Chapter 6. Model Evaluation

In this chapter, we will cover the following topics:

  • Estimating model performance with k-fold cross-validation
  • Performing cross-validation with the e1071 package
  • Performing cross-validation with the caret package
  • Ranking the variable importance with the caret package
  • Ranking the variable importance with the rminer package
  • Finding highly correlated features with the caret package
  • Selecting features using the caret package
  • Measuring the performance of a regression model
  • Measuring the prediction performance with the confusion matrix
  • Measuring the prediction performance using ROCR
  • Comparing an ROC curve using the caret package
  • Measuring performance differences between models with the caret package

Introduction

Model evaluation is performed ...

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