| forum.alglib.net http://forum.alglib.net/ |
|
| Tuning of ratio r in alglib http://forum.alglib.net/viewtopic.php?f=2&t=4580 |
Page 1 of 1 |
| Author: | msci [ Mon Aug 28, 2023 8:16 pm ] |
| Post subject: | Tuning of ratio r in alglib |
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'? |
|
| Page 1 of 1 | All times are UTC |
| Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ |
|