www.gusucode.com > stats 源码程序 matlab案例代码 > stats/OptimizeAClassificationEnsembleExample.m

    %% Optimize Classification Ensemble
% This example shows how to optimize hyperparameters automatically using
% |fitcensemble|. The example uses the |ionosphere| data.
%%
% Load the data.
load ionosphere
%%
% Find hyperparameters that minimize five-fold cross-validation loss by
% using automatic hyperparameter optimization.
%
% For reproducibility, set the random seed and use the
% |'expected-improvement-plus'| acquisition function.
rng default
Mdl = fitcensemble(X,Y,'OptimizeHyperparameters','auto',...
    'HyperparameterOptimizationOptions',struct('AcquisitionFunctionName',...
    'expected-improvement-plus'))
%%
% The optimization searched over the methods for binary classification,
% over |NumLearningCycles|, over the |LearnRate| for applicable methods,
% and over the tree learner |MinLeafSize|. The output is the ensemble
% classifier with the minimum estimated cross-validation loss.