The FACTMAC Procedure

AUTOTUNE Statement

AUTOTUNE <options>;

The AUTOTUNE statement searches for the best combination of values of the NFACTORS=, LEARNSTEP=, and MAXITER= options in the PROC FACTMAC statement. You cannot specify both the OUTPUT and AUTOTUNE statements in the same run of PROC FACTMAC.

Table 2 summarizes the options that you can specify in the AUTOTUNE statement. For more information about all options except the TUNINGPARAMETERS= option, see the option’s description in the section AUTOTUNE Statement in Chapter 2, Shared Concepts. The TUNINGPARAMETERS= option is described following Table 2.

Table 2: AUTOTUNE Statement Options

Option	Description
APPENDLOOKUP	Specifies that the table specified in the HISTORYTABLE= option contain the rows from the table specified in the LOOKUPTABLE= option
EVALHISTORY=	Specifies how to report the evaluation history of the tuner
FRACTION=	Specifies the fraction of observations to use for validation
HISTORYTABLE=	Specifies the CAS table that contains the evaluation history
KFOLD=	Specifies the number of folds for k-fold cross validation
LIVEUPDATE	Specifies that the table specified in the HISTORYTABLE= option be updated at every evaluation
LOOKUPTABLE=	Specifies the CAS table to use for evaluation lookup
MAXBAYES=	Specifies the maximum number of points in the kriging model
MAXEVALS=	Specifies the maximum number of evaluations
MAXITER=	Specifies the maximum number of iterations when SEARCHMETHOD=GA or SEARCHMETHOD=BAYESIAN
MAXTIME=	Specifies the maximum time for all iterations
MAXTRAINTIME=	Specifies the maximum time for a model training
NCONVITER=	Specifies the number of convergence iterations
NOGRIDSHUFFLE	Requests that the grid points not be shuffled
NOLOCALSEARCH	Disables local search optimization
NPARALLEL=	Specifies the number of parallel sessions
NSUBSESSIONWORKERS=	Specifies the number of workers in parallel sessions
OBJECTIVE=	Specifies the objective function
POPSIZE=	Specifies the population size when SEARCHMETHOD=GA or SEARCHMETHOD=BAYESIAN
SAMPLESIZE=	Specifies the sample size when SEARCHMETHOD=LHS or SEARCHMETHOD=RANDOM
SEARCHMETHOD=	Specifies the search method that the optimizer uses
SECONDOBJECTIVE=	Specifies the second objective to use for tuning
SELECTINITPOINT	Specifies that the tuner select the best evaluation from the lookup table
TARGETEVENT=	Specifies the target event for ROC-based calculations
TRAINFRACTION=	Specifies the fraction of observations to use for training
TUNINGPARAMETERS=	Specifies the custom tuning parameters
USEPARAMETERS=	Specifies how to handle the TUNINGPARAMETERS= option

TUNINGPARAMETERS=(suboption |…|<suboption>) TUNEPARMS=(suboption |…|<suboption>)

specifies which parameters to tune and which ranges to tune over. If USEPARAMETERS=STANDARD, this option is ignored.

You can specify one or more of the following suboptions:

NFACTORS (LB=number UB=number VALUES=value-list INIT=number EXCLUDE)

specifies information about the number of factors to use for tuning the factorization machine model. For more information, see the NFACTORS= option in the PROC FACTMAC statement.

You can specify the following additional suboptions:

LB=number

specifies the minimum number of factors to consider during tuning. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, LB=5.

UB=number

specifies the maximum number of factors to consider during tuning. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, UB=30.

VALUES=value-list

specifies a list of values to consider for the number of factors during tuning, where value-list is a space-separated list of integer numbers greater than or equal to 1. If you specify this suboption, you cannot specify either the LB= or UB= suboption.

INIT=number

specifies the initial number of factors for the tuner to use.

By default, INIT=5.

EXCLUDE

excludes the number of factors from the tuning process. If you specify this suboption, any specified LB=, UB=, VALUES=, and INIT= suboptions are ignored.

LEARNSTEP (LB=number UB=number VALUES=value-list INIT=number EXCLUDE)

specifies information about the learning step to use for tuning the factorization machine model. For more information, see the LEARNSTEP= option in the PROC FACTMAC statement.

You can specify the following additional suboptions:

LB=number

specifies the minimum learning step to consider during tuning. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, LB=0.001.

UB=number

specifies the maximum learning step to consider during tuning. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, UB=1.

VALUES=value-list

specifies a list of learning steps to consider during tuning, where value-list is a space-separated list of numbers greater than 0. If you specify this suboption, you cannot specify either the LB= or UB= suboption.

INIT=number

specifies the initial learning step for the tuner to use.

By default, INIT=0.001.

EXCLUDE

excludes the learning step from the tuning process. If you specify this suboption, any specified LB=, UB=, VALUES=, and INIT= suboptions are ignored.

MAXITER (LB=number UB=number VALUES=value-list INIT=number EXCLUDE)

specifies information about the maximum number of iterations to use for tuning the factorization machine model. For more information, see the MAXITER= option in the PROC FACTMAC statement.

You can specify the following additional suboptions:

LB=number

specifies the minimum number of iterations to consider during tuning. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, LB=10.

UB=number

specifies the maximum number of iterations to consider during tuning. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, UB=200.

VALUES=value-list

specifies a list of numbers of trees to consider during tuning, where value-list is a space-separated list of positive integers. If you specify this suboption, you cannot specify either the LB= or UB= suboption.

INIT=number

specifies the initial number of iterations for the tuner to use.

By default, INIT=30.

EXCLUDE

excludes the number of iterations from the tuning process. If you specify this suboption, any specified LB=, UB=, VALUES=, and INIT= suboptions are ignored.

Last updated: November 11, 2020