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 Post subject: Tuning of ratio r in alglib
PostPosted: Mon Aug 28, 2023 8:16 pm 
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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'?


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