10 R Packages to Win Kaggle Competitions

10 R Packages to Win Kaggle Competitions Xavier Conort Data Scientist

Previously... … now!

Competitions that boosted my R learning curve The Machine seems much smarter than I am at capturing complexity in the data even for simple datasets! Humans can help the Machine too! But don’t oversimplify and discard any data. Don’t be impatient. My best GBM had 24,500 trees with learning rate = 0.01! SVM and feature selection matter too!

Word n-grams and character n-grams can make a big difference Parallel processing and big servers can help with complex feature engineering! Still many awesome tools in R that I don’t know! Glmnet can do a great job! Competitions that boosted my R learning curve

10 R Packages: Allow the Machine to Capture Complexity 1. gbm 2. randomForest 3. e1071 Take Advantage of High-Cardinality Categorical or Text Data 4. glmnet 5. tau Make Your Code More Efficient 6. Matrix 7. SOAR 8. forEach 9. doMC 10. data.table

Capture Complexity Automatically

1. gbm Gradient Boosting Machine (Freud & Schapiro) Greg Ridgeway / Harry Southworth Key Trick: Use gbm.more to write your own early-stopping procedure

2. randomForest Random Forests (Breiman & Cutler) Authors: Breiman and Cutler Maintainer: Andy Liaw Key Trick: Importance=True for permutation importance Tune the sampsize parameter for faster computation and handling unbalanced classes

3. e1071 3. e1071:Support Vector Machines Maintainer: David Meyer Key Tricks: Use kernlab (Karatzoglou, Smola and Hornik) to get heuristic Write own pattern search

Take Advantage of High-Cardinality Categorical or Text Features

4. glmnet Authors: Friedman, Hastie, Simon, Tibshirani L1 / Elasticnet / L2 Key Tricks: - Try interactions of 2 or more categorical variables - Test your code on the Kaggle: “Amazon Employ Access Challenge”

5. tau Maintainer: Kurt Hornik Used for automating text-mining Key Trick: Try character n-grams. They work surprisingly well!

Make Your Code More Efficient

6. Matrix Authors / Maintainers: Douglas Bates and Martin Maechler Key Trick: Use sparse.model.matrix for one-hot encoding

7. SOAR Author / Maintainer: Bill Venables Used to store large R objects in the cache and release memory Key Trick: Once I found out about it, it made my R Experience great! (Just remember to empty your cache … )

8. forEach and 9. doMC Authors: Revolution Analytics Key Trick: Use for parallel-processing to speed up computation

10. data.table Authors: M Dowle, T Short and others Maintainer: Matt Dowle Key Trick: Essential for doing fast data aggregation operations at scale

Don’t Forget .. Use your intuition to help the machine! ● Always compute differences / ratios of features o This can help the Machine a lot! ● Always consider discarding features that are “too good” o They can make the Machine lazy! o An example: GE Flight Quest

Thank you!

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10 R Packages to Win Kaggle Competitions

by DataRobot

on Jul 03, 2014

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10 R Packages to Win Kaggle Competitions Presentation Transcript