Methods

Name

R package

Description

Key reference

ANN

Artificial Neural Networks

nnet

A machine learning method with the mean of three runs used to provide predictions and projections, as each simulation gives slightly different results

Ripley (1996)

CTA

Classification Tree Analysis

rpart

A classification method running a 50-fold cross-validation to select the best trade-off between the number of leaves of the tree and the explained deviation

Breiman et al. (1984)

GAM

Generalized Additive Models

gam

A regression method with 4 degrees of freedom and a stepwise procedure to select the most parsimonious model

Hastie and Tibshirani (1990)

GBM

Generalized Boosting Model

gbm

A machine learning method that combines a boosting algorithm and a regression tree algorithm to construct an “ensemble” of trees

Ridgeway (1999); Friedman (2001)

GLM

Generalized Linear Models

stats

A regression method with polynomial terms for which a stepwise procedure is used to select the most significant variables

McCullagh and Nelder (1989)

MARS

Multiple Adaptive Regression Splines

mda

A major assumption of any linear process in that the coefficients are stable across all levels of the explanatory variables

Friedman (1991)

FDA

Flexible Discriminant Analysis

mda

A classification method based on mixture models

Hastie et al. (1994)

RF

Breiman and Cutler’s Random Forest for Classification and Regression

Random Forest

A machine learning method that is a combination of tree predictors such that each tree depends on the values of a random vector sample independently and has the same distribution for all trees in the forest

Breiman (2001)