README.md

# MLForMultivariateData

Copyright 2019-2020 Luxembourg Institute of Science and Technology (LIST - http://www.list.lu/). 

Any use of this software constitutes full acceptance of all terms of the [software's license](./LICENSE.txt).


## Overview

This project contains a R script building regression/classification models for multivariate data (e.g. Random Forest, XGBoost, KNN + other linear regression models such as GLM, LDA, QDA).
The models are evaluated through cross validation method with Accuracy and other metrics derived from confusion matrix, as well as with Root Mean Square Error.
Boxplots provide assessment of evaluation metrics measured during cross validation and allows to compare different configurations of models (different methods and parameters), different datasets and/or different input variables.

Variable importance is also measured during cross validation and shown in Boxplots for every model configuration. 


## Dependencies

The script needs the following packages:

* dplyr http://cran.r-project.org/web/packages/dplyr/index.html
* MASS http://cran.r-project.org/web/packages/MASS/index.html
* randomForest http://cran.r-project.org/web/packages/randomForest/index.html
* xgboost http://cran.r-project.org/web/packages/xgboost/index.html


## Contact

Any question? Please contact [Nicolas Médoc](mailto:nicolas.medoc@list.lu) or visit the [LIST website](https://www.list.lu/en/contact/).