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Mastering Machine Learning with R - Second Edition by Cory Lesmeister

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Multivariate Adaptive Regression Splines (MARS)

How would you like a modeling technique that provides all of the following?

  • Offers the flexibility to build linear and nonlinear models for both regression and classification
  • Can support variable interaction terms
  • Is simple to understand and explain
  • Requires little data preprocessing
  • Handles all types of data: numeric, factors, and so on
  • Performs well on unseen data, that is, it does well in bias-variance trade-off 

If that all sounds appealing, then I cannot recommend the use of MARS models enough. The method was brought to my attention several months ago, and I have found it to perform extremely well. In fact, in a recent case of mine, it outperformed both a random forest and boosted trees ...

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