After too long away, the Cambridge R users meeting finally returns! We will say hello to old faces and are very pleased to welcome Max Kuhn as our guest speaker.
Max is author of the popular caret package (training Regression & Classification models), and Director of Non-Clinical Statistics at Pfizer Global R&D in Connecticut, US. He has kindly agreed to speak to us on "Optimization Algorithms for Tuning Predictive Models" whilst visiting the UK for a conference.
Please note our new meetup location is Metail, Floor 3, 50 St Andrews Street. Ring buzzer #5 to be let into the building.
There will be Pizza and drinks (vegetarian pizza and non-alcoholic drinks included).
Optimization Algorithms for Tuning Predictive Models
Many predictive and machine learning models have structural or tuning parameters that cannot be directly estimated from the data. For example, when using K-nearest neighbor model, there is no analytical estimator for K (the number of neighbors). Typically, resampling is used to get good performance estimates of the model for a given set of values for K and the one associated with the best results is used. This is basically a grid search procedure. However, there are other approaches that can be used. I’ll demonstrate how Bayesian optimization and Gaussian process models can be used as an alternative.