Tuning Random Forest on Time Series Data

Manuel Tilgner Blog, Data Science

Training random forests on time series is one thing, but tuning them? It’s not like you can just apply cross validation and be done with it. Or can you? This post forms part two our mini-series “Time Series Forecasting with Random Forest”. Find out how you can tune the hyperparameters of the random forest algorithm when dealing with time series data. The answers might surprise you!

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Coding Regression trees in 150 lines of R code

André Bleier Blog, Data Science

Motivation There are dozens of machine learning algorithms out there. It is impossible to learn all their mechanics, however, many algorithms sprout from the most established algorithms, e.g. ordinary least squares, gradient boosting, support vector machines, tree-based algorithms and neural networks. At STATWORX we discuss algorithms daily to evaluate their usefulness for a specific project. In any case, understanding these …