Abstract
The idea of generating and searching for interactions and transformations is implemented in R. The icreater function adds log, sqrt, and negative reciprocal transformations suggested by Tukey and then the data set with these transformation is used to generate NXN interactions and this final data set is fed into recursive partitioning, conditional inference trees and random forests. This approach is tested for 3 credit data sets: German, Brazillian credit card data set and home equity data set. Adding transformed interaction terms improves predictive accuracy in 2 out of the 3 data sets. So it is shown to work sometimes.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.