PART ONE
For this assignment you will write an R program to complete the tasks given below. You will hand in two files for this assignment.
- A File with your R program. This file should contain only the code (no output) and must have the typical r extension. No other file extensions will be accepted. The reason is that the assignment be graded based on your R code and not the output file. The output file will be used to verify the code commands. Also, please make sure that all comments, discussion, and conclusions regarding results are also annotated as part of your code.
- A PDF/DOC file with your output code. We are giving you more flexibility regarding how you want to present your output (tables, plots, etc.). You can either use RMD files that combine code, narrative txt, and plots or you can use word document with copy and paste from the R platform you are using. However, please remember that all output (tables, plots, comments, conclusions, etc.) shown in this file has to be generated by the same R code that you submit. This is important! Output shown that is generated using a separate code or output shown that is not supported by the submitted code will not be graded. Screenshots will not be accepted.
Use the following file
- R Data Set: HMEQ_Scrubbed.csv (in the zip file attached).
- The Data Dictionary in the zip file.
Note: The HMEQ_Scrubbed.csv file is a simple scrubbed file from the previous week homework. If you did more advanced scrubbing of data for last week, you may use your own data file instead. You might get better accuracy! If you decide to use your own version of HMEQ_Scrubbed.csv, please hand it in along with the other deliverables.
This assignment is an extension of the Week 3 assignment. The difference is that this assignment will now incorporate model validation by using training and testing data sets.
Step 1: Read in the Data
- Read the data into R
- List the structure of the data (str)
- Execute a summary of the data
- Print the first six records
Step 2: Classification Decision Tree
- Using the code discussed in the lecture, split the data into training and testing data sets.
- Use the rpart library to predict the variable TARGET_BAD_FLAG
- Develop two decision trees, one using Gini and the other using Entropy using the training and testing data
- All other parameters such as tree depth are up to you.
- Do not use TARGET_LOSS_AMT to predict TARGET_BAD_FLAG.
- Plot both decision trees
- List the important variables for both trees
- Using the training data set, create a ROC curve for both trees
- Using the testing data set, create a ROC curve for both trees
- Write a brief summary of the decision trees discussing whether or not the trees are are optimal, overfit, or underfit.
- Rerun with different training and testing data at least three times.
- Determine which of the two models performed better and why you believe this
Step 3: Regression Decision Tree
- Using the code discussed in the lecture, split the data into training and testing data sets.
- Use the rpart library to predict the variable TARGET_LOSS_AMT
- Do not use TARGET_BAD_FLAG to predict TARGET_LOSS_AMT.
- Develop two decision trees, one using anova and the other using poisson
- All other parameters such as tree depth are up to you.
- Plot both decision trees
- List the important variables for both trees
- Using the training data set, calculate the Root Mean Square Error (RMSE) for both trees
- Using the testing data set, calculate the Root Mean Square Error (RMSE) for both trees
- Write a brief summary of the decision trees discussing whether or not the trees are are optimal, overfit, or underfit.
- Rerun with different training and testing data at least three times.
- Determine which of the two models performed better and why you believe this
Step 4: Probability / Severity Model Decision Tree (Push Yourself!)
- Using the code discussed in the lecture, split the data into training and testing data sets.
- Use the rpart library to predict the variable TARGET_BAD_FLAG
- Use the rpart library to predict the variable TARGET_LOSS_AMT using only records where TARGET_BAD_FLAG is 1.
- Plot both decision trees
- List the important variables for both trees
- Using your models, predict the probability of default and the loss given default.
- Multiply the two values together for each record.
- Calculate the RMSE value for the Probability / Severity model.
- Rerun at least three times to be assured that the model is optimal and not over fit or under fit.
- Comment on how this model compares to using the model from Step 3. Which one would your recommend usiING
- PART TWO
- For this assignment you will write an R program to complete the tasks given below. You will hand in two files for this assignment.
- A File with your R program. This file should contain only the code (no output) and must have the typical r extension. No other file extensions will be accepted. The reason is that the assignment be graded based on your R code and not the output file. The output file will be used to verify the code commands. Also, please make sure that all comments, discussion, and conclusions regarding results are also annotated as part of your code.
- A PDF/DOC file with your output code. We are giving you more flexibility regarding how you want to present your output (tables, plots, etc.). You can either use RMD files that combine code, narrative txt, and plots or you can use word document with copy and paste from the R platform you are using. However, please remember that all output (tables, plots, comments, conclusions, etc.) shown in this file has to be generated by the same R code that you submit. This is important! Output shown that is generated using a separate code or output shown that is not supported by the submitted code will not be graded. Screenshots will not be accepted.
Use the following file
- R Data Set: HMEQ_Scrubbed.csv (in the zip file attached).
- The Data Dictionary in the zip file.
Note: The HMEQ_Scrubbed.csv file is a simple scrubbed file from the previous week homework. If you did more advanced scrubbing of data for last week, you may use your own data file instead. You might get better accuracy! If you decide to use your own version of HMEQ_Scrubbed.csv, please hand it in along with the other deliverables.
This assignment is an extension of the Week 4 assignment. The difference is that this assignment will now incorporate Random Forest and Gradient Boosting models.Step 1: Read in the Data
- Read the data into R
- List the structure of the data (str)
- Execute a summary of the data
- Print the first six records
Step 2: Classification Models
- Using the code discussed in the lecture, split the data into training and testing data sets.
- Create a Decision Tree model using the rpart library to predict the variable TARGET_BAD_FLAG
- Create a Random Forest model using the randomForest library to predict the variable TARGET_BAD_FLAG
- Create a Gradient Boosting model using the gbm library to predict the variable TARGET_BAD_FLAG
- All model parameters such as tree depth are up to you.
- Do not use TARGET_LOSS_AMT to predict TARGET_BAD_FLAG.
- Plot the Decision Tree and list the important variables for the tree.
- List the important variables for the Random Forest and include the variable importance plot.
- List the important variables for the Gradient Boosting model and include the variable importance plot.
- Using the testing data set, create a ROC curves for all models. They must all be on the same plot.
- Display the Area Under the ROC curve (AUC) for all models.
- Rerun with different training and testing data at least three times.
- Determine which model performed best and why you believe this.
- Write a brief summary of which model you would recommend using. Note that this is your opinion. There is no right answer. You might, for example, select a less accurate model because it is faster or easier to interpret.
Step 3: Regression Decision Tree
- Using the code discussed in the lecture, split the data into training and testing data sets.
- Create a Decision Tree model using the rpart library to predict the variable TARGET_LOSS_AMT
- Create a Random Forest model using the randomForest library to predict the variable TARGET_LOSS_AMT
- Create a Gradient Boosting model using the gbm library to predict the variable TARGET_LOSS_AMT
- All model parameters such as tree depth are up to you.
- Do not use TARGET_BAD_FLAG to predict TARGET_LOSS_AMT.
- Plot the Decision Tree and list the important variables for the tree.
- List the important variables for the Random Forest and include the variable importance plot.
- List the important variables for the Gradient Boosting model and include the variable importance plot.
- Using the testing data set, calculate the Root Mean Square Error (RMSE) for all models.
- Rerun with different training and testing data at least three times.
- Determine which model performed best and why you believe this.
- Write a brief summary of which model you would recommend using. Note that this is your opinion. There is no right answer. You might, for example, select a less accurate model because it is faster or easier to interpret.
Step 4: Probability / Severity Model Decision Tree (Push Yourself!)
- Using the code discussed in the lecture, split the data into training and testing data sets.
- Use any model from Step 2 in order to predict the variable TARGET_BAD_FLAG
- Develop three models: Decision Tree, Random Forest, and Gradient Boosting to predict the variable TARGET_LOSS_AMT using only records where TARGET_BAD_FLAG is 1.
- Select one of the models to predict damage.
- List the important variables for both models.
- Using your models, predict the probability of default and the loss given default.
- Multiply the two values together for each record.
- Calculate the RMSE value for the Probability / Severity model.
- Rerun at least three times to be assured that the model is optimal and not over fit or under fit.
- Comment on how this model compares to using the model from Step 3. Which one would your recommend using?
PART 3
- For this assignment you will write an R program to complete the tasks given below. You will hand in two files for this assignment.
- A File with your R program. This file should contain only the code (no output) and must have the typical r extension. No other file extensions will be accepted. The reason is that the assignment be graded based on your R code and not the output file. The output file will be used to verify the code commands. Also, please make sure that all comments, discussion, and conclusions regarding results are also annotated as part of your code.
- A PDF/DOC file with your output code. We are giving you more flexibility regarding how you want to present your output (tables, plots, etc.). You can either use RMD files that combine code, narrative txt, and plots or you can use word document with copy and paste from the R platform you are using. However, please remember that all output (tables, plots, comments, conclusions, etc.) shown in this file has to be generated by the same R code that you submit. This is important! Output shown that is generated using a separate code or output shown that is not supported by the submitted code will not be graded. Screenshots will not be accepted.
- Use the following file
- R Data Set: HMEQ_Scrubbed.csv (in the zip file attached).
- The Data Dictionary in the zip file.
Note: The HMEQ_Scrubbed.csv file is a simple scrubbed file from the previous week homework. If you did more advanced scrubbing of data for last week, you may use your own data file instead. You might get better accuracy! If you decide to use your own version of HMEQ_Scrubbed.csv, please hand it in along with the other deliverables.
This assignment is an extension of the Week 5 assignment. We will now incorporate Regression Analysis to the problem.Step 1: Use the Decision Tree / Random Forest / Decision Tree code from Week 5 as a Starting Point
In this assignment, we will build off the models developed in Week 5. Now we will add Regression to the models.
Step 2: Classification Models
- Using the code discussed in the lecture, split the data into training and testing data sets.
- Do not use TARGET_LOSS_AMT to predict TARGET_BAD_FLAG.
- Create a LOGISTIC REGRESSION model using ALL the variables to predict the variable TARGET_BAD_FLAG
- Create a LOGISTIC REGRESSION model and using BACKWARD VARIABLE SELECTION.
- Create a LOGISTIC REGRESSION model and using a DECISION TREE and FORWARD STEPWISE SELECTION.
- List the important variables from the Logistic Regression Variable Selections.
- Compare the variables from the logistic Regression with those of the Random Forest and the Gradient Boosting.
- Using the testing data set, create a ROC curves for all models. They must all be on the same plot.
- Display the Area Under the ROC curve (AUC) for all models.
- Determine which model performed best and why you believe this.
- Write a brief summary of which model you would recommend using. Note that this is your opinion. There is no right answer. You might, for example, select a less accurate model because it is faster or easier to interpret.
Step 3: Linear Regression
- Using the code discussed in the lecture, split the data into training and testing data sets.
- Do not use TARGET_BAD_FLAG to predict TARGET_LOSS_AMT.
- Create a LINEAR REGRESSION model using ALL the variables to predict the variable TARGET_BAD_AMT
- Create a LINEAR REGRESSION model and using BACKWARD VARIABLE SELECTION.
- Create a LINEAR REGRESSION model and using a DECISION TREE and FORWARD STEPWISE SELECTION.
- List the important variables from the Linear Regression Variable Selections.
- Compare the variables from the Linear Regression with those of the Random Forest and the Gradient Boosting.
- Using the testing data set, calculate the Root Mean Square Error (RMSE) for all models.
- Determine which model performed best and why you believe this.
- Write a brief summary of which model you would recommend using. Note that this is your opinion. There is no right answer. You might, for example, select a less accurate model because it is faster or easier to interpret.
Step 4: Probability / Severity Model (Push Yourself!)
- Using the code discussed in the lecture, split the data into training and testing data sets.
- Use any LOGISTIC model from Step 2 in order to predict the variable TARGET_BAD_FLAG
- Use a LINEAR REGRESSION model to predict the variable TARGET_LOSS_AMT using only records where TARGET_BAD_FLAG is 1.
- List the important variables for both models.
- Using your models, predict the probability of default and the loss given default.
- Multiply the two values together for each record.
- Calculate the RMSE value for the Probability / Severity model.
- Comment on how this model compares to using the model from Step 3. Which one would your recommend using?
PART 4
- For this assignment you will write an R program to complete the tasks given below. You will hand in two files for this assignment.
- A File with your R program. This file should contain only the code (no output) and must have the typical r extension. No other file extensions will be accepted. The reason is that the assignment be graded based on your R code and not the output file. The output file will be used to verify the code commands. Also, please make sure that all comments, discussion, and conclusions regarding results are also annotated as part of your code.
- A PDF/DOC file with your output code. We are giving you more flexibility regarding how you want to present your output (tables, plots, etc.). You can either use RMD files that combine code, narrative txt, and plots or you can use word document with copy and paste from the R platform you are using. However, please remember that all output (tables, plots, comments, conclusions, etc.) shown in this file has to be generated by the same R code that you submit. This is important! Output shown that is generated using a separate code or output shown that is not supported by the submitted code will not be graded. Screenshots will not be accepted.
Use the following file
- R Data Set: HMEQ_Scrubbed.csv (in the zip file attached).
- The Data Dictionary in the zip file.
Note: The HMEQ_Scrubbed.csv file is a simple scrubbed file from the previous week homework. If you did more advanced scrubbing of data for last week, you may use your own data file instead. You might get better accuracy! If you decide to use your own version of HMEQ_Scrubbed.csv, please hand it in along with the other deliverables.
This assignment is an extension of the Week 6 assignment. The difference is that this assignment will now incorporate PCA and tSNE analysis.Step 1: Use the Decision Tree / Random Forest / Decision Tree / Regression code from Week 6 as a Starting Point
In this assignment, we will not be doing all the analysis as before. But much of the code from week 6 can be used as a starting point for this assignment. For this assignment, do not be concerned with splitting data into training and test sets. In the real world, you would do that. But for this exercise, it would only be an unnecessary complication.
Step 2: PCA Analysis- Use only the input variables. Do not use either of the target variables.
- Use only the continuous variables. Do not use any of the flag variables.
- Do a Principal Component Analysis (PCA) on the continuous variables.
- Display the Scree Plot of the PCA analysis.
- Using the Scree Plot, determine how many Principal Components you wish to use. Note, you must use at least two. You may decide to use more. Justify your decision. Note that there is no wrong answer. You will be graded on your reasoning, not your decision.
- Print the weights of the Principal Components. Use the weights to tell a story on what the Principal Components represent.
- Perform a scatter plot using the first two Principal Components. Color the scatter plot dots using the Target Flag. One color will represent “defaults” and the other color will represent “non defaults”. Comment on whether you consider the first two Principal Components to be predictive. If you believe the graph is too cluttered, you are free to do a random sample of the data to make it more readable. That is up to you.
Step 3: tSNE Analysis
- Use only the input variables. Do not use either of the target variables.
- Use only the continuous variables. Do not use any of the flag variables.
- Do a tSNE analysis on the data. Set the dimensions to 2.
- Run two tSNE analysis for Perplexity=30. Color the scatter plot dots using the Target Flag. One color will represent “defaults” and the other color will represent “non defaults”. Comment on whether you consider the tSNE values to be predictive.
- Repeat the previous step with a Perplexity greater than 30 (try to get a value much higher than 30).
- Repeat the previous step with a Perplexity less than 30 (try to get a value much lower than 30).
- Decide on which value of Perplexity best predicts the Target Flag.
- Train two Random Forest Models to predict each of the tSNE values.
Step 4: Tree and Regression Analysis on the Original Data
- Create a Decision Tree to predict Loan Default (Target Flag=1). Comment on the variables that were included in the model.
- Create a Logistic Regression model to predict Loan Default (Target Flag=1). Use either Forward, Backward, or Stepwise variable selection. Comment on the variables that were included in the model.
- Create a ROC curve showing the accuracy of the model.
- Calculate and display the Area Under the ROC Curve (AUC).
Step 5: Tree and Regression Analysis on the PCA/tSNE Data
- Append the Principal Component values from Step 2 to your data set.
- Using the Random Forest models from Step 3, append the two tSNE values to the data set.
- Remove all of the continuous variables from the data set (set them to NULL). Keep the flag variables in the data set.
- Create a Decision Tree to predict Loan Default (Target Flag=1). Comment on the variables that were included in the model. Did any of the Principal Components or tSNE values make it into the model? Discuss why or why not.
- Create a Logistic Regression model to predict Loan Default (Target Flag=1). Use either Forward, Backward, or Stepwise variable selection. Comment on the variables that were included in the model. Did any of the Principal Components or tSNE values make it into the model? Discuss why or why not.
- Create a ROC curve showing the accuracy of the model.
- Calculate and display the Area Under the ROC Curve (AUC).
Step 6: Comment
- Discuss how the PCA / tSNE values performed when compared to the original data set.
Requirements: 1-4
Get fast, custom help from our academic experts, any time of day.
Place your order now for a similar assignment and have exceptional work written by our team of experts.
Secure
100% Original
On Time Delivery