Reputation: 277
While trying to train random forest model with caret package, I noticed that execution time is inexplicably long:
> set.seed = 1;
> n = 500;
> m = 30;
> x = matrix(rnorm(n * m), nrow = n);
> y = factor(sample.int(2, n, replace = T), labels = c("yes", "no"))
> require(caret);
> require(randomForest);
> print(system.time({rf <- randomForest(x, y);}));
user system elapsed
0.99 0.00 0.98
> print(system.time({rfmod <- train(x = x, y = y,
+ method = "rf",
+ metric = "Accuracy",
+ trControl = trainControl(classProbs = T)
+ );}));
user system elapsed
95.83 0.71 97.26
It seemed to me that execution should only be 10 times longer, since by default 10-fold cross-validation happens instead of a single run. I am not tuning any parameters but it seems that train does it automatically:
> rfmod$results
mtry Accuracy Kappa AccuracySD KappaSD
1 2 0.4736669 -0.04437013 0.03323485 0.06493845
2 16 0.4818095 -0.03241901 0.03279341 0.06426745
3 30 0.4878361 -0.02149108 0.02956972 0.05936881
That would explain at most 30 times difference. However, it runs almost 100 times longer. What could be the possible explanation?
Thanks in advance
Upvotes: 4
Views: 4456
Reputation: 14316
You are not specifying method
in trainControl
so it defaults to 30 iterations of the bootstrap and, since tuneLength
was also not set, you are doing it over 3 values of mtry
.
A 99.2449-fold speedup should not be unexpected when you multiply the computational costs by 90-fold.
Max
Upvotes: 10