Decision Trees, Random Forests & Gradient Boosting in R

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This is a very comprehensive course that includes presentations, tutorials, and assignments. The course has a practical approach based on the learning-by-doing method in which you will learn decision trees and ensemble methods based on decision trees using a real dataset. In addition to the videos, you will have access to all the Excel files and R codes that we will develop in the videos and to the solutions of the assignments included in the course with which you will self-evaluate and gain confidence in your new skills.

After a brief theoretical introduction, we will illustrate step by step the algorithm behind the recursive partitioning decision trees. After we know this algorithm in-depth, we will have earned the right to automate it in R, using the ctree and rpart functions to respectively construct conditional inference and recursive partitioning decision trees. Furthermore, we will learn to estimate the complexity parameter and to prune trees to increase the accuracy and reduce the overfitting of our predictive models. After building the decision trees in R, we will also learn two ensemble methods based on decision trees, such as Random Forests and Gradient Boosting. Finally, we will construct the ROC curve and calculate the area under such curve, which will serve as a metric to compare the goodness of our models.

The ideal students of this course are university students and professionals interested in machine learning and business intelligence. The course includes an introduction to the decision trees algorithm so the only requirement for the course is a basic knowledge of spreadsheets and R.

I hope you are ready to upgrade yourself and learn to optimize investment portfolios with excel and R. I´ll see you in class!

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The algorithm behind recursive partitioning decision trees

Construct conditional inference decision trees with R`s ctree function

Construct recursive partitioning decision trees with R`s rpart function

Learn to estimate Gini´s impurity

Construct ROC and estimate AUC

Random Forests with R´s randomForest package

Gradient Boosting with R´s XGBoost package

Deal with missing data

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