Estimating the Performance of Predictive Models in R

Video in TIB AV-Portal: Estimating the Performance of Predictive Models in R


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Estimating the Performance of Predictive Models in R
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Torgo, Luis
Vanschoren, Joaquin
CityTV (recording)
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Vanschoren, Joaquin
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This talk will start with a very brief introduction to R and the main concepts of this data analysis environment and programming language. We will then shift focus to predictive tasks and models obtained from data to solve these tasks. Finally, the main topic of the talk will be on how to solve the critical issue of estimating the predictive performance of alternative models to solve some task. This estimation process is key to answer the question of which model is the "best" for a problem we are facing. We will describe the facilities provided by the R package performanceEstimation to address this model selection problem and provide some illustrative case studies. We wrap up with the ongoing plans of interfacing this package to OpenML.
Statistical software
Machine Learning
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Theory of relativity Computer animation Bit rate Lecture/Conference Multiplication sign Disk read-and-write head Depiction Wave packet Physical system Estimator
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Linear regression Support vector machine Decision theory Scientific modelling Distribution (mathematics) Plot (narrative) Maxima and minima Pointer (computer programming) Lecture/Conference Library (computing) Physical system Task (computing) Computer chess Theory of relativity Linear regression Set (mathematics) Functional (mathematics) Arithmetic mean Error message Computer animation Estimation Personal digital assistant Object (grammar) Task (computing) Resultant Protein folding
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Decision tree learning Regression analysis Constraint (mathematics) Parameter (computer programming) Volume (thermodynamics) Set (mathematics) Prediction Functional (mathematics) Metric tensor Workload Prediction Well-formed formula Computer animation Vector space Arithmetic mean Function (mathematics) Object (grammar) Vector space Dependent and independent variables Lipschitz continuity Software testing Software testing Task (computing)
Scientific modelling Multiplication sign Parameter (computer programming) Weight Bookmark (World Wide Web) Web 2.0 Prediction Equation of state Dependent and independent variables Ranking Pairwise comparison Perimeter Decision tree learning Simulation Electric generator Linear regression Parameter (computer programming) Prediction Instance (computer science) Functional (mathematics) Flow separation Arithmetic mean Telecommunication Order (biology) Quicksort Arithmetic progression Task (computing) Resultant Octahedron Random number Network operating system Electronic mailing list Event horizon Plot (narrative) Wave packet Goodness of fit Subtraction Window Mobile Web Run time (program lifecycle phase) Default (computer science) Pairwise comparison Addition Hamiltonian (quantum mechanics) Standard deviation Information Estimator Computer animation Estimation Personal digital assistant Function (mathematics) Blog Series (mathematics)
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Right angle Table (information)
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a and delivered in a way not really enjoyed to allow the kind of show off of something that I can do enough and the same time I know giving some illustration of using peso for those at the
familiar with the embers storey about this boring stuff that you here again but anyway that might my best up at the end of the 20 minutes into 2 2 are so on but the cleaner is a tool of which is a Programming Language and an environment for but not that is a no no and as being currently 1 of the most used tools with for data mining and this according to a recent survey is a site that is a nice
feature being free an open so which off his related possible sought suffered also with symbols of open a mountains reproducibility and that
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the open amount that will be affected show that and if it is to open mouth but these executed provided some extra from 2 new functions and eventually data that people can use to some very some more specific purpose so on this involves of Boston spelling and and loading this package to to be able to use it to get so that the basic and direction
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also bought the notion of victories Asian where you apply function to a set of things and I get the said the results of all the basic notions of the are language and you get used to it was so early so get boss extend language by creating your
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or compiled for most of the basic this sort of thing that you tend to to do to get so the 2 friends the central of all detained are in terms of data mining which is what we are essentially talking about
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central singing are a side with the French before they can and they can also eventually even at your data on ideal of fantasy database man management system for far as a lot of packages tool in the face
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can be done a in many different ways enough but 1 very nice swathed in my opinion is the player for a package which is bycatch kind of devoted to the issue of free rating and summarising data may be sought I'd on
data friends but running on the new law on on the clock although I 1 database mind humans the case of these function as several inches if he features like a implementing the most basic the data manipulation of relations and also being a able to and all of the different and the sauce is a place where you can have your already on the database but you can actually work with the player or data which is taught on database or even on the face of it it's a very very good including those at the scene in the demise of late in the day data sauce from the operation of the data manipulation
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but the business commitment and systems that you get in are through these player the idea you know few examples that just the 1st of the stock where you you essentially held by worries your data in this case is on the standard different but he has a major could be on the Tube is a management system that the 1st thing that they will might the sauce
is thick service to identify with the sauce then you can apply the is a summarisation function so far as I can fill the your data by a set of 4 logical conditions and then in a way you are doing the same things that you do want to go but you are doing them directly in his early can for reasons why through this kind of chaining operate the you can apply if sequence of a Data management of Britain's like is and then selecting this column's and then a range of booting descending order of something so you do these sort of queering that you're custom to do on is that you do that directly enough but they can also
create a new column senior data that it eventually summarises new Fulham's you can create cost subgroups and then applies summaries these groups so that all this sort of the no data summarisation data on Monday Polat and the operation is get very easily done through the is very small set of over that this package supplies to you under the Zamora over his very
think of competition efficiencies so if you are into a exploring data with are old strongly recommend that you try to look at this as part of a package of tax than the cost again with India's exploratory on the back of your neck is usually also good idea to try to get some of these Urbas visions of your data for debt probably say that the law is at least 1 of the oldest Beckett is in terms of the data visualization in are so that not by insisted it developed by the same developed the by anyway and it's a very good package for creating nice and visualization in are my statistical so it that some
very nice to read the behind and you may leave eventually 1 2 0 2 2 browse through these reference so large as to be beyond idea so essentially what did but does is that it is nice concept of mapping the properties of your data which essentially the vials that
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complex of G blood that justino brief
overview of the sort of things at the weekend even though build on top of that you can for present you have like spatio-temporal data you can use these unaffected builds on the beauty of what you mad and you can you build this fancy
spatial Temple representations the case of that again my 2 minutes and shot on the with
this year and has just been of just the views some point as on it as an interesting that it is in my personal opinion for doing this kind of exploratory and then was
mauling is also in almost existing moulding techniques are available now not know just very brief over Bula but brutally the most interesting aspect series for you to do so Cedatos data face with these different than techniques is essentially a very similar so you you're
most of the time independently of the technique
that you're playing like to believe him at all my Thora gradient was the missing typically you have for the 1st idea of what is known in are as a for
Miller which essentially is language for specifying functional dependency of the British so you he tell Patel are what is the target viable and then what type of the suspect and the particular all the remaining by allows you to put a yield is not representing everything else is to be taken as the and that kind of very generally terms of all the good that all the police most of the more link functions ability and then the 2nd permitted typically had use the data to a new high point to use for for for opening or more and then eventually some techniques in old take some other Prometheus that for you to juniority or more of it but that's the but the general point so you have no specific functions for all day in different created novels some of them come on different Beckett is that implemented is moguls and then you go out you Load this packages and then you call the functions to open the baubles unassigned is to buy a book that will storey or more so that the generally of Beatles obtaining a predicted model in are so you have to to find out what is the function implement your favourite to win eventually you have to find a package to implement functions and and you need to know to to lot to use it but typically the 1st oddment will be a for the 2nd time will be a bit frame and and eventually any parameters accepted accepted by these by days to get so that and that the kind of thing that you doing them the predicted mauling without loss you can also do you want to provide learning like freezes close a again allied number of costing its novel like for his goal camions liked the idea no fuzzy Clostridia tactical closing the to largest 2 examples of most of these things are implemented already now
so you can play with them if you want and again these are just some point to some Beckett it is at implementing the common although tombs a enough then of cause another game for us but of any later mind but it is the part of reporting which is that we know what it is that that the deal you need to communicate of things to other people that life and this
typically involves the No 7 different tools which is a problem because the gulf multi people use their favourite data mind to like the trial pizza are Somerleyton and then but then they did a going to their favourite to work assessing Laureano presentations sulphur Areva and then they go on to a kind of mad cow the place between the 2 tools with a lot of mental and use work by a of trying to produce some decks around your analysis to communicate with people can that set of cost where prone to air that not only did it is
but it's also prone to air as and that the idea of these Dynamic documents which was announcing that would like to to deliver straight with you which is not of across an idea only existing are and the gold goes back in a way for far topic in time but it so implemented
through this practise but the which I know at a allows you to create a dynamic documents that makes your solution your mouth this which your Commons during 14 and so what you do what you do is that on a single document you write your storey and Dorian on the new show your results so instead of having these 2 separate tools your installed and your I walking Dolan Daniel Emmanuel legal through these but the facing saying that you can't do that on a single block so that the idea of these Dynamic documents you this single documentary makes your storey with your code that implements or mountains and then you buy that to are need the and then you get your final re bought and that you should we are your manager for ever lost a provides a were so that the big oil 1 of the bigger because of and this is that it is that if the boss and he
doesn't like your abroad to change anything typically you just changed some slide single here and you just go and produced with about them the read for the pages just to give you a small illustration of what I'm talking about the old days saying here it's 1 example of the of Benedict upmystreet see that idea text all with any and I know any particular for mapping the details although that I know that some some kind of takes for pudding something on boulders you're going to speak and then at use Iyad is a great area which are close known as coach and so that seems that usually people will go on their data my England and will be based result on the document but you can't do actually everything on a single document and then you get this document to are unfreezes suppose if you want us as helpful to the city and its general file so you just breast this old are goes on and
compiled a welcome and produces the group or the the and sold at about what Dynamic document looks like so you see I of cost you can only showed the results of that and he or you can make the code and the results are so you can produce a your it bought
dynamic like that but I'm a few game is not a Gammell you can
it or if you prefer a the and then you just change will sort just
wrong but just changes into the and then you get to know fully the Diaz on your PC so you get your pay or the and if you want more than you can also get to work and that you can also no produced lights that's a mouse like that so you the part of reporting can be applied integrated
with the to which is a way of voiding many mistakes and by the way for his for research broad it's a few have like some in the House skull a sheep some person and that the early will leave away no sooner or later that it's good idea that you you ask them to do the with board like that because you you you stay in the end you have not only the results but also the way that the results were so that the several using sort of the peso or not only sometimes couple who will we need to rebuild but sometimes we need to deploy
or data money results to we clients or and that also and Nice tools of is a not 40 point is that the mine results which would be enough the end of the change you want
and how 1 of them is that they could which allows you to very
create went out directly from from the and so you can create very easily graphical use and the fact that runs on or more brawls that you really don't need to take care about to go up a self to a cross from compatibilities the issues like that because you have
a standard brawls as the only require and so essentially shiny went out a strong by 2 files 1 that takes care of the users to face and the other 1 that takes care of the of the competition behind to produce the results on the way out and that actually very simple so if you want that the very simple example the fire and a
saint a get something like that of that run along brawl the and and I think directive in the sense is of Kosovo and navy desirable but you have to know what we did but we just that some all change helped come to see him so you can use this shiny without about to create something Dynamic which on the background opera using your all put but then you can create your fancy a using the 1st not actually actually very good example example but you can create
a this sort of a way out and the was then you can provide is your own so your own
server or you can leave even You shiny as some of us some posting facilities and that's a very easy on the city as a major to file like the using the face at the health and it has some the month that controlling the layout of the face and then the server that actually are computation that provides is that in this case at the same time the books but there is so
bad that some data such as providing the
communication between the 2 of the 2 firms would essentially it's very easy to produce something that runnable or Schäuble to some someone we do know very shocked amount of code because the Chinese provides or a lot of functions create use the which and stuff on image a mouthful so that a mighty but it was far shocked introduction
to restriction more of different but mining said that you can carry out a not so much the momenta talk then there is the issue of the estimating and comparing the comparing the
Performance of review moguls and which is cost a related with 2 goals of open Amalle and just wanted to to to talk a bit about the case that the developed a one off fee of goals and the of 4 for doing things so is so just for
us to do you a of of the Commons at the Solway sensually we have predicted last who which I'm a ways and and known function that maps of those of us at the biggest into a tide verbal and typically this is either a nominal or an American verbal that is this occasion or aggression problem and the then we are given the train data and and typically a we decided on some before the simulation criteria and then the goal of this sort of experiments is about to obtain a reliable estimate of the value of these performances criteria on the back of these data
using some critical toolkit so that the general goal of a profound system Asian and the context of the dust and then the 1 way
about 1 wrong way of doing that that sometimes people of people use is to use this disc and reasons for substitution estimates where you know the given is that the set reopened hour favourite mobile and then we played on the same date and collected the over for mathematics but we get on to using dismal that the boss is a kind of unreliable because these estimates are tend to be of
overoptimistic because I know if your more believes the good at approximating that the data that you gave it to them end of cost the result will be a very good of got that depends a lot on the type of technique that you are using my and sold to the seriousness of these and reliability depends on the technique but generally is a bad idea to to proceed used to so the main goal than of these before Miss is mission is that these I should realise beauty of estimating the expected Prediction error and on and on but this version using only the data that we have and for that to be possible typically a we want to test or on a
separate said the best cases and which you usually called the that instead of buying directly to to the data that was used to pay them back so about many ways of a cost of doing this and moreover which typically tend to repeat this training and testing several times to agree is or this discussing the because of Morris demands and typically then we averaged is cause word is repetitions together with the euro some standard the systematic and that the game that we played here on for for from system should get out now down many ways to of many Methods if you want a prestigious due due to open this autumn reliable estimates 1 of the simplest is that these idea of old also with the clear randomly split the available data into said 1 for playing the ball and the other 1 4 for testing and that the cost of
produces some single of school or if you want to and then they frequently what we do is that we will repeat his run leaking several times and then we collected estate tricks that we have written and public of for the depiction of a slightly different approach is idea of people
close relations where you start your you randomly Bermuda data and then use the this dating to carry told of Oracle size pulled and then you will be to rate Kate times leading 1 of them aside the best that the train your mobile on the remaining and became mind was 1 and that it on day and on the left out of pocket Ugandan and then for each of the estate repetitions you get to score and then in the end you averages and get your head of cross with nation estimate of the film is so that's just 2 examples of estimation met though is that the cost many more around and the goal of this before the system mission are package is exactly to try to facilitate the No during
all this sort of experiments on different different met using different made for a place in the record books to suppress so that the infrastructure provided by the
baggage can be applied to any mobile and time and any ventilation magic of his that the kind of man design goal is still to be completely general inflexible to adapt to early notably uses approach to anybody to stop there and so are the main function of the banque which has the same name of the banque it is called before Masisa mention that the decision 3 are given to get the 1st 1 is the said predicted that you want to use on or your experiment sometimes only 1 but you know when you are writing papers intend to evaluate on would not many so you can provide on the 1st ogam on the set of British from and going to the 3rd to in while
what is a pretty big band the 2nd is set of workflows or if you prefer a solution for this thought
that you want to go there for the volume of get so that the 2nd half and the and the odd 1 is experimental methodology that you want to use old all across the nation was shut for
the day so that the 3 main pieces of information that the function takes a lot out of the work the solution that you want to compel a on Tuesday on which excrementally you want to use tool playing a reliable estimates of their for for months on the back of the now at a mention the
fountain implement a wide range of extra mental about his including all Dalton persuasion but also are those
up will mention now you just very simple example so
suppose I want to make the means that there are the and or certain a regression by using them focus relations you could yield is just decisions stuff to get the best Yemen the data but essential that the function Culloty so you call the function out with a pretty good task and essentially task is to find way the target to about the pretty what is that the set and then and you will you have work full which is your solution and all go into the detail of what and that the decision a work full so that a solution to the stand and the and you say that you want to use grossly they should weekend for in and that so you practising you eat and then you get your a results this all day which is the result of this opera from a system mission experiment and then I know I can obtain tactual summer is that like the average means but the of them the model that the Asian women value maximum believe there was any problem during the is runs and that you can also did you can open a kind of books up of the distribution of the schools across the and repetitions in this case so you can away X for this resulting objective
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