Model evaluations and improvement
In this section, we show a few metrics to evaluate different machine learning approaches, and how to improve the model performance
Note
More metrics are to be added
Model evaluation
Over and under fitting
under_overfitting.pdf.Bias and variance (and the relationships to under/over fitting)
bias_and_variance.pdf.RUC and AUC
roc_and_auc.pdf.
Feature importance
Introduction
feature_importance_introduction.pdf.Gini-impurity method
feature_importance_gini.pdf.Permutation method
feature_importance_permutation.pdf.
Model improvement
Regularization
regularization.pdf.