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Getting an optimal set of defaults for common machine learning algorithms
I will try to formulate some pseudocode for the default search and the randomsearch we want to compare against.
# Inner resampling: cv10
inner.rdesc = cv10
# On train datasets
defaults = computeDefaults() # defaults is a list of 10 configurations
# On test datasets
# Use Nested CV to select a single best default out of the 10 on each dataset:
# Inner Loop:
# Select a best configuration out of the 10.
# Outer Loop:
# Get an unbiased estimate of algorithm performance.
lrn.def = makeTuneWrapper(lrn, inner.rdesc, auc, par.set = ps,
makeTuneControlDesign(design = defaults))
res.def = evalParsOpenML(tasks[[i]], lrn.def)
# Search randomly (2x randomsearch)
lrn.rnd2 = makeTuneWrapper(lrn, inner.rdesc, auc, par.set = ps,
makeTuneControlRandom(maxit = 2 * nrow(defaults)))
res.rndx2 = evalParsOpenML(tasks[[i]], lrn.rnd2)
where
evalParsOpenML = function(task, lrn) {
run = runTaskMlr(task, lrn, measures = list(auc, f1))
perf = getBMRAggrPerformances(run$bmr, as.df = TRUE)
return(perf)
}
Curiously, cubist seems to work very well on all hyper-param spaces.
It learns a model but then predicts zero everywhere.
predict.type: response
threshold:
time: 0.04
id truth response
19144 1 -0.3150102 0
19145 2 0.2066167 0
19146 3 -0.2353716 0
19147 4 -0.3741635 0
19148 5 -0.5305550 0
19149 6 -0.3220877 0
... (#rows: 20, #cols: 3)
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