Enhancement of Running Time - Forward Elimination

Muhammed_Fatih_
Muhammed_Fatih_ New Altair Community Member
edited November 5 in Community Q&A
Dear Community, 

I have a question with regard to the ForwadElimination subprocess. Which classification model would you use within crossvalidation in order to enhance the running time? I am currently conducting a Forwald Elimination based on matrix with 72.000 rows and 9000 attributes. I've chosen SVM as classifier for my bipartite labeling. The model is still running since 2 days. 

Thank you for your answer! 

Fatih 

Best Answer

  • BalazsBarany
    BalazsBarany New Altair Community Member
    Answer ✓
    Hi,

    SVM can be quite slow, depending on the number of examples and attributes, and also the parameters (high values of C).

    Did you manage to build one model? 
    10 models per cross validation * 9,000 runs just in the first round * time for building a model on one attribute = runtime of the first round.

    You might want to sample your data before doing the feature selection, or use a different method like evolutionary feature selection. You should also check non-model based methods like Remove Correlated Attributes, these can be faster. 

    Regards,

    Balázs

Answers

  • Muhammed_Fatih_
    Muhammed_Fatih_ New Altair Community Member
    Hi, 

    thank you for your answer. This was again very helpful. Beside that, is there a possibility to estimate the running time for the execution of Foward Elimination using SVM? 

    Best regards, 

    Fatih 
  • BalazsBarany
    BalazsBarany New Altair Community Member
    Answer ✓
    Hi,

    SVM can be quite slow, depending on the number of examples and attributes, and also the parameters (high values of C).

    Did you manage to build one model? 
    10 models per cross validation * 9,000 runs just in the first round * time for building a model on one attribute = runtime of the first round.

    You might want to sample your data before doing the feature selection, or use a different method like evolutionary feature selection. You should also check non-model based methods like Remove Correlated Attributes, these can be faster. 

    Regards,

    Balázs
  • Muhammed_Fatih_
    Muhammed_Fatih_ New Altair Community Member
    Hi, 

    what do you mean with evolutionary feature selection - the Optimize Selection (Evolutionary) operator ? 

    Best regards, 

    Fatih
  • BalazsBarany
    BalazsBarany New Altair Community Member
    Hi,

    yes, I mean exactly that.

    Ingo blogged about it a few times.

    Regards,

    Balázs