Win Vector LLC’s Dr. Nina Zumel has had great success applying y-aware methods to machine learning problems, and working out the detailed cross-validation methods needed to make y-aware procedures safe. I thought I would try our hand at y-aware neural net or deep learning methods here.
We here at Win-Vector LLC have some really big news we would please like the R-community’s help sharing. vtreat version 1.2.0 is now available on CRAN, and this version of vtreat can now implement its data cleaning and preparation steps on databases and big data systems such as Apache Spark. […]
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 […]
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 […]
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 […]