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Machine Learning using Stata/Python

03/03/2021

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by Giovanni Cerulli, et al.

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We present two related Stata modules, r_ml_stata and c_ml_stata, for fitting popular Machine Learning (ML) methods both in regression and classification settings. Using the recent Stata/Python integration platform (sfi) of Stata 16, these commands provide hyper-parameters' optimal tuning via K-fold cross-validation using greed search. More specifically, they make use of the Python Scikit-learn API to carry out both cross-validation and outcome/label prediction.

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