As only 100 iterations are allowed when you create a model, the question is how you retrain the model with new data?
there is a warm_start option
them manual says:
This option is used to retrain a model with new training data, new
model options, or both. Unless explicitly overridden, the initial
options used to train the model are used for the warm start run. The
default value is false.
How to use the warm_start options? How do you run multiple training?
To run multiple trainings you just set warm_start=true and use the name of the existing model in CREATE MODEL.
Related
I split my dataset into training and testing. At the end after finding the best hyper parameters for the training dataset, should I fit the model again using all the data? The point is to reach the highest possible score for new data.
Yes, that would help to generalize your model, as more data generally means better generalization.
I don't think so. If you do that, you will no longer have a valid test set. What happens when you come back to improve the model later? If you do this, then you will need a new test set each model improvement, which means more labeling. You won't be able to compare experiments across model versions, because the test set won't be identical.
If you consider this model finished forever, then ok.
What machine learning techniques can be used to make a model if some attributes change over time? For example predicting prices of a hotel depends on the number of tourists in the city which is time dependent i.e. it changes from time to time.
Also, if we have a good trained model on some static data, then what are the ways to update the model if some data is changed except retraining the model on complete data again?
Regarding the first question, I would just add a feature indicating time. For instance, hotel X will appear in few data records, each one differs in the value of it's "Month" feature (the data-point of August might have an higher price from the one of December). This way the model will take into consideration the time of the year.
Regarding the second question, unless you're using reinforcement learning / online learning, which is used to train models from an oncoming sequences of samples, I don't see a way to change the data without having the train to model again.
This might sound like an elementary question but I am having a major confusion regarding Training Set and Test.
When we use Supervised learning techniques such as Classification to predict something a common practice is to split the dataset into two parts training and test set. The training set will have a predictor variable, we train the model on the dataset and "predict" things.
Let's take an example. We are going to predict loan defaulters in a bank and we have the German credit data set where we are predicting defaulters and non- defaulters but there is already a definition column which says whether a customer is a defaulter or Non-defaulter.
I understand the logic of prediction on UNSEEN data, like the Titanic survival data but what is the point of prediction where a class is already mentioned, such as German credit lending data.
As you said, the idea is to come up a model that you can predict UNSEEN data. The test data is only used to measure the performance of your model created through training data. You want to make sure the model you comes up does not "overfit" your training data. That's why the testing data is important. Eventually, you will use the model to predict whether a new loaner is going to default or not, thus making a business decision whether to approve the loan application.
The reason why they include the defaulted values is so that you can verify that the model is working as expected and predicting the correct results. Without which there is no way for anyone to be confident that their model is working as expected.
The ultimate purpose of training a model is to apply it to what you call UNSEEN data.
Even in your German credit lending example, at the end of the day you will have a trained model that you could use to predict if new - unseen - credit applications will default or not. And you should be able to use it in the future for any new credit application, as long as you are able to represent the new credit data in the same format you used to train your model.
On the other hand, the test set is just a formalism used to estimate how good the model is. You cannot know for sure how accurate your model it is going to be with future credit applications, but what you can do is to save a small part of your training data, and use it only to check the model's performance after it has been built. That's what you would call the test set (or more precisely, a validation set).
Is it possible to train a model based on training and validation data sets.Basically end up combining both of them to create a new model. And from that combined model use it to classify all of the data in the test dataset.
This is what is usually done. Assuming that you know how to transfer hyperparameters, as you usually fit model on train data, select hyperparameters based on the score on the valid one. Thus when you combine train + valid you get significantly bigger dataset, thus "optimal hyperparameters" might be completely different from the ones you selected before. So in general - yes, this is exactly what is usually done, but it might be more tricky than you expect (especially if your method is highly stochastic, non deterministic, etc.).
I'm using weka for some classification experiments. i was trying some of the features provided by weka that can be applied on extracted attributes, and I found that applying clustermembership on the attributes will provide relatively higher accuracy than other methods. I'm not quite sure what this feature does since it removes all the attributes and only keeps something like pCluster_0_0 , pCluster_1_0 , pCluster_2_0 and the class-attribute.So I'm not quite sure the results that I'm getting from this is valid and will it work for other new unseen instances. From Weka documentations
A filter that uses a density-based clusterer to generate cluster membership values; filtered instances are composed of these values plus the class attribute (if set in the input data). If a (nominal) class attribute is set, the clusterer is run separately for each class. The class attribute (if set) and any user-specified attributes are ignored during the clustering operation.
I do appreciate any help to understand this.
It basically does what the documentation you read describes! It uses a clustering algorithm to get the cluster membership of each input instance (i.e. the cluster the instance belongs in) and outputs them as new instances. A word of caution that the clustering algorithm used must be a density based clusterer, so DBSCAN or expectation maximisation for instance.
As for if your result is valid, you will need to run a test set against the clusterer or do percentage split evaluation. You could be overfitting your data!