Articles by Christian Lorentzen

Quantiles And Their Estimation

February 11, 2023 | Christian Lorentzen

Applied statistics is dominated by the ubiquitous mean. For a change, this post is dedicated to quantiles. I will give my best to provide a good mix of theory and practical examples. While the mean describes only the central tendency of a distribution or random sample, quantiles are able to ...
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Personal Highlights of Scikit-Learn 1.0

October 21, 2021 | Christian Lorentzen

Yes! After more than 10 years, scikit-learn released its 1.0 version on 24 September 2021. In this post, I'd like to point out some personal highlights apart from the release highlights. 1. Feature Names This one is listed in the release highlights, but deserves to be mentioned again. This is not yet available for all […] [...Read more...]

Feature Subsampling For Random Forest Regression

August 19, 2021 | Christian Lorentzen

TLDR: The number of subsampled features is a main source of randomness and an important parameter in random forests. Mind the different default values across implementations. Randomness in Random Forests Random forests are very popular machine learning models. They are build from easily understandable and well visualizable decision trees and ...
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