Regression

Content

Models

  • Linear regression
  • Generalized linear regression
  • Regression tree
  • Random regression forest
  • Gradient boost regression tree

Evaluation Metrics

  • MSE
  • RMSE
  • MAE
  • R2

Feature Normalization and Scaling

  • Standard scaling (z-score)
  • Min-max 0-1 scaling
  • Min-max -1-1 scaling
  • Max absolute scaling
  • L1 normalization
  • L2 normalization

Other Functionality

  • Cross-validation (param grid)
  • Dimensionality reduction by PCA
  • Results storable to DB