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vtreat version 0.5.26 released on CRAN

Win-Vector LLC, Nina Zumel and I are pleased to announce that ‘vtreat’ version 0.5.26 has been released on CRAN. ‘vtreat’ is a data.frame processor/conditioner that prepares real-world data for predictive modeling in a statistically sound manner. (from the package documentation) ‘vtreat’ is an R package that incorporates a number of […]

Principal Components Regression, Pt. 2: Y-Aware Methods

In our previous note, we discussed some problems that can arise when using standard principal components analysis (specifically, principal components regression) to model the relationship between independent (x) and dependent (y) variables. In this note, we present some dimensionality reduction techniques that alleviate some of those problems, in particular what […]

On Nested Models

We have been recently working on and presenting on nested modeling issues. These are situations where the output of one trained machine learning model is part of the input of a later model or procedure. I am now of the opinion that correct treatment of nested models is one of […]