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defaults's Issues

Comparing to Randomsearch

I will try to formulate some pseudocode for the default search and the randomsearch we want to compare against.

Learning Defaults

# 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)
}

Cubist does not work for xgboost

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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