Evalueer een model met een train/test-split

Nu ga je het model mpg_model testen op de testdata, mpg_test. De functies rmse() en r_squared() om RMSE en R-squared te berekenen zijn voor het gemak beschikbaar gesteld:

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

waarbij:

predcol: de voorspelde waarden
ycol: de daadwerkelijke uitkomst

Je maakt ook een plot van de voorspellingen versus de uitkomst.

Over het algemeen presteren modellen beter op de trainingsdata dan op de testdata (al kan de testset soms "geluk" hebben). Een klein verschil in performance is prima; als de performance op training veel beter is, is er een probleem.

De dataframes mpg_train en mpg_test, en het model mpg_model zijn al vooraf geladen, net als de functies rmse() en r_squared().

Deze oefening maakt deel uit van de cursus

Supervised Learning in R: Regressie

Cursus bekijken

Oefeninstructies

Voorspel de stadsbrandstofefficiëntie uit hwy op de data mpg_train. Sla de voorspellingen op in de kolom pred.
Voorspel de stadsbrandstofefficiëntie uit hwy op de data mpg_test. Sla de voorspellingen op in de kolom pred.
Gebruik rmse() om de RMSE voor zowel de test- als trainingset te evalueren. Vergelijk. Lijken de prestaties op elkaar?
Doe hetzelfde met r_squared(). Lijken de prestaties op elkaar?
Gebruik ggplot2 om de voorspellingen uit te zetten tegen cty op de test-data.

Praktische interactieve oefening

Probeer deze oefening eens door deze voorbeeldcode in te vullen.

# 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()

Code bewerken en uitvoeren

Deze oefening maakt deel uit van de cursus

Supervised Learning in R: Regressie

SkillTag.level.intermediateSkillTag.label

4.6+

Begin de cursus gratis

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: Een model grafisch evalueren Exercise 2: Beoordeel het werkloosheidsmodel grafisch Exercise 3: De gain-curve om het werkloosheidsmodel te evalueren Exercise 4: Root Mean Squared Error (RMSE)Exercise 5: RMSE berekenen Exercise 6: R-kwadraat Exercise 7: R-squared berekenen Exercise 8: Correlatie en R-kwadraat Exercise 9: Een model goed trainen Exercise 10: Een willekeurige test/train-split maken Exercise 11: Train een model met een test/train-split Exercise 12: Evalueer een model met een train/test-split

Huidige oefening

Exercise 13: Maak een cross-validatieplan Exercise 14: Evalueer een modelleringsprocedure met n-voudige crossvalidatie

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