vtreat

John Mount explains the vtreat package that he and Nina Zumel have put together:

When attempting predictive modeling with real-world data you quicklyrun into difficulties beyond what is typically emphasized in machine learning coursework:

  • Missing, invalid, or out of range values.
  • Categorical variables with large sets of possible levels.
  • Novel categorical levels discovered during test, cross-validation, or model application/deployment.
  • Large numbers of columns to consider as potential modeling variables (both statistically hazardous and time consuming).
  • Nested model bias poisoning results in non-trivial data processing pipelines.

Any one of these issues can add to project time and decrease the predictive power and reliability of a machine learning project. Many real world projects encounter all of these issues, which are often ignored leading to degraded performance in production.

vtreat systematically and correctly deals with all of the above issues in a documented, automated, parallel, and statistically sound manner.

That’s immediately going onto my learn-more list.

Related Posts

Python versus R (Again)

Alex Woodie looks at whether Python is dominating R in the data science space: There is some evidence that Python’s popularity is hurting R usage. According to the TIOBE Index, Python is currently the third most popular language in the world, behind perennial heavyweights Java and C. From August 2018 to August 2019, Python usage surged […]

Read More

Z-Tests vs T-Tests

Stephanie Glen has a picture which explains the difference between a Z-test and a T-test: The following picture shows the differences between the Z Test and T Test. Not sure which one to use? Find out more here: T-Score vs. Z-Score. Click through for the picture.

Read More

Categories

March 2018
MTWTFSS
« Feb Apr »
 1234
567891011
12131415161718
19202122232425
262728293031