Commit adfe552d authored by Nicolas Médoc's avatar Nicolas Médoc

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# MLForMultivariateData
Copyright 2019 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.
## 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
* e1071 http://cran.r-project.org/web/packages/e1071/index.html
* ggplot2 http://cran.r-project.org/web/packages/ggplot2/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
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