Potentially useful stuff for the next Allstate Hackathon
# install.packages("devtools")
devtools::install_github("DexGroves/hacktoolkit")
Weighted variance, weighted binomial deviance. weighted_variance
, binomial_deviance
A pretty fast implementation of weighted AUC. auc
Logistic conveniences. logit_to_prob
, prob_to_logit
Pretty efficient leave-one-out encoding. loo_encode
Somewhat-efficient-but-horrifically-slow-by-nature marginal effect algorithm with sampling. marginal_effect
Tools for training models and scoring out-of-fold for use in downstream models/metamodels. cross_train_predict
, train_folds
, predict_folds
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