Category: Machine learning

Model Segmentation with Cubist

Cubist is a tree-based model with a OLS regression attached to each terminal node and is somewhat similar to mob() function in the Party package (https://statcompute.wordpress.com/2014/10/26/model-segmentation-with-recursive-partitioning). Below is a demonstrate...continue reading.

GRNN and PNN

From the technical prospective, people usually would choose GRNN (general regression neural network) to do the function approximation for the continuous response variable and use PNN (probabilistic neural network) for...continue reading.

Portfolio Trading

In finance and investing the term portfolio refers to the collection of assets one owns. Compared to just holding a single asset at a time a portfolio has a number...continue reading.

Fit and Visualize A MARS Model

################################################# ## FIT A MULTIVARIATE ADAPTIVE REGRESSION ## ## SPLINES MODEL (MARS) USING MDA PACKAGE ## ## DEVELOPED BY HASTIE AND TIBSHIRANI ## ##############################################…continue reading.

Learning Kernels SVM

Machine Learning and Kernels A common application of machine learning (ML) is the learning and classification of a set of raw data features by a ML algorithm or technique. In...continue reading.

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