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Now we want to set up a random forest model. To find the optimal hyperparamete...

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Now we want to set up a random forest model. To find the optimal hyperparameters, do a grid search.

You get full points if you find a parameter combination that will get you more than 0.85 test AUC, half points if you get more than 0.825 test AUC.

Report the best set of hyperparameters that you found here. Also, include two screenshots/images:

  • the grid search result
  • the ROC curve of the model with your optimal hyperparameters

You can start with the default grid search settings but feel free to change/extend them. Just consider that if you add a lot of options for the various hyperparameters, the computational effort can grow quite significantly.

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