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Weighting tricks for machine learning with Icarus – Part 1

Weighting tricks for machine learning with Icarus – Part 1

Calibration in survey sampling is a wonderful tool, and today I want to show you how we can use it in some Machine Learning applications, using the R package Icarus. And because ’tis the season, what better than a soccer dataset to illustrate this? The data and code are located on this gitlab repo: https://gitlab.com/haroine/weighting-ml First, let’s start by installing and loading icarus and nnet, the two packages needed in this tutorial, from CRAN (if necessary): install.packages(c(“icarus”,”nnet”)) library(icarus) library(nnet) Then…

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Announcing Icarus v0.3

Announcing Icarus v0.3

This weekend I released version 0.3.0 of the Icarus package to CRAN. Icarus provides tools to help perform calibration on margins, which is a very important method in sampling. One of these days I’ll write a blog post explaining calibration on margins! In the meantime if you want to learn more, you can read our course on calibration (in French) or the original paper of Deville and Sarndal (1992). Shortly said, calibration computes new sampling weights so that the sampling estimates match…

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