To generate the results execute

model | notes | training time | prediction time | cross validation RMSE | cross validation classification error | test RMSE | test classification error |
---|---|---|---|---|---|---|---|

LR - linear regression |
15 search epochs, λ=0.000524479 | 1[s] | 0[s] | 0.346912 | 44.7062% | 0.348054 | 45.575% |

PR - polynomial regression |
15 search epochs, polyOrder=4, λ=0.00349871, crossInteractions=yes | 310[s] | 4[s] | 0.212869 | 7.51875% | 0.214539 | 7.35% |

GBDT - gradient boosted decision tree |
500 epochs, featureSubspaceSize=5, maxTreeLeafes=100, η=0.1, optSplitPoint=no | 8332[s] | 14[s] | 0.134175 | 3.41875% | 0.135784 | 3.275% |

KNN - k-nearest neighbors |
15 search epochs, distance=euclidean, k=3 | 27[s] | 3[s] | 0.112202 | 5.21875% | 0.111163 | 5% |

NN - neural network |
1000 epochs, stochastic gradient descent, Net: 17-70-50-26, η=0.001, λ=0 | 866[s] | 0[s] | 0.124753 | 4.68125% | 0.122801 | 4.325% |

KRR - kernel ridge regression |
30 search epochs, gauss kernel, sigma=2.46455, λ=1.1675e-06 | 2432[s] | 6[s] | 0.129338 | 2.4% | 0.127372 | 2.35% |

To generate the results execute

model | notes | training time | prediction time | cross validation RMSE | cross validation classification error | test RMSE | test classification error |
---|---|---|---|---|---|---|---|

LR - linear regression |
15 search epochs, λ=0.0149426 | 0[s] | 0[s] | 0.497712 | 23.8106% | 0.509548 | 25.85% |

PR - polynomial regression |
15 search epochs, polyOrder=1, λ=0.0158027, crossInteractions=yes | 10[s] | 0[s] | 0.405117 | 13.5964% | 0.417862 | 14.95% |

GBDT - gradient boosted decision tree |
107 epochs, featureSubspaceSize=5, maxTreeLeafes=50, η=0.1, optSplitPoint=yes | 37[s] | 0[s] | 0.315662 | 9.37993% | 0.322224 | 9.5% |

KNN - k-nearest neighbors |
15 search epochs, distance=euclidean, k=4 | 3[s] | 0[s] | 0.300494 | 8.95152% | 0.301169 | 9.1% |

NN - neural network |
329 epochs, stochastic gradient descent, Net: 37-70-50-6 , η=0.001, λ=0 | 64[s] | 0[s] | 0.30259 | 8.97407% | 0.304153 | 9.05% |

KRR - kernel ridge regression |
30 search epochs, gauss kernel, sigma=3.18697, λ=1.66922e-05 | 65[s] | 1[s] | 0.297553 | 7.64374% | 0.305151 | 8.45% |

To generate the results execute

model | notes | training time | prediction time | cross validation RMSE | cross validation classification error | test RMSE | test classification error |
---|---|---|---|---|---|---|---|

LR - linear regression |
15 search epochs, λ=0.0592731 | 3[s] | 0[s] | 0.681173 | 16.0806% | 0.678574 | 15.7423% |

PR - polynomial regression |
15 search epochs, polyOrder=2, λ=0.00110125, crossInteractions=no | 12[s] | 0[s] | 0.662291 | 14.9412% | 0.66019 | 14.7288% |

GBDT - gradient boosted decision tree |
162 epochs, featureSubspaceSize=10, maxTreeLeafes=50, η=0.1, optSplitPoint=yes | 140[s] | 1[s] | 0.60082 | 12.7607% | 0.601293 | 12.7019% |

KNN - k-nearest neighbors |
15 search epochs, distance=euclidean, k=13 | 155[s] | 88[s] | 0.814904 | 21.3753% | 0.811027 | 20.9139% |

NN - neural network |
16 epochs, stochastic gradient descent, Net: 109-30-20-2 , η=0.001, λ=0 | 45[s] | 1[s] | 0.635936 | 14.5757% | 0.637256 | 14.7595% |

KRR - kernel ridge regression |
30 search epochs, gauss kernel, sigma=19.1556, λ=1.1675e-05, (maxThreadsInCross=2) | 36148[s] | 83[s] | 0.644849 | 14.932% | 0.64379 | 14.6797% |