21 Prediction

Introduction to Machine Learning for Economists (Under Construction)

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Welcome
Preface
Basics
Prediction ML
Causal Machine Learning (CML) Methods
Extensions
- 16 Spatial Cross-validation
- 17 Generalized Random Forest
Programming: R
Programming: Python
Appendices
- A Monte Carlo (MC) Simulation
- B Primer on method of moment

Table of contents

21.1 LASSO, Ridge, and Elastic Net
21.2 Random Forest
21.3 Gradient Boosting
21.4 Extreme Gradient Boosting
21.5 Light GBM

21 Prediction

21.1 LASSO, Ridge, and Elastic Net

21.2 Random Forest

21.3 Gradient Boosting

21.4 Extreme Gradient Boosting

xgboost

21.5 Light GBM

lightgbm

20 Model Selection (Prediction)

22 Treatment Effect Estimation

Source Code

# Prediction

## LASSO, Ridge, and Elastic Net


## Random Forest


## Gradient Boosting


## Extreme Gradient Boosting 

`xgboost`

## Light GBM 

`lightgbm`