Advanced Machine Learning with R

Reverse transformation of natural log predictions

Now that you have read Duan's paper several times, here's how to apply to our work. I'm going to provide you with a user-defined function. It will do the following:

1. Exponentiate the residuals from the transformed model
2. Exponentiate the predicted values from the transformed model
3. Calculate the mean of the exponentiated residuals
4. Calculate the smeared predictions by multiplying the values in step 2 by the value in step 3
5. Return the results

Here's the function, which requires only two arguments:

> duan_smear <- function(pred, resid){    expo_resid <- exp(resid)    expo_pred <- exp(pred)    avg_expo_resid <- mean(expo_resid)    smear_predictions <- avg_expo_resid * expo_pred    return(smear_predictions) } ...