# Tag Archives: Machine Learning

## BooST series I: Advantage in Smooth Functions

By Gabriel Vasconcelos and Yuri Fonseca Introduction This is the first of a series of post on the BooST (Boosting Smooth Trees). If you missed the first post introducing the model click here and if you want to see the … Continue reading

## BooST (Boosting Smooth Trees) a new Machine Learning Model for Partial Effect Estimation in Nonlinear Regressions

By Gabriel Vasconcelos and Yuri Fonseca We are happy to introduce our new machine learning method called Boosting Smooth Trees (BooST) (full article here). This model was a joint work with professors Marcelo Medeiros and Álvaro Veiga. The BooST … Continue reading

## Tuning xgboost in R: Part II

By Gabriel Vasconcelos In this previous post I discussed some of the parameters we have to tune to estimate a boosting model using the xgboost package. In this post I will discuss the two parameters that were left out in … Continue reading

## Tuning xgboost in R: Part I

By Gabriel Vasconcelos Before we begin, I would like to thank Anuj for kindly including our blog in his list of the top40 R blogs! Check out the full list at his page, FeedSpot! Introduction Tuning a Boosting algorithm for … Continue reading

## How Random Forests improve simple Regression Trees?

By Gabriel Vasconcelos Regression Trees In this post I am going to discuss some features of Regression Trees an Random Forests. Regression Trees are know to be very unstable, in other words, a small change in your data may drastically … Continue reading

## Cross-Fitting Double Machine Learning estimator

By Gabriel Vasconcelos Motivation In a late post I talked about inference after model selection showing that a simple double selection procedure is enough to solve the problem. In this post I’m going to talk about a generalization of the … Continue reading

## Bagging, the perfect solution for model instability

By Gabriel Vasconcelos Motivation The name bagging comes from boostrap aggregating. It is a machine learning technique proposed by Breiman (1996) to increase stability in potentially unstable estimators. For example, suppose you want to run a regression with a few … Continue reading