Description Usage Arguments Details Value
View source: R/bayesian_optimisation.R
Hyper parameter search using bayesian optimisation
1 2 3 4 5 6 7 8 9 | find_model_through_bayes(train, test, response,
preprocess_pipes = list(function(train, test) return(list(train =
train, test = train, .predict = function(data) return(data)))), models,
metrics, target_metric, higher_is_better, N_init = 20,
N_experiment = 40, sigma_noise = 1e-08, prepend_data_checker = T,
on_missing_column = c("error", "add")[1],
on_extra_column = c("remove", "error")[1],
on_type_error = c("ignore", "error")[1], seed = 1, verbose = T,
save_model = F)
|
train |
The training dataset |
test |
The testing dataset |
response |
The response column as a string |
preprocess_pipes |
List of preprocessing pipelines generated using |
models |
A list of models. Each model should be a list, containing at least a training function The If a parameter only takes a single value, you can use a vector to store options. Otherwise use a list. You can use |
metrics |
A list of metrics (functions) that need to be calculated on the train and test response and predictions. Must be named. |
target_metric |
The name of the metric to optimise. Optimisation will be done on the testset performance of this metric. |
higher_is_better |
A flag indicating if a high value of |
N_init |
Number of iterations to initialise the bayesian optimisation with. |
N_experiment |
Number of experimentations done with the bayesian optimisation.
|
sigma_noise |
An estimate of the inherent noise in sampling from. If this is set below 1e-8, we will not reconsider previously tried configurations. |
prepend_data_checker |
Flag indicating if |
on_missing_column |
See |
on_extra_column |
See |
on_type_error |
See |
seed |
Random seed to set each time before a model is trained. Set this to 0 to ignore setting seeds. |
verbose |
Should intermediate updates be printed. |
save_model |
Flag indicating if the generated models should be saved. Defaults to False. |
This implementation is still in an early phase. Bugs may exist, but results so far have been promising (Dec 2018).
A dataframe containing the training function, a list of parameters used to train the function, and one column for each metric / dataset combination.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.