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Automated Model Selection and Optimization for Multi-Label Prediction

User: "wada77"
wada77
New Altair Community Member
Updated by Jocelyn

 

Hi,

 

I've got a dataset with a lot of attributes and several labels (in the example below 3 labels) I want to predict simultaneoulsy. I've therfore built a process with "Loop Attributes" to predict each label. Furthermore I've added a "Select Subprocess" to test different models.


My questions so far are:

 

1. How can I impelement "Optimize Parameters" to automatically select the "best" model concerning e. g. the lowst relative error. (It might be possible, that model 1 is better for label 1 and 2 but not for label 3).
2. Which possible solutions (e. g. feature selection) do I have to optimize the whole process (and to lower the relative error)? How do I implement those into my process?

 

Here is a XML process that looks like mine:

 

<?xml version="1.0" encoding="UTF-8"?><process version="8.1.001">
  <context>
    <input/>
    <output/>
    <macros/>
  </context>
  <operator activated="true" class="process" compatibility="8.1.001" expanded="true" name="Process">
    <parameter key="logverbosity" value="init"/>
    <parameter key="random_seed" value="2001"/>
    <parameter key="send_mail" value="never"/>
    <parameter key="notification_email" value=""/>
    <parameter key="process_duration_for_mail" value="30"/>
    <parameter key="encoding" value="SYSTEM"/>
    <process expanded="true">
      <operator activated="true" class="retrieve" compatibility="8.1.001" expanded="true" height="68" name="Retrieve data" width="90" x="45" y="34">
        <parameter key="repository_entry" value="//Frage Forum/Data/data"/>
      </operator>
      <operator activated="true" class="select_subprocess" compatibility="8.1.001" expanded="true" height="82" name="Select Subprocess" width="90" x="380" y="34">
        <parameter key="select_which" value="1"/>
        <process expanded="true">
          <operator activated="true" class="concurrency:loop_attributes" compatibility="8.1.001" expanded="true" height="103" name="Loop Attributes" width="90" x="179" y="34">
            <parameter key="attribute_filter_type" value="subset"/>
            <parameter key="attribute" value=""/>
            <parameter key="attributes" value="DFA|RPDE|PPE"/>
            <parameter key="use_except_expression" value="false"/>
            <parameter key="value_type" value="attribute_value"/>
            <parameter key="use_value_type_exception" value="false"/>
            <parameter key="except_value_type" value="time"/>
            <parameter key="block_type" value="attribute_block"/>
            <parameter key="use_block_type_exception" value="false"/>
            <parameter key="except_block_type" value="value_matrix_row_start"/>
            <parameter key="invert_selection" value="false"/>
            <parameter key="include_special_attributes" value="false"/>
            <parameter key="attribute_name_macro" value="loop_attribute"/>
            <parameter key="reuse_results" value="false"/>
            <parameter key="enable_parallel_execution" value="true"/>
            <process expanded="true">
              <operator activated="true" class="set_role" compatibility="5.3.013" expanded="true" height="82" name="Set Role" width="90" x="112" y="34">
                <parameter key="attribute_name" value="%{loop_attribute}"/>
                <parameter key="target_role" value="label"/>
                <list key="set_additional_roles"/>
              </operator>
              <operator activated="true" class="concurrency:cross_validation" compatibility="8.1.001" expanded="true" height="145" name="Cross Validation" width="90" x="313" y="34">
                <parameter key="split_on_batch_attribute" value="false"/>
                <parameter key="leave_one_out" value="false"/>
                <parameter key="number_of_folds" value="10"/>
                <parameter key="sampling_type" value="automatic"/>
                <parameter key="use_local_random_seed" value="false"/>
                <parameter key="local_random_seed" value="1992"/>
                <parameter key="enable_parallel_execution" value="true"/>
                <process expanded="true">
                  <operator activated="true" class="k_nn" compatibility="8.1.001" expanded="true" height="82" name="k-NN" width="90" x="179" y="34">
                    <parameter key="k" value="1"/>
                    <parameter key="weighted_vote" value="false"/>
                    <parameter key="measure_types" value="MixedMeasures"/>
                    <parameter key="mixed_measure" value="MixedEuclideanDistance"/>
                    <parameter key="nominal_measure" value="NominalDistance"/>
                    <parameter key="numerical_measure" value="EuclideanDistance"/>
                    <parameter key="divergence" value="GeneralizedIDivergence"/>
                    <parameter key="kernel_type" value="radial"/>
                    <parameter key="kernel_gamma" value="1.0"/>
                    <parameter key="kernel_sigma1" value="1.0"/>
                    <parameter key="kernel_sigma2" value="0.0"/>
                    <parameter key="kernel_sigma3" value="2.0"/>
                    <parameter key="kernel_degree" value="3.0"/>
                    <parameter key="kernel_shift" value="1.0"/>
                    <parameter key="kernel_a" value="1.0"/>
                    <parameter key="kernel_b" value="0.0"/>
                  </operator>
                  <connect from_port="training set" to_op="k-NN" to_port="training set"/>
                  <connect from_op="k-NN" from_port="model" to_port="model"/>
                  <connect from_op="k-NN" from_port="exampleSet" to_port="through 1"/>
                  <portSpacing port="source_training set" spacing="0"/>
                  <portSpacing port="sink_model" spacing="0"/>
                  <portSpacing port="sink_through 1" spacing="0"/>
                  <portSpacing port="sink_through 2" spacing="0"/>
                </process>
                <process expanded="true">
                  <operator activated="true" class="apply_model" compatibility="8.1.001" expanded="true" height="82" name="Apply Model" width="90" x="45" y="34">
                    <list key="application_parameters"/>
                    <parameter key="create_view" value="false"/>
                  </operator>
                  <operator activated="true" class="performance_regression" compatibility="8.1.001" expanded="true" height="82" name="Performance" width="90" x="246" y="34">
                    <parameter key="main_criterion" value="first"/>
                    <parameter key="root_mean_squared_error" value="true"/>
                    <parameter key="absolute_error" value="false"/>
                    <parameter key="relative_error" value="true"/>
                    <parameter key="relative_error_lenient" value="false"/>
                    <parameter key="relative_error_strict" value="false"/>
                    <parameter key="normalized_absolute_error" value="false"/>
                    <parameter key="root_relative_squared_error" value="false"/>
                    <parameter key="squared_error" value="false"/>
                    <parameter key="correlation" value="false"/>
                    <parameter key="squared_correlation" value="false"/>
                    <parameter key="prediction_average" value="false"/>
                    <parameter key="spearman_rho" value="false"/>
                    <parameter key="kendall_tau" value="false"/>
                    <parameter key="skip_undefined_labels" value="true"/>
                    <parameter key="use_example_weights" value="true"/>
                  </operator>
                  <connect from_port="model" to_op="Apply Model" to_port="model"/>
                  <connect from_port="test set" to_op="Apply Model" to_port="unlabelled data"/>
                  <connect from_op="Apply Model" from_port="labelled data" to_op="Performance" to_port="labelled data"/>
                  <connect from_op="Performance" from_port="performance" to_port="performance 1"/>
                  <connect from_op="Performance" from_port="example set" to_port="test set results"/>
                  <portSpacing port="source_model" spacing="0"/>
                  <portSpacing port="source_test set" spacing="0"/>
                  <portSpacing port="source_through 1" spacing="0"/>
                  <portSpacing port="source_through 2" spacing="0"/>
                  <portSpacing port="sink_test set results" spacing="0"/>
                  <portSpacing port="sink_performance 1" spacing="0"/>
                  <portSpacing port="sink_performance 2" spacing="0"/>
                </process>
              </operator>
              <connect from_port="input 1" to_op="Set Role" to_port="example set input"/>
              <connect from_op="Set Role" from_port="example set output" to_op="Cross Validation" to_port="example set"/>
              <connect from_op="Cross Validation" from_port="test result set" to_port="output 2"/>
              <connect from_op="Cross Validation" from_port="performance 1" to_port="output 1"/>
              <portSpacing port="source_input 1" spacing="0"/>
              <portSpacing port="source_input 2" spacing="0"/>
              <portSpacing port="sink_output 1" spacing="0"/>
              <portSpacing port="sink_output 2" spacing="0"/>
              <portSpacing port="sink_output 3" spacing="0"/>
            </process>
          </operator>
          <connect from_port="input 1" to_op="Loop Attributes" to_port="input 1"/>
          <connect from_op="Loop Attributes" from_port="output 1" to_port="output 1"/>
          <portSpacing port="source_input 1" spacing="0"/>
          <portSpacing port="source_input 2" spacing="0"/>
          <portSpacing port="sink_output 1" spacing="0"/>
          <portSpacing port="sink_output 2" spacing="0"/>
        </process>
        <process expanded="true">
          <operator activated="true" class="concurrency:loop_attributes" compatibility="8.1.001" expanded="true" height="103" name="Loop Attributes (2)" width="90" x="179" y="34">
            <parameter key="attribute_filter_type" value="subset"/>
            <parameter key="attribute" value=""/>
            <parameter key="attributes" value="DFA|RPDE|PPE"/>
            <parameter key="use_except_expression" value="false"/>
            <parameter key="value_type" value="attribute_value"/>
            <parameter key="use_value_type_exception" value="false"/>
            <parameter key="except_value_type" value="time"/>
            <parameter key="block_type" value="attribute_block"/>
            <parameter key="use_block_type_exception" value="false"/>
            <parameter key="except_block_type" value="value_matrix_row_start"/>
            <parameter key="invert_selection" value="false"/>
            <parameter key="include_special_attributes" value="false"/>
            <parameter key="attribute_name_macro" value="loop_attribute"/>
            <parameter key="reuse_results" value="false"/>
            <parameter key="enable_parallel_execution" value="true"/>
            <process expanded="true">
              <operator activated="true" class="set_role" compatibility="5.3.013" expanded="true" height="82" name="Set Role (2)" width="90" x="112" y="34">
                <parameter key="attribute_name" value="%{loop_attribute}"/>
                <parameter key="target_role" value="label"/>
                <list key="set_additional_roles"/>
              </operator>
              <operator activated="true" class="concurrency:cross_validation" compatibility="8.1.001" expanded="true" height="145" name="Cross Validation (2)" width="90" x="313" y="34">
                <parameter key="split_on_batch_attribute" value="false"/>
                <parameter key="leave_one_out" value="false"/>
                <parameter key="number_of_folds" value="10"/>
                <parameter key="sampling_type" value="automatic"/>
                <parameter key="use_local_random_seed" value="false"/>
                <parameter key="local_random_seed" value="1992"/>
                <parameter key="enable_parallel_execution" value="true"/>
                <process expanded="true">
                  <operator activated="true" class="linear_regression" compatibility="8.1.001" expanded="true" height="103" name="Linear Regression" width="90" x="179" y="34">
                    <parameter key="feature_selection" value="M5 prime"/>
                    <parameter key="alpha" value="0.05"/>
                    <parameter key="max_iterations" value="10"/>
                    <parameter key="forward_alpha" value="0.05"/>
                    <parameter key="backward_alpha" value="0.05"/>
                    <parameter key="eliminate_colinear_features" value="true"/>
                    <parameter key="min_tolerance" value="0.05"/>
                    <parameter key="use_bias" value="true"/>
                    <parameter key="ridge" value="1.0E-8"/>
                  </operator>
                  <connect from_port="training set" to_op="Linear Regression" to_port="training set"/>
                  <connect from_op="Linear Regression" from_port="model" to_port="model"/>
                  <portSpacing port="source_training set" spacing="0"/>
                  <portSpacing port="sink_model" spacing="0"/>
                  <portSpacing port="sink_through 1" spacing="0"/>
                </process>
                <process expanded="true">
                  <operator activated="true" class="apply_model" compatibility="8.1.001" expanded="true" height="82" name="Apply Model (2)" width="90" x="45" y="34">
                    <list key="application_parameters"/>
                    <parameter key="create_view" value="false"/>
                  </operator>
                  <operator activated="true" class="performance_regression" compatibility="8.1.001" expanded="true" height="82" name="Performance (2)" width="90" x="246" y="34">
                    <parameter key="main_criterion" value="first"/>
                    <parameter key="root_mean_squared_error" value="true"/>
                    <parameter key="absolute_error" value="false"/>
                    <parameter key="relative_error" value="true"/>
                    <parameter key="relative_error_lenient" value="false"/>
                    <parameter key="relative_error_strict" value="false"/>
                    <parameter key="normalized_absolute_error" value="false"/>
                    <parameter key="root_relative_squared_error" value="false"/>
                    <parameter key="squared_error" value="false"/>
                    <parameter key="correlation" value="false"/>
                    <parameter key="squared_correlation" value="false"/>
                    <parameter key="prediction_average" value="false"/>
                    <parameter key="spearman_rho" value="false"/>
                    <parameter key="kendall_tau" value="false"/>
                    <parameter key="skip_undefined_labels" value="true"/>
                    <parameter key="use_example_weights" value="true"/>
                  </operator>
                  <connect from_port="model" to_op="Apply Model (2)" to_port="model"/>
                  <connect from_port="test set" to_op="Apply Model (2)" to_port="unlabelled data"/>
                  <connect from_op="Apply Model (2)" from_port="labelled data" to_op="Performance (2)" to_port="labelled data"/>
                  <connect from_op="Performance (2)" from_port="performance" to_port="performance 1"/>
                  <connect from_op="Performance (2)" from_port="example set" to_port="test set results"/>
                  <portSpacing port="source_model" spacing="0"/>
                  <portSpacing port="source_test set" spacing="0"/>
                  <portSpacing port="source_through 1" spacing="0"/>
                  <portSpacing port="sink_test set results" spacing="0"/>
                  <portSpacing port="sink_performance 1" spacing="0"/>
                  <portSpacing port="sink_performance 2" spacing="0"/>
                </process>
              </operator>
              <connect from_port="input 1" to_op="Set Role (2)" to_port="example set input"/>
              <connect from_op="Set Role (2)" from_port="example set output" to_op="Cross Validation (2)" to_port="example set"/>
              <connect from_op="Cross Validation (2)" from_port="test result set" to_port="output 2"/>
              <connect from_op="Cross Validation (2)" from_port="performance 1" to_port="output 1"/>
              <portSpacing port="source_input 1" spacing="0"/>
              <portSpacing port="source_input 2" spacing="0"/>
              <portSpacing port="sink_output 1" spacing="0"/>
              <portSpacing port="sink_output 2" spacing="0"/>
              <portSpacing port="sink_output 3" spacing="0"/>
            </process>
          </operator>
          <connect from_port="input 1" to_op="Loop Attributes (2)" to_port="input 1"/>
          <connect from_op="Loop Attributes (2)" from_port="output 1" to_port="output 1"/>
          <portSpacing port="source_input 1" spacing="0"/>
          <portSpacing port="source_input 2" spacing="0"/>
          <portSpacing port="sink_output 1" spacing="0"/>
          <portSpacing port="sink_output 2" spacing="0"/>
        </process>
      </operator>
      <connect from_op="Retrieve data" from_port="output" to_op="Select Subprocess" to_port="input 1"/>
      <connect from_op="Select Subprocess" from_port="output 1" to_port="result 1"/>
      <portSpacing port="source_input 1" spacing="0"/>
      <portSpacing port="sink_result 1" spacing="0"/>
      <portSpacing port="sink_result 2" spacing="0"/>
    </process>
  </operator>
</process>

 

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