machine learning in a random forest

Logistic regression with L1 or L2 penalty with codes in Python and R

Logistic regression with L1 or L2 penalty adds regularization to prevent overfitting and improve model generalization. L1 penalty (Lasso) encourages sparsity in the model, making it suitable for datasets with many irrelevant features. L2 penalty (Ridge) retains all features with reduced importance. Python and R codes demonstrate implementation and evaluation of these regression techniques.

machine learning in a random forest

Adjusted R squared

The coefficient of determination, or R-squared, measures how well an independent variable explains the variability of a dependent variable in a regression model. Its limitation lies in the fact that it does not decrease when a new feature is added, whether useful or not. Adjusted R-squared is an improvement, considering the number of predictors in a model, making it more reliable for assessing explanatory power.

machine learning in a random forest

Comparing forward, backward, stepwise feature selection

Forward selection adds features one by one, optimizing model performance but potentially missing the best subset. Backward selection starts with all features and removes the least significant, refining the model but being more computationally intensive. Stepwise selection combines both methods, adding or removing features for a balanced approach but can be complex.

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