"[SOLVED] Prediction trend accuracy?"

xiaobo_sxbxiaobo_sxb Member Posts: 17  Maven
edited June 10 in Help
I did a time series prediction and applied the "forecasting performance" operator. In order to fine tune the parameters, I used the "Optimize Performance (Grid)" to compare the performance, along with a "Log" operator to record all the parameters and output performance. I found it's strange that the prediction_trend_accuracy is different with what I got originally for the same set of parameters.   I created a sample process for this problem. The prediction_trend_accuracy shown in the "performance grid" is different with the one recorded in "Log" window. Anybody can tell me where I'm wrong?

By the way, sometimes I got the prediction_trend_accuracy unknown. Is there anybody can explain what does it mean for "unknown"?

Thank you!

Steven

Here is the sample process:

<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<process version="5.1.014">
 <context>
   <input/>
   <output/>
   <macros/>
 </context>
 <operator activated="true" class="process" compatibility="5.1.014" expanded="true" name="Process">
   <process expanded="true" height="431" width="614">
     <operator activated="true" class="generate_data" compatibility="5.1.014" expanded="true" height="60" name="Generate Data" width="90" x="25" y="163">
       <parameter key="number_examples" value="50"/>
     </operator>
     <operator activated="true" class="series:windowing" compatibility="5.1.002" expanded="true" height="76" name="Windowing" width="90" x="246" y="165">
       <parameter key="horizon" value="1"/>
       <parameter key="window_size" value="3"/>
       <parameter key="create_label" value="true"/>
       <parameter key="label_attribute" value="label"/>
     </operator>
     <operator activated="true" class="optimize_parameters_grid" compatibility="5.1.014" expanded="true" height="94" name="Optimize Parameters (Grid)" width="90" x="447" y="165">
       <list key="parameters">
         <parameter key="W-MultilayerPerceptron.L" value="[0.1;1;3;linear]"/>
         <parameter key="W-MultilayerPerceptron.M" value="[0.1;1;3;linear]"/>
       </list>
       <parameter key="parallelize_optimization_process" value="true"/>
       <process expanded="true" height="428" width="678">
         <operator activated="true" class="series:sliding_window_validation" compatibility="5.1.002" expanded="true" height="112" name="Validation" width="90" x="179" y="165">
           <parameter key="training_window_width" value="5"/>
           <parameter key="training_window_step_size" value="1"/>
           <parameter key="test_window_width" value="5"/>
           <parameter key="average_performances_only" value="false"/>
           <parameter key="parallelize_training" value="true"/>
           <parameter key="parallelize_testing" value="true"/>
           <process expanded="true" height="428" width="323">
             <operator activated="true" class="weka:W-MultilayerPerceptron" compatibility="5.1.001" expanded="true" height="76" name="W-MultilayerPerceptron" width="90" x="116" y="30">
               <parameter key="L" value="1.0"/>
               <parameter key="M" value="1.0"/>
             </operator>
             <connect from_port="training" to_op="W-MultilayerPerceptron" to_port="training set"/>
             <connect from_op="W-MultilayerPerceptron" from_port="model" to_port="model"/>
             <portSpacing port="source_training" spacing="0"/>
             <portSpacing port="sink_model" spacing="0"/>
             <portSpacing port="sink_through 1" spacing="0"/>
           </process>
           <process expanded="true" height="428" width="323">
             <operator activated="true" class="apply_model" compatibility="5.1.014" expanded="true" height="76" name="Apply Model" width="90" x="45" y="30">
               <list key="application_parameters"/>
             </operator>
             <operator activated="true" class="series:forecasting_performance" compatibility="5.1.002" expanded="true" height="76" name="Performance" width="90" x="112" y="165">
               <parameter key="horizon" value="1"/>
             </operator>
             <connect from_port="model" to_op="Apply Model" to_port="model"/>
             <connect from_port="test set" to_op="Apply Model" to_port="unlabelled data"/>
             <connect from_op="Apply Model" from_port="labelled data" to_op="Performance" to_port="labelled data"/>
             <connect from_op="Performance" from_port="performance" to_port="averagable 1"/>
             <portSpacing port="source_model" spacing="0"/>
             <portSpacing port="source_test set" spacing="0"/>
             <portSpacing port="source_through 1" spacing="0"/>
             <portSpacing port="sink_averagable 1" spacing="0"/>
             <portSpacing port="sink_averagable 2" spacing="0"/>
           </process>
         </operator>
         <operator activated="true" class="log" compatibility="5.1.014" expanded="true" height="76" name="Log" width="90" x="425" y="179">
           <list key="log">
             <parameter key="Performance" value="operator.Performance.value.prediction_trend_accuracy"/>
             <parameter key="L" value="operator.W-MultilayerPerceptron.parameter.L"/>
             <parameter key="M" value="operator.W-MultilayerPerceptron.parameter.M"/>
           </list>
         </operator>
         <connect from_port="input 1" to_op="Validation" to_port="training"/>
         <connect from_op="Validation" from_port="averagable 1" to_op="Log" to_port="through 1"/>
         <connect from_op="Log" from_port="through 1" to_port="performance"/>
         <portSpacing port="source_input 1" spacing="0"/>
         <portSpacing port="source_input 2" spacing="0"/>
         <portSpacing port="sink_performance" spacing="0"/>
         <portSpacing port="sink_result 1" spacing="0"/>
       </process>
     </operator>
     <connect from_op="Generate Data" from_port="output" to_op="Windowing" to_port="example set input"/>
     <connect from_op="Windowing" from_port="example set output" to_op="Optimize Parameters (Grid)" to_port="input 1"/>
     <connect from_op="Optimize Parameters (Grid)" from_port="parameter" to_port="result 1"/>
     <portSpacing port="source_input 1" spacing="0"/>
     <portSpacing port="sink_result 1" spacing="0"/>
     <portSpacing port="sink_result 2" spacing="0"/>
   </process>
 </operator>
</process>

Tagged:

Answers

  • MariusHelfMariusHelf RapidMiner Certified Expert, Member Posts: 1,869   Unicorn
    Hi, you have an X-Validation which averages the performances of the inner Performance operator over all iterations. Thus you want to log the performance of the X-Validation. If you log the performance of the inner Performance operator, you only get the performance of the last iteration.

    Best Regards,
    Marius
  • xiaobo_sxbxiaobo_sxb Member Posts: 17  Maven
    Hi Marius

    Thank you, you explained what kind of performance will be generated at each steps. This made me more clear, as I'm the newbie in this area. :)

    But my problem is, I log the average performance after the x-validation, that means I should get the average performance. If I include all the nested process in the "optimize performance (grid)" operator, I should get the average performance for each iteration (different parameters). The best parameter is choosen in the parameterset result screen. I found the performance shown there is different with the performance logged in the log operator. For example, I got the parameterset result as:
    Parameter set:

    Performance:
    PerformanceVector [
    -----prediction_trend_accuracy: 0.836 +/- 0.184 (mikro: 0.836)
    ]
    W-MultilayerPerceptron.L = 0.1
    W-MultilayerPerceptron.M = 0.1

    But in the log, there is no "prediction_trend_accuracy: 0.836 +/- 0.184 (mikro: 0.836)"
  • MariusHelfMariusHelf RapidMiner Certified Expert, Member Posts: 1,869   Unicorn
    Yes, that's because you are NOT logging the performance of the X-Validation (at least not in the process you pasted above). In your Log operator select "Validation" in the first combobox for the column "Performance", then "value" and "performance".

    Cheers, Marius
  • xiaobo_sxbxiaobo_sxb Member Posts: 17  Maven
    Hi Marius

    That exactly fixed the problem. thank you so much.

    Best Regards
    Steven
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