The machine learning algorithms require a lot of mathematical operations and as the performance of the model improves, its mathematical operations also increase with complexity. A simple example of this can be the random forest and decision tree where the random forest is more accurate in maximum cases but has complex mathematics and takes more time than the decision trees. Robust modelling requires a process where large mathematical or numerical operations can be completed robustly. Jax is a library that can help us in improving the speed of mathematical operations. In this article, we will discuss the Jax library in detail.

Despite their high predictive performance, random forest and gradient boosting are often considered as black boxes or uninterpretable models which has raised concerns from practitioners and regulators. As an alternative, we propose in this paper to use partial linear models that are inherently interpretable. Specifically, this article introduces GAM-lasso (GAMLA) and GAM-autometrics (GAMA), denoted as GAM(L)A in short. GAM(L)A combines parametric and non-parametric functions to accurately capture linearities and non-linearities prevailing between dependent and explanatory variables, and a variable selection procedure to control for overfitting issues. Estimation relies on a two-step procedure building upon the double residual method. We illustrate the predictive performance and interpretability of GAM(L)A on a regression and a classification problem. The results show that GAM(L)A outperforms parametric models augmented by quadratic, cubic and interaction effects. Moreover, the results also suggest that the performance of GAM(L)A is not significantly different from that of random forest and gradient boosting.

Local explanations of learning-to-rank (LTR) models are thought to extract the most important features that contribute to the ranking predicted by the LTR model for a single data point. Evaluating the accuracy of such explanations is challenging since the ground truth feature importance scores are not available for most modern LTR models. In this work, we propose a systematic evaluation technique for explanations of LTR models. Instead of using black-box models, such as neural networks, we propose to focus on tree-based LTR models, from which we can extract the ground truth feature importance scores using decision paths. Once extracted, we can directly compare the ground truth feature importance scores to the feature importance scores generated with explanation techniques. We compare two recently proposed explanation techniques for LTR models when using decision trees and gradient boosting models on the MQ2008 dataset. We show that the explanation accuracy in these techniques can largely vary depending on the explained model and even which data point is explained.

In this article, I will try to interpret the Linear Regression, Lasso, and Decision Tree models which are inherently interpretable. I will analyze global interpretability -- which analyzes the most important feature for prediction in general and local interpretability -- which explains individual prediction results. Machine learning models are used in applications such as fraud and risk detection in bank transactions, voice assistants, recommendation systems, chatbots, self-driving cars, social network analysis, etc. However, sometimes it is difficult to interpret them because the algorithm represents a black box(e.g. So we need additional techniques to analyze black box decisions.

Most representative decision tree ensemble methods have been used to examine the variable importance of Treasury term spreads to predict US economic recessions with a balance of generating rules for US economic recession detection. A strategy is proposed for training the classifiers with Treasury term spreads data and the results are compared in order to select the best model for interpretability. We also discuss the use of SHapley Additive exPlanations (SHAP) framework to understand US recession forecasts by analyzing feature importance. Consistently with the existing literature we find the most relevant Treasury term spreads for predicting US economic recession and a methodology for detecting relevant rules for economic recession detection. In this case, the most relevant term spread found is 3 month to 6 month, which is proposed to be monitored by economic authorities. Finally, the methodology detected rules with high lift on predicting economic recession that can be used by these entities for this propose. This latter result stands in contrast to a growing body of literature demonstrating that machine learning methods are useful for interpretation comparing many alternative algorithms and we discuss the interpretation for our result and propose further research lines aligned with this work.

Decision Tree algorithm is one of the most powerful algorithms in machine learning and data science. Decision Tree algorithm is one of the most powerful algorithms in machine learning and data science. It is very commonly used by data scientists and machine learning engineers to solve business problem and explain that to your customers easily.

Being well versed in statistics is absolutely critical for data scientists, and this book is particularly helpful for that. It grants you a comprehensive explanation of the most vital concepts in statistical learning, without needing to be a mathematics expert to understand the concepts. It even goes through supervised and unsupervised learning, including SVMs, neural networks and decision trees, random forests, LASSO regression, etc.

Feature engineering plays a crucial role in many of the data modelling tasks. This is simply a process that defines important features of the data using which a model can enhance its performance. In time series modelling, feature engineering works in a different way because it is sequential data and it gets formed using the changes in any values according to the time. In this article, we are going to discuss feature engineering in time series and also we will cover an implementation of feature engineering in time series using a package called tsfresh. The major points to be discussed in the article are listed below.

Random forest is widely exploited as an ensemble learning method. In many practical applications, however, there is still a significant challenge to learn from imbalanced data. To alleviate this limitation, we propose a deep dynamic boosted forest (DDBF), a novel ensemble algorithm that incorporates the notion of hard example mining into random forest. Specifically, we propose to measure the quality of each leaf node of every decision tree in the random forest to determine hard examples. By iteratively training and then removing easy examples from training data, we evolve the random forest to focus on hard examples dynamically so as to balance the proportion of samples and learn decision boundaries better. Data can be cascaded through these random forests learned in each iteration in sequence to generate more accurate predictions. Our DDBF outperforms random forest on 5 UCI datasets, MNIST and SATIMAGE, and achieved state-of-the-art results compared to other deep models. Moreover, we show that DDBF is also a new way of sampling and can be very useful and efficient when learning from imbalanced data.

Time-to-event (T2E) analysis is a branch of statistics that models the duration of time it takes for an event to occur. Such events can include outcomes like death, unemployment, or product failure. Most modern machine learning (ML) algorithms, like decision trees and kernel methods, are supported for T2E modelling with data science software (python and R). To complement these developments, SurvSet is the first open-source T2E dataset repository designed for a rapid benchmarking of ML algorithms and statistical methods. The data in SurvSet have been consistently formatted so that a single preprocessing method will work for all datasets. SurvSet currently has 76 datasets which vary in dimensionality, time dependency, and background (the majority of which come from biomedicine). SurvSet is available on PyPI and can be installed with pip install SurvSet. R users can download the data directly from the corresponding git repository.