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| Random Forest Tuning http://forum.alglib.net/viewtopic.php?f=2&t=512 |
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| Author: | momop540 [ Thu Jan 05, 2012 6:01 am ] |
| Post subject: | Random Forest Tuning |
Hello there I am trying out ALGLIB for first time and have a question on tuning Random Forest training. How to find the optimal value of r parameter ? The document says "The ratio r, in the range of 0 to 1, impacts the algorithm's tolerance to the noise in the training set" and recommends value from 0.05 to 0.66. Is there a way to iteratively find the optimal value for r by experimenting multiple runs ? For example, when would using most of the sample (say r = 0.9) make sense etc ? Thanks momop |
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