What is an appropriate value of the parameter "Size" in nnet function in R?

I read somewhere that is should be which.is.max of the nnet model. Is there a rule of thumb to define the value for Size ?

Solution

Unfortunately, a single appropriate size hyperparameter does not exist. This value (as well as weight decay) depends on the data and the application at hand. Cross-validation procedures may provide you with decent values for a specific dataset. You should try Random search or Grid Search, which are two basic (yet effective) approaches to this problem. I also recommend you to check this thread about how to choose the number of hidden layers and nodes in a feedforward neural network.

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