Category: Python

Ivan Palomares Carrascosa takes a look at one of my favorite plots in XGBoost:

One of the most widespread machine learning techniques is XGBoost (Extreme Gradient Boosting). An XGBoost model — or an ensemble that combines multiple models into a single predictive task, to be more precise — builds several decision trees and sequentially combines them, so that the overall prediction is progressively improved by correcting the errors made by previous trees in the pipeline.

Just like standalone decision trees, XGBoost can accommodate both regression and classification tasks. While the combination of many trees into a single composite model may obscure its interpretability at first, there are still mechanisms to help you interpret an XGBoost model. In other words, you can understand why predictions are made and how input features contributed to them.

This article takes a practical dive into XGBoost model interpretability, with a particular focus on feature importance.

Read on to learn more about how feature importance works, as well as the three different views of the data you can get.

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John Mount continues a series on risk optimization:

I want to discuss how fragile optimization solutions to real world problems can be. And how to solve that.

Small changes in modeling strategy, assumptions, data, estimates, constraints, or objective can lead to unstable and degenerate solutions. To warm up let’s discuss one of the most famous optimization examples: Stigler’s minimal subsistence diet problem.

There are some neat stories in the post as you walk through problems of linear programming.

Also, Nina Zumel has a post on overestimation bias:

Revenue optimization projects can be particularly valuable and exciting. They involve:

• Estimating demand as a function of offered features, price, and match to market.
• Picking a set of offerings and prices optimizing the above inferred demand.

The great opportunity of these projects is that one can derive value from improving the inference of the demand estimate function, improving the optimization, and even improving the synergy between these two steps.

However, there is a common situation that can lose client trust and sink revenue optimization projects.

Read on for that article.

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Shittu Olumide recommends a few other packages:

If you’ve worked with data in Python, chances are you’ve used Pandas many times. And for good reason; it’s intuitive, flexible, and great for day-to-day analysis. But as your datasets start to grow, Pandas starts to show its limits. Maybe it’s memory issues, sluggish performance, or the fact that your machine sounds like it’s about to lift off when you try to group by a few million rows.

That’s the point where a lot of data analysts and scientists start asking the same question: what else is out there?

Read on for seven options, including six libraries and one built-in programming technique.

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