[R] How important is set.seed

Ebert,Timothy Aaron tebert @end|ng |rom u||@edu
Tue Mar 22 17:49:29 CET 2022


That approach would start the trainControl method at set.seed(123) and it would start ran_search at set.seed(123).
I am not sure it would be good or not – especially in this context. I am not clear on how the results are being compared, but I could get some differences if one method had a few extra calls to an RNG (random number generator).

I would think it makes more sense to ask how approach 1 differs from approach 2 over a wide range of seeds. You are not testing the RNG, and I am not sure using the same seed for each model makes a difference unless the analysis is a paired samples approach. Might it be more effective to remove the initial set.seed() and then replace the second set.seed with set.seed(NULL) ?

Otherwise wrap this into a loop

N1=100
set.seed(123)
seed1<- runif(100, min=20, max=345689)
for (I in 1:100){
set.seed(seed1[i]
code
set.seed(seed1[i]
}

Or use set.seed(NULL) between the models.
You will need some variable to store the relevant results from each model, and some code do display the results. In the former I suggest setting up a matrix or two that can be indexed using the for loop index.

Tim

From: Neha gupta <neha.bologna90 using gmail.com>
Sent: Tuesday, March 22, 2022 12:03 PM
To: Ebert,Timothy Aaron <tebert using ufl.edu>
Cc: Jeff Newmiller <jdnewmil using dcn.davis.ca.us>; r-help using r-project.org
Subject: Re: How important is set.seed

[External Email]
Thank you again Tim

d=readARFF("my data")

set.seed(123)

tr <- d[index, ]
ts <- d[-index, ]


ctrl <- trainControl(method = "repeatedcv",number=10)

set.seed(123)
ran_search <- train(lneff ~ ., data = tr,
                     method = "mlp",
                       tuneLength = 30,
                     metric = "MAE",
                     preProc = c("center", "scale", "nzv"),
                     trControl = ctrl)
getTrainPerf(ran_search)


Would it be good?

On Tue, Mar 22, 2022 at 4:34 PM Ebert,Timothy Aaron <tebert using ufl.edu<mailto:tebert using ufl.edu>> wrote:
My inclination is to follow Jeff’s advice and put it at the beginning of the program.
You can always experiment:

set.seed(42)
rnorm(5,5,5)
rnorm(5,5,5)
runif(5,0,3)

As long as the commands are executed in the order they are written, then the outcome is the same every time. Set seed is giving you reproducible outcomes. However, the second rnorm() does not give you the same outcome as the first. So set seed starts at the same point but if you want the first and second rnorm() call to give the same results you will need another set.seed(42).

Note also, that it does not matter if you pause: run the above code as a chunk, or run each command individually you get the same result (as long as you do it in the sequence written). So, if you set seed, run some code, take a break, come back write some more code you  might get in trouble because R is still using the original set.seed() command.
To solve this issue use
set.seed(Sys.time())

Or

set.seed(NULL)

Some of this is just good programming style workflow:

Import data
Declare variables and constants (set.seed() typically goes here)
Define functions
Body of code
Generate output
Clean up ( set.seed(NULL) would go here, along with removing unused variables and such)

Regards,
Tim

From: Neha gupta <neha.bologna90 using gmail.com<mailto:neha.bologna90 using gmail.com>>
Sent: Tuesday, March 22, 2022 10:48 AM
To: Ebert,Timothy Aaron <tebert using ufl.edu<mailto:tebert using ufl.edu>>
Cc: Jeff Newmiller <jdnewmil using dcn.davis.ca.us<mailto:jdnewmil using dcn.davis.ca.us>>; r-help using r-project.org<mailto:r-help using r-project.org>
Subject: Re: How important is set.seed

[External Email]

Hello Tim

In some of the examples I see in the tutorials, they put the random seed just before the model training e.g train function in case of caret library. Should I follow this?

Best regards
On Tuesday, March 22, 2022, Ebert,Timothy Aaron <tebert using ufl.edu<mailto:tebert using ufl.edu>> wrote:
Ah, so maybe what you need is to think of “set.seed()” as a treatment in an experiment. You could use a random number generator to select an appropriate number of seeds, then use those seeds repeatedly in the different models to see how seed selection influences outcomes. I am not quite sure how many seeds would constitute a good sample. For me that would depend on what I find and how long a run takes.
  In parallel processing you set seed in master and then use a random number generator to set seeds in each worker.
Tim

From: Neha gupta <neha.bologna90 using gmail.com<mailto:neha.bologna90 using gmail.com>>
Sent: Tuesday, March 22, 2022 6:33 AM
To: Ebert,Timothy Aaron <tebert using ufl.edu<mailto:tebert using ufl.edu>>
Cc: Jeff Newmiller <jdnewmil using dcn.davis.ca.us<mailto:jdnewmil using dcn.davis.ca.us>>; r-help using r-project.org<mailto:r-help using r-project.org>
Subject: Re: How important is set.seed

[External Email]
Thank you all.

Actually I need set.seed because I have to evaluate the consistency of features selection generated by different models, so I think for this, it's recommended to use the seed.

Warm regards

On Tuesday, March 22, 2022, Ebert,Timothy Aaron <tebert using ufl.edu<mailto:tebert using ufl.edu>> wrote:
If you are using the program for data analysis then set.seed() is not necessary unless you are developing a reproducible example. In a standard analysis it is mostly counter-productive because one should then ask if your presented results are an artifact of a specific seed that you selected to get a particular result. However, in cases where you need a reproducible example, debugging a program, or specific other cases where you might need the same result with every run of the program then set.seed() is an essential tool.
Tim

-----Original Message-----
From: R-help <r-help-bounces using r-project.org<mailto:r-help-bounces using r-project.org>> On Behalf Of Jeff Newmiller
Sent: Monday, March 21, 2022 8:41 PM
To: r-help using r-project.org<mailto:r-help using r-project.org>; Neha gupta <neha.bologna90 using gmail.com<mailto:neha.bologna90 using gmail.com>>; r-help mailing list <r-help using r-project.org<mailto:r-help using r-project.org>>
Subject: Re: [R] How important is set.seed

[External Email]

First off, "ML models" do not all use random numbers (for prediction I would guess very few of them do). Learn and pay attention to what the functions you are using do.

Second, if you use random numbers properly and understand the precision that your specific use case offers, then you don't need to use set.seed. However, in practice, using set.seed can allow you to temporarily avoid chasing precision gremlins, or set up specific test cases for testing code, not results. It is your responsibility to not let this become a crutch... a randomized simulation that is actually sensitive to the seed is unlikely to offer an accurate result.

Where to put set.seed depends a lot on how you are performing your simulations. In general each process should set it once uniquely at the beginning, and if you use parallel processing then use the features of your parallel processing framework to insure that this happens. Beware of setting all worker processes to use the same seed.

On March 21, 2022 5:03:30 PM PDT, Neha gupta <neha.bologna90 using gmail.com<mailto:neha.bologna90 using gmail.com>> wrote:
>Hello everyone
>
>I want to know
>
>(1) In which cases, we need to use set.seed while building ML models?
>
>(2) Which is the exact location we need to put the set.seed function i.e.
>when we split data into train/test sets, or just before we train a model?
>
>Thank you
>
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