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1. A political scientist wants to understand the predictors of househ.pdf

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1. A political scientist wants to understand the predictors of household income. She has collected a set of 2000 features on 5000 observations. To fit her model, the researcher has come up with the following plan. She wants to use random forests (a method that models interactions) but her software implementation is too slow taking >20 minutes to run. So she will first run the lasso using using glmnet(with cross-validation) and extract the predictors P with nonzero coefficients in the selected model. Then she will use just the set P in the random forest. Do you think this is a reasonable idea? Give details. 4 pts.

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1. A political scientist wants to understand the predictors of household income. She has collected a set of 2000 features on 5000 observations. To fit her model, the researcher has come up with the following plan. She wants to use random forests (a method that models interactions) but her software implementation is too slow taking >20 minutes to run. So she will first run the lasso using using glmnet(with cross-validation) and extract the predictors P with nonzero coefficients in the selected model. Then she will use just the set P in the random forest. Do you think this is a reasonable idea? Give details. 4 pts

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1. A political scientist wants to understand the predictors of househ.pdf

  • 1. 1. A political scientist wants to understand the predictors of household income. She has collected a set of 2000 features on 5000 observations. To fit her model, the researcher has come up with the following plan. She wants to use random forests (a method that models interactions) but her software implementation is too slow taking >20 minutes to run. So she will first run the lasso using using glmnet(with cross-validation) and extract the predictors P with nonzero coefficients in the selected model. Then she will use just the set P in the random forest. Do you think this is a reasonable idea? Give details. 4 pts