Algorithm | Hyperparameter ID | Type | Lower | Upper |
---|
RF | mtry | Integer | 1 | N° of predictors |
min.node.size | Integer | 1 | 100 |
num.trees | Integer | 2 | 500 |
XGB | nrounds | Integer | 1 | 100 |
gamma | Numeric | 1 | 25 |
max_depth | Integer | 1 | 15 |
eta | Numeric | 0.1 | 1 |
SVM | cost | Numeric | 1 | 50 |
gamma | Numeric | 0.1 | 1 |
ANN | epochs | Integer | 1 | 100 |
batch_size | Integer | 1 | N° observations |
- “Hyperparameter id” corresponds to the names specified in the R package used to train each model. RF (random forest), XGB (extreme gradient boosting), SVM (support vector machine), and ANN (artificial neural network) models were trained using the R packages “ranger” (v0.12.1; Wright and Ziegler 2017), “xgboost” (v0.90.0.2; Chen et al. 2019), “e1071” (v1.7–2; Meyer et al. 2019b) and “keras” (v2.3.0.0.0; Allaire and Chollet 2019), respectively