[R] Parameters optimization in r

James Spottiswoode j@me@ @end|ng |rom j@@@oc@com
Sat Oct 12 02:31:00 CEST 2019


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!


> 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]]
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list