Cross-entropy in R

The cross entropy method is a general approach to optimization that relies in two nice ideas. In the context of finding the maximum of a scalar-valued function this means: Generate some random parameters and evaluate the function there. Use the best values of the parameter to generate new candidates. One simple way of generating such […]

Interpretable machine learning (R/Python)

Duration 7 hours – 1 day. Prerequisites Basic familiarity with data manipulation (for instance, spreadsheet software). Overview Random forests, ensemble methods and deep neural networks provide powerful prediction methods. However, they are less transparent as a simpler model, like logistic regression or decision trees. This is a challenge for data scientists, specially with regards to […]