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C_Golen
Obsidian | Level 7

Hi to all!

 

I have a data set on SAS Viya version 3.5. I set up an ml model to predict how much the specific product will be sold for each store in my data set. However, while setting up this model, I want to give "By Variable" just like in the forecast studio. In other words, I want to model on a store-item basis with ML solution.

 

Previously in Enterprise Miner we could do this with start end group. How can we do it in Viya? Also, how to do K-fold cross validation in SAS Viya?

Ref: https://communities.sas.com/t5/SAS-Communities-Library/How-to-calculate-cross-validation-error-using...

 

Thanks in advance!

 

 

3 REPLIES 3
sbxkoenk
SAS Super FREQ

Hello,

 

I am afraid that this "Start Group - End Group" functionality from Enterprise Miner has disappeared in VDMML (when using Model Studio front-end app). I guess it's on the to-do list of Model Studio R&D.

 

With regard to Cross-Validation (CV) :
Are you wondering how to perform cross-validation inside a Model Studio VDMML pipeline?

In Enterprise Miner I was also using "Start Group - End Group" functionality to achieve that.

Haven't tried to do CV in Model Studio yet.

 

Outside Model Studio , ... in SAS Studio ... , CV is easy to program.
Let me know if you want an easy program to create the k folds.
See also this :

crossValidateML action in SAS Viya 3.5
https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/casactml/casactml_mltools_details02.htm

Here's an example of its usage :

SAS Help Center: Example 20.1 Cross Validation of a Forest Model

 

Koen

 
C_Golen
Obsidian | Level 7
Hi Koen,

Many thanks for your interest.

Sorry to hear that 😕
My main goal is use it in the front - end. So, it would be great if I can manage to add this option to our pipeline.
sbxkoenk
SAS Super FREQ

Hello,

 

What exactly do you want the cross-validation for? :

- to honestly estimate the generalization error of the model (detect over-fitting)

- to find the best hyper-parameters

- to ...

 

What type of model do you want to fit?

  • Cross validation is offered within gradient boosting as part of the VDMML.
  • Both gradient boosting and forest models in SAS Model Studio allow for hyper-parameter optimization and cross validation to optimize model properties.

Koen

 

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