How to retrieve optimal MinLeafSize after automatic hyperparameter optimization for Tree Ensemble (fitrensemble)?
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Hi. I am running MATLAB's automatic Bayesian optimization for a number of parameters for a Tree Ensemble.
opts = struct('Kfold',4,'Optimizer','bayesopt');
Mdl = fitrensemble(X,Y,'OptimizeHyperparameters',{'Method','NumLearningCycles','LearnRate','MinLeafSize'},'HyperparameterOptimizationOptions',opts);
I understand that all the optimal parameters are embedded in the resulted object ‘Mdl’, but I was wondering if it’s possible to retrieve and save in a variable the optimal MinLeafSize. Even though I have found the rest optimized parameters:
Mdl.ModelParameters.Method %Method
Mdl.ModelParameters.NLearn %NumLearningCycles
Mdl.ModelParameters.LearnRate %LearnRate
but, I cannot obtain the MinLeafSize. However, I can see that it is listed among the properties of 'Mdl' under MinLeaf:
Mdl.ModelParameters.LearnerTemplates{1,1}
Anyone knows how to extract this? Thanks.
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Accepted Answer
Cris LaPierre
on 6 Feb 2021
Edited: Cris LaPierre
on 6 Feb 2021
I ran both a tree and ensemble models optimizing minLeafSize. For a decision tree, MinLeaf is a model parameter, but not for an ensemble. The only way I could find to see the value was by viewing the template.
Mdl.ModelParameters.LearnerTemplates{1,1}
ans =
Fit template for regression Tree.
SplitCriterion: []
MinParent: []
MinLeaf: 126
MaxSplits: 10
NVarToSample: []
MergeLeaves: 'off'
Prune: 'off'
PruneCriterion: []
QEToler: []
NSurrogate: []
MaxCat: []
AlgCat: []
PredictorSelection: []
UseChisqTest: []
Stream: []
Reproducible: []
Version: 2
Method: 'Tree'
Type: 'regression'
3 Comments
Bernhard Suhm
on 8 Feb 2021
You can use bestPoint(Mdl.HyperparameterOptimizationResults) to access the hyperparameters of the "best estimated" model, including 'MinLeafSize'
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