GPCLASS Procedure

AUTOTUNE Statement

AUTOTUNE <options>;

The AUTOTUNE statement searches for the best combination of some option values in the PROC GPCLASS, KERNEL, and INFERENCE statement.

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
CONSTRAINTS=	Specifies the constraints on the output metrics
EVALHISTORY=	Specifies how to report the evaluation history of the tuner
FOLDCOLUMN=	Specifies the column in the data table in which the cross validation fold value is indicated
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:

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

specifies the constant to be used in the linear kernel.

You can specify the following additional suboptions:

LB=number

specifies the minimum kernel constant to use in the tuning process, where number is a nonnegative double. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, LB=0.

UB=number

specifies the maximum kernel constant to use in the tuning process, where number is a nonnegative double. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, UB=100.

VALUES=value-list

specifies a list of kernel constants to use in the tuning process, where value-list is a space-separated list of nonnegative doubles. If you specify this suboption, you cannot specify either the LB= or UB= suboption.

INIT=number

specifies the initial kernel constant in the tuning process.

By default, INIT=0.

EXCLUDE

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

KERNEL (VALUES=value-list INIT=value EXCLUDE)

specifies the kernel type to be used in the Gaussian process. For more information about the available kernel types, see the section KERNEL Statement. You can specify the following additional suboptions:

VALUES=value-list

specifies a list of kernel types to use in the tuning process, where value-list is a space-separated list of GAUSSIAN and LINEAR.

INIT=GAUSSIAN | LINEAR

specifies the initial kernel type in the tuning process.

By default, INIT=GAUSSIAN.

EXCLUDE

excludes the kernel type from the tuning process. If you specify this suboption, the VALUES= and INIT= suboptions are ignored.

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

specifies the maximum number of the iterations for the Laplacian approximation. You can specify the following additional suboptions:

LB=number

specifies the minimum number of the iterations to use in the tuning process, where number is a nonnegative integer. If you specify this suboption, you cannot also specify the VALUES= suboption.

By default, LB=10.

UB=number

specifies the maximum number of the iterations to use in the tuning process, where number is a nonnegative integer. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, UB=200.

VALUES=value-list

specifies a list of numbers of the iterations to use in the tuning process, where value-list is a space-separated list of nonnegative integers. If you specify this suboption, you cannot specify either the LB= or UB= suboption.

INIT=number

specifies the initial number of the iterations in the tuning process.

By default, INIT=100.

EXCLUDE

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

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

specifies the bandwidth to be used in the Gaussian kernel. You can specify the following additional suboptions:

LB=number

specifies the minimum bandwidth to use in the tuning process, where number is a nonnegative integer. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, LB=0.01.

UB=number

specifies the maximum bandwidth to use in the tuning process, where number is a nonnegative double. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, UB=100.

VALUES=value-list

specifies a list of bandwidths to use in the tuning process, where value-list is a space-separated list of nonnegative doubles. If you specify this suboption, you cannot specify either the LB= or UB= suboption.

INIT=number

specifies the initial bandwidth in the tuning process.

By default, INIT=1.

EXCLUDE

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

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

specifies the minimum change of the loss function between consecutive Newton iterations. You can specify the following additional suboptions:

LB=number

specifies the minimum threshold to use in the tuning process, where number is a nonnegative double. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, LB=1E–11.

UB=number

specifies the maximum threshold to use in the tuning process, where number is a nonnegative double. If you specify this suboption, you cannot specify the VALUES= suboption.

By default, UB=1.

VALUES=value-list

specifies a list of thresholds to use in the tuning process, where value-list is a space-separated list of nonnegative doubles. If you specify this suboption, you cannot specify either the LB= or UB= suboption.

INIT=number

specifies the initial threshold in the tuning process.

By default, INIT=1E–10.

EXCLUDE

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

Last updated: October 13, 2026