fitcensemble settings to speed the process up

I have a table with 260000 records, 9 fields of which 3 are categorical, the rest are double with the ninth being the target (0 or 1). I'm running fitcensemble as below :-

Mdl = fitcensemble(TestGB(:,1:8),TestGB(:,9),'OptimizeHyperparameters',... 
'HyperparameterOptimizationOptions',struct('AcquisitionFunctionName','expected-improvement-plus'))

I've tried with less fields(3-4) and it runs reasonably quickly. With nine fields however it took overnight to do one round of calculations with 29 to go. As my machine only has 4 cores I thought I'd run it on an Amazon AWS compute VM with 16 Xeon processors only it didn't seem much quicker. Is there anything I'm doing wrong or that I could do to speed things up? Or am I just going to have to wait!

Stephen Gray

Answer 1

[Aditya Patil]

You can use the

struct('UseParallel',true)

name-value pair to improve performance of the hyperparameter optimization. This requires parallel computing toolbox.

See the extended capabilities section of the fitcensemble documentation for more information.

[Stephen Gray]

Thanks for the answer.