Bayesian optimization with fixed 'Method' for fitcensemble

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I want to optimize an ensemble classification model with Bayesian optimization.
cvpt = cvpartition(Y_train , "KFold" , 5)
opt = struct("CVPartition" , cvpt , "MaxObjectiveEvaluations" , 20)
Mdl = fitcensemble(X_train , Y_train , "OptimizeHyperparameters", "auto" , "HyperparameterOptimizationOptions" , opt)
However, I want to use 'AdaBoostM2' as 'Method' and optimize all the other hyperparameters. How do I specify this?

Answers (1)

Alan Weiss
Alan Weiss on 19 Jan 2022
Edited: Alan Weiss on 19 Jan 2022
Mdl = fitcensemble(X_train , Y_train ,...
"OptimizeHyperparameters", {'NumLearningCycles','LearnRate'} ,...
"HyperparameterOptimizationOptions" , opt,...
"Method","AdaBoostM2")
Alan Weiss
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