SAS EM: cross validation

[ycenycute]

How to perform cross validation on training data to tune hyperparameters in SAS EM? Any tutorial? Cannot find useful resources.

[sbxkoenk]

Hello,

I wanted to share my own code for this, but need some more time to re-find it on my file-system.

It has been more than 2 years meanwhile since I have last used Enterprise Miner (using Model Studio in VIYA nowadays).

But check out these articles (they might help you out already) :

Using cross-validation in Enterprise Miner
Posted 11-07-2015 11:02 AM
https://communities.sas.com/t5/SAS-Data-Mining-and-Machine/Using-cross-validation-in-Enterprise-Mine...

Assessing Models by using k-fold Cross Validation in SAS® Enterprise Miner ™
Posted 05-11-2017 11:54 AM | by Funda_SAS
https://communities.sas.com/t5/SAS-Communities-Library/Assessing-Models-by-using-k-fold-Cross-Valida...

Good luck,

Koen

[ycenycute]

Thanks for the links. I am aware of those posts. Wondering is there easy way to do it without writing codes? Like drag some nodes and run it?

[sbxkoenk · Accepted solution]

Hello @ycenycute ,

In Enterprise Miner there's no general (point-and-click) framework for training models WITH cross-validation.

You need to integrate pieces of code, that is inevitable!

(Or you can make your own custom node for it / CV, but this is over-kill unless you want to use this node over and over again or if you want other people to use your node)

Best regards,

Koen