NN model improvement

[M23]

Hi ,

How to improve the Neural netwrok model in SAS Eminer(12.1),any options to improve the misclassification and reduce the ASE.

Thank you

[candby · Accepted solution]

There are many answers to this question. 

The obvious one is to change (probably increase) the number of hidden units in the hidden layer. If divergence is not a problem, then increasing the number of training iterations might also help. And changing the optimization algorithm,or the architecture (say from MLP to NRBF), or even changing the number of preliminary training starts can sometimes improve model fit.

[RobertBlanchard]

Hello,

I would add the following:

Include a weight decay value (L2) and tune the value on your validation data.

You mentioned ASE... if your target is interval, consider changing the error function and output activation function to match your target's understood distribution.

I can typically achieve performance improvements in my neural networks when I divide and concur the input space.  You can do this in several ways.  One that is easiest for me is to build several networks, giving each network a different subset of inputs and average the predictions of the networks.

I hope this helps.

Best,

  Robert