Hi Andreas,
Here is the code showing the way I am currently doing it;
*from sklearn.cross_validation import train_test_split*
*X_train, X_test, y_train, y_test =
train_test_split(X,Y,test_size=0.3,random_state=10)*
*model = RandomForestRegressor(random_state = 10, n_estimators = 3000)*
*param_grid = { "max_features" : [2,3,4,5],*
* "max_depth" : [5, 50, 100, 150, 200],*
* "min_samples_split" : [2, 10, 20, 30] ,*
* "bootstrap": [True, False]}*
*grid_search = GridSearchCV(model, param_grid, n_jobs=-1, cv=5)*
*grid_search.fit(X_train, y_train)*
*print (grid_search.best_params_)*
Is this the correct way of doing it?
Regards
Waseem
On Wed, Feb 10, 2016 at 4:26 PM, Andreas Mueller <t3k...@gmail.com> wrote:
> The problem is really how you do cross-validation.
>
>
>
> On 02/09/2016 11:47 PM, muhammad waseem wrote:
>
> Thanks Luca and Andreas, the idea behind this is to predict a weather
> parameter using some other parameters. You still think it will be difficult
> to solve with Random Forest as it is not really time series. I get good
> training results (with high max_depth) but not very good for the testing
> dataset, meaning the regressor is unable to generalise.
>
> What about gradient boosting regressor, is this suitable?
>
> Thanks
> Kindest Regards
> Waseem
>
> On Tue, Feb 9, 2016 at 10:00 PM, Luca Puggini < <lucapug...@gmail.com>
> lucapug...@gmail.com> wrote:
>
>> Personally I think that random forest should not be used for time series
>> data unless the data is supposed to have some sort of periodicity. This is
>> because random forest is a sort of local estimator. It's not effective if
>> new samples are outside of the hypercube defined by the training data.
>> This is quite common in time series. If I were you I would try something
>> like linear regression or extreme learning machine. If you are interested
>> in extreme learning machine there should be a PR on scikit-learn (I wrote a
>> simple paper with a simple introduction to ELM: "Extreme learning machines
>> for virtual metrology and etch rate prediction". Maybe this can help you
>>
>> .
>>
>> On Tue, Feb 9, 2016, 9:41 PM Andreas Mueller < <t3k...@gmail.com>
>> t3k...@gmail.com> wrote:
>>
>>> Yes. Exactly what Luca said and what I said earlier.
>>>
>>> There is temporal structure in your data. If you use k-fold cross
>>> validation (or even shuffle the data) that destroys the temporal structure.
>>> You want to make predictions for the future (the second file). You
>>> should use a cross-validation method that tries to predict form the past
>>> to the future, not that tries to predict arbitrary time points.
>>> Otherwise, your results will be too optimistic, as you found.
>>>
>>>
>>> On 02/09/2016 04:23 PM, muhammad waseem wrote:
>>>
>>> I have it in separate file (csv). Actually, I have four years weather
>>> data (hourly values in two files), I use 3 years (first file) worth of data
>>> for training and one years worth of data (second file) for testing.
>>>
>>> Am I doing it correctly? any ideas?
>>>
>>> On Tue, Feb 9, 2016 at 9:01 PM, Andreas Mueller < <t3k...@gmail.com>
>>> t3k...@gmail.com> wrote:
>>>
>>>> How did you create the hold-out test data? Before or after shuffling?
>>>>
>>>>
>>>> On 02/09/2016 03:22 PM, muhammad waseem wrote:
>>>>
>>>> Hi Andreas,
>>>> Thanks for your reply. I have already shuffled my data so it is not in
>>>> ordered now but still no luck. Any other suggestions?
>>>>
>>>>
>>>> On Tue, Feb 9, 2016 at 8:16 PM, Andreas Mueller < <t3k...@gmail.com>
>>>> t3k...@gmail.com> wrote:
>>>>
>>>>> You should probably use a different cross-validation strategy if your
>>>>> data is ordered. This will give you more realistic cross-validation
>>>>> results.
>>>>> There was a time series CV object somewhere, and by now I think we
>>>>> should include it (this is the third time this comes up in the last 3
>>>>> days)
>>>>>
>>>>>
>>>>> ------------------------------------------------------------------------------
>>>>> Site24x7 APM Insight: Get Deep Visibility into Application Performance
>>>>> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
>>>>> Monitor end-to-end web transactions and take corrective actions now
>>>>> Troubleshoot faster and improve end-user experience. Signup Now!
>>>>> <http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140>
>>>>> http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140
>>>>> _______________________________________________
>>>>> Scikit-learn-general mailing list
>>>>> <Scikit-learn-general@lists.sourceforge.net>
>>>>> Scikit-learn-general@lists.sourceforge.net
>>>>> <https://lists.sourceforge.net/lists/listinfo/scikit-learn-general>
>>>>> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>>>>>
>>>>
>>>>
>>>>
>>>> ------------------------------------------------------------------------------
>>>> Site24x7 APM Insight: Get Deep Visibility into Application Performance
>>>> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
>>>> Monitor end-to-end web transactions and take corrective actions now
>>>> Troubleshoot faster and improve end-user experience. Signup
>>>> Now!http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140
>>>>
>>>>
>>>>
>>>> _______________________________________________
>>>> Scikit-learn-general mailing
>>>> listScikit-learn-general@lists.sourceforge.nethttps://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>>>>
>>>>
>>>>
>>>>
>>>> ------------------------------------------------------------------------------
>>>> Site24x7 APM Insight: Get Deep Visibility into Application Performance
>>>> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
>>>> Monitor end-to-end web transactions and take corrective actions now
>>>> Troubleshoot faster and improve end-user experience. Signup Now!
>>>> http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140
>>>> _______________________________________________
>>>> Scikit-learn-general mailing list
>>>> Scikit-learn-general@lists.sourceforge.net
>>>> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> Site24x7 APM Insight: Get Deep Visibility into Application Performance
>>> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
>>> Monitor end-to-end web transactions and take corrective actions now
>>> Troubleshoot faster and improve end-user experience. Signup
>>> Now!http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140
>>>
>>>
>>>
>>> _______________________________________________
>>> Scikit-learn-general mailing
>>> listScikit-learn-general@lists.sourceforge.nethttps://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> Site24x7 APM Insight: Get Deep Visibility into Application Performance
>>> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
>>> Monitor end-to-end web transactions and take corrective actions now
>>> Troubleshoot faster and improve end-user experience. Signup Now!
>>> http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140
>>> _______________________________________________
>>> Scikit-learn-general mailing list
>>> Scikit-learn-general@lists.sourceforge.net
>>> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>>>
>> --
>>
>> Sent by mobile phone
>>
>>
>> ------------------------------------------------------------------------------
>> Site24x7 APM Insight: Get Deep Visibility into Application Performance
>> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
>> Monitor end-to-end web transactions and take corrective actions now
>> Troubleshoot faster and improve end-user experience. Signup Now!
>> http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140
>> _______________________________________________
>> Scikit-learn-general mailing list
>> Scikit-learn-general@lists.sourceforge.net
>> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>>
>>
>
>
> ------------------------------------------------------------------------------
> Site24x7 APM Insight: Get Deep Visibility into Application Performance
> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
> Monitor end-to-end web transactions and take corrective actions now
> Troubleshoot faster and improve end-user experience. Signup
> Now!http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140
>
>
>
> _______________________________________________
> Scikit-learn-general mailing
> listScikit-learn-general@lists.sourceforge.nethttps://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>
>
>
>
> ------------------------------------------------------------------------------
> Site24x7 APM Insight: Get Deep Visibility into Application Performance
> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
> Monitor end-to-end web transactions and take corrective actions now
> Troubleshoot faster and improve end-user experience. Signup Now!
> http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140
> _______________________________________________
> Scikit-learn-general mailing list
> Scikit-learn-general@lists.sourceforge.net
> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>
------------------------------------------------------------------------------
Site24x7 APM Insight: Get Deep Visibility into Application Performance
APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
Monitor end-to-end web transactions and take corrective actions now
Troubleshoot faster and improve end-user experience. Signup Now!
http://pubads.g.doubleclick.net/gampad/clk?id=272487151&iu=/4140
_______________________________________________
Scikit-learn-general mailing list
Scikit-learn-general@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
