Right now I'm using the default values, which means decision tree as the 
estimator and learning rate 1.0.

I should probably change the learning rate, at the very least, because I'm not 
getting good performance.

Does it make sense to use random forest, instead of decision tree?

Thanks,


From: Jason Wolosonovich [mailto:jmwol...@asu.edu]
Sent: Saturday, April 11, 2015 9:13 AM
To: scikit-learn-general@lists.sourceforge.net
Subject: Re: [Scikit-learn-general] adaboost parameters

What is your dataset like? How are you building your individual classifier that 
you are ensembling with AdaBoost? A common-use case would be boosted decision 
stumps (one-level decision trees).

http://en.wikipedia.org/wiki/Decision_stump

http://lyonesse.stanford.edu/~langley/papers/stump.ml92.pdf

So with decision stumps  and/or a very high learning rate, you would, in 
general, need more (relatively speaking) estimators. Whether  your dataset has 
10 features or 100 features (or more...or less) will be important as well as 
the depth of each tree (assuming that you're boosting decision trees). Boosting 
is an iterative process, so you'd like as many trees as you can get and a 
small-ish learning rate in order to get the best results, with the limiting 
factor (as always) being your computational and time budgets, respectively.

My 2 cents. :D

-Jason

From: Pagliari, Roberto [mailto:rpagli...@appcomsci.com]
Sent: Friday, April 10, 2015 1:18 PM
To: 
scikit-learn-general@lists.sourceforge.net<mailto:scikit-learn-general@lists.sourceforge.net>
Subject: [Scikit-learn-general] adaboost parameters

When using adaboost, what is a range of values of n_estimators and learning 
rate that makes sense to optimize over?

Thank you,
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