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DataCamp Hyperparameter Tuning in R HYPERPARAMETER TUNING IN R Machine learning with mlr Dr. Shirin Elsinghorst Data Scientist DataCamp Hyperparameter Tuning in R The mlr package mlr is another framework for machine learning in R. Model

  1. DataCamp Hyperparameter Tuning in R HYPERPARAMETER TUNING IN R Machine learning with mlr Dr. Shirin Elsinghorst Data Scientist

  2. DataCamp Hyperparameter Tuning in R The mlr package mlr is another framework for machine learning in R. Model training follows three steps : 1. Define the task 2. Define the learner 3. Fit the model https://mlr-org.github.io/mlr

  3. DataCamp Hyperparameter Tuning in R New dataset: User Knowledge Data library(tidyverse) glimpse(knowledge_data) Observations: 150 Variables: 6 $ STG <dbl> 0.080, 0.000, 0.180, 0.100, 0.120, 0.090, 0.080, 0.150, ... $ SCG <dbl> 0.080, 0.000, 0.180, 0.100, 0.120, 0.300, 0.325, 0.275, ... $ STR <dbl> 0.100, 0.500, 0.550, 0.700, 0.750, 0.680, 0.620, 0.800, ... $ LPR <dbl> 0.24, 0.20, 0.30, 0.15, 0.35, 0.18, 0.94, 0.21, 0.19, ... $ PEG <dbl> 0.90, 0.85, 0.81, 0.90, 0.80, 0.85, 0.56, 0.81, 0.82, ... $ UNS <chr> "High", "High", "High", "High", "High", "High", ... knowledge_data %>% count(UNS) # A tibble: 3 x 2 UNS n <chr> <int> 1 High 50 2 Low 50 3 Middle 50

  4. DataCamp Hyperparameter Tuning in R Tasks in mlr for supervised learning RegrTask() for regression ClassifTask() for binary and multi-class classification MultilabelTask() for multi-label classification problems CostSensTask() for general cost-sensitive classification With our student knowledge dataset we can build a classifier: task <- makeClassifTask(data = knowledge_train_data, target = "UNS")

  5. DataCamp Hyperparameter Tuning in R Learners in mlr listLearners() class package 1 classif.ada ada,rpart 2 classif.adaboostm1 RWeka 3 classif.bartMachine bartMachine 4 classif.binomial stats 5 classif.boosting adabag,rpart 6 classif.bst bst,rpart 7 classif.C50 C50 8 classif.cforest party 9 classif.clusterSVM SwarmSVM,LiblineaR 10 classif.ctree party ... # Define learner lrn <- makeLearner("classif.h2o.deeplearning", fix.factors.prediction = TRUE, predict.type = "prob")

  6. DataCamp Hyperparameter Tuning in R Model fitting in mlr tic() # Define task task <- makeClassifTask(data = knowledge_train_data, target = "UNS") # Define learner lrn <- makeLearner("classif.h2o.deeplearning", fix.factors.prediction = TRUE) # Fit model model <- train(lrn, task) toc() 3.782 sec elapsed

  7. DataCamp Hyperparameter Tuning in R HYPERPARAMETER TUNING IN R Let's practice!

  8. DataCamp Hyperparameter Tuning in R HYPERPARAMETER TUNING IN R Hyperparameter tuning with mlr - grid and random search Dr. Shirin Glander Data Scientist

  9. DataCamp Hyperparameter Tuning in R Hyperparameter tuning with mlr In mlr you have to define 1. the search space for every hyperparameter 2. the tuning method (e.g. grid or random search) 3. the resampling method

  10. DataCamp Hyperparameter Tuning in R Defining the search space makeParamSet( makeNumericParam(), makeIntegerParam(), makeDiscreteParam(), makeLogicalParam(), makeDiscreteVectorParam() ) getParamSet("classif.h2o.deeplearning") Type len Def autoencoder logical - FALSE use_all_factor_level logical - TRUE activation discrete - Rectifier hidden integervector <NA> 200,200 epochs numeric - 10 train_samples_per_iteration numeric - -2 seed integer - - adaptive_rate logical - TRUE rho numeric - 0.99 epsilon numeric - 1e-08 rate numeric - 0.005

  11. DataCamp Hyperparameter Tuning in R Defining the search space getParamSet("classif.h2o.deeplearning") Type len Def autoencoder logical - FALSE use_all_factor_level logical - TRUE activation discrete - Rectifier hidden integervector <NA> 200,200 epochs numeric - 10 train_samples_per_iteration numeric - -2 seed integer - - adaptive_rate logical - TRUE rho numeric - 0.99 epsilon numeric - 1e-08 rate numeric - 0.005 param_set <- makeParamSet( makeDiscreteParam("hidden", values = list(one = 10, two = c(10, 5, 10))), makeDiscreteParam("activation", values = c("Rectifier", "Tanh")), makeNumericParam("l1", lower = 0.0001, upper = 1), makeNumericParam("l2", lower = 0.0001, upper = 1) )

  12. DataCamp Hyperparameter Tuning in R Defining the tuning method Grid search Random search ctrl_grid <- makeTuneControlGrid() ctrl_random <- makeTuneControlRandom() ctrl_grid ctrl_random Tune control: TuneControlGrid Tune control: TuneControlRandom Same resampling instance: TRUE Same resampling instance: TRUE Imputation value: <worst> Imputation value: <worst> Start: <NULL> Start: <NULL> Budget: 100 Tune threshold: FALSE Tune threshold: FALSE Further arguments: resolution=10 Further arguments: maxit=100 Can only deal with discrete parameter sets!

  13. DataCamp Hyperparameter Tuning in R Define resampling strategy cross_val <- makeResampleDesc("RepCV", predict = "both", folds = 5 * 3) param_set <- makeParamSet( ... ) ctrl_grid <- makeTuneControlGrid() task <- makeClassifTask(data = knowledge_train_data, target = "UNS") lrn <- makeLearner("classif.h2o.deeplearning", predict.type = "prob", fix.factors.prediction = TRUE) lrn_tune <- tuneParams(lrn, task, resampling = cross_val, control = ctrl_grid, par.set = param_set)

  14. DataCamp Hyperparameter Tuning in R Tuning hyperparameters lrn_tune <- tuneParams(lrn, task, resampling = cross_val, control = ctrl_grid, par.set = param_set) [Tune-y] 27: mmce.test.mean=0.6200000; time: 0.0 min [Tune-x] 28: hidden=two; activation=Rectifier; l1=0.578; l2=1 [Tune-y] 28: mmce.test.mean=0.6800000; time: 0.0 min [Tune-x] 29: hidden=one; activation=Rectifier; l1=0.156; l2=0.68 [Tune-y] 29: mmce.test.mean=0.4400000; time: 0.0 min [Tune-x] 30: hidden=one; activation=Rectifier; l1=0.717; l2=0.427 [Tune-y] 30: mmce.test.mean=0.6600000; time: 0.0 min [Tune] Result: hidden=two; activation=Tanh; l1=0.113; l2=0.0973 : mmce.test.mean=0.2000000 # tictoc 26.13 sec elapsed

  15. DataCamp Hyperparameter Tuning in R HYPERPARAMETER TUNING IN R Let's practice!

  16. DataCamp Hyperparameter Tuning in R HYPERPARAMETER TUNING IN R Evaluating tuned hyperparameters with mlr Dr. Shirin Glander Data Scientist

  17. DataCamp Hyperparameter Tuning in R Evaluation of our results can tell us: How different hyperparameters affect the performance of our model. Which hyperparameters have a particularly strong or weak impact on our model performance. Whether our hyperparameter search converged , i.e. whether we can be reasonably confident that we found the most optimal hyperparameter combination (or close to it).

  18. DataCamp Hyperparameter Tuning in R Recap getParamSet("classif.h2o.deeplearning") param_set <- makeParamSet( makeDiscreteParam("hidden", values = list(one = 10, two = c(10, 5, 10))), makeDiscreteParam("activation", values = c("Rectifier", "Tanh")), makeNumericParam("l1", lower = 0.0001, upper = 1), makeNumericParam("l2", lower = 0.0001, upper = 1) ) ctrl_random <- makeTuneControlRandom(maxit = 50) holdout <- makeResampleDesc("Holdout") task <- makeClassifTask(data = knowledge_train_data, target = "UNS") lrn <- makeLearner("classif.h2o.deeplearning", predict.type = "prob", fix.factors.prediction = TRUE) lrn_tune <- tuneParams(lrn, task, resampling = holdout, control = ctrl_random, par.set = param_set)

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