalize the model Exercise 12: Model comparison Exercise 13: Compare AUC Exercise 14: Plot ROC curves Exercise 15: Wrap-up