[R] Parameters optimization in r
James Spottiswoode
j@me@ @end|ng |rom j@@@oc@com
Sat Oct 12 02:31:00 CEST 2019
Hi,
I’ve often come across this problem and have found genetic algorithms (GA) to be extremely useful. I wrote my first GA code in the 80’s and have extensive experience with the method. The package rgenoud is a very full featured GA implementation. Just code up your parameters as arguments to the function giving your method, random forests or whatever, then define a target variable for performance or fitness such as AUC or R^2, whatever is appropriate, and let the GA climb to the top of the fitness landscape. If you have a large problem you may want to speed things up by using parallel processes across cores or machines. Rgenoud handles that well.
Good luck!
James
> On Oct 11, 2019, at 4:21 PM, javed khan <javedbtk111 using gmail.com> wrote:
>
> Hi
>
> I will appreciate if someone provide the link to some tutorials/videos
> where parameters running are performed in R. For instance, if we have to
> perform predictions/classification using random forest or other algorithm,
> how different optimization algorithms tune the parameters of random forest
> such as numbers of trees etc.
>
> Best regards
>
> [[alternative HTML version deleted]]
>
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