forum.alglib.net

ALGLIB forum
It is currently Fri Mar 29, 2024 2:29 am

All times are UTC


Forum rules


1. This forum can be used for discussion of both ALGLIB-related and general numerical analysis questions
2. This forum is English-only - postings in other languages will be removed.



Post new topic Reply to topic  [ 1 post ] 
Author Message
 Post subject: Tuning of ratio r in alglib
PostPosted: Mon Aug 28, 2023 8:16 pm 
Offline

Joined: Mon Aug 28, 2023 8:11 pm
Posts: 1
I am tuning the parameter r (size of training set that is used in tree construction) in a random forest model (this is used to predict distance in km). I am evaluating both the OOB RMSE as well as the ratio RMSE Train / RMSE Test which should be close to 1.

r = 0.10 is giving OOB RMSE approx. 0.27 and ratio approx 0.9.
r = 0.15 is giving OOB RMSE approx. 0.26 and ratio approx. 0.85.
r = 0.2 is giving OOB RMSE approx. 0.25 and ratio approx. 0.8.

My question is: how close should the ratio of RMSE Train to RMSE Test be to 1, to be considered 'not much smaller than 1'?


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 1 post ] 

All times are UTC


Who is online

Users browsing this forum: Bing [Bot] and 45 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group