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AN INTRODUCTION TO MACHINE LEARNING

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M I C H A E L C L A R KC E N T E R F O R S O C I A L R E S E A R C HU N I V E R S I T Y O F N O T R E D A M EA N I N T R O D U C T I O N T O M A C H I N E L E A R N I N GW I T H A P P L I C AT I O N S I N RMachine Learning2ContentsPreface5Introduction: Explanation & Prediction6Some Terminology7Tools You Already Have7The Standard Linear Model7Logistic Regression8Expansions of Those Tools9Generalized Linear Models9Generalized Additive Models9The Loss Function10Continuous Outcomes10Squared Error10Absolute Error10Negative Log-likelihood10R Example11Categorical Outcomes11Misclassification11Binomial log-likelihood11Exponential12Hinge Loss12Regularization12R Example133Applications in RBias-Variance Tradeoff14Bias & Variance14The Tradeoff15Diagnosing Bias-Variance Issues & Possible Solutions16Worst Case Scenario16High Variance16High Bias16Cross-Validation16Adding Another Validation Set17K-fold Cross-Validation17Leave-one-out Cross-Validation17Bootstrap18Other Stuff18Model Assessment & Selection18Beyond Classification Accuracy.

In studies with a more explanatory focus, traditionally analysis con-cerns a single data set. For example, one assumes a data generating distribution for the response, and one evaluates the overall fit of a single model to the data at hand, e.g. in terms of R-squared, and statis-tical significance for the various predictors in the model. One ...

  Analysis, Introduction, Data, Machine, Learning, An introduction to machine learning

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