Machine learning using Stata/Python

Giovanni Cerulli

2021 Stata Conference from Stata Users Group

Abstract: We present two related Stata modules, r_ml_stata and c_ml_stata, for fitting popular machine learning (ML) methods in both regression and classification settings. Using the recent Stata/Python integration platform (sfi) of Stata 16, these commands provide hyperparameters' 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.

Date: 2021-08-07
New Economics Papers: this item is included in nep-big, nep-cmp and nep-isf
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http://fmwww.bc.edu/repec/scon2021/US21_Cerulli.pdf

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Working Paper: Machine learning using Stata/Python (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:scon21:25

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