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Table Of Contents

Data Mining and Modeling
Data Mining
Data Modeling
Supervised and Unsupervised Machine Learning
Time Series Analysis
Classes of Variables
Types of Variables
Installing DTREG
DTREG’s Main Screen
Setting DTREG Preferences
Entering DTREG Registration Key
Creating a New Project
New Project Example
Opening an Existing Project
Example Projects Installed With DTREG
Running an Analysis
Viewing the Generated Decision Tree
Command Line Operation
The Template Project
The Command File
The Command Line
Specifying Properties for a Model
Design Property Page
Encryption Property Page
Data Property Page
Data File Format
Continuing Data Lines
Specifying Missing Values in Data Files
Variables Property Page
Validation Property Page
Time Series Property Page
Single Tree Model Property Page
TreeBoost Property Page
Decision Tree Forest Property Page
Forest size controls
Random Predictor Control
How to Handle Missing Values
How to Compute Variable Importance
Multilayer Perceptron Neural Networks (MLP) Property Page
Number of neurons
Overfitting Detection and Prevention
Activation Functions
Model testing and validation
Conjugate gradient parameters
RBF Neural Networks Property Page
GMDH Polynomial Neural Networks Property Page
Cascade Correlation Neural Networks Property Page
Probabilistic and General Regression Neural Networks Property Page
Support Vector Machine (SVM) Property Page
Gene Expression Programming (GEP) Property Pages
GEP General Property Page
Model Building Parameters
Fitness Function Parameters
Expression Simplification Parameters
Model Testing and Validation Parameters
Missing Value Parameters
Miscellaneous Options
Expression Simplifier
GEP Functions Property Page
GEP Evolution Property Page
Mutation and inversion rates
Transposition rates
Recombination rates
GEP Linking Property Page
How to link subexpression genes
Evolving (linking) homeotic genes
Linking functions to use with evolution
GEP Constants Property Page
K-Means Clustering Property page
Discriminant Analysis Property page
Linear Regression Property Page
Logistic Regression Property Page
Correlation, Factor Analysis, and Principal Components Property Page
Class Labels Property Page
Designating a Focus Category
Initial Split Property Page
Category Weights Property Page
Misclassification Cost Property Page
Missing Data Property Page
Variable Weights Property Page
Miscellaneous Property Page
Random Number Starting Seeds
Time Series Modeling and Forecasting
Introduction to time series analysis
ARMA and modern types of models
Setting up a time series analysis
Input variables
Lag variables
Intervention variables
Trend removal and stationary time series
Selecting the type of model for a time series
Evaluating the forecasting accuracy of a model
Time series model statistics report
Autocorrelation and partial autocorrelation
Autocorrelation table
Partial autocorrelation table
Measures of fitting accuracy
Forecasting future values
DTL: Data Transformation Language
DTL Property Page
The main() function
Global Variables
Implicit Global Variables
Explicit Global Variables
Static Global Variables
Using the StoreData() function to generate data records
The StartRun() and EndRun() Functions
Scoring Data Values
Input and output scoring files
Variables written to the output scoring file
Start scoring the data
Using scoring for validation with a test dataset
How missing values are handled during scoring
Translation: Generating Code for Scoring
Translate Property Page
How to call the scoring function – C and C++ programs
Generated header file
Generated Source File
How to call the scoring function – SAS®
Data types of variables
Tree Size and Validation Statistics
Node Splits
Node Summary
Target Category Distribution
Node Split Information
Competitor Predictor Variables
Analysis of Variance
Misclassification Summary Table
Confusion Matrix
Sensitivity and Specificity Report
Probability Calibration Report
Probability Threshold Report
Focus Category Report
Lift and Gain Table
How Lift and Gain Values are calculated
Terminal Node Table
Variable Importance Table
Charts and Graphs
Model Size Chart
Focus Category Impurity Chart
Focus Category Loss Chart
Lift and Gain Chart
Gain Chart
Lift Chart
Cumulative Lift Chart
ROC Chart
Sensitivity and Specificity Chart
Positive and Negative Predictive Value Chart
Probability Threshold Chart
Threshold Balance Chart
Probability Calibration Chart
Variable Importance Chart
X-Y Data Plot
Residual (Actual versus Predicted) Chart
Time Series Chart
Time Series Residuals Chart
Time Series Trend Chart
Time Series Transformed Chart
Decision Trees
Building and Using a Decision Tree Model
Overview of the Tree Building Process
Overview of Using Decision Trees
Using a Decision Tree to Predict Target Variable Values (Scoring)
Regression and Classification Models
Viewing a Decision Tree
What’s in a node – Classification tree
What’s in a node – Regression tree
The History of Decision Tree Analysis
TreeBoost – Stochastic Gradient Boosting
Features of TreeBoost Models
How TreeBoost Models Are Created
Multilayer Perceptron Architecture
Training Multilayer Perceptron Networks
Selecting the Number of Hidden Layers
Deciding how many neurons to use in the hidden layers
Finding a globally optimal solution
How RBF networks work
RBF Network Architecture
Training RBF Networks
GMDH Polynomial Neural Networks
Structure of a GMDH network
GMDH Training Algorithm
Output Generated for GMDH Networks
Cascade Correlation Neural Networks
Cascade Correlation Network Architecture
Training Algorithm for Cascade Correlation Networks
Probabilistic and General Regression Neural Networks
How PNN/GRNN networks work
Architecture of a PNN/GRNN Network
Removing unnecessary neurons
Support Vector Machines (SVM)
Introduction to Support Vector Machine (SVM) Models
A Two-Dimensional Example
The Kernel Trick
Parting Is Such Sweet Sorrow
Classification with More Than Two Categories
Optimal Fitting Without Over fitting
Standing On The Shoulders of Giants
Gene Expression Programming
Introduction to Gene Expression Programming
Introduction to Symbolic Regression
Symbolic Regression Example – Kepler’s Third Law
Odd Parity Example
Genetic Algorithms
Genetic Algorithms for Symbolic Regression
Expression Trees and Karva
Chromosomes and Linking Functions
Mathematical Evolution
Initial Population Creation
The Process of Evolution
Parsimony Pressure and Expression Simplification
Algebraic Simplification
Optimization of Random Constants
K-Means Clustering
Discriminant Analysis
Linear Regression
Introduction to Linear Regression
Output Generated for Linear Regression
t Statistic
F Value, and Prob(F)
Confidence interval
Coefficients for categorical predictor variables
Logistic Regression
Introduction to Logistic Regression
The Dose-Response Curve
The Logistic Model Formula
Output Generated for a Logistic Regression Analysis
Summary statistics for the model
Computed Beta Parameters
Likelihood Ratio Statistics
Computational Issues for Logistic Regression
Failure to Converge
Singular Hessian Matrix
Complete and Quasi-Complete Separation of Values
Correlation, Factor Analysis, Principal Components
Introduction to Correlation
Types of Correlation Coefficients
The Correlation Matrix
Introduction to Factor Analysis and Principal Components Analysis
Using Principal Components to reduce dimensions
Determining the Number of Factors to Use
Output Generated by Factor Analysis
Factor Importance (Eigenvalue) Table
Table of Communalities
Factor Loading Matrix
Factor Rotation
Handling Missing Data Values
Specifying missing values in input data
Types of missing variables
Exclude the data row
Replace missing values with median/mode values
Surrogate Variables
Surrogate Splitters
How Trees are Built and Pruned
Building Trees
Splitting Nodes
Evaluating Splits
Assigning Categories to Nodes
Missing Values and Surrogate Splitters
Stopping Criteria
Pruning Trees
Why Tree Size Is Important
V-Fold Cross Validation
Adjusting the Optimal Tree Size
Example Analyses
Licensing and Use of DTREG
Use and Distribution of DTREG
Copyright Notice
Web page
Contacting the author
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DTREG Vector Support Machine Manual

DTREG Vector Support Machine Manual

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Published by bzig

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Published by: bzig on Sep 06, 2011
Copyright:Attribution Non-commercial


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