High Dimensionality Data
- What is covered in this class
- Optional: R Console or RStudio?
Principle Component Analysis (PCA)
- What is PCA?
- prcomp & princomp
Reducing Dimensionality With PCA and GBM modeling
- prcomp and GBM
- prcomp and GBM, part 2
Reducing Dimensionality With Variable Selection
- Variable selection using GBM (Generalized Boosted Models)
- Variable selection using GBM, part 2
- Variable selection using GLMNET
Reducing Dimensionality With Ensemble Modeling
- Variable selection using Minimum Redundancy Maximum Relevance (mRMRe)
- Optional: Variable selection using fscaret
