Hi, I am using Simulated Annealing to tune the parameters of the R.Forest.
The code I use is below:
My question is that did I do correctly when I used the values 1:24 in the
optim function of the Simulated annealing? I used 1:24 because my number of
features in the dataset are 24, and the mtry should be between 1-num of
features I guess.
obj <- function(param, maximize = FALSE) {
mod <- train(log10(bugs) ~ ., data = training,
method = "rf",
preProc = c("center", "scale", "zv"),
metric = "MAE",
trControl = ctrl,
tuneGrid = data.frame(mtry = 10^(param[1])))
if(maximize)
-getTrainPerf(mod)[, "TrainMAE"] else
getTrainPerf(mod)[, "TrainMAE"]
}
num_mods <- 50
## Simulated annealing from base R
san_res <- optim(par = c(1:24), fn = obj, method = "SANN",
control = list(maxit = num_mods))
san_res
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