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Popular pages
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Least Squares Minimal Norm Solution – Michael's and Christian's Blog
A or an underdetermined setting n<p, the above definition is not precise and permits many solutions x minimum norm solution of least squares: x^\star = \argmin_{x} ||x||^2 \quad \text{subject to} \q...
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Personal Highlights of Scikit-Learn 1.0 – Michael's and Christian's Blog
Personal Highlights of Scikit-Learn 1.0 Yes! After more than 10 years, scikit-learn released its 1.0 version on 24 September 2021. In this post, I’d like to point out some personal highlights apart fr...
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About – Michael's and Christian's Blog
Selected Publications Gini Index and Friends. Available at SSRN: doi:10.2139/ssrn.4248143 Mayer, Michael (2022). Fissler, Tobias, Lorentzen, Christian and Mayer, Michael (2022). Model Comparison and...
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Avoid loops in R! Really? – Michael's and Christian's Blog
Avoid loops in R! Really? It must have been around the year 2000, when I wrote my first snipped of SPLUS/R code. One thing I’ve learned back then: Loops are slow. Replace them with vectorized calculat...
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Strong Random Forests with XGBoost – Michael's and Christian's Blog
Lost in Translation between R and Python 6 Hello random forest friends This is the next article in our series “Lost in Translation between R and Python”. The aim of this series is to provide high-qua...
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Statistics – Michael's and Christian's Blog
This question sends shivers down the poor modelers spine… The {hstats} R package introduced in our last post measures their strength using Friedman’s H-statistics, a collection of statistics based on ...