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Cross Validation type in Enterprise Miner

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Cross Validation type in Enterprise Miner

Dear members,

I need to know how to determine the type of cross validation in neural networks node in enterprise miner?

thanks


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‎09-29-2014 10:46 AM
Super Contributor
Posts: 336

Re: Cross Validation type in Enterprise Miner

Hi Hussein,

What do you mean by "type of cross-validation" in neural networks?

The Start/End group nodes support cross validation for any model. For a quick example, take a look at page 7 of this paper (http://support.sas.com/resources/papers/proceedings10/123-2010.pdf)...

I can't remember top of my head if you have that option in EM 6.2. If your EM version does not have cross validation option for the Start groups, I suggest go back to the basics. When I read the wikipedia definition of k-fold validation, it sounds like something easy to do in EM. Just an idea, use several Sample nodes, add the same model node to all of them, and use an Ensemble node to combine the posterior predicted probabilities. I have not ran this, but that would be my first try.

Please let me know if this worked OK.

Thanks!

Miguel

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Super Contributor
Posts: 490

Re: Cross Validation type in Enterprise Miner

What is your version of EM ?

I have found other people to refer to the lack of the cross validation in EM with neural network, so they repeat the test several time with different data partition seeds and taking the average.

Check this:

http://www.kms.pwr.wroc.pl/staff/trawinski/wp-content/uploads/2013/09/2009-Comparative-Analysis-of-N...

Hope other to  tell us if that possible.

Contributor
Posts: 42

Re: Cross Validation type in Enterprise Miner

The version of Enterprise Miner is 6.2. Any way around ?

Thanks

Contributor
Posts: 42

Re: Cross Validation type in Enterprise Miner

Any Idea?

Solution
‎09-29-2014 10:46 AM
Super Contributor
Posts: 336

Re: Cross Validation type in Enterprise Miner

Hi Hussein,

What do you mean by "type of cross-validation" in neural networks?

The Start/End group nodes support cross validation for any model. For a quick example, take a look at page 7 of this paper (http://support.sas.com/resources/papers/proceedings10/123-2010.pdf)...

I can't remember top of my head if you have that option in EM 6.2. If your EM version does not have cross validation option for the Start groups, I suggest go back to the basics. When I read the wikipedia definition of k-fold validation, it sounds like something easy to do in EM. Just an idea, use several Sample nodes, add the same model node to all of them, and use an Ensemble node to combine the posterior predicted probabilities. I have not ran this, but that would be my first try.

Please let me know if this worked OK.

Thanks!

Miguel

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