Need to save R's lm() or glm() models? Trim the fat!

I was training a predictive model for work for use in a Shiny App. However, as the training set was quite large (700k+ obs.), the model object to save was also quite large in size (500mb). This slows down your operation significantly! Basically, all you really need are the coefficients (and a link function, in…

Calibrating algorithmic predictions with logistic regression

I found this interesting blog by Guilherme Duarte Marmerola where he shows how the predictions of algorithmic models (such as gradient boosted machines, or random forests) can be calibrated by stacking a logistic regression model on top of it: by using the predicted leaves of the algorithmic model as features / inputs in a subsequent…

Generalized Additive Models Tutorial in R, by Noam Ross

Generalized Additive Models — or GAMs in short — have been somewhat of a mystery to me. I’ve known about them, but didn’t know exactly what they did, or when they’re useful. That came to an end when I found out about this tutorial by Noam Ross. In this beautiful, online, interactive course, Noam allows…