Ahh, SHAP. As you know it’s become one of the leading frameworks for explaining ML model predictions. I’d guess it’s popularity is due to its appealing theoretical basis, its universal applicability to any type of ML model, and its easy-to-use python package. SHAP promises to turn your ...

Ahh, the dark art of hyperparameter tuning. It’s a key step in the machine learning workflow, and it’s an activity that can easily be overlooked or be overkill. Therefore, dear reader, it is an art that requires the application of both skill and w...

Today we continue the saga on gradient boosting with a down-to-Earth tutorial on the essentials of solving classification problems with XGBoost. We’ll run through two examples: one for binary classification and another for multi-class classificati...

Tell me dear reader, who among us, while gazing in wonder at the improbably verdant aloe vera clinging to the windswept rock at Cape Point near the southern tip of Africa, hasn’t wondered: how the heck do gradient boosting trees implement multi-cl...

In this post I’m going to show you my process for solving regression problems with XGBoost in python, using either the native xgboost API or the scikit-learn interface. This is a powerful methodology that can produce world class results in a short...

Ahh, blogging. I think we can all agree it’s probably one of the greatest forms of written communication to have ever existed. Whats that you say? You’d like to set up your own blog? And you say you want to use a dead simple, data science friendl...

A weathered tree reaches toward the sea at Playa Mal País Well, dear reader, it’s that time again, time for us to do a seemingly unnecessary scratch build of a popular algorithm that most people would simply import from the library without a ...

Yesterday we had a lovely discussion about the key strengths and weaknesses of decision trees and why tree ensembles are so great. But today, gentle reader, we abandon our philosophizing and get down to the business of implementing one of these d...

Cold water cascades over the rocks in Erwin, Tennessee. Friends, this is going to be an epic post! Today, we bring together all the ideas we’ve built up over the past few posts to nail down our understanding of the key ideas in Jerome Friedma...