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Applied Supervised Learning with R

You're reading from   Applied Supervised Learning with R Use machine learning libraries of R to build models that solve business problems and predict future trends

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Product type Paperback
Published in May 2019
Publisher
ISBN-13 9781838556334
Length 502 pages
Edition 1st Edition
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Authors (2):
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Jojo Moolayil Jojo Moolayil
Author Profile Icon Jojo Moolayil
Jojo Moolayil
Karthik Ramasubramanian Karthik Ramasubramanian
Author Profile Icon Karthik Ramasubramanian
Karthik Ramasubramanian
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Table of Contents (12) Chapters Close

Applied Supervised Learning with R
Preface
1. R for Advanced Analytics FREE CHAPTER 2. Exploratory Analysis of Data 3. Introduction to Supervised Learning 4. Regression 5. Classification 6. Feature Selection and Dimensionality Reduction 7. Model Improvements 8. Model Deployment 9. Capstone Project - Based on Research Papers Appendix

Poisson Regression


In linear regression, we saw an equation of the form:

In Poisson Regression, the response variable Y is a count or rate (Y/t) that has a Poisson distribution with expected (mean) count of as , which is equal to variance.

In case of logistic regression, we would probe for values that can maximize log-likelihood to get the maximum likelihood estimators (MLEs) for coefficients.

There are no closed-form solutions, hence the estimations of maximum likelihood would be obtained using iterative algorithms such as Newton-Raphson and Iteratively re-weighted least squares (IRWLS).

Poisson regression is suitable for the count-dependent variable, which must meet the following guidelines:

  • It follows a Poisson distribution

  • Counts are not negative

  • Values are whole numbers (no fractions)

Note

The dataset used here to demonstrate Poisson regression comes from A. Colin Cameron and Per Johansson, "Count Data Regression Using Series Expansion: With Applications", Journal of Applied Econometrics, Vol...

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