Workshop – R for Machine Learning: A Hands-On Introduction

This one-day session provides a hands-on introduction to R, the well-known open-source platform for data analysis. Real examples are employed in order to methodically expose attendees to best practices driving R and its rich set of predictive modeling (machine learning) packages, providing hands-on experience and know-how. R is compared to other data analysis platforms, and common pitfalls in using R are addressed. The instructor will guide attendees on hands-on execution with R, covering:

• A working knowledge of the R system
• The strengths and limitations of the R language
• Preparing data with R, including splitting, resampling and variable creation
• Developing predictive models with R, including the use of these machine learning methods: decision trees, ensemble methods, and others.
• Visualization: Exploratory Data Analysis (EDA), and tools that persuade
• Evaluating predictive models, including viewing lift curves, variable importance and avoiding overfitting

Hardware: Bring Your Own Laptop
Each workshop participant is required to bring their own laptop running Windows or OS X. The software used during this training program, R, is free and readily available for download. Attendees receive an electronic copy of the course materials and related R code at the conclusion of the workshop.

Instructor

Brennan Lodge, Data Scientist VP, Goldman Sachs

Brennan is a self-proclaimed data nerd. He has been working in the financial industry for the past ten years and is striving to save the world with a little help from our machine friends. He has held cyber security, data scientist, and leadership roles at JP Morgan Chase, the Federal Reserve Bank of New York, Bloomberg, and Goldman Sachs. Brennan holds a Masters in Business Analytics from New York University and participates in the data science community with his non-profit pro-bono work at DataKind, and as a co-organizer for the NYU Data Science and Analytics Meetup. Brennan is also an instructor at the New York Data Science Academy and teaches data science courses in R and Python.