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moheetsubudhi-isb/ml-toolkit

v1.0.0MIT

Data-science skills for framing ML problems, auditing data, engineering features, reducing dimensions, clustering, model selection and validation, classification and regression metrics, tree ensembles, linear and logistic models, anomaly detection, and text embeddings.

linear-and-logistic-models

Build, regularise and interpret linear regression, logistic regression and multinomial (softmax) models used for prediction. Always use this skill when someone asks what a regression coefficient or an odds ratio means, or why a coefficient changed size or flipped sign when another feature was added, even when the question sounds like a quick one. Also use it for standardising features before comparing coefficients; dummy variables and the dropped category; multicollinearity or VIF; Ridge vs Lasso vs Elastic Net and choosing alpha; polynomial or interaction terms; logistic regression vs a perceptron vs linear discriminant analysis; gradient descent that will not converge; or whether a linear model is enough. Not for deciding whether X causes Y or whether an experiment's result is significant, not for choosing a regression error metric, and not for explaining what these terms mean when no model or data is in play.

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