Applied Predictive Modeling with caret
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README.md
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modelTrain.R
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README.md

caret-workshop

Applied Predictive Modeling with caret

Basics

Create synthetic data using twoClassSim
Quickly explore the data using skimr and xray
Split the dataset into train/test with an index

TrainControl

Setting up train control in caret
Cross-validation method and settings
Subsampling to deal with class-imbalance (mentioned but not implemented)

ModelTrain

Placeholder regression example
Classification example
Logistic Regression (glm), Elastic Net (glmnet), Random Forest (ranger)
Using summary, variable importance, plot on fit object
Prediction on unseen data: class; class probability

Performance Metrics

In-sample: ROC, Sensitivity (true positive rate), Specificity (true negative rate)
Confusion matrices

Ensembles

Model dissimilarity using Jaccard distance
Linear ensembles
Meta-Model ensembles

Feature Selection

Recursive Feature Elimination
Simulated Annealing
Genetic Algorithm