Table 5.
Model | MachineShop Model constructor |
Parameters tuned | Size of tuning grid |
---|---|---|---|
Linear | LMModel | N/A | – |
Logistic | GLMModel | N/A | – |
Ridge |
GLMNetModel Alpha = 0 |
Lambda | 5 |
Elastic Net | GLMNetModel |
Alpha, Lambda |
25 |
LASSO |
GLMNetModel Alpha = 1 |
Lambda | 5 |
Neural Network | NNetModel |
Size, Decay |
25 |
SVM Poly | SVMPolyModel |
C, Degree, Scale |
125 |
SVM Radial | SVMRadialModel |
C, Sigma |
25 |
MLP | N/A |
Size, Maxit, learnFuncParams |
27 |
Random Forest | RandomForestModel | Mtry | 5 |
GBRM | GBMModel |
n.trees, interaction.depth |
25 |
LASSO: (least absolute shrinkage and selection operator); SVM Poly: support vector machine with a polynomial kernel; SVM Radial; MLP: multi-layer perceptron; LMModel: linear model; GLMModel: generalized linear model; GLMNetModel: generalized linear model with penalized maximum likelihood; NNetModel: feed-forward neural networks; GBMModel: generalized boosted regression; Lambda: regularization parameter; Alpha: elastic net mixing parameter; Size: number of units in the hidden layer(s); Decay: parameter for weight decay; C: cost of constraints violation, regularization term in the Lagrange formulation; Degree: degree of the polynomial kernel function; Scale: scaling parameter of the polynomial kernel; Sigma: inverse kernel width; Maxit: maximum iterations to learn; learnFuncParams: parameters of the learning function; Mtry: number of variables randomly sampled as candidates at each split; n.trees: total number of trees to fit; interaction.depth: maximum depth of variable interactions.