What about variable selection? Which predictor variables/features should we use? No matter what anyone tells you, this is an unsolved problem. But there are lots of useful methods. See the qeML vignettes on feature selection and overfitting for detailed background on the issues involved. We note at the outset what our concluding statement will be: … Continue reading qeML Example: Issues of Overfitting, Dimension Reduction Etc. →

R-bloggers

The article discusses the issues of overfitting and dimension reduction in the context of the qeML package. It explores the use of the qeLeaveOut1Var function to predict trip time and the potential issues with using PCA for dimension reduction.