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Hyperparameter Tuning of Random Forests Using Radial Basis Function Models

Published: 09 March 2023 Publication History

Abstract

This paper considers the problem of tuning the hyperparameters of a random forest (RF) algorithm, which can be formulated as a discrete black-box optimization problem. Although default settings of RF hyperparameters in software packages work well in many cases, tuning these hyperparameters can improve the predictive performance of the RF. When dealing with large data sets, the tuning of RF hyperparameters becomes a computationally expensive black-box optimization problem. A suitable approach is to use a surrogate-based method where surrogates are used to approximate the functional relationship between the hyperparameters and the overall out-of-bag (OOB) prediction error of the RF. This paper develops a surrogate-based method for discrete black-box optimization that can be used to tune RF hyperparameters. Global and local variants of the proposed method that use radial basis function (RBF) surrogates are applied to tune the RF hyperparameters for seven regression data sets that involve up to 81 predictors and up to over 21K data points. The RBF algorithms obtained better overall OOB RMSE than discrete global random search, a discrete local random search algorithm and a Bayesian optimization approach given a limited budget on the number of hyperparameter settings to consider.

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Cited By

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  • (2023)Predicting and Understanding Care Levels of Elderly People with Machine LearningHCI International 2023 – Late Breaking Papers10.1007/978-3-031-48041-6_4(39-54)Online publication date: 23-Jul-2023
  • (2023)Radial Basis Function and Bayesian Methods for the Hyperparameter Optimization of Classification Random ForestsComputational Science and Its Applications – ICCSA 2023 Workshops10.1007/978-3-031-37108-0_33(508-525)Online publication date: 3-Jul-2023

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Information

Published In

cover image Guide Proceedings
Machine Learning, Optimization, and Data Science: 8th International Conference, LOD 2022, Certosa di Pontignano, Italy, September 18–22, 2022, Revised Selected Papers, Part I
Sep 2022
638 pages
ISBN:978-3-031-25598-4
DOI:10.1007/978-3-031-25599-1

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Springer-Verlag

Berlin, Heidelberg

Publication History

Published: 09 March 2023

Author Tags

  1. Random forest
  2. Hyperparameter tuning
  3. Discrete optimization
  4. Black-box optimization
  5. Surrogate models
  6. Radial basis functions

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View all
  • (2023)Predicting and Understanding Care Levels of Elderly People with Machine LearningHCI International 2023 – Late Breaking Papers10.1007/978-3-031-48041-6_4(39-54)Online publication date: 23-Jul-2023
  • (2023)Radial Basis Function and Bayesian Methods for the Hyperparameter Optimization of Classification Random ForestsComputational Science and Its Applications – ICCSA 2023 Workshops10.1007/978-3-031-37108-0_33(508-525)Online publication date: 3-Jul-2023

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