I'm using R's caret package for implementing adaboost technique. But I'm getting an error while executing it.
> str(my_data)
'data.frame': 3885 obs. of 10 variables:
$ Date : Factor w/ 12 levels "0","1","2","3",..: 3 3 3 3 3 3 3 3 3 3 ...
$ JAPAN : int 0 1 0 0 0 0 1 1 0 1 ...
$ HONGKONG: int 0 1 0 1 0 0 0 1 1 1 ...
$ CHINA : int 1 0 1 1 1 1 0 1 1 0 ...
$ INDIA : int 0 0 0 1 0 0 1 1 0 1 ...
$ GERMANY : int 0 1 1 0 1 1 0 0 0 1 ...
$ FRANCE : int 0 1 1 0 1 1 0 0 0 1 ...
$ EURO : int 0 1 1 0 1 1 0 0 0 1 ...
$ LONDON : int 0 1 1 0 1 1 0 0 0 1 ...
$ DOWJONES: int 0 1 0 1 1 1 0 0 0 1 ...
> Train=my_data[1:3600,] #2015
> test=my_data[3601:3860,]
There is no problem when I'm implementing gbm with caret
#1 gradient boost
set.seed(995)
fitControl_1 <- trainControl( method = "repeatedcv", number = 4, repeats = 5)
gbm_model<- train(factor(INDIA)~Date+JAPAN+HONGKONG+CHINA+GERMANY+FRANCE+EURO+LONDON+DOWJONES,data=Train, method = "gbm", trControl = fitControl_1,verbose=TRUE)
PREDICTION_GBM= predict(gbm_model,test)
solution <- data.frame(org_bse = test$INDIA, GBM = PREDICTION_GBM)
But I'm not getting the output even though I kept the verbose=TRUE
#2 Adaboost
set.seed(995)
fitControl_2 <- trainControl( method = "repeatedcv", number = 5, repeats = 5)
ada_model<- train(factor(INDIA)~Date+JAPAN+HONGKONG+CHINA+GERMANY+FRANCE+EURO+LONDON+DOWJONES,data=Train,method="AdaBoost.M1",trControl = fitControl_2,verbose=TRUE)
PREDICTION_ADA= predict(ada_model,test)
solution<-cbind(solution,ADA=PREDICTION_ADA)
I used the following code to reproduce your problem:
library(caret)
set.seed(995)
Train <- data.frame(
cyl = as.factor(mtcars$cyl),
vs = as.factor(mtcars$vs),
am = as.factor(mtcars$am),
gear = as.factor(mtcars$gear),
carb = as.factor(mtcars$carb))
fitControl_2 <- trainControl(method = "repeatedcv", number = 2, repeats = 1)
ada_model<- train(
cyl ~ vs + am + gear + carb,
data = Train,
method ="AdaBoost.M1",
trControl = fitControl_2,
verbose = TRUE)
For me, "AdaBoost.M1" training ran for about ten minutes before I decided to stop it. I then added a tuning grid as specified below, and got a result within a minute. I recommend you try to adjust your code in a similar fashion:
library(caret)
set.seed(995)
Train <- data.frame(
cyl = as.factor(mtcars$cyl),
vs = as.factor(mtcars$vs),
am = as.factor(mtcars$am),
gear = as.factor(mtcars$gear),
carb = as.factor(mtcars$carb))
fitGrid_2 <- expand.grid(mfinal = (1:3)*3, # This is new!
maxdepth = c(1, 3), # ...and this
coeflearn = c("Breiman")) # ...and this
fitControl_2 <- trainControl(method = "repeatedcv",
number = 2,
repeats = 1)
ada_model <- train(
cyl ~ vs + am + gear + carb,
data = Train,
method ="AdaBoost.M1",
trControl = fitControl_2,
tuneGrid = fitGrid_2, #and this is new, too!
verbose = TRUE)
Let me know if this solves your problem.
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