gridsearch: Grid Search

In ampel-leipzig/rusranger: Modified ranger implementation to support random-under-sampling

Grid Search

Description

Grid search to optimise hyperparameters for FUN

Usage

gridsearch(x, y, searchspace, FUN, nfolds = 5, nrepcv = 2, ...)

Arguments

x	matrix/data.frame, feature matrix, see ranger() for details.
y	numeric/factor, classification labels, see ranger() for details.
searchspace	data.frame, hyperparameters to tune. Column names have to match the argument names of FUN.
FUN	function function to optimize.
nfolds	integer(1) number of cross validation folds.
nrepcv	integer(1) number of repeats.
...	further arguments passed to FUN

Value

data.frame with tested hyperparameters and metric

Examples

iris <- subset(iris, Species != "setosa")
searchspace <- expand.grid(
   mtry = c(2, 3),
   num.trees = c(500, 1000)
)
## nfolds and nrepcv are too low for real world applications, and are just
## used for demonstration and to keep the run time of the examples low
gs_rusranger(
    iris[-5], as.numeric(iris$Species == "versicolor"),
    searchspace = searchspace, nfolds = 3, nrepcv = 1
)

ampel-leipzig/rusranger documentation built on April 28, 2022, 3:22 a.m.