RapidMiner 9.8 Beta is now available

Be one of the first to get your hands on the new features. More details and downloads here:

GET RAPIDMINER 9.8 BETA

What does mean the convergence of algorithm? Please discuss.

MunchCrunch19MunchCrunch19 Member Posts: 23 Contributor I
edited December 2019 in Help
In my case, I applied Fast forest Quantile Regression (Quantile regression forest) with Random grid hyperparameters optimization. Kindly explain the mentioned algorithm convergence in this regard!  Thank you

Answers

  • sgenzersgenzer 12Administrator, Moderator, Employee, RapidMiner Certified Analyst, Community Manager, Member, University Professor, PM Moderator Posts: 2,954  Community Manager
    hi @MunchCrunch19 can you please share your process?
    MunchCrunch19
  • MunchCrunch19MunchCrunch19 Member Posts: 23 Contributor I
    @sgenzer Well the model applied in azure machine learning Studio , 
  • varunm1varunm1 Moderator, Member Posts: 1,204   Unicorn
    Hello @MunchCrunch19

    If you are asking about the convergence of an ML algorithm, then the convergence is when the algorithm function will stay in a set error range even though you iterate it several times.

    In a simple statement, when a model converges there won't be a significant reduction in model error.

    I think in your case, as you are using random search of hyperparameters, your model will iterate for multiple sets of parameters and at some point, it will converge and you won't see much improvement in your model after that converging point.
    Regards,
    Varun
    https://www.varunmandalapu.com/

    Be Safe. Follow precautions and Maintain Social Distancing

  • MunchCrunch19MunchCrunch19 Member Posts: 23 Contributor I
    @varunm1 Well, this question asked by a reviewer as I submitted my paper in the journal, I don't know how to respond to him/her! Please, I need your input on this, 
    I used stratified 10 Fold Cross-validation for the mentioned model and hyperparameters tunning, I used 17 Iteration for each hyperparameter tuning. In the end, I cross-validate the model, Let me show you the hyperparameters results and the Quantile loss for 0.07 Quantile and 0.95 quantile and Average quantile, which I got for each iteration. Please see the Picture attached 

  • varunm1varunm1 Moderator, Member Posts: 1,204   Unicorn
    edited December 2019
    Kindly explain the mentioned algorithm convergence in this regard!

    Is this the exact question he/she asked?

    Can you provide his/her statement? Did he/she ask you to prove convergence?

    From an algorithm point of view, I don't have much knowledge about the quantile regression algorithm and I need to take a look at it. 

    I used stratified 10 Fold Cross-validation for the mentioned model and hyperparameters tunning, I used 17 Iteration for each hyperparameter tuning. In the end, I cross-validate the model
    Did you use a stratified 10 fold inside random parameter search? Are you using parameter search on the training data side of cross-validation or on the whole data (some researchers does this)?
    Regards,
    Varun
    https://www.varunmandalapu.com/

    Be Safe. Follow precautions and Maintain Social Distancing

  • MunchCrunch19MunchCrunch19 Member Posts: 23 Contributor I
    @varunm1 The exact question he/she asked      " Please organize the modeling approach in Section 4 (Methodology) as a modeling or identification algorithm, with clear steps. What about the convergence of this algorithm? Please discuss."


    I have used stratified 10FOLD cross-validation using hyperparameter tuning with random search, after getting the best parameter values through Hyperparameter (Random search) I then used these values in the model and used 10 fold cross-validation and cross-validate the model. 

    Please Kindly see the process in the Below photos with hyperparameters tuning and without hyperparameter tuning. 

  • MunchCrunch19MunchCrunch19 Member Posts: 23 Contributor I
    @varunm1          Waiting for your input in this regard!
  • sgenzersgenzer 12Administrator, Moderator, Employee, RapidMiner Certified Analyst, Community Manager, Member, University Professor, PM Moderator Posts: 2,954  Community Manager
    hi @MunchCrunch19 those screenshots do not look like RapidMiner....
Sign In or Register to comment.