All posts with the R tag deal with applications of the statistical programming language R in the data science setting.
Forecasting is a powerful technique for time-series data. Here, I investigate the most common variants of forecasting algorithms: ARMA, ARIMA, SARIMA, and ARIMAX, which are primarily based on autocorrelation and moving averages.
ROC and precision-recall curves are a staple for the interpretation of binary classifiers. This post gives an intuition on how these curves are constructed and their associated AUCs are interpreted.
For multi-class prediction scenarios, we can use similar performance measures as for binary classification. Here, I explain how we can obtain the (weighted) accuracy, micro- and macro-averaged F1-scores, and a generalization of the AUC to the multi-class setting.
Linear discriminant analysis (LDA) is a classification and dimensionality reduction technique that is particularly useful for multi-class prediction problems. In this post I investigate the properties of LDA and the related methods of quadratic discriminant analysis and regularized discriminant analysis.
Bayesian modeling does not have to be tedious. Using probabilistic programming it is relatively easy to implement statistical models that make use of MCMC sampling. In this post, I explore probabilistic programming using Stan.
Performance measures for feature selection should consider the complexity of the model in addition to the fit of the model. Popular feature selection criteria are the adjusted R squared, the Cp statistic, and the AIC.
Precision and recall are frequently used for model selection. However, compared to sensitivity and recall, these performance metrics are not generally valid and should only be used in certain settings.
Dimensionality reduction is primarily used for exploring data and for reducing the feature space in machine learning applications. In this post, I investigate techniques such as PCA to obtain insights from a whiskey data set and show how PCA can be used to improve supervised approaches. Finally, I introduce the notion of the whiskey twilight zone.
Radar plots are exceptional for visualizing the properties of individual objects. Here, I demonstrate how to draw radar plots in R by plotting the properties of whiskeys from several distilleries.
Generalized linear models (GLMs) are related to conventional linear models but there are some important differences. For example, GLMs are based on the deviance rather than the conventional residuals and they enable the use of different distributions and linker functions. This post investigates how these aspects influence the interpretation of GLMs.
