Tuesday, at the end of my 5-hour crash course on machine learning for actuaries, Pierre asked me an interesting question about computational time of different techniques. I’ve been presenting the philosophy of various algorithm, but I forgot to mention computational time. I wanted to try several classification algorithms on the dataset used to illustrate the techniques > rm(list=ls()) > myocarde=read.table( "http://freakonometrics.free.fr/myocarde.csv", head=TRUE,sep=";") > levels(myocarde$PRONO)=c("Death","Survival") But the dataset is rather small,…
