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XGBoost for Regression Predictive Modeling and Time Series Analysis

You're reading from   XGBoost for Regression Predictive Modeling and Time Series Analysis Learn how to build, evaluate, and deploy predictive models with expert guidance

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Product type Paperback
Published in Dec 2024
Publisher Packt
ISBN-13 9781805123057
Length 308 pages
Edition 1st Edition
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Authors (2):
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Joyce Weiner Joyce Weiner
Author Profile Icon Joyce Weiner
Joyce Weiner
Partha Pritam Deka Partha Pritam Deka
Author Profile Icon Partha Pritam Deka
Partha Pritam Deka
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Toc

Table of Contents (19) Chapters Close

Preface 1. Part 1:Introduction to Machine Learning and XGBoost with Case Studies
2. Chapter 1: An Overview of Machine Learning, Classification, and Regression FREE CHAPTER 3. Chapter 2: XGBoost Quick Start Guide with an Iris Data Case Study 4. Chapter 3: Demystifying the XGBoost Paper 5. Chapter 4: Adding on to the Quick Start – Switching out the Dataset with a Housing Data Case Study 6. Part 2: Practical Applications – Data, Features, and Hyperparameters
7. Chapter 5: Classification and Regression Trees, Ensembles, and Deep Learning Models – What’s Best for Your Data? 8. Chapter 6: Data Cleaning, Imbalanced Data, and Other Data Problems 9. Chapter 7: Feature Engineering 10. Chapter 8: Encoding Techniques for Categorical Features 11. Chapter 9: Using XGBoost for Time Series Forecasting 12. Chapter 10: Model Interpretability, Explainability, and Feature Importance with XGBoost 13. Part 3: Model Evaluation Metrics and Putting Your Model into Production
14. Chapter 11: Metrics for Model Evaluations and Comparisons 15. Chapter 12: Managing a Feature Engineering Pipeline in Training and Inference 16. Chapter 13: Deploying Your XGBoost Model 17. Index 18. Other Books You May Enjoy

Evaluating model performance of classification and regression models

In Chapter 5, you compared various models and assessed their performance using Root Mean Square Error (RMSE), R2, the time needed to train the model, and the time needed to calculate a prediction. That chapter focused on regression models. In this section, you will learn about the metrics to use for comparing models when performing classification tasks. To make a complete view and enable the use of this chapter as a reference in the future, we’ll include the metrics for regression models as well.

The reason different metrics are needed for the different tasks is that there are different types of data. In the case of a classification task, the model predicts which group a particular item belongs to. A regression model predicts the value of a target parameter. To measure how well the model predicts what is happening for these different tasks, different measurements are required. In this section, you will start...

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