Let's say I have the following pipeline : GridSearchCV(MultiOutputRegressor(Regressor)).
I am training a model on multiple Target using the MultiOutputRegressor.
How does GridSearchCV operate when it comes to optimizing hyperparameter ?
Does it find optimal hyperparameter for each target individually or in average the best ?
Related
I'm using scikit-learn's GridSearchCV to implement hyperparameter tuning for a classifier model. As I've understood from the documentation of GridSearchCV, you can query for attributes such as best estimator, best score, et cetera, but I would be interested in getting the predicted y-class labels which were used to calculate the best score attribute in GridSearchCV.
Is there a way to access these predictions?
I have encountered the problem, as I can't use the Isolation Forest algorithm in the Sklearn pipeline. I am trying to predict the credit card default using the Kaggle Credit Card Fraud Detection dataset. I am trying to fix everything after data partitioning in order to avoid data leakage. (By using pipelines for every cross-validation as I get an almost 100% F1-score using Logistic Regression in K-fold cross-validation without using pipelines) Most of the machine learning algorithms can be used (Logistic Regression, Random Forest Classifier, etc) but not for some anomaly detection algorithms such as IsolationForest. I wondered how can I fit these anomaly detection algorithms inside the Pipelines. Thanks.
Some details for X and Y (Y- 0 as a normal transaction, 1 as fraudulent transaction)
pipe =Pipeline([
('sc', StandardScaler()),
('smote', SMOTE()),
('IF', IsolationForest())
])
print(cross_val_score(pipe, X,Y, scoring='f1_weighted' ,cv=5))
# Result: [3.01179163e-06 3.53204982e-06 6.55363495e-06 3.51940600e-06 4.52981524e-06]
Without further information, I would guess that your Pipeline import is from sklearn.pipelines. Just replace it with:
from imblearn.pipeline import Pipeline
For further information this helped me.
I'm using gridsearchcv to train a logistic regression classifier. What I want to know is whether the refit command re-selects features based on chosen hyper-parameter C, OR simply uses features selected in the cross-validation procedures and only re-fits the value of coefficients without re-selection of features?
As per the documentation of GridSearchCV :
1. Refit an estimator using the best found parameters on the whole dataset.
2. The refitted estimator is made available at the best_estimator_ attribute and permits using predict directly on this GridSearchCV instance.
From here Confused with repect to working of GridSearchCV you can get below significance of refit parameter.
refit : boolean
Refit the best estimator with the entire dataset.
If “False”, it is impossible to make predictions using
this GridSearchCV instance after fitting.
I'm trying a range of Online classifiers in the ski-kitlearn library to train a model from huge data. I found there are many classifiers supporting the partial_fit allowing for incremental learning. I want to use the Ridge Regression classifier in this setting, but could not find it in the implementation. Is there an alternative model that can do this in sklearn?
sklearn.linear_model.SGDClassifier, its loss function contain ‘hinge’, ‘log’, ‘modified_huber’, ‘squared_hinge’, ‘perceptron’
sklearn.linear_model.SGDRegressor, its default loss function is squared_loss, The possible values are ‘squared_loss’, ‘huber’, ‘epsilon_insensitive’, or ‘squared_epsilon_insensitive’
I am wondering if it is possible to use pipeline in Scikit-Learn in the following way:
I want to train a model on dataset A and then make predictions with the same model but on dataset B. Then, like this, I can use GridSearch to search for the best parameters on pipeline using prediction of dataset B as a measure.
I know how to write a normal pipeline and use it with GridSearch, but I can't see how I can work with two datasets.