topic Ensemble of arbitrary models? in SAS Data Science

Ensemble of arbitrary models?

Joel_Wesley — Wed, 29 Oct 2014 19:08:05 GMT

Hi,

I'm wondering if the Ensemble node can be used to create ensembles from an arbitrary number and type of models? I am trying to build an ensemble from logistic regression and support vector machine, but I'm getting a non-specific run-time error, pointing me to the log for details. I'm currently trying to decipher this, but I'm just wondering at this point if anyone has had this problem? I don't get an error when building an ensemble from regression and decision tree, for example.

Thanks,

Joel

Re: Ensemble of arbitrary models?

M_Maldonado — Wed, 29 Oct 2014 19:26:43 GMT

Hi Joel,

SVM node was experimental and the proc that runs behind the scenes does not produce score code. This is what makes the Ensemble node fail.

Starting EM13.2 you have HPSVM node that both produces great results and also plays well with the Ensemble node.

This is the very first time I added an HPSVM in my ensembles. It has good discordance and is helping my gradient boosting. I will keep track of how well HPSVMs complement other types of models.

Sorry SVM is not a good candidate for your ensembles. I hope you get to work with HPSVM soon!

Good luck,

Miguel

Re: Ensemble of arbitrary models?

Joel_Wesley — Wed, 29 Oct 2014 20:33:37 GMT

That's extremely helpful. Thanks Miguel!