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GridSearchCV does not improve my test accuracy

I am making multiple classifier models and the test accuracy for all of them is 0.508.
I find it weird that multiple models have the same accuracy. The models I used are Logistic Regressor,DesicionTreeClassifier, MLPClassifier, RandomForestClassifier, BaggingClassifier, AdaBoostClassifier, XGBClassifier, SVC, and VotingClassifier.
After using GridSearchCV to improve the models, all of their test accuracy scores improved. But the test accuracy scores did not change.
I wish I could say I changed something, but I don't know why the test scores did not change. After using gridsearch, I expected the test scores to improve but it didn't

I would like to confirm, you mean your training scores improve but you testing scores did not change? If yes, there are a lot of possibility behind this.
You might want to reconfigure and add your hyper parameter range for example if using KNN you can increase the number of k or by adding more distance metric calculation
If you want to you can change the hyper parameter optimization technique like randomized search or bayesian search
I don't have any information about your data but sometimes turn on or turn off the shuffle mode when splitting can affect the scores for instance if you have time series data you have not to shuffle the dataset

There can be several reasons why the test accuracy didn't change after using GridSearchCV:
The best parameters found by GridSearchCV might not be optimal for the test data.
The test data may have a different distribution than the training data, leading to low test accuracy.
The models might be overfitting to the training data and not generalizing well to the test data.
The test data size might be small, leading to high variance in test accuracy scores.
The problem itself might be challenging, and a test accuracy of 0.508 might be the best that can be achieved with the current models and data.
It would be useful to have more information about the data, the problem, and the experimental setup to diagnose the issue further.

Looking at your accuracy, first of all I would say: are you performing a binary classification task? Because if it is the case, your models are almost not better than random on the test set, which may suggest that something is wrong with your training.
Otherwise, GridSearchCV, like RandomSearchCV and other hyperparameters optimization techniques try to find optimal parameters among a range that you define. If, after optimization, your optimal parameter has the value of one bound of your range, it may suggest that you need to explore beyond this bound, that is to say set another range on purpose and run the optimization again.
By the way, I don't know the size of your dataset but if it is big I would recommend you to use RandomSearchCV instead of GridSearchCV. As it is not exhaustive, it takes less time and gives results that are (nearly) optimized.

Types of Training vs Test Error for Random Forest Classification Algorithm (Assessing Variance)

I have 2 questions that I would like to ascertain if possible (questions are bolded):
I've recently understood (I hope) the random forest classification algorithm, and have tried to apply it using sklearn on Python on a rather large dataset of pixels derived from satellite images (with the features being the different bands, and the labels being specific features that I outlined by myself, i.e., vegetation, cloud, etc). I then wanted to understand if the model was experiencing a variance problem, and so the first thought that came to my mind was to compare between the training and testing data.
Now this is where the confusion kicks in for me - I understand that there have been many different posts about:
How CV error should/should not be used compared to the out of bag (OOB) error
How by design, the training error of a random forest classifier is almost always ~0 (i.e., fitting my model on the training data and using it to predict on the same set of training data) - seems to be the case regardless of the tree depth
Regarding point 2, it seems that I can never compare my training and test error as the former will always be low, and so I decided to use the OOB error as my 'representative' training error for the entire model. I then realized that the OOB error might be a pseudo test error as it essentially tests trees on points that they did not specifically learn (in the case of bootstrapped trees), and so I defaulted to CV error being my new 'representative' training error for the entire model.
Looking back at the usage of CV error, I initially used it for hyperparameter tuning (e.g., max tree depth, number of trees, criterion type, etc), and so I was again doubting myself if I should use it as my official training error to be compared against my test error.
What makes this worse is its hard for me to validate what I think is true based on posts across the web because each answers only a small part and might contradict each other, and so would anyone kindly help me with my predicament on what to use as my official training error that will be compared to my test error?
My second question revolves around how the OOB error might be a pseudo test error based on datapoints not selected during bootstrapping. If that were true, would it be fair to say this does not hold if bootstrapping is disabled (the algorithm is technically still a random forest as features are still randomly subsampled for each tree, its just that the correlation between trees are probably higher)?
Thank you!!!!

Generally, you want to distinctly break a dataset into training, validation, and test. Training is data fed into the model, validation is to monitor progress of the model as it learns, and test data is to see how well your model is generalizing to unseen data. As you've discovered, depending on the application and the algorithm, you can mix-up training and validation data or even forgo validation data entirely. For random forest, if you want to forgo having a distinct validation set and just use OOB to monitor progress that is fine. If you have enough data, I think it still makes sense to have a distinct validation set. No matter what, you should still reserve some data for testing. Depending on your data, you may even need to be careful about how you split up the data (e.g. if there's unevenness in the labels).
As to your second point about comparing training and test sets, I think you may be confused. The test set is really all you care about. You can compare the two to see if you're overfitting, so that you can change hyperparameters to generalize more, but otherwise the whole point is that the test set is to the sole truthful evaluation. If you have a really small dataset, you may need to bootstrap a number of models with a CV scheme like stratified CV to generate a more accurate test evaluation.

What should be the ideal validation accuracy of a LSTM based text generator?

I modelled a LSTM based text generator using a data set I have. The purpose of the model is to predict the end of sentences. My training is showing a validation accuracy of around 81%. When reading through a couple of articles, I found that unlike a classification problem I should be worried more about loss rather than accuracy. Is this the case, and if so what would be an ideal loss value? Right now my loss is around 1.5+.

There is no minimum limit for accuracy in any of the machine learning or Deep Learning problem.It's as many say garbage IN, garbage OUT
Quality of data and with a decent model will give you good accuracy.
Generally, these accuracy benchmark is set for the standard dataset available on an open internet like SQUAD, RACE, SWAG, GLUE and many more.
Usually, the state of the art models will check their performance on these datasets and set a accuarcy benchmark specific to these dataset.
Coming to your problem, you can tell the model is performing goog based on accuracy, and the evaluation metric you are using, generally in NLP to calculate loss is bit tricky. Considering your case where you are trying to predict the end of a sentence where there is no fixed dimension the reason being that the same information can be expressed in multiple ways with varying number of words.
By looking at the validation and test accuracy of your model it looks decent, but before pushing the accuracy you should worry about the overfitting problem also, the model should not be biased on your data.
You can try with different metrics to evaluate the model and you can compare the results on your own.
I hope this answers your question, Happy Learning!

ML with imbalanced binary dataset

I have a problem I am trying to solve:
- imbalanced dataset with 2 classes
- one class dwarfs the other one (923 vs 38)
- f1_macro score when the dataset is used as-is to train RandomForestClassifier stays for TRAIN and TEST in 0.6 - 0.65 range
While doing research on the topic yesterday, I educated myself in resampling and especially SMOTE algorithm. It seems to have worked wonders for my TRAIN score, as after balancing the dataset with them, my score went from ~0.6 up to ~0.97. The way that I have applied it was as follows:
I have splited away my TEST set away from the rest of data in the beginning (10% of the whole data)
I have applied SMOTE on TRAIN set only (class balance 618 vs 618)
I have trained a RandomForestClassifier on TRAIN set, and achieved f1_macro = 0.97
when testing with TEST set, f1_macro score remained in ~0.6 - 0.65 range
What I would assume happened, is that the holdout data in TEST set held observations, which were vastly different from pre-SMOTE observations of the minority class in TRAIN set, which ended up teaching the model to recognize cases in TRAIN set really well, but threw the model off-balance with these few outliers in the TEST set.
What are the common strategies to deal with this problem? Common sense would dictate that I should try and capture a very representative sample of minority class in the TRAIN set, but I do not think that sklearn has any automated tools which allow that to happen?

Your assumption is correct. Your machine learning model is basically overfitting on your training data which has the same pattern repeated for one class and thus, the model learns that pattern and misses the rest of the patterns, that is there in test data. This means that the model will not perform well in the wild world.
If SMOTE is not working, you can experiment by testing different machine learning models. Random forest generally performs well on this type of datasets, so try to tune your rf model by pruning it or tuning the hyperparameters. Another way is to assign the class weights when training the model. You can also try penalized models which imposes an additional cost on the model when the misclassify the minority class.
You can also try undersampling since you have already tested oversampling. But most probably your undersampling will also suffer from the same problem. Please try simple oversampling as well instead of SMOTE to see how your results change.
Another more advanced method that you should experiment is batching. Take all of your minority class and an equal number of entries from the majority class and train a model. Keep doing this for all the batches of your majority class and in the end you will have multiple machine learning models, which you can then use together to vote.

What are good metrics to evaluate the performance of a multi-class classifier?

I'm trying to run a classifier in a set of about 1000 objects, each with 6 floating point variables. I've used scikit-learn's cross validation features to generate an array of the predicted values for several different models. I've then used sklearn.metrics to compute the accuracy of my classifiers, and the confusion table. Most classifiers have around 20-30% accuracy. Below is the confusion table for the SVC classifier (25.4% accuracy).
Since I'm new to machine learning, I'm not sure how to interpret that result, and whether there are other good metrics to evaluate the problem. Intuitively speaking, even with 25% accuracy, and given that the classifier got 25% of the predictions right, I believe it is at least somewhat effective, right? How can I express that with statistical arguments?

If this table is a confusion table, I think that your classifier predicts in majority of the time the class E. I think that your class E is overrepresented in your dataset, accuracy is not a good metric if your classes have not the same number of instances,
Example, If you have 3 classes, A,B,C and in the test dataset the class A is over represented (90%) if your classifier predicts all time class A, you will have 90% of accuracy,
A good metric is to use log loss, logistic regression is a good algorithm that optimize this metric
see https://stats.stackexchange.com/questions/113301/multi-class-logarithmic-loss-function-per-class
An other solution, is to do oversampling of your small classes

First of all, I find it very difficult to look at confusion tables. Plotting it as an image would give a lot better intuitive understanding about what is going on.
It is advisory to have single number metric to optimize since it is easier and faster. When you find that your system doesn't perform as you expect it to, revise your selection of metric.
Accuracy is usually a good metric to use if you have same amount of examples in every class. Otherwise (which seems to be the case here) I'd advise to use F1 score which takes into account both precision and recall of your estimator.
EDIT: However it is up to you to decide if the ~25% accuracy, or whatever metric is "good enough". If you are classifying if robot should shoot a person you should probably revise your algorithm but if you are deciding if it is a pseudo-random or random data, 25% percent accuracy could be more than enough to prove the point.