The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

Bayesian Optimisation

Intro

The fastai library simplifies training fast and accurate neural nets using modern best practices. See the fastai website to get started. The library is based on research into deep learning best practices undertaken at fast.ai, and includes “out of the box” support for vision, text, tabular, and collab (collaborative filtering) models.

Bayesian Optimisation

The dataset can be downloaded from Kaggle:

library(rBayesianOptimization)
library(magrittr)
library(fastai)

df = data.table::fread('train.csv')
df$ID_code <- NULL
df$target <- as.character(df$target)

procs = list(FillMissing(),Categorify(),Normalize())

pct_80 = round(nrow(df) * .8)

dep_var = 'target'
cont_names = setdiff(names(df), dep_var)

dls = TabularDataTable(df, procs, NULL, cont_names,
                       y_names = dep_var, splits = list(c(1:pct_80),c(c(pct_80+1):nrow(df))
                                                        )) %>%
  dataloaders(bs = 100)

fastai_fit = function(layer_1, layer_2, layer_3, lr, wd, emb_p) {
  model <- dls %>% tabular_learner(layers = c(layer_1, layer_2, layer_3),
                                  wd = wd, config = tabular_config(embed_p = emb_p, 
                                                                   use_bn = TRUE),
                                  metrics=list(RocAucBinary(),accuracy()),
                                  cbs = list(EarlyStoppingCallback(monitor='valid_loss', 
                                                                   patience = 2))
                                  )

  result_ <- model %>% fit_one_cycle(10,lr)

  score_ <- list(Score = unlist(tail(result_$roc_auc_score,1)),
                 Pred = 0)
  rm(model)

  return(score_)
}

search_bound_fastai <- list(layer_1 = c(20,200), layer_2 = c(20,200),
                            layer_3 = c(20,200),
                            lr = c(0, 0.1), wd = c(0, 0.1),
                            emb_p = c(0,1)
                           )
set.seed(123)
search_grid_fastai <- data.frame(layer_1 = runif(30, 20, 200),
                                layer_2 = runif(30, 20, 200),
                                layer_3 = runif(30, 20, 200),
                                lr = runif(30, 0, 0.1),
                                wd = runif(30, 0, 0.1),
                                emb_p = runif(30, 0, 1)
                                )
head(search_grid_fastai)

set.seed(123)
bayes_fastai <- BayesianOptimization(FUN = fastai_fit, bounds = search_bound_fastai,
                                    init_points = 2, init_grid_dt = search_grid_fastai,
                                    n_iter = 5, acq = "ucb")


bayes_fastai$Best_Par

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.