R_ML_STATA: Stata module to implement machine learning regression in Stata

r_ml_stata is a command for implementing machine learning regression algorithms in Stata 16. It uses the Stata/Python integration (sfi) capability of Stata 16 and allows to implement the following regression algorithms: elastic net, tree, boosting, random forest, neural network, nearest neighbor, support vector machine. It provides hyper-parameters' optimal tuning via K-fold cross-validation using greed search. This command makes use of the Python Scikit-learn API to carry out both cross-validation and prediction.