12 Machine Learning

12.1 Hands-On Machine Learning with R

Bradley Boehmke & Brandon Greenwell

This book provides hands-on modules for many of the most common machine learning methods to include:

Generalized low rank models, Clustering algorithms, Autoencoders, Regularized models, Random forests, Gradient boosting machines, Deep neural networks, Stacking / super learners and more!

https://bradleyboehmke.github.io/HOML/

12.2 Feature Engineering and Selection: A Practical Approach for Predictive Models

Max Kuhn and Kjell Johnson

The goals of Feature Engineering and Selection are to provide tools for re-representing predictors, to place these tools in the context of a good predictive modeling framework, and to convey our experience of utilizing these tools in practice.

http://www.feat.engineering/index.html

12.3 Interpretable Machine Learning

Christoph Molnar

A Guide for Making Black Box Models Explainable

Online book

Pay what you want for the ebook, minimum $0.00

Leanpub PDF

12.4 Explanatory Model Analysis

Responsible, Fair and Explainable Predictive Modeling with examples in R and Python

Przemyslaw Biecek, Tomasz Burzykowski

Free online: https://pbiecek.github.io/ema/

Or paid printed: https://www.routledge.com/Explanatory-Model-Analysis-Explore-Explain-and-Examine-Predictive-Models/Biecek-Burzykowski/p/book/9780367135591

12.5 Supervised Machine Learning for Text Analysis in R

Emil Hvitfeldt, Julia Silge

Modeling as a statistical practice can encompass a wide variety of activities. This book focuses on supervised or predictive modeling for text, using text data to make predictions about the world around us. We use the tidymodels framework for modeling, a consistent and flexible collection of R packages developed to encourage good statistical practice.

https://smltar.com/

12.6 Machine Learning for Factor Investing

Guillaume Coqueret and Tony Guida

This book is intended to cover some advanced modelling techniques applied to equity investment strategies that are built on firm characteristics.

http://www.mlfactor.com/

12.7 The caret Package

Max Kuhn

The caret package (short for Classification And REgression Training) is a set of functions that attempt to streamline the process for creating predictive models.

This book is free online.

https://topepo.github.io/caret/index.html

12.8 A Minimal rTorch Book

Alfonso R. Reyes

Practically, you can do everything you could with PyTorch within the R ecosystem.

https://f0nzie.github.io/rtorch-minimal-book/

12.9 Tidy Modeling with R

Max Kuhn and Julia Silge

This book provides an introduction to how to use the tidymodels suite of packages to create models using a tidyverse approach and encourages good methodology and statistical practice throughout demonstrated using series of applied examples.

This book is free online (currently a work in progress).

https://www.tmwr.org/

12.10 mlr3 book

Michel Lang

The mlr3 package and ecosystem provide a generic, object-oriented, and extensible framework for classification, regression, survival analysis, and other machine learning tasks for the R language. They do not implement any learners, but provide a unified interface to many existing learners in R.

The book is free and work in progress. https://mlr3book.mlr-org.com/