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Machine Learning with R

You're reading from   Machine Learning with R R gives you access to the cutting-edge software you need to prepare data for machine learning. No previous knowledge required ‚Äì this book will take you methodically through every stage of applying machine learning.

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Product type Paperback
Published in Oct 2013
Publisher Packt
ISBN-13 9781782162148
Length 396 pages
Edition 1st Edition
Languages
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Author (1):
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Brett Lantz Brett Lantz
Author Profile Icon Brett Lantz
Brett Lantz
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Table of Contents (19) Chapters Close

Machine Learning with R
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
1. Introducing Machine Learning FREE CHAPTER 2. Managing and Understanding Data 3. Lazy Learning – Classification Using Nearest Neighbors 4. Probabilistic Learning – Classification Using Naive Bayes 5. Divide and Conquer – Classification Using Decision Trees and Rules 6. Forecasting Numeric Data – Regression Methods 7. Black Box Methods – Neural Networks and Support Vector Machines 8. Finding Patterns – Market Basket Analysis Using Association Rules 9. Finding Groups of Data – Clustering with k-means 10. Evaluating Model Performance 11. Improving Model Performance 12. Specialized Machine Learning Topics Index

Estimating future performance


Some R machine learning packages present confusion matrices and performance measures during the model building process. The purpose of these statistics is to provide insight about the model's resubstitution error, which occurs when the training data is incorrectly predicted in spite of the model being built directly from this data. This information is intended to be used as a rough diagnostic, particularly to identify obviously poor performers.

The resubstitution error is not a very useful marker of future performance, however. For example, a model that used rote memorization to perfectly classify every training instance (that is, zero resubstitution error) would be unable to make predictions on data it has never seen before. For this reason, the error rate on the training data can be extremely optimistic about a model's future performance.

Instead of relying on resubstitution error, a better practice is to evaluate a model's performance on data it has not yet...

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