tune.spLearner-methods: Optimize spLearner by fine-tuning parameters and running...

tune.spLearner,spLearner-methodR Documentation

Optimize spLearner by fine-tuning parameters and running feature selection

Description

Optimize spLearner by fine-tuning parameters and running feature selection

Usage

## S4 method for signature 'spLearner'
tune.spLearner(
  object,
  num.trees = 85,
  blocking,
  discrete_ps,
  rdesc = mlr::makeResampleDesc("CV", iters = 2L),
  inner = mlr::makeResampleDesc("Holdout"),
  maxit = 20,
  xg.model_Params,
  xg.skip = FALSE,
  parallel = "multicore",
  hzn_depth = FALSE,
  ...
)

Arguments

object

spLearner object (unoptimized),

num.trees

number of random forest trees,

blocking

blocking columns,

discrete_ps

settings for random forest,

rdesc

resampling method for fine-tuning,

inner

resampling method for feature selection,

maxit

maximum number of iterations for feature selection,

xg.model_Params

xgboost parameter set,

xg.skip

logical, should the tuning of the XGboost should be skipped?

parallel

Initiate parallel processing,

hzn_depth

specify whether horizon depth available in the training dataframe,

...

other arguments that can be passed on to mlr::makeStackedLearner,

Value

optimized object of type spLearner

Note

Currently requires that two base learners are regr.ranger and regr.xgboost, and that there are at least 3 base learners in total. Fine-tuning and feature selection can be quite computational and it is highly recommended to start with smaller subsets of data and then measure processing time. The function mlr::makeFeatSelWrapper can result in errors if the covariates have a low variance or follow a zero-inflated distribution. Reducing the number of features via feature selection and fine-tuning of the Random Forest mtry and XGboost parameters, however, can result in significantly higher prediction speed and accuracy.

Author(s)

Tom Hengl

Examples


library(mlr)
library(ParamHelpers)
library(xgboost)
library(kernlab)
library(ranger)
library(glmnet)
library(raster)
demo(meuse, echo=FALSE)
## Regression:
sl = c("regr.ranger", "regr.xgboost", "regr.ksvm", "regr.cvglmnet")
m <- train.spLearner(meuse["lead"], covariates=meuse.grid[,c("dist","ffreq")],
      lambda=0, parallel=FALSE, SL.library=sl)
summary(m@spModel$learner.model$super.model$learner.model)
## Optimize model:
t <- try( m0 <- tune.spLearner(m, xg.skip = TRUE, parallel=FALSE), silent=TRUE)
if(!class(t) == "try-error") summary(m0@spModel$learner.model$super.model$learner.model)


Envirometrix/landmap documentation built on June 10, 2022, 10:12 p.m.