Changing the number of hyperparameters to tune

When we examine the model object closely, we can see that caret already did some automatic hyperparameter tuning for us: train automatically creates a grid of tuning parameters. By default, if p is the number of tuning parameters, the grid size is 3^p. But we can also specify the number of different values to try for each hyperparameter.

The data has again been preloaded as bc_train_data. The libraries caret and tictoc have also been preloaded.

This exercise is part of the course

Hyperparameter Tuning in R

Exercise instructions

Test four different values for each hyperparameter with automatic tuning in caret.

Hands-on interactive exercise

Have a go at this exercise by completing this sample code.

# Set seed.
set.seed(42)
# Start timer.
tic()
# Train model.
gbm_model <- train(diagnosis ~ ., 
                   data = bc_train_data, 
                   method = "gbm", 
                   trControl = trainControl(method = "repeatedcv", number = 5, repeats = 3),
                   verbose = FALSE,
                   ___)
# Stop timer.
toc()

Edit and Run Code

This exercise is part of the course

Hyperparameter Tuning in R

AdvancedSkill Level

4.9+

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Why do we use the strange word "hyperparameter"? What makes it hyper? Here, you will understand what model parameters are, and why they are different from hyperparameters in machine learning. You will then see why we would want to tune them and how the default setting of caret automatically includes hyperparameter tuning.

Exercise 1: Parameters vs hyperparameters Exercise 2: Model parameters vs. hyperparameters Exercise 3: Hyperparameters in linear models Exercise 4: What are the coefficients?Exercise 5: Recap of machine learning basics Exercise 6: Machine learning with caret Exercise 7: Resampling schemes Exercise 8: Hyperparameter tuning in caret Exercise 9: Hyperparameters in Stochastic Gradient Boosting Exercise 10: Changing the number of hyperparameters to tune

Current Exercise

Exercise 11: Tune hyperparameters manually

In this chapter, you will learn how to tune hyperparameters with a Cartesian grid. Then, you will implement faster and more efficient approaches. You will use Random Search and adaptive resampling to tune the parameter grid, in a way that concentrates on values in the neighborhood of the optimal settings.

Exercise 1: Hyperparameter tuning in caret Exercise 2: Finding hyperparameters Exercise 3: Cartesian grid search in caret Exercise 4: Plot hyperparameter model output Exercise 5: Grid vs. Random Search Exercise 6: Grid search with range of hyperparameters Exercise 7: Find train() option for random search Exercise 8: Random search with caret Exercise 9: Adaptive resampling Exercise 10: Advantages of Adaptive Resampling Exercise 11: Adaptive Resampling with caret

Here, you will use another package for machine learning that has very convenient hyperparameter tuning functions. You will define a Cartesian grid or perform Random Search, as well as advanced techniques. You will also learn different ways to plot and evaluate models with different hyperparameters.

Exercise 1: Machine learning with mlr Exercise 2: Machine Learning with mlr Exercise 3: Modeling with mlr Exercise 4: Grid and random search with mlr Exercise 5: Random search with mlr Exercise 6: Perform hyperparameter tuning with mlr Exercise 7: Evaluating hyperparameters with mlr Exercise 8: Why to evaluate tuning?Exercise 9: Evaluating hyperparameter tuning results Exercise 10: Advanced tuning with mlr Exercise 11: Define advanced tuning controls Exercise 12: Define aggregated measures Exercise 13: Setting hyperparameters

In this final chapter, you will use h2o, another package for machine learning with very convenient hyperparameter tuning functions. You will use it to train different models and define a Cartesian grid. Then, You will implement a Random Search use stopping criteria. Finally, you will learn AutoML, an h2o interface which allows for very fast and convenient model and hyperparameter tuning with just one function.

Exercise 1: Machine learning with h2o Exercise 2: Prepare data for modelling with h2o Exercise 3: Modeling with h2o Exercise 4: Grid and random search with h2o Exercise 5: Grid search with h2o Exercise 6: Random search with h2o Exercise 7: Stopping criteria Exercise 8: Automatic machine learning with H2O Exercise 9: AutoML in h2o Exercise 10: Scoring the leaderboard Exercise 11: Extract h2o models and evaluate performance Exercise 12: Wrap-up