Last iteration of these models: 2021-01-06
RF (ranger) | GBM (LightGBM) | SVM (kernlab) | Ensemble (model weighted) | Ensemble (RMSE weighted) | |
---|---|---|---|---|---|
RMSE | 37.071 | 36.717 | 37.412 | 36.622 | 36.473 |
MBE | 2.594 | 2.366 | -2.827 | 2.397 | 0.699 |
R2 | 0.771 | 0.775 | 0.769 | 0.777 | 0.778 |
Min. 1st Qu. Median Mean 3rd Qu. Max.
0.000 9.318 84.914 91.012 148.527 425.363
Across 1000 bootstrap iterations, our ensemble model had a mean RMSE of 36.735 \(\pm\) 0.305.
RMSE | Min | Median | Max |
---|---|---|---|
Rf | 36.054 | 41.252 | 46.861 |
Lgb | 35.752 | 40.820 | 45.736 |
Svm | 35.485 | 42.036 | 46.726 |
Ensemble | 35.174 | 40.940 | 45.886 |
R2 | Min | Median | Max |
---|---|---|---|
rf | 0.671 | 0.729 | 0.778 |
lgb | 0.683 | 0.733 | 0.784 |
svm | 0.664 | 0.725 | 0.778 |
ensemble | 0.684 | 0.736 | 0.783 |
lgb rf svm
0.3332251 0.3312431 0.3355317
Call:
lm(formula = agb_mgha ~ rf_pred * lgb_pred * svm_pred, data = pred_values)
Residuals:
Min 1Q Median 3Q Max
-152.73 -20.34 -0.47 15.15 217.40
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -1.388e+00 5.748e-01 -2.416 0.015715 *
rf_pred -4.833e-01 7.944e-02 -6.083 1.2e-09 ***
lgb_pred 1.451e+00 8.535e-02 17.002 < 2e-16 ***
svm_pred 1.560e-01 6.105e-02 2.555 0.010631 *
rf_pred:lgb_pred -1.452e-03 4.390e-04 -3.307 0.000946 ***
rf_pred:svm_pred 6.360e-03 6.166e-04 10.315 < 2e-16 ***
lgb_pred:svm_pred -6.275e-03 6.498e-04 -9.657 < 2e-16 ***
rf_pred:lgb_pred:svm_pred 4.860e-06 1.261e-06 3.855 0.000116 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 40.5 on 23292 degrees of freedom
Multiple R-squared: 0.7354, Adjusted R-squared: 0.7354
F-statistic: 9250 on 7 and 23292 DF, p-value: < 2.2e-16
Random forest:
$num.trees
[1] 2000
$mtry
[1] 33
$min.node.size
[1] 5
$sample.fraction
[1] 0.2
$splitrule
[1] "variance"
$replace
[1] TRUE
$formula
agb_mgha ~ .
LGB:
$learning_rate
[1] 0.05
$nrounds
[1] 100
$num_leaves
[1] 10
$max_depth
[1] -1
$extra_trees
[1] TRUE
$min_data_in_leaf
[1] 10
$bagging_fraction
[1] 0.8
$bagging_freq
[1] 1
$feature_fraction
[1] 0.5
$min_data_in_bin
[1] 21
$lambda_l1
[1] 0.3
$lambda_l2
[1] 0.3
$force_col_wise
[1] TRUE
SVM:
$x
agb_mgha ~ .
$kernel
[1] "laplacedot"
$type
[1] "nu-svr"
$kpar
$kpar$sigma
[1] 0.0078125
$C
[1] 4
$epsilon
[1] 0.00390625
$nu
[1] 1