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AN INTRODUCTION TO MACHINE LEARNING

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 Learning2 ContentsPreface5 INTRODUCTION : Explanation & Prediction6 Some Terminology7 Tools You Already Have7 The Standard Linear Model7 Logistic Regression8 Expansions of Those Tools9 Generalized Linear Models9 Generalized Additive Models9 The Loss Function10 Continuous Outcomes10 Squared Error10 Absolute Error10 Negative Log-likelihood10R Example11 Categorical Outcomes11 Misclassification11 Binomial log-likelihood11 Exponential12 Hinge Loss12 Regularization12R Example133 Applications in RBias-Variance Tradeoff14 Bias & Variance14 The Tradeoff15 Diagnosing Bias-Variance Issues & Possible Solutions16 Worst Case

typical statistical training1. Machine learning2 can be described as 1 I generally have in mind social science researchers but hopefully keep things general enough for other disciplines. 2 Also referred to as applied statistical learning, statistical engineering, data …

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