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(This article was first published on <strong><a href="http://blog.revolutionanalytics.com/2017/03/benchmarking-rxneuralnet.html"> Revolutions</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
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<p>The <a target="_blank" rel="nofollow" href="http://blog.revolutionanalytics.com/2017/01/microsoftml-taxi-trips.html">MicrosoftML package</a> introduced with Microsoft R Server 9.0 added several new functions for high-performance machine learning, including rxNeuralNet. Tomaz Kastrun recently applied rxNeuralNet to the <a target="_blank" rel="nofollow" href="http://yann.lecun.com/exdb/mnist/">MNIST database of handwritten digits</a> to <a target="_blank" rel="nofollow" href="https://tomaztsql.wordpress.com/2017/02/20/rxneuralnet-vs-xgboost-vs-h2o/">compare its performance</a> with two other machine learning packages, h2o and xgboost. The results are summarized in the chart below:</p>
<p><a target="_blank" rel="nofollow" href="http://revolution-computing.typepad.com/.a/6a010534b1db25970b01bb098320ef970d-pi"><img title="RxNeuralNet" alt="RxNeuralNet" src="http://revolution-computing.typepad.com/.a/6a010534b1db25970b01bb098320ef970d-800wi" border="0"></a></p>
<p>In addition to having the best performance (for both the CPU-enabled and GPU-enabled modes), rxNeuralNetwork did not have to sacrifice accuracy. In fact, rxNeuralNetwork had the best accuracy of the three algorithms: 97.8%, compared to 95.3% for h2o and 94.9% for xgBoost. The same training and validation set were used for each case, and the <a target="_blank" rel="nofollow" href="https://github.com/tomaztk/SLODUG2017">R code is available here</a>. (If you're looking for other uses of MicrosoftML, <a target="_blank" rel="nofollow" href="https://github.com/tomaztk/SLODUG2017/blob/master/Demo_MicrosoftML_0.R">this script</a> also applies algorithms like rxFastForest and rxFastLinear to various other datasets.)</p>
<p>TomaztSQL: <a target="_blank" rel="nofollow" href="https://tomaztsql.wordpress.com/2017/02/20/rxneuralnet-vs-xgboost-vs-h2o/">rxNeuralNet vs. xgBoost vs. H2O</a></p>
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