Classification results depend on random_state?

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天命终不由人
天命终不由人 2020-12-11 11:51

I want to implement a AdaBoost model using scikit-learn (sklearn). My question is similar to another question but it is not totally the same. As far as I understand, the ran

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  • 2020-12-11 12:08

    Your classification scores will depend on random_state. As @Ujjwal rightly said, it is used for splitting the data into training and test test. Not just that, a lot of algorithms in scikit-learn use the random_state to select the subset of features, subsets of samples, and determine the initial weights etc.

    For eg.

    • Tree based estimators will use the random_state for random selections of features and samples (like DecisionTreeClassifier, RandomForestClassifier).

    • In clustering estimators like Kmeans, random_state is used to initialize centers of clusters.

    • SVMs use it for initial probability estimation

    • Some feature selection algorithms also use it for initial selection
    • And many more...

    Its mentioned in the documentation that:

    If your code relies on a random number generator, it should never use functions like numpy.random.random or numpy.random.normal. This approach can lead to repeatability issues in tests. Instead, a numpy.random.RandomState object should be used, which is built from a random_state argument passed to the class or function.

    Do read the following questions and answers for better understanding:

    • Choosing random_state for sklearn algorithms
    • confused about random_state in decision tree of scikit learn
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  • 2020-12-11 12:08

    It does matter. When your training set differs then your trained state also changes. For a different subset of data you can end up with a classifier which is little different from the one trained with some other subset.

    Hence, you should use a constant seed like 0 or another integer, so that your results are reproducible.

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