Model building

Read(1198) Label: model building,

This section covers model options configuration, model building execution and model file information.

Model options

On “Model options” window, you can configure the model parameters to make a better model. There are 4 tabs – “Normal”, “Binary model”, “Regression model”, “Multiclassification model” on which you configure options to build different types of models.

 

Normal

 

“Data preprocessing”: Preprocess data or not before performing data modeling;

“Preprocess numerical target variable”: You can choose whether preprocess a numerical target variable before performing data modeling or not.

“Smart imputation”: Use smart data imputation approach to impute missing values.

“Perform normal imputation if smart imputation fails”: Use normal data imputation approach to re-create the model if smart imputation fails.

“Ensemble method”: “Optimal model strategy” and “Simple model combination”. The former selects best top N models to build a new model and involves a relatively large amount of computation. The latter just combines all defined models to build a new model and involves a relatively small amounts of computations.

“Best number of ensembles”: Select the best model combination. 0 means selecting the most effective model among the combinations; >0 means selecting the fixed top N models; and <0 means selecting the one among the top N models that makes the most effective combination. Default is 0.

“Ensemble function”: The option specifies the approach of combining models. You can select any function included in numpy. Default is np.mean.

“Model evaluation criterion”: Use AUC, cross_entropy, KS, AP, Recall, Lift, f1_score for a binary model and default is AUC; use MSE, MAE, MAPE and R2 for a regression model; and use cross_entropy for a multiclassification model.

“Percentage of test data”: Test data percentage.

“Import test data in batches”: Set the number of rows of test data to be imported in each batch.

“Adjust scoring results”: By default, the model scoring results will be adjusted according to the average of the sample data. Without adjustment the score is the average of the balanced samples.

“Set random seeds”: You can control randomness of model building through this option; default is 0. If the value is null, two model building executions will get random results respectively. If the value is set as integer n, two executions will get same results if their ns are same; and different results if their ns are different. When the random seed is set as n, the random_state value of all models will be set as the same value and can’t be manually changed.

 

Binary model

You can configure parameters for binary models on “Binary model” tab. A selected binary model will be used for model building.

There are 9 types of binary model: TreeClassification, GBDTClassification, RFClassification, LogicClassification, RidgeClassification, FNNClassification, XGBClassification, CNNClassification  and  PCAClassification.

“Number of samples” determines the number of samples used to build a model.

Below are parameter configuration directions for binary models.

Appendix 1: Binary model parameters

Type & Range: The type is always followed by an interval indicating the parameter’s value range. Square brackets indicate a closed interval and parentheses indicate an opened interval. Braces are used for certain int and float parameters to represent drop-down-menu values; the format is {start value, end value, interval}, such as {1, 5, 1}=[1,2,3,4,5] and {1, 6, 2}=[1,3,5]. All available values of string parameters will be listed in the drop-down menu and can’t be entered manually; a null value should be selected through the drop-down menu; the bool values, which are true and false, also should be selected in the drop-down menu; values of int parameters and float parameters can be enterned manually and all available values will be listed in drop-down menu.

For some float parameters, if their values are integers, they need to be followed by .0, like 0.0 and 1.0.

TreeClassification

Parameter

Type & Range

Description

criterion

string: ["gini", "entropy"]

Criterions for evaluating node splitting.

splitter

string: ["best", "random"]

Choose a splitting strategy for each node.

max_depth

int: [1, +∞), {1, 100, 1}

null

Maximum tree depth.

min_samples_split

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount sampling data for node splitting. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_samples_leaf

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount of sampling data for leaf node. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_weight_fraction_leaf

float: [0, 1), {0, 0.1, 0.01}

Minimum weight among all weights of the input sampling data at a leaf node.

max_features

int: [1, +∞), {10, 1000, 10}

float: (0, 1]

string: ["auto", "sqrt", "log2"]

null

Get the maximum number of variables for the optimal node splitting.

Max number of variables for an int parameter.

Max proportion of variables for a float parameter.

If "auto", then max_features=sqrt(n_features).

If "sqrt", then max_features=sqrt(n_features).

If "log2", then max_features=log2(n_features).

If null, then max_features=n_features.

max_leaf_nodes

int: [1, +∞), {10, 1000, 10}

null

Use best-first fashion to generate the largest number of leaf nodes in a pruned tree. null means that there’s no limitation on the number of leaf nodes.

min_impurity_decrease

float: [0, 1)

The lowest impurity decrease for node splitting.

class_weight

string: [“balanced”]

null

Weights associated with classes in the form {class_label: weight}.

 

GBDTClassification

Parameter

Type

Description

loss

string: ["deviance", "exponential"]

A loss function.

learning_rate

float: (0, 1), {0.1, 0.9, 0.1}

The learning rate, which is in direct ratio to the training speed. But it’s probably that there isn’t an optimal solution.

n_estimators

int: [1, +∞), {10, 500, 10}

Number of boosting stages.

subsample

float: (0, 1], {0.1, 1, 0.1}

The ratio of sampling data used by a basic machine learning method.

criterion

string: ["mse", "friedman_mse", "mae"]

Criterions for evaluating node splitting.

min_samples_split

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount sampling data for node splitting. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_samples_leaf

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount of sampling data for leaf node. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_weight_fraction_leaf

float: [0, 1), {0, 0.1, 0.01}

Minimum weight among all weights of the input sampling data at a leaf node.

max_depth

int: [1, +∞), {1, 100, 1}

null

Maximum tree depth.

min_impurity_decrease

float: [0, 1)

The lowest impurity decrease for node splitting.

max_features

int: [1, +∞), {10, 1000, 10}

float: (0, 1]

string: ["auto", "sqrt", "log2"]

null

Get the maximum number of variables for the optimal node splitting.

Max number of variables for an int parameter.

Max proportion of variables for a float parameter.

If "auto", then max_features=sqrt(n_features).

If "sqrt", then max_features=sqrt(n_features).

If "log2", then max_features=log2(n_features).

If null, then max_features=n_features.

max_leaf_nodes

int: [1, +∞), {10, 1000, 10}

null

Use best-first fashion to generate the largest number of leaf nodes in a pruned tree. null means that there’s no limitation on the number of leaf nodes.

warm_start

bool

Use the result of the previous iteration if the value is true; and won’t use that if the value is false.

 

RFClassification

Parameter

Type

Description

n_estimators

int: [1, +∞), {10, 500, 10}

The number of trees.

criterion

string: ["gini", "entropy"]

Criterions for evaluating node splitting.

max_depth

int: [1, +∞), {1, 100, 1}

null

Maximum tree depth.

min_samples_split

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount sampling data for node splitting. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_samples_leaf

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount of sampling data for leaf node. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_weight_fraction_leaf

float: [0, 1), {0, 0.1, 0.01}

Minimum weight among all weights of the input sampling data at a leaf node.

max_features

int: [1, +∞), {10, 1000, 10}

float: (0, 1]

string: ["auto", "sqrt", "log2"]

null

Get the maximum number of variables for the optimal node splitting.

Max number of variables for an int parameter.

Max proportion of variables for a float parameter.

If "auto", then max_features=sqrt(n_features).

If "sqrt", then max_features=sqrt(n_features).

If "log2", then max_features=log2(n_features).

If null, then max_features=n_features.

max_leaf_nodes

int: [1, +∞), {10, 1000, 10}

null

Use best-first fashion to generate the largest number of leaf nodes in a pruned tree. null means that there’s no limitation on the number of leaf nodes.

min_impurity_decrease

float: [0, 1)

The lowest impurity decrease for node splitting.

bootstrap

bool

Whether to use bootstrap when generating a tree.

oob_score

bool

Whether to use out-of-bag samples to predict accuracy.

warm_start

bool

Use the result of the previous iteration if the value is true; and won’t use that if the value is false.

class_weight

string: [“balanced”]

null

Weights associated with classes in the form {class_label: weight}.

 

LogicClassification

Parameter

Type

Description

penalty

string: ["l1", "l2", "elasticnet", "none"]

Penalty regularization. "newton-cg", "sag" and "lbfgs" solvers support "l2" only; "elasticnet" supports ‘saga’ solver only; "none" means non-regularization and doesn’t support liblinear solver.

dual

bool

Dual or primal formulation. Dual formulation is only implemented for l2 penalty with liblinear solver. Prefer dual=False when n_samples > n_features.

tol

float: (0, 1)

The tolerance value before stopping iteration.

C

float: (0, 1]

Inverse of regularization strength, which must be a positive.

fit_intercept

bool

Whether to include an intercept item.

intercept_scaling

float: (0, 1]

Only works when solver="liblinear".

class_weight

string: [“balanced”]

null

Weights associated with classes in the form {class_label: weight}.

solver

string: ["newton-cg", "lbfgs", "liblinear", "sag", "saga"]

The optimal algorithm.

max_iter

int: [1, +∞), {10, 500, 10}

Maximum iterations; only works when solver=["newton-cg", "lbfgs", "sag"].

multi_class

string: ["ovr", "multinomial", "auto"]

The algorithm for handling multiple classes. "ovr" builds a model for each class; "multinomial" doesn’t work with solver="liblinear".

warm_start

bool

Use the result of the previous iteration if the value is true; and won’t use that if the value is false.

 

RidgeClassification

Parameter

Type

Description

alpha

float:[0, +∞], {0.0, 10.0, 0.1}

Regularization strength, which must be a positive.

fit_intercept

bool

Whether to include an intercept item.

normalize

bool

Whether to normalize data.

max_iter

int: [1, +∞), {10, 500, 10}

null

Maximum iterations.

tol

float: (0, 1)

Precision of the final solution.

class_weight

string: [“balanced”]

null

Weights associated with classes in the form {class_label: weight}. If not given, all classes are supposed to have weight one. "balanced" for auto-adjust.

solver

string: ["auto", "svd", "cholesky", "lsqr", "sparse_cg", "sag", "saga"]

The optimal algorithm.

 

FNNClassification and CNNClassification

Parameters for these two types of binary model are not supported for the time being due to some special features of the neural networks.

 

XGBClassification

Parameter

Type

Description

max_depth

int: [1, +∞), {1, 100, 1}

Maximum tree depth.

learning_rate

float: (0, 1), {0.1, 0.9, 0.1}

The learning rate, which is in direct ratio to the training speed. But it’s probably that there isn’t an optimal solution.

n_estimators

int: [1, +∞), {10, 500, 10}

Number of booster trees.

objective

string: ["binary:logistic", "binary:logitraw", "binary:hinge"]

Learning objective;

binary:logistic: Binary logistic regression for outputting probability; binary:logitraw: Binary logistic regression for outputting the score before  logistic transformation;

binary:hinge: Binary hinge loss for outputting class 0 or class 1 instead of the probability.

booster

string: ["gbtree", "gblinear", "dart"]

The booster type used.

gamma

float: [0, +∞)

The smallest loss mitigation value for node splitting.

min_child_weight

int: [1, +∞), {10, 1000, 10}

The minimum sum of sampling weights of child nodes.

max_delta_step

int: [0, +∞), {0, 10, 1}

The allowed longest delta step for evaluating a tree’s weight.

subsample

float: (0, 1], {0.1, 1.0, 0.1}

The proportion of subsample for training a model to the whole set of samplings.

colsample_bytree

float: (0, 1], {0.1, 1.0, 0.1}

Proportion of the random sampling from the features for each tree.

colsample_bylevel

float: (0, 1], {0.1, 1.0, 0.1}

Proportion of random sampling from the features on each horizontal level for node splitting.

reg_alpha

float:[0, +∞], {0.0, 10.0, 0.1}

L1 regularization term.

reg_lambda

float:[0, +∞], {0.0, 10.0, 0.1}

L2 regularization term.

scale_pos_weight

float: (0, +∞)

Control the balance of positive samples and negative samples.

base_score

float: (0, 1), {0.1, 0.9, 0.1}

The initial value for starting a prediction.

missing

float: (-∞, +∞)

null

Define a missing value.

 

PCAClassification

Parameter

Type

Description

n_components

int or null: [1, min(row count, column count )]

Retain the number of principal components; null indicates auto-config, which is the default.

whiten

bool

Whether to convert unit root.

svd_solver

string: ["auto", "full", "arpack", "randomized"]

The SVD solver to find PCA; default is full.

tol

float: (0, 1)

Tolerance to use; default is 0.0001.

fit_intercept

bool

Whether to include an intercept item.

max_iter

int: [1, +∞), {100, 1000, 100}

Maximum number of iterations.

reg_solver

string: ["newton-cg", "lbfgs", "sag", "saga"]

The regression solver to find PCA; default is "lbfgs".

warm_start

bool

Use the result of the previous iteration if the value is true; and won’t use that if the value is false.

 

Regression model

You can configure parameters for regression models on “Regression model” tab. A selected regression model will be used for model building.

There are 11 types of regression models – TreeRegression, GBDTRegression, RFRegression, LRegression, LassoRegression, ENRegression, RidgeRegression, FNNRegression, XGBRegression,  CNNRegression and PCARegression.

“Number of samples” determines the number of samples used to build a model.

Below are parameter configuration directions for regression models.

Appendix 2: Regression model parameters

Type & Range: The type is always followed by an interval indicating the parameter’s value range. Square brackets indicate a closed interval and parentheses indicate an opened interval. Braces are used for certain int and float parameters to represent drop-down-menu values; the format is {start value, end value, interval}, such as {1, 5, 1}=[1,2,3,4,5] and {1, 6, 2}=[1,3,5]. All available values of string parameters will be listed in the drop-down menu and can’t be entered manually; a null value should be selected through the drop-down menu; the bool values, which are true and false, also should be selected in the drop-down menu; values of int parameters and float parameters can be enterned manually and all available values will be listed in drop-down menu.

For some float parameters, if their values are integers, they need to be followed by .0, like 0.0 and 1.0.

 

TreeRegression

Parameter

Type

Description

criterion

string: ["mse", "friedman_mse", "mae"]

Criterions for evaluating node splitting.

splitter

string: ["best", "random"]

Choose a splitting strategy for each node. 

max_depth

int: [1, +∞), {1, 100, 1}

null

Maximum tree depth.

min_samples_split

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount sampling data for node splitting. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_samples_leaf

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount of sampling data for leaf node. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_weight_fraction_leaf

float: [0, 1), {0, 0.1, 0.01}

Minimum weight among all weights of the input sampling data at a leaf node.

max_features

int: [1, +∞), {10, 1000, 10}

float: (0, 1]

string: ["auto", "sqrt", "log2"]

null

Get the maximum number of variables for the optimal node splitting.

Max number of variables for an int parameter.

Max proportion of variables for a float parameter.

If "auto", then max_features=sqrt(n_features).

If "sqrt", then max_features=sqrt(n_features).

If "log2", then max_features=log2(n_features).

If null, then max_features=n_features.

max_leaf_nodes

int: [1, +∞), {10, 1000, 10}

null

Use best-first fashion to generate the largest number of leaf nodes in a pruned tree. null means that there’s no limitation on the number of leaf nodes.

min_impurity_decrease

float: [0, 1)

The lowest impurity decrease for node splitting.

 

GBDTRegression

Parameter

Type

Description

loss

string: ["ls", "lad", "huber", "quantile"]

A loss function.

learning_rate

float: (0, 1), {0.1, 0.9, 0.1}

The learning rate, which is in direct ratio to the training speed. But it’s probably that there isn’t an optimal solution.

n_estimators

int: [1, +∞), {10, 500, 10}

Number of boosting stages.

subsample

float: (0, 1], {0.1, 1, 0.1}

The ratio of sampling data used by a basic machine learning method.

criterion

string: ["mse", "friedman_mse", "mae"]

Criterions for evaluating node splitting.

min_samples_split

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount sampling data for node splitting. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_samples_leaf

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount of sampling data for leaf node. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_weight_fraction_leaf

float: [0, 1), {0, 0.1, 0.01}

Minimum weight among all weights of the input sampling data at a leaf node.

max_depth

int: [1, +∞), {1, 100, 1}

null

Maximum tree depth.

min_impurity_decrease

float: [0, 1)

The lowest impurity decrease for node splitting.

max_features

int: [1, +∞), {10, 1000, 10}

float: (0, 1]

string: ["auto", "sqrt", "log2"]

null

Get the maximum number of variables for the optimal node splitting.

Max number of variables for an int parameter.

Max proportion of variables for a float parameter.

If "auto", then max_features=sqrt(n_features).

If "sqrt", then max_features=sqrt(n_features).

If "log2", then max_features=log2(n_features).

If null, then max_features=n_features.

alpha

float: (0, 1), {0.1, 0.9, 0.1}

The alpha-quantile of the huber loss function and the quantile loss function. Only if loss='huber' or loss='quantile'

max_leaf_nodes

int: [1, +∞), {10, 1000, 10}

null

Use best-first fashion to generate the largest number of leaf nodes in a pruned tree. null means that there’s no limitation on the number of leaf nodes.

warm_start

bool

Use the result of the previous iteration if the value is true; and won’t use that if the value is false.

 

RFRegression

Parameter

Type

Description

n_estimators

int: [1, +∞), {10, 500, 10}

The number of trees.

criterion

string: ["mse", "mae"]

Criterions for evaluating node splitting.

max_depth

int: [1, +∞), {1, 100, 1}

null

Maximum tree depth.

min_samples_split

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount sampling data for node splitting. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_samples_leaf

int: [1, +∞), {10, 1000, 10}

float: (0, 1)

Minimum amount of sampling data for leaf node. int is the min amount of sampling data and float is the proportion of it to the whole data.

min_weight_fraction_leaf

float: [0, 1), {0, 0.1, 0.01}

Minimum weight among all weights of the input sampling data at a leaf node.

max_features

int: [1, +∞), {10, 1000, 10}

float: (0, 1]

string: ["auto", "sqrt", "log2"]

null

Get the maximum number of variables for the optimal node splitting.

Max number of variables for an int parameter.

Max proportion of variables for a float parameter.

If "auto", then max_features=sqrt(n_features).

If "sqrt", then max_features=sqrt(n_features).

If "log2", then max_features=log2(n_features).

If null, then max_features=n_features.

max_leaf_nodes

int: [1, +∞), {10, 1000, 10}

null

Use best-first fashion to generate the largest number of leaf nodes in a pruned tree. null means that there’s no limitation on the number of leaf nodes.

min_impurity_decrease

float: [0, 1)

The lowest impurity decrease for node splitting.

bootstrap

bool

Whether to use bootstrap when generating a tree.

oob_score

bool

Whether to use out-of-bag samples to predict accuracy.

warm_start

bool

Use the result of the previous iteration if the value is true; and won’t use that if the value is false.

 

LRegression

Parameter

Type

Description

fit_intercept

bool

Whether to include an intercept item.

normalize

bool

Whether to normalize data.

 

LassoRegression

Parameter

Type

Description

fit_intercept

bool

Whether to include an intercept item.

alpha

float or null:[0, +∞], {0.0, 10.0, 0.1}

The regularized penalty factor. A null value means auto-configure and a float will disable cv and max_n_alphas.

normalize

bool

Whether to normalize data.

precompute

string: ["auto"]

bool

Whether to precompute Gram matrix to speed up model building.

max_iter

int: [1, +∞), {10, 500, 10}

Maximum number of iterations.

cv

int: [2, 20]

Cross-validate the turning point

max_n_alphas

int: [1, +∞) , {100, 1000, 100}

Cross-validate the number of searched alpha

positive

bool

Whether to rule that a coefficient must be positive.

 

ENRegression

Parameter

Type

Description

alpha

float or null: [0, +∞], {0.0, 10.0, 0.1}

A constant multiplied by penalty item; null indicates auto-config, which is the default.

l1_ratio

float or null : [0, 1], {0.0, 1.0, 0.1}

A mixed parameter; its value is L2 when l1_ratio=0; and its value is L1 when l1_ratio=1; its value is mixed proportion when 11_ratio falls between 0 and 1; null indicates auto-config, which is the default.

n_alphas

int: [1, +∞), {100, 1000, 100}

Get the number of alpha; it is invalid when alpha is a float.

cv

int: [2, 20]

Cross-validate the turning point; it is invalid when both alpha and l1_ratio are float.

fit_intercept

bool

Whether to include an intercept item.

normalize

bool

Whether to normalize data.

precompute

bool

Whether to precompute Gram matrix to speed up model building.

max_iter

int: [1, +∞), {10, 500, 10}

Maximum iterations.

tol

float: (0, 1)

The tolerance value before stopping iteration.

warm_start

bool

Use the result of the previous iteration if the value is true; and won’t use that if the value is false. It works when parameter cv is disabled; and it is invalid when cv works.

positive

bool

Whether to rule that a coefficient must be positive.

selection

string: ["cyclic", "random"]

"cyclic" means iteration by loop by variables; "random" represents a random iteration coefficient.

 

RidgeRegression

Parameter

Type

Description

alpha

float: [0, +∞], {0.0, 10.0, 0.1}

Regularization strength, which must be a positive.

fit_intercept

bool

Whether to include an intercept item.

normalize

bool

Whether to normalize data.

max_iter

int: [1, +∞), {10, 500, 10}

null

Maximum iterations.

tol

float: (0, 1)

Precision of the final solution.

solver

string: ["auto", "svd", "cholesky", "lsqr", "sparse_cg", "sag", "saga"]

The optimal algorithm.

 

FNNRegression and CNNRegression

Parameters for these two types of regression model are not supported for the time being due to some special features of the neural networks.

 

XGBRegression

Parameter

Type

Description

max_depth

int: [1, +∞), {1, 100, 1}

Maximum tree depth.

learning_rate

float: (0, 1), {0.1, 0.9, 0.1}

The learning rate, which is in direct ratio to the training speed. But it’s probably that there isn’t an optimal solution.

n_estimators

int: [1, +∞), {10, 500, 10}

Number of booster trees.

objective

string: ["reg:squarederror", "reg:squaredlogerror", "reg:logistic"]

Learning objective;

reg:squarederror: Squared error loss;

reg:squaredlogerror: Squared log error loss;

reg:logistic: logistic regression.

booster

string: ["gbtree", "gblinear", "dart"]

The booster type used.

gamma

float: [0, +∞)

The smallest loss mitigation value for node splitting.

min_child_weight

int: [1, +∞), {10, 1000, 10}

The minimum sum of sampling weights of child nodes.

max_delta_step

int: [0, +∞), {0, 10, 1}

The allowed longest delta step for evaluating a tree’s weight.

subsample

float: (0, 1], {0.1, 1.0, 0.1}

The proportion of subsample for training a model to the whole set of samplings.

colsample_bytree

float: (0, 1], {0.1, 1.0, 0.1}

Proportion of the random sampling from the features for each tree.

colsample_bylevel

float: (0, 1], {0.1, 1.0, 0.1}

Proportion of random sampling from the features on each horizontal level for node splitting.

reg_alpha

float:[0, +∞], {0.0, 10.0, 0.1}

L1 regularization term.

reg_lambda

float:[0, +∞], {0.0, 10.0, 0.1}

L2 regularization term.

scale_pos_weight

float: (0, +∞)

Control the balance of positive samples and negative samples.

base_score

float: (0, 1), {0.1, 0.9, 0.1}

The initial value for starting a prediction.

missing

float: (-∞, +∞)

null

Define a missing value.

 

PCARegression

Parameter

Type

Description

n_components

int or null: [1, min(row count, column count)]

Retain the number of principal components; null indicates auto-config, which is the default.

whiten

bool

Whether to convert unit root.

svd_solver

string: ["auto", "full", "arpack", "randomized"]

The SVD solver to find PCA; default is full.

tol

float: (0, 1)

Tolerance to use; default is 0.0001.

fit_intercept

bool

Whether to include an intercept item.

normalize

bool

Whether to normalize data.

 

Multi-category model

“Multi-category model”: It is for configuring the multi-category model. A selected multi-category model will be used for model building.

There are two types of multi-category model – XGBMultiClassificationCNNMultiClassification.

The “Number of samples” specifies the count of samples to score data according to a certain model.

The following Appendix 3 lists parameters and their descriptions for the multi-category model.

Appendix 3: multi-category model parameters

XGBMultiClassification

Parameter

Type

Description

max_depth

int: [1, +∞), {1, 100, 1}

Maximum tree depth

learning_rate

float: (0, 1), {0.1, 0.9, 0.1}

The learning rate, which is in direct ratio to the training speed. But it’s probably that there isn’t an optimal solution.

n_estimators

int: [1, +∞), {10, 500, 10}

The number of trees.

booster

string: ["gbtree", "gblinear", "dart"]

The booster type used.

gamma

float: [0, +∞)

The smallest loss mitigation value for node splitting.

min_child_weight

int: [1, +∞), {10, 1000, 10}

The minimum sum of sampling weights of child nodes.

max_delta_step

int: [0, +∞), {0, 10, 1}

The allowed longest delta step for evaluating a tree’s weight.

subsample

float: (0, 1], {0.1, 1.0, 0.1}

The proportion of subsample for training a model to the whole set of samplings.

colsample_bytree

float: (0, 1], {0.1, 1.0, 0.1}

Proportion of the random sampling from the features for each tree.

colsample_bylevel

float: (0, 1], {0.1, 1.0, 0.1}

Proportion of random sampling from the features on each horizontal level for node splitting.

reg_alpha

float:[0, +∞], {0.0, 10.0, 0.1}

L1 regularization term.

reg_lambda

float:[0, +∞], {0.0, 10.0, 0.1}

L2 regularization term.

scale_pos_weight

float: (0, +∞)

Control the balance of positive samples and negative samples.

base_score

float: (0, 1), {0.1, 0.9, 0.1}

The initial value for starting a prediction.

missing

float: (-∞, +∞)

null

Define a missing value.

 

CNNMultiClassification

This type of parameters is not supported for the time being due to some special features of the neural networks.

 

Execute model building

To build a predictive model, you must choose a target variable and then select a modeling table file through “Model file”. By default the modeling table file is stored under the same directory where the loaded data is stored and has the same name as the loaded data file. Users can define the path and name themselves. A model document is one with .pcf extension.

Click “Modeling” option under “Run”, or click  on the toolbar, to pop up the “Build model” window, where model building information is output.

Model building is finished when the message “Model building is finished” appears.

“Importance” will be displayed after a model is built, as shown below. A variable’s degree of importance indicates its influence on the future predictive result. The higher the degree of importance is, the bigger a variable’s influence is. A variable with zero importance degree has no impact on the predictive result. As the following shows, the Sex variable has the biggest influence on the result.

Model file information

Model presentation

YModel encapsulates multiple algorithms for model building, they are: Decision Tree, Gradient Boosting, Logistic Regression, Neural Network, Random Forest, Elastic Net, LASSO Regression, Linear Regression, Ridge Regression, and XGBoost.

After the model building is finished, you can click “Model presentation” in “Build model” window to view the algorithm(s) used to build the model, as shown below:

 

Model performance

Model performance can be reflected through a series of indexes and figures.

Click “Model performance” in “Build model” window:

Models built on different types of target variables are evaluated by different parameters and forms.

Below is model performance information about binary target variable “Survived”:

Here’s model performance information about numerical target variable “Age”: