AlexOlza / estratificacion

Risk Stratification project to predict the healthcare needs of the Basque population (Osakidetza & BCAM)
0 stars 0 forks source link

Hyperparameter variability #61

Closed AlexOlza closed 2 years ago

AlexOlza commented 2 years ago

For hyperparameter tuning of the ensemble models, we define a hyperparameter space and train 50 models at random within that space. Those 50 models (i.e. the subspace) are evaluated with cross-validation, and we select the one with the highest accuracy.

The chosen subspace depends on the random seed. Therefore, the final model does too.

TASK: Vary the random seed to explore different subspaces, obtaining a set of "final models". Analyze the distribution of the metrics of interest.

Expected code:

AlexOlza commented 2 years ago

We need two different seeds for undersampling and hyperparameter tuning!!!