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And I disagree with that. Tuning parameters and selecting features needs (a) understanding of the model(s) used and (b) an understanding of the data. 'Brute f
by bartkappenburg 10y ago
And I disagree with that.
Tuning parameters and selecting features needs (a) understanding of the model(s) used and (b) an understanding of the data.
'Brute forcing' these steps can grow exponentially in time (eg. feature selection out of n features takes 2^n combinations) and makes your approach not only very inefficient but also doesn't predict if you have a good model. Your approach makes sensitivity analysis makes very very hard.
- pitchka 10y agoAnd yet again these stuff can be automated with contextual bandits or gaussian processes. Instead of bruteforcing one can just put yet another system to find the parameters for them.