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Zachary Deane-Mayer
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Zachary Deane-Mayer

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Zachary Deane-Mayer

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Inspired by this post, I decided to try using OpenBLAS for R on my mac. However, it turns out there's a simpler option, using the vecLib BLAS library, which is provided by Apple as part of the accelerate framework. If you are using R 2.15, follow these instructions to change your BLAS from the ...
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Zachary Deane-Mayer

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Functional and Parallel time series cross-validation. Rob Hyndman has a great post on his blog with example on how to cross-validate a time series model. The basic concept is simple: You start with a ...
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Zachary Deane-Mayer

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caretEnsemble
My package caretEnsemble, for making ensembles of caret models, is now on CRAN: http://cran.r-project.org/web/packages/caretEnsemble Check it out, and let me know what you think! (Submit bug reports and feature requests to the issue tracker )
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Here's a quick demo of how to fit a binary classification model with caretEnsemble. Please note that I haven't spent as much time debugging caretEnsemble for classification models, so there's probably...
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Time series cross validation
The caret package for R now supports time series cross-validation! (Look for version 5.15-052 in the news file). You can use the createTimeSlices function to do time-series cross-validation with a fix...
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Have him in circles
111 people
Sam Mayer's profile photo
Joshua Langsam's profile photo
Rachel Hochman's profile photo
Tom Hall's profile photo
neelima nebhani's profile photo
Douglas S Campbell's profile photo
Ratikanta Sahoo (parrymax)'s profile photo
Nora Johnson's profile photo
Josh Muncey's profile photo
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Predictive modeling, machine learning
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Data Scientist, Empiricist, Predictive Modeler
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I am a Data Scientist in Boston, MA.  I compete in competitions on Kaggle, and I am active on cross-validated and LinkedIn.  I also have an awesome blog.
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