Applied Predictive Modeling by Max Kuhn
My rating: 5 of 5 stars
I regard this as a more applied counterpart to more methodology oriented resources like Elements of Statistical Learning. So it applies machine learning methods that are found in readily available R libraries. In addition, the author is also the lead on the caret package in R, which provides a consistent interface between a large number of the common machine learning packages.
1. Built around case studies that are woven through the text. For each chapter, the math/stats is developed first, then the computational example is at the end, so that the example can develop data manipulation, application of method, then model evaluation. I like this as it allows for more complex and messy data sets than when using a new, small example for each problem. Also allows for better discussions when illustrating the differences between methods.
2. Data manipulation/data processing is given a separate chapter early on. I appreciate the attention given to working with the data (e.g. missing value imputation). There are other resources in data handling, but not in the same place as those that address the statistics methodology.
3. Emphasis on model evaluation. There is an early chapter devoted to model evaluation. Then each major section of the book has an early chapter devoted to model evaluation of that class of problem. This is in contrast to many books that are built around types of algorithms, and model evaluation is fit in. Methods and algorithms are relatively easy compared to the thought process of determining what is the right thing to do. It figures that this book will be strong in model evaluation when one of the authors is the lead on the caret package in R.
I used this as a supplement in teaching a data science course that I use a range of different resources because I need to cover working with data, model evaluation, and machine learning methods. The next time I teach this course, I will use only this book because it covers all of these aspects of the field.
View all my reviews