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MOD: complex model
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scharoun authored May 19, 2017
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- If the task contains lots of categorical features, and most of the features are sparse, you can filter the features whose frequency of occurrence is less than "feature.filter_threshold", or provide a custom feature dictionary via setting "model.dict_path" and "model.need_dict".
- If your feature dim is huge, training will procede very slowly. You can use feature hash to reduce dim at a fraction of cost via setting "feature.feature_hash" except for gbdt.
- If the classification task has serious imbalanced dataset,you can set "data.y_sampling" in model configuration to reduce the number of samples. For instance, CTR prediction scene usually has large proportion of negative samples,“y_sampling : [[email protected]]” means that it reserves 10% of negative samples randomly, and those reserved negative samples enlarge 10x weight as compensation.
- Complex models(fm, ffm, gbst) have more parameters to optimize, so before training complex models, you can use linear model with l1 regularization to perform feature selection.
- Complex models(fm, ffm, gbst) have more parameters to optimize, so before training complex models, you can use linear model with l1 regularization to perform feature selection, set "model.dict_path" with linear model dict(saved in the same directory with model file).
- In GBDT, If the number features is large, use feature-parallel training. If the number of data is large, use data-parallel training. In mose cases, when you use data-parallel training, the smaller the number of feature bins is, the faster the training process will be, meanwhile, the model will be less accurate.

### Model Accuracy
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