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Data Science Projects with Python

You're reading from  Data Science Projects with Python

Product type Book
Published in Apr 2019
Publisher Packt
ISBN-13 9781838551025
Pages 374 pages
Edition 1st Edition
Languages
Author (1):
Stephen Klosterman Stephen Klosterman
Profile icon Stephen Klosterman
Toc

Table of Contents (9) Chapters close

Data Science Projects with Python
Preface
1. Data Exploration and Cleaning 2. Introduction toScikit-Learn and Model Evaluation 3. Details of Logistic Regression and Feature Exploration 4. The Bias-Variance Trade-off 5. Decision Trees and Random Forests 6. Imputation of Missing Data, Financial Analysis, and Delivery to Client Appendix

Cross Validation: Choosing the Regularization Parameter and Other Hyperparameters


By now, you should be interested in using regularization in order to decrease the overfitting we observed when we tried to model the synthetic data in Exercise 17, Generating and modeling Synthetic Classification Data. The question is, how do we choose the regularization parameter, C? C is an example of a model hyperparameter. Hyperparameters are different from the parameters that are estimated when a model is trained, such as the coefficients and the intercept of a logistic regression. Rather than being estimated by an automated procedure like the parameters are, hyperparameters are input directly by the user as keyword arguments, typically when instantiating the model class. So, how do we know what values to choose?

Hyperparameters are more difficult to estimate than parameters. This is because it is up to the data scientist to determine what the best value is, as opposed to letting an optimization algorithm...

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