fitcensemble settings to speed the process up

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Stephen Gray
Stephen Gray 2021-1-12
评论： Stephen Gray 2021-2-3
I have a table with 260000 records, 9 fields of which 3 are categorical, the rest are double with the ninth being the target (0 or 1). I'm running fitcensemble as below :-
Mdl = fitcensemble(TestGB(:,1:8),TestGB(:,9),'OptimizeHyperparameters',...
'HyperparameterOptimizationOptions',struct('AcquisitionFunctionName','expected-improvement-plus'))
I've tried with less fields(3-4) and it runs reasonably quickly. With nine fields however it took overnight to do one round of calculations with 29 to go. As my machine only has 4 cores I thought I'd run it on an Amazon AWS compute VM with 16 Xeon processors only it didn't seem much quicker. Is there anything I'm doing wrong or that I could do to speed things up? Or am I just going to have to wait!
Stephen Gray

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Aditya Patil
Aditya Patil 2021-2-3
You can use the
struct('UseParallel',true)
name-value pair to improve performance of the hyperparameter optimization. This requires parallel computing toolbox.
See the extended capabilities section of the fitcensemble documentation for more information.

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