My homework assignment: Develop a random forest to classify the MNIST dataset. Here are the basic requirements: 1. This is a multi-class problem: the random forest should classify all 10 digits. 2. I want you to use k-fold validation, to determine the optimal number of trees used in the forest. ----------------------------- I attached the lecture notes related to this assignment so you can see what functions the teacher uses.
Objective of this session is to train our model using different algorithms and evaluate the performances of each
of the classifiers using k-fold cross validation method. We will use digit data from sklearn for this exercise.
We use use the same data and same plit (using train test split method) then we use different classifier to train
our model and measure their scores.
K-Fold Cross Validation
When evaluating different settings (“hyperparameters”) for estimators, such as the C setting that must be
manually set for an SVM, there is still a risk of overfitting on the test set because the parameters can be
tweaked until the estimator performs optimally. This way, knowledge about the test set can “leak” into the model
and evaluation metrics no longer report on generalization performance. To solve this problem, yet another part
of the dataset can be held out as a so-called “validation set”: training proceeds on the training set, after which
evaluation is done on the validation set, and when the experiment seems to be successful, final evaluation can
be done on the test set.
However, by partitioning the available data into three sets, we drastically reduce the number of samples which
can be used for learning the model, and the results can depend on a particular random choice for the pair of
(train, validation) sets.
A solution to this problem is a procedure called cross-validation (CV for short). A test set should still be held out
for final evaluation, but the validation set is no longer needed when doing CV. In the basic approach, called kfold CV, the training set is split into k smaller sets (other approaches are described below, but generally follow
the same principles). The following procedure is followed for each of the k “folds”:
A model is trained using k-1 of the folds as training data;
the resulting model is validated on the remaining part of the data (i.e., it is used as a test set to compute a
performance measure such as accuracy).
The performance measure reported by k-fold cross-validation is then the average of the values computed in the
loop. This approach can be computationally expensive, but does not waste too much data (as is the case when
fixing an arbitrary validation set), which is a major advantage in problems such as inverse inference where the
number of samples is very small
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