peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/model_selection
/_search.py
""" | |
The :mod:`sklearn.model_selection._search` includes utilities to fine-tune the | |
parameters of an estimator. | |
""" | |
# Author: Alexandre Gramfort <[email protected]>, | |
# Gael Varoquaux <[email protected]> | |
# Andreas Mueller <[email protected]> | |
# Olivier Grisel <[email protected]> | |
# Raghav RV <[email protected]> | |
# License: BSD 3 clause | |
import numbers | |
import operator | |
import time | |
import warnings | |
from abc import ABCMeta, abstractmethod | |
from collections import defaultdict | |
from collections.abc import Iterable, Mapping, Sequence | |
from functools import partial, reduce | |
from itertools import product | |
import numpy as np | |
from numpy.ma import MaskedArray | |
from scipy.stats import rankdata | |
from ..base import BaseEstimator, MetaEstimatorMixin, _fit_context, clone, is_classifier | |
from ..exceptions import NotFittedError | |
from ..metrics import check_scoring | |
from ..metrics._scorer import ( | |
_check_multimetric_scoring, | |
_MultimetricScorer, | |
get_scorer_names, | |
) | |
from ..utils import Bunch, check_random_state | |
from ..utils._param_validation import HasMethods, Interval, StrOptions | |
from ..utils._tags import _safe_tags | |
from ..utils.metadata_routing import ( | |
MetadataRouter, | |
MethodMapping, | |
_raise_for_params, | |
_routing_enabled, | |
process_routing, | |
) | |
from ..utils.metaestimators import available_if | |
from ..utils.parallel import Parallel, delayed | |
from ..utils.random import sample_without_replacement | |
from ..utils.validation import _check_method_params, check_is_fitted, indexable | |
from ._split import check_cv | |
from ._validation import ( | |
_aggregate_score_dicts, | |
_fit_and_score, | |
_insert_error_scores, | |
_normalize_score_results, | |
_warn_or_raise_about_fit_failures, | |
) | |
__all__ = ["GridSearchCV", "ParameterGrid", "ParameterSampler", "RandomizedSearchCV"] | |
class ParameterGrid: | |
"""Grid of parameters with a discrete number of values for each. | |
Can be used to iterate over parameter value combinations with the | |
Python built-in function iter. | |
The order of the generated parameter combinations is deterministic. | |
Read more in the :ref:`User Guide <grid_search>`. | |
Parameters | |
---------- | |
param_grid : dict of str to sequence, or sequence of such | |
The parameter grid to explore, as a dictionary mapping estimator | |
parameters to sequences of allowed values. | |
An empty dict signifies default parameters. | |
A sequence of dicts signifies a sequence of grids to search, and is | |
useful to avoid exploring parameter combinations that make no sense | |
or have no effect. See the examples below. | |
Examples | |
-------- | |
>>> from sklearn.model_selection import ParameterGrid | |
>>> param_grid = {'a': [1, 2], 'b': [True, False]} | |
>>> list(ParameterGrid(param_grid)) == ( | |
... [{'a': 1, 'b': True}, {'a': 1, 'b': False}, | |
... {'a': 2, 'b': True}, {'a': 2, 'b': False}]) | |
True | |
>>> grid = [{'kernel': ['linear']}, {'kernel': ['rbf'], 'gamma': [1, 10]}] | |
>>> list(ParameterGrid(grid)) == [{'kernel': 'linear'}, | |
... {'kernel': 'rbf', 'gamma': 1}, | |
... {'kernel': 'rbf', 'gamma': 10}] | |
True | |
>>> ParameterGrid(grid)[1] == {'kernel': 'rbf', 'gamma': 1} | |
True | |
See Also | |
-------- | |
GridSearchCV : Uses :class:`ParameterGrid` to perform a full parallelized | |
parameter search. | |
""" | |
def __init__(self, param_grid): | |
if not isinstance(param_grid, (Mapping, Iterable)): | |
raise TypeError( | |
f"Parameter grid should be a dict or a list, got: {param_grid!r} of" | |
f" type {type(param_grid).__name__}" | |
) | |
if isinstance(param_grid, Mapping): | |
# wrap dictionary in a singleton list to support either dict | |
# or list of dicts | |
param_grid = [param_grid] | |
# check if all entries are dictionaries of lists | |
for grid in param_grid: | |
if not isinstance(grid, dict): | |
raise TypeError(f"Parameter grid is not a dict ({grid!r})") | |
for key, value in grid.items(): | |
if isinstance(value, np.ndarray) and value.ndim > 1: | |
raise ValueError( | |
f"Parameter array for {key!r} should be one-dimensional, got:" | |
f" {value!r} with shape {value.shape}" | |
) | |
if isinstance(value, str) or not isinstance( | |
value, (np.ndarray, Sequence) | |
): | |
raise TypeError( | |
f"Parameter grid for parameter {key!r} needs to be a list or a" | |
f" numpy array, but got {value!r} (of type " | |
f"{type(value).__name__}) instead. Single values " | |
"need to be wrapped in a list with one element." | |
) | |
if len(value) == 0: | |
raise ValueError( | |
f"Parameter grid for parameter {key!r} need " | |
f"to be a non-empty sequence, got: {value!r}" | |
) | |
self.param_grid = param_grid | |
def __iter__(self): | |
"""Iterate over the points in the grid. | |
Returns | |
------- | |
params : iterator over dict of str to any | |
Yields dictionaries mapping each estimator parameter to one of its | |
allowed values. | |
""" | |
for p in self.param_grid: | |
# Always sort the keys of a dictionary, for reproducibility | |
items = sorted(p.items()) | |
if not items: | |
yield {} | |
else: | |
keys, values = zip(*items) | |
for v in product(*values): | |
params = dict(zip(keys, v)) | |
yield params | |
def __len__(self): | |
"""Number of points on the grid.""" | |
# Product function that can handle iterables (np.prod can't). | |
product = partial(reduce, operator.mul) | |
return sum( | |
product(len(v) for v in p.values()) if p else 1 for p in self.param_grid | |
) | |
def __getitem__(self, ind): | |
"""Get the parameters that would be ``ind``th in iteration | |
Parameters | |
---------- | |
ind : int | |
The iteration index | |
Returns | |
------- | |
params : dict of str to any | |
Equal to list(self)[ind] | |
""" | |
# This is used to make discrete sampling without replacement memory | |
# efficient. | |
for sub_grid in self.param_grid: | |
# XXX: could memoize information used here | |
if not sub_grid: | |
if ind == 0: | |
return {} | |
else: | |
ind -= 1 | |
continue | |
# Reverse so most frequent cycling parameter comes first | |
keys, values_lists = zip(*sorted(sub_grid.items())[::-1]) | |
sizes = [len(v_list) for v_list in values_lists] | |
total = np.prod(sizes) | |
if ind >= total: | |
# Try the next grid | |
ind -= total | |
else: | |
out = {} | |
for key, v_list, n in zip(keys, values_lists, sizes): | |
ind, offset = divmod(ind, n) | |
out[key] = v_list[offset] | |
return out | |
raise IndexError("ParameterGrid index out of range") | |
class ParameterSampler: | |
"""Generator on parameters sampled from given distributions. | |
Non-deterministic iterable over random candidate combinations for hyper- | |
parameter search. If all parameters are presented as a list, | |
sampling without replacement is performed. If at least one parameter | |
is given as a distribution, sampling with replacement is used. | |
It is highly recommended to use continuous distributions for continuous | |
parameters. | |
Read more in the :ref:`User Guide <grid_search>`. | |
Parameters | |
---------- | |
param_distributions : dict | |
Dictionary with parameters names (`str`) as keys and distributions | |
or lists of parameters to try. Distributions must provide a ``rvs`` | |
method for sampling (such as those from scipy.stats.distributions). | |
If a list is given, it is sampled uniformly. | |
If a list of dicts is given, first a dict is sampled uniformly, and | |
then a parameter is sampled using that dict as above. | |
n_iter : int | |
Number of parameter settings that are produced. | |
random_state : int, RandomState instance or None, default=None | |
Pseudo random number generator state used for random uniform sampling | |
from lists of possible values instead of scipy.stats distributions. | |
Pass an int for reproducible output across multiple | |
function calls. | |
See :term:`Glossary <random_state>`. | |
Returns | |
------- | |
params : dict of str to any | |
**Yields** dictionaries mapping each estimator parameter to | |
as sampled value. | |
Examples | |
-------- | |
>>> from sklearn.model_selection import ParameterSampler | |
>>> from scipy.stats.distributions import expon | |
>>> import numpy as np | |
>>> rng = np.random.RandomState(0) | |
>>> param_grid = {'a':[1, 2], 'b': expon()} | |
>>> param_list = list(ParameterSampler(param_grid, n_iter=4, | |
... random_state=rng)) | |
>>> rounded_list = [dict((k, round(v, 6)) for (k, v) in d.items()) | |
... for d in param_list] | |
>>> rounded_list == [{'b': 0.89856, 'a': 1}, | |
... {'b': 0.923223, 'a': 1}, | |
... {'b': 1.878964, 'a': 2}, | |
... {'b': 1.038159, 'a': 2}] | |
True | |
""" | |
def __init__(self, param_distributions, n_iter, *, random_state=None): | |
if not isinstance(param_distributions, (Mapping, Iterable)): | |
raise TypeError( | |
"Parameter distribution is not a dict or a list," | |
f" got: {param_distributions!r} of type " | |
f"{type(param_distributions).__name__}" | |
) | |
if isinstance(param_distributions, Mapping): | |
# wrap dictionary in a singleton list to support either dict | |
# or list of dicts | |
param_distributions = [param_distributions] | |
for dist in param_distributions: | |
if not isinstance(dist, dict): | |
raise TypeError( | |
"Parameter distribution is not a dict ({!r})".format(dist) | |
) | |
for key in dist: | |
if not isinstance(dist[key], Iterable) and not hasattr( | |
dist[key], "rvs" | |
): | |
raise TypeError( | |
f"Parameter grid for parameter {key!r} is not iterable " | |
f"or a distribution (value={dist[key]})" | |
) | |
self.n_iter = n_iter | |
self.random_state = random_state | |
self.param_distributions = param_distributions | |
def _is_all_lists(self): | |
return all( | |
all(not hasattr(v, "rvs") for v in dist.values()) | |
for dist in self.param_distributions | |
) | |
def __iter__(self): | |
rng = check_random_state(self.random_state) | |
# if all distributions are given as lists, we want to sample without | |
# replacement | |
if self._is_all_lists(): | |
# look up sampled parameter settings in parameter grid | |
param_grid = ParameterGrid(self.param_distributions) | |
grid_size = len(param_grid) | |
n_iter = self.n_iter | |
if grid_size < n_iter: | |
warnings.warn( | |
"The total space of parameters %d is smaller " | |
"than n_iter=%d. Running %d iterations. For exhaustive " | |
"searches, use GridSearchCV." % (grid_size, self.n_iter, grid_size), | |
UserWarning, | |
) | |
n_iter = grid_size | |
for i in sample_without_replacement(grid_size, n_iter, random_state=rng): | |
yield param_grid[i] | |
else: | |
for _ in range(self.n_iter): | |
dist = rng.choice(self.param_distributions) | |
# Always sort the keys of a dictionary, for reproducibility | |
items = sorted(dist.items()) | |
params = dict() | |
for k, v in items: | |
if hasattr(v, "rvs"): | |
params[k] = v.rvs(random_state=rng) | |
else: | |
params[k] = v[rng.randint(len(v))] | |
yield params | |
def __len__(self): | |
"""Number of points that will be sampled.""" | |
if self._is_all_lists(): | |
grid_size = len(ParameterGrid(self.param_distributions)) | |
return min(self.n_iter, grid_size) | |
else: | |
return self.n_iter | |
def _check_refit(search_cv, attr): | |
if not search_cv.refit: | |
raise AttributeError( | |
f"This {type(search_cv).__name__} instance was initialized with " | |
f"`refit=False`. {attr} is available only after refitting on the best " | |
"parameters. You can refit an estimator manually using the " | |
"`best_params_` attribute" | |
) | |
def _estimator_has(attr): | |
"""Check if we can delegate a method to the underlying estimator. | |
Calling a prediction method will only be available if `refit=True`. In | |
such case, we check first the fitted best estimator. If it is not | |
fitted, we check the unfitted estimator. | |
Checking the unfitted estimator allows to use `hasattr` on the `SearchCV` | |
instance even before calling `fit`. | |
""" | |
def check(self): | |
_check_refit(self, attr) | |
if hasattr(self, "best_estimator_"): | |
# raise an AttributeError if `attr` does not exist | |
getattr(self.best_estimator_, attr) | |
return True | |
# raise an AttributeError if `attr` does not exist | |
getattr(self.estimator, attr) | |
return True | |
return check | |
class BaseSearchCV(MetaEstimatorMixin, BaseEstimator, metaclass=ABCMeta): | |
"""Abstract base class for hyper parameter search with cross-validation.""" | |
_parameter_constraints: dict = { | |
"estimator": [HasMethods(["fit"])], | |
"scoring": [ | |
StrOptions(set(get_scorer_names())), | |
callable, | |
list, | |
tuple, | |
dict, | |
None, | |
], | |
"n_jobs": [numbers.Integral, None], | |
"refit": ["boolean", str, callable], | |
"cv": ["cv_object"], | |
"verbose": ["verbose"], | |
"pre_dispatch": [numbers.Integral, str], | |
"error_score": [StrOptions({"raise"}), numbers.Real], | |
"return_train_score": ["boolean"], | |
} | |
def __init__( | |
self, | |
estimator, | |
*, | |
scoring=None, | |
n_jobs=None, | |
refit=True, | |
cv=None, | |
verbose=0, | |
pre_dispatch="2*n_jobs", | |
error_score=np.nan, | |
return_train_score=True, | |
): | |
self.scoring = scoring | |
self.estimator = estimator | |
self.n_jobs = n_jobs | |
self.refit = refit | |
self.cv = cv | |
self.verbose = verbose | |
self.pre_dispatch = pre_dispatch | |
self.error_score = error_score | |
self.return_train_score = return_train_score | |
def _estimator_type(self): | |
return self.estimator._estimator_type | |
def _more_tags(self): | |
# allows cross-validation to see 'precomputed' metrics | |
return { | |
"pairwise": _safe_tags(self.estimator, "pairwise"), | |
"_xfail_checks": { | |
"check_supervised_y_2d": "DataConversionWarning not caught" | |
}, | |
} | |
def score(self, X, y=None, **params): | |
"""Return the score on the given data, if the estimator has been refit. | |
This uses the score defined by ``scoring`` where provided, and the | |
``best_estimator_.score`` method otherwise. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Input data, where `n_samples` is the number of samples and | |
`n_features` is the number of features. | |
y : array-like of shape (n_samples, n_output) \ | |
or (n_samples,), default=None | |
Target relative to X for classification or regression; | |
None for unsupervised learning. | |
**params : dict | |
Parameters to be passed to the underlying scorer(s). | |
..versionadded:: 1.4 | |
Only available if `enable_metadata_routing=True`. See | |
:ref:`Metadata Routing User Guide <metadata_routing>` for more | |
details. | |
Returns | |
------- | |
score : float | |
The score defined by ``scoring`` if provided, and the | |
``best_estimator_.score`` method otherwise. | |
""" | |
_check_refit(self, "score") | |
check_is_fitted(self) | |
_raise_for_params(params, self, "score") | |
if _routing_enabled(): | |
score_params = process_routing(self, "score", **params).scorer["score"] | |
else: | |
score_params = dict() | |
if self.scorer_ is None: | |
raise ValueError( | |
"No score function explicitly defined, " | |
"and the estimator doesn't provide one %s" | |
% self.best_estimator_ | |
) | |
if isinstance(self.scorer_, dict): | |
if self.multimetric_: | |
scorer = self.scorer_[self.refit] | |
else: | |
scorer = self.scorer_ | |
return scorer(self.best_estimator_, X, y, **score_params) | |
# callable | |
score = self.scorer_(self.best_estimator_, X, y, **score_params) | |
if self.multimetric_: | |
score = score[self.refit] | |
return score | |
def score_samples(self, X): | |
"""Call score_samples on the estimator with the best found parameters. | |
Only available if ``refit=True`` and the underlying estimator supports | |
``score_samples``. | |
.. versionadded:: 0.24 | |
Parameters | |
---------- | |
X : iterable | |
Data to predict on. Must fulfill input requirements | |
of the underlying estimator. | |
Returns | |
------- | |
y_score : ndarray of shape (n_samples,) | |
The ``best_estimator_.score_samples`` method. | |
""" | |
check_is_fitted(self) | |
return self.best_estimator_.score_samples(X) | |
def predict(self, X): | |
"""Call predict on the estimator with the best found parameters. | |
Only available if ``refit=True`` and the underlying estimator supports | |
``predict``. | |
Parameters | |
---------- | |
X : indexable, length n_samples | |
Must fulfill the input assumptions of the | |
underlying estimator. | |
Returns | |
------- | |
y_pred : ndarray of shape (n_samples,) | |
The predicted labels or values for `X` based on the estimator with | |
the best found parameters. | |
""" | |
check_is_fitted(self) | |
return self.best_estimator_.predict(X) | |
def predict_proba(self, X): | |
"""Call predict_proba on the estimator with the best found parameters. | |
Only available if ``refit=True`` and the underlying estimator supports | |
``predict_proba``. | |
Parameters | |
---------- | |
X : indexable, length n_samples | |
Must fulfill the input assumptions of the | |
underlying estimator. | |
Returns | |
------- | |
y_pred : ndarray of shape (n_samples,) or (n_samples, n_classes) | |
Predicted class probabilities for `X` based on the estimator with | |
the best found parameters. The order of the classes corresponds | |
to that in the fitted attribute :term:`classes_`. | |
""" | |
check_is_fitted(self) | |
return self.best_estimator_.predict_proba(X) | |
def predict_log_proba(self, X): | |
"""Call predict_log_proba on the estimator with the best found parameters. | |
Only available if ``refit=True`` and the underlying estimator supports | |
``predict_log_proba``. | |
Parameters | |
---------- | |
X : indexable, length n_samples | |
Must fulfill the input assumptions of the | |
underlying estimator. | |
Returns | |
------- | |
y_pred : ndarray of shape (n_samples,) or (n_samples, n_classes) | |
Predicted class log-probabilities for `X` based on the estimator | |
with the best found parameters. The order of the classes | |
corresponds to that in the fitted attribute :term:`classes_`. | |
""" | |
check_is_fitted(self) | |
return self.best_estimator_.predict_log_proba(X) | |
def decision_function(self, X): | |
"""Call decision_function on the estimator with the best found parameters. | |
Only available if ``refit=True`` and the underlying estimator supports | |
``decision_function``. | |
Parameters | |
---------- | |
X : indexable, length n_samples | |
Must fulfill the input assumptions of the | |
underlying estimator. | |
Returns | |
------- | |
y_score : ndarray of shape (n_samples,) or (n_samples, n_classes) \ | |
or (n_samples, n_classes * (n_classes-1) / 2) | |
Result of the decision function for `X` based on the estimator with | |
the best found parameters. | |
""" | |
check_is_fitted(self) | |
return self.best_estimator_.decision_function(X) | |
def transform(self, X): | |
"""Call transform on the estimator with the best found parameters. | |
Only available if the underlying estimator supports ``transform`` and | |
``refit=True``. | |
Parameters | |
---------- | |
X : indexable, length n_samples | |
Must fulfill the input assumptions of the | |
underlying estimator. | |
Returns | |
------- | |
Xt : {ndarray, sparse matrix} of shape (n_samples, n_features) | |
`X` transformed in the new space based on the estimator with | |
the best found parameters. | |
""" | |
check_is_fitted(self) | |
return self.best_estimator_.transform(X) | |
def inverse_transform(self, Xt): | |
"""Call inverse_transform on the estimator with the best found params. | |
Only available if the underlying estimator implements | |
``inverse_transform`` and ``refit=True``. | |
Parameters | |
---------- | |
Xt : indexable, length n_samples | |
Must fulfill the input assumptions of the | |
underlying estimator. | |
Returns | |
------- | |
X : {ndarray, sparse matrix} of shape (n_samples, n_features) | |
Result of the `inverse_transform` function for `Xt` based on the | |
estimator with the best found parameters. | |
""" | |
check_is_fitted(self) | |
return self.best_estimator_.inverse_transform(Xt) | |
def n_features_in_(self): | |
"""Number of features seen during :term:`fit`. | |
Only available when `refit=True`. | |
""" | |
# For consistency with other estimators we raise a AttributeError so | |
# that hasattr() fails if the search estimator isn't fitted. | |
try: | |
check_is_fitted(self) | |
except NotFittedError as nfe: | |
raise AttributeError( | |
"{} object has no n_features_in_ attribute.".format( | |
self.__class__.__name__ | |
) | |
) from nfe | |
return self.best_estimator_.n_features_in_ | |
def classes_(self): | |
"""Class labels. | |
Only available when `refit=True` and the estimator is a classifier. | |
""" | |
_estimator_has("classes_")(self) | |
return self.best_estimator_.classes_ | |
def _run_search(self, evaluate_candidates): | |
"""Repeatedly calls `evaluate_candidates` to conduct a search. | |
This method, implemented in sub-classes, makes it possible to | |
customize the scheduling of evaluations: GridSearchCV and | |
RandomizedSearchCV schedule evaluations for their whole parameter | |
search space at once but other more sequential approaches are also | |
possible: for instance is possible to iteratively schedule evaluations | |
for new regions of the parameter search space based on previously | |
collected evaluation results. This makes it possible to implement | |
Bayesian optimization or more generally sequential model-based | |
optimization by deriving from the BaseSearchCV abstract base class. | |
For example, Successive Halving is implemented by calling | |
`evaluate_candidates` multiples times (once per iteration of the SH | |
process), each time passing a different set of candidates with `X` | |
and `y` of increasing sizes. | |
Parameters | |
---------- | |
evaluate_candidates : callable | |
This callback accepts: | |
- a list of candidates, where each candidate is a dict of | |
parameter settings. | |
- an optional `cv` parameter which can be used to e.g. | |
evaluate candidates on different dataset splits, or | |
evaluate candidates on subsampled data (as done in the | |
SucessiveHaling estimators). By default, the original `cv` | |
parameter is used, and it is available as a private | |
`_checked_cv_orig` attribute. | |
- an optional `more_results` dict. Each key will be added to | |
the `cv_results_` attribute. Values should be lists of | |
length `n_candidates` | |
It returns a dict of all results so far, formatted like | |
``cv_results_``. | |
Important note (relevant whether the default cv is used or not): | |
in randomized splitters, and unless the random_state parameter of | |
cv was set to an int, calling cv.split() multiple times will | |
yield different splits. Since cv.split() is called in | |
evaluate_candidates, this means that candidates will be evaluated | |
on different splits each time evaluate_candidates is called. This | |
might be a methodological issue depending on the search strategy | |
that you're implementing. To prevent randomized splitters from | |
being used, you may use _split._yields_constant_splits() | |
Examples | |
-------- | |
:: | |
def _run_search(self, evaluate_candidates): | |
'Try C=0.1 only if C=1 is better than C=10' | |
all_results = evaluate_candidates([{'C': 1}, {'C': 10}]) | |
score = all_results['mean_test_score'] | |
if score[0] < score[1]: | |
evaluate_candidates([{'C': 0.1}]) | |
""" | |
raise NotImplementedError("_run_search not implemented.") | |
def _check_refit_for_multimetric(self, scores): | |
"""Check `refit` is compatible with `scores` is valid""" | |
multimetric_refit_msg = ( | |
"For multi-metric scoring, the parameter refit must be set to a " | |
"scorer key or a callable to refit an estimator with the best " | |
"parameter setting on the whole data and make the best_* " | |
"attributes available for that metric. If this is not needed, " | |
f"refit should be set to False explicitly. {self.refit!r} was " | |
"passed." | |
) | |
valid_refit_dict = isinstance(self.refit, str) and self.refit in scores | |
if ( | |
self.refit is not False | |
and not valid_refit_dict | |
and not callable(self.refit) | |
): | |
raise ValueError(multimetric_refit_msg) | |
def _select_best_index(refit, refit_metric, results): | |
"""Select index of the best combination of hyperparemeters.""" | |
if callable(refit): | |
# If callable, refit is expected to return the index of the best | |
# parameter set. | |
best_index = refit(results) | |
if not isinstance(best_index, numbers.Integral): | |
raise TypeError("best_index_ returned is not an integer") | |
if best_index < 0 or best_index >= len(results["params"]): | |
raise IndexError("best_index_ index out of range") | |
else: | |
best_index = results[f"rank_test_{refit_metric}"].argmin() | |
return best_index | |
def _get_scorers(self, convert_multimetric): | |
"""Get the scorer(s) to be used. | |
This is used in ``fit`` and ``get_metadata_routing``. | |
Parameters | |
---------- | |
convert_multimetric : bool | |
Whether to convert a dict of scorers to a _MultimetricScorer. This | |
is used in ``get_metadata_routing`` to include the routing info for | |
multiple scorers. | |
Returns | |
------- | |
scorers, refit_metric | |
""" | |
refit_metric = "score" | |
if callable(self.scoring): | |
scorers = self.scoring | |
elif self.scoring is None or isinstance(self.scoring, str): | |
scorers = check_scoring(self.estimator, self.scoring) | |
else: | |
scorers = _check_multimetric_scoring(self.estimator, self.scoring) | |
self._check_refit_for_multimetric(scorers) | |
refit_metric = self.refit | |
if convert_multimetric and isinstance(scorers, dict): | |
scorers = _MultimetricScorer( | |
scorers=scorers, raise_exc=(self.error_score == "raise") | |
) | |
return scorers, refit_metric | |
def _get_routed_params_for_fit(self, params): | |
"""Get the parameters to be used for routing. | |
This is a method instead of a snippet in ``fit`` since it's used twice, | |
here in ``fit``, and in ``HalvingRandomSearchCV.fit``. | |
""" | |
if _routing_enabled(): | |
routed_params = process_routing(self, "fit", **params) | |
else: | |
params = params.copy() | |
groups = params.pop("groups", None) | |
routed_params = Bunch( | |
estimator=Bunch(fit=params), | |
splitter=Bunch(split={"groups": groups}), | |
scorer=Bunch(score={}), | |
) | |
return routed_params | |
def fit(self, X, y=None, **params): | |
"""Run fit with all sets of parameters. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training vector, where `n_samples` is the number of samples and | |
`n_features` is the number of features. | |
y : array-like of shape (n_samples, n_output) \ | |
or (n_samples,), default=None | |
Target relative to X for classification or regression; | |
None for unsupervised learning. | |
**params : dict of str -> object | |
Parameters passed to the ``fit`` method of the estimator, the scorer, | |
and the CV splitter. | |
If a fit parameter is an array-like whose length is equal to | |
`num_samples` then it will be split across CV groups along with `X` | |
and `y`. For example, the :term:`sample_weight` parameter is split | |
because `len(sample_weights) = len(X)`. | |
Returns | |
------- | |
self : object | |
Instance of fitted estimator. | |
""" | |
estimator = self.estimator | |
# Here we keep a dict of scorers as is, and only convert to a | |
# _MultimetricScorer at a later stage. Issue: | |
# https://github.com/scikit-learn/scikit-learn/issues/27001 | |
scorers, refit_metric = self._get_scorers(convert_multimetric=False) | |
X, y = indexable(X, y) | |
params = _check_method_params(X, params=params) | |
routed_params = self._get_routed_params_for_fit(params) | |
cv_orig = check_cv(self.cv, y, classifier=is_classifier(estimator)) | |
n_splits = cv_orig.get_n_splits(X, y, **routed_params.splitter.split) | |
base_estimator = clone(self.estimator) | |
parallel = Parallel(n_jobs=self.n_jobs, pre_dispatch=self.pre_dispatch) | |
fit_and_score_kwargs = dict( | |
scorer=scorers, | |
fit_params=routed_params.estimator.fit, | |
score_params=routed_params.scorer.score, | |
return_train_score=self.return_train_score, | |
return_n_test_samples=True, | |
return_times=True, | |
return_parameters=False, | |
error_score=self.error_score, | |
verbose=self.verbose, | |
) | |
results = {} | |
with parallel: | |
all_candidate_params = [] | |
all_out = [] | |
all_more_results = defaultdict(list) | |
def evaluate_candidates(candidate_params, cv=None, more_results=None): | |
cv = cv or cv_orig | |
candidate_params = list(candidate_params) | |
n_candidates = len(candidate_params) | |
if self.verbose > 0: | |
print( | |
"Fitting {0} folds for each of {1} candidates," | |
" totalling {2} fits".format( | |
n_splits, n_candidates, n_candidates * n_splits | |
) | |
) | |
out = parallel( | |
delayed(_fit_and_score)( | |
clone(base_estimator), | |
X, | |
y, | |
train=train, | |
test=test, | |
parameters=parameters, | |
split_progress=(split_idx, n_splits), | |
candidate_progress=(cand_idx, n_candidates), | |
**fit_and_score_kwargs, | |
) | |
for (cand_idx, parameters), (split_idx, (train, test)) in product( | |
enumerate(candidate_params), | |
enumerate(cv.split(X, y, **routed_params.splitter.split)), | |
) | |
) | |
if len(out) < 1: | |
raise ValueError( | |
"No fits were performed. " | |
"Was the CV iterator empty? " | |
"Were there no candidates?" | |
) | |
elif len(out) != n_candidates * n_splits: | |
raise ValueError( | |
"cv.split and cv.get_n_splits returned " | |
"inconsistent results. Expected {} " | |
"splits, got {}".format(n_splits, len(out) // n_candidates) | |
) | |
_warn_or_raise_about_fit_failures(out, self.error_score) | |
# For callable self.scoring, the return type is only know after | |
# calling. If the return type is a dictionary, the error scores | |
# can now be inserted with the correct key. The type checking | |
# of out will be done in `_insert_error_scores`. | |
if callable(self.scoring): | |
_insert_error_scores(out, self.error_score) | |
all_candidate_params.extend(candidate_params) | |
all_out.extend(out) | |
if more_results is not None: | |
for key, value in more_results.items(): | |
all_more_results[key].extend(value) | |
nonlocal results | |
results = self._format_results( | |
all_candidate_params, n_splits, all_out, all_more_results | |
) | |
return results | |
self._run_search(evaluate_candidates) | |
# multimetric is determined here because in the case of a callable | |
# self.scoring the return type is only known after calling | |
first_test_score = all_out[0]["test_scores"] | |
self.multimetric_ = isinstance(first_test_score, dict) | |
# check refit_metric now for a callabe scorer that is multimetric | |
if callable(self.scoring) and self.multimetric_: | |
self._check_refit_for_multimetric(first_test_score) | |
refit_metric = self.refit | |
# For multi-metric evaluation, store the best_index_, best_params_ and | |
# best_score_ iff refit is one of the scorer names | |
# In single metric evaluation, refit_metric is "score" | |
if self.refit or not self.multimetric_: | |
self.best_index_ = self._select_best_index( | |
self.refit, refit_metric, results | |
) | |
if not callable(self.refit): | |
# With a non-custom callable, we can select the best score | |
# based on the best index | |
self.best_score_ = results[f"mean_test_{refit_metric}"][ | |
self.best_index_ | |
] | |
self.best_params_ = results["params"][self.best_index_] | |
if self.refit: | |
# here we clone the estimator as well as the parameters, since | |
# sometimes the parameters themselves might be estimators, e.g. | |
# when we search over different estimators in a pipeline. | |
# ref: https://github.com/scikit-learn/scikit-learn/pull/26786 | |
self.best_estimator_ = clone(base_estimator).set_params( | |
**clone(self.best_params_, safe=False) | |
) | |
refit_start_time = time.time() | |
if y is not None: | |
self.best_estimator_.fit(X, y, **routed_params.estimator.fit) | |
else: | |
self.best_estimator_.fit(X, **routed_params.estimator.fit) | |
refit_end_time = time.time() | |
self.refit_time_ = refit_end_time - refit_start_time | |
if hasattr(self.best_estimator_, "feature_names_in_"): | |
self.feature_names_in_ = self.best_estimator_.feature_names_in_ | |
# Store the only scorer not as a dict for single metric evaluation | |
self.scorer_ = scorers | |
self.cv_results_ = results | |
self.n_splits_ = n_splits | |
return self | |
def _format_results(self, candidate_params, n_splits, out, more_results=None): | |
n_candidates = len(candidate_params) | |
out = _aggregate_score_dicts(out) | |
results = dict(more_results or {}) | |
for key, val in results.items(): | |
# each value is a list (as per evaluate_candidate's convention) | |
# we convert it to an array for consistency with the other keys | |
results[key] = np.asarray(val) | |
def _store(key_name, array, weights=None, splits=False, rank=False): | |
"""A small helper to store the scores/times to the cv_results_""" | |
# When iterated first by splits, then by parameters | |
# We want `array` to have `n_candidates` rows and `n_splits` cols. | |
array = np.array(array, dtype=np.float64).reshape(n_candidates, n_splits) | |
if splits: | |
for split_idx in range(n_splits): | |
# Uses closure to alter the results | |
results["split%d_%s" % (split_idx, key_name)] = array[:, split_idx] | |
array_means = np.average(array, axis=1, weights=weights) | |
results["mean_%s" % key_name] = array_means | |
if key_name.startswith(("train_", "test_")) and np.any( | |
~np.isfinite(array_means) | |
): | |
warnings.warn( | |
( | |
f"One or more of the {key_name.split('_')[0]} scores " | |
f"are non-finite: {array_means}" | |
), | |
category=UserWarning, | |
) | |
# Weighted std is not directly available in numpy | |
array_stds = np.sqrt( | |
np.average( | |
(array - array_means[:, np.newaxis]) ** 2, axis=1, weights=weights | |
) | |
) | |
results["std_%s" % key_name] = array_stds | |
if rank: | |
# When the fit/scoring fails `array_means` contains NaNs, we | |
# will exclude them from the ranking process and consider them | |
# as tied with the worst performers. | |
if np.isnan(array_means).all(): | |
# All fit/scoring routines failed. | |
rank_result = np.ones_like(array_means, dtype=np.int32) | |
else: | |
min_array_means = np.nanmin(array_means) - 1 | |
array_means = np.nan_to_num(array_means, nan=min_array_means) | |
rank_result = rankdata(-array_means, method="min").astype( | |
np.int32, copy=False | |
) | |
results["rank_%s" % key_name] = rank_result | |
_store("fit_time", out["fit_time"]) | |
_store("score_time", out["score_time"]) | |
# Use one MaskedArray and mask all the places where the param is not | |
# applicable for that candidate. Use defaultdict as each candidate may | |
# not contain all the params | |
param_results = defaultdict( | |
partial( | |
MaskedArray, | |
np.empty( | |
n_candidates, | |
), | |
mask=True, | |
dtype=object, | |
) | |
) | |
for cand_idx, params in enumerate(candidate_params): | |
for name, value in params.items(): | |
# An all masked empty array gets created for the key | |
# `"param_%s" % name` at the first occurrence of `name`. | |
# Setting the value at an index also unmasks that index | |
param_results["param_%s" % name][cand_idx] = value | |
results.update(param_results) | |
# Store a list of param dicts at the key 'params' | |
results["params"] = candidate_params | |
test_scores_dict = _normalize_score_results(out["test_scores"]) | |
if self.return_train_score: | |
train_scores_dict = _normalize_score_results(out["train_scores"]) | |
for scorer_name in test_scores_dict: | |
# Computed the (weighted) mean and std for test scores alone | |
_store( | |
"test_%s" % scorer_name, | |
test_scores_dict[scorer_name], | |
splits=True, | |
rank=True, | |
weights=None, | |
) | |
if self.return_train_score: | |
_store( | |
"train_%s" % scorer_name, | |
train_scores_dict[scorer_name], | |
splits=True, | |
) | |
return results | |
def get_metadata_routing(self): | |
"""Get metadata routing of this object. | |
Please check :ref:`User Guide <metadata_routing>` on how the routing | |
mechanism works. | |
.. versionadded:: 1.4 | |
Returns | |
------- | |
routing : MetadataRouter | |
A :class:`~sklearn.utils.metadata_routing.MetadataRouter` encapsulating | |
routing information. | |
""" | |
router = MetadataRouter(owner=self.__class__.__name__) | |
router.add( | |
estimator=self.estimator, | |
method_mapping=MethodMapping().add(caller="fit", callee="fit"), | |
) | |
scorer, _ = self._get_scorers(convert_multimetric=True) | |
router.add( | |
scorer=scorer, | |
method_mapping=MethodMapping() | |
.add(caller="score", callee="score") | |
.add(caller="fit", callee="score"), | |
) | |
router.add( | |
splitter=self.cv, | |
method_mapping=MethodMapping().add(caller="fit", callee="split"), | |
) | |
return router | |
class GridSearchCV(BaseSearchCV): | |
"""Exhaustive search over specified parameter values for an estimator. | |
Important members are fit, predict. | |
GridSearchCV implements a "fit" and a "score" method. | |
It also implements "score_samples", "predict", "predict_proba", | |
"decision_function", "transform" and "inverse_transform" if they are | |
implemented in the estimator used. | |
The parameters of the estimator used to apply these methods are optimized | |
by cross-validated grid-search over a parameter grid. | |
Read more in the :ref:`User Guide <grid_search>`. | |
Parameters | |
---------- | |
estimator : estimator object | |
This is assumed to implement the scikit-learn estimator interface. | |
Either estimator needs to provide a ``score`` function, | |
or ``scoring`` must be passed. | |
param_grid : dict or list of dictionaries | |
Dictionary with parameters names (`str`) as keys and lists of | |
parameter settings to try as values, or a list of such | |
dictionaries, in which case the grids spanned by each dictionary | |
in the list are explored. This enables searching over any sequence | |
of parameter settings. | |
scoring : str, callable, list, tuple or dict, default=None | |
Strategy to evaluate the performance of the cross-validated model on | |
the test set. | |
If `scoring` represents a single score, one can use: | |
- a single string (see :ref:`scoring_parameter`); | |
- a callable (see :ref:`scoring`) that returns a single value. | |
If `scoring` represents multiple scores, one can use: | |
- a list or tuple of unique strings; | |
- a callable returning a dictionary where the keys are the metric | |
names and the values are the metric scores; | |
- a dictionary with metric names as keys and callables a values. | |
See :ref:`multimetric_grid_search` for an example. | |
n_jobs : int, default=None | |
Number of jobs to run in parallel. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
.. versionchanged:: v0.20 | |
`n_jobs` default changed from 1 to None | |
refit : bool, str, or callable, default=True | |
Refit an estimator using the best found parameters on the whole | |
dataset. | |
For multiple metric evaluation, this needs to be a `str` denoting the | |
scorer that would be used to find the best parameters for refitting | |
the estimator at the end. | |
Where there are considerations other than maximum score in | |
choosing a best estimator, ``refit`` can be set to a function which | |
returns the selected ``best_index_`` given ``cv_results_``. In that | |
case, the ``best_estimator_`` and ``best_params_`` will be set | |
according to the returned ``best_index_`` while the ``best_score_`` | |
attribute will not be available. | |
The refitted estimator is made available at the ``best_estimator_`` | |
attribute and permits using ``predict`` directly on this | |
``GridSearchCV`` instance. | |
Also for multiple metric evaluation, the attributes ``best_index_``, | |
``best_score_`` and ``best_params_`` will only be available if | |
``refit`` is set and all of them will be determined w.r.t this specific | |
scorer. | |
See ``scoring`` parameter to know more about multiple metric | |
evaluation. | |
See :ref:`sphx_glr_auto_examples_model_selection_plot_grid_search_digits.py` | |
to see how to design a custom selection strategy using a callable | |
via `refit`. | |
.. versionchanged:: 0.20 | |
Support for callable added. | |
cv : int, cross-validation generator or an iterable, default=None | |
Determines the cross-validation splitting strategy. | |
Possible inputs for cv are: | |
- None, to use the default 5-fold cross validation, | |
- integer, to specify the number of folds in a `(Stratified)KFold`, | |
- :term:`CV splitter`, | |
- An iterable yielding (train, test) splits as arrays of indices. | |
For integer/None inputs, if the estimator is a classifier and ``y`` is | |
either binary or multiclass, :class:`StratifiedKFold` is used. In all | |
other cases, :class:`KFold` is used. These splitters are instantiated | |
with `shuffle=False` so the splits will be the same across calls. | |
Refer :ref:`User Guide <cross_validation>` for the various | |
cross-validation strategies that can be used here. | |
.. versionchanged:: 0.22 | |
``cv`` default value if None changed from 3-fold to 5-fold. | |
verbose : int | |
Controls the verbosity: the higher, the more messages. | |
- >1 : the computation time for each fold and parameter candidate is | |
displayed; | |
- >2 : the score is also displayed; | |
- >3 : the fold and candidate parameter indexes are also displayed | |
together with the starting time of the computation. | |
pre_dispatch : int, or str, default='2*n_jobs' | |
Controls the number of jobs that get dispatched during parallel | |
execution. Reducing this number can be useful to avoid an | |
explosion of memory consumption when more jobs get dispatched | |
than CPUs can process. This parameter can be: | |
- None, in which case all the jobs are immediately | |
created and spawned. Use this for lightweight and | |
fast-running jobs, to avoid delays due to on-demand | |
spawning of the jobs | |
- An int, giving the exact number of total jobs that are | |
spawned | |
- A str, giving an expression as a function of n_jobs, | |
as in '2*n_jobs' | |
error_score : 'raise' or numeric, default=np.nan | |
Value to assign to the score if an error occurs in estimator fitting. | |
If set to 'raise', the error is raised. If a numeric value is given, | |
FitFailedWarning is raised. This parameter does not affect the refit | |
step, which will always raise the error. | |
return_train_score : bool, default=False | |
If ``False``, the ``cv_results_`` attribute will not include training | |
scores. | |
Computing training scores is used to get insights on how different | |
parameter settings impact the overfitting/underfitting trade-off. | |
However computing the scores on the training set can be computationally | |
expensive and is not strictly required to select the parameters that | |
yield the best generalization performance. | |
.. versionadded:: 0.19 | |
.. versionchanged:: 0.21 | |
Default value was changed from ``True`` to ``False`` | |
Attributes | |
---------- | |
cv_results_ : dict of numpy (masked) ndarrays | |
A dict with keys as column headers and values as columns, that can be | |
imported into a pandas ``DataFrame``. | |
For instance the below given table | |
+------------+-----------+------------+-----------------+---+---------+ | |
|param_kernel|param_gamma|param_degree|split0_test_score|...|rank_t...| | |
+============+===========+============+=================+===+=========+ | |
| 'poly' | -- | 2 | 0.80 |...| 2 | | |
+------------+-----------+------------+-----------------+---+---------+ | |
| 'poly' | -- | 3 | 0.70 |...| 4 | | |
+------------+-----------+------------+-----------------+---+---------+ | |
| 'rbf' | 0.1 | -- | 0.80 |...| 3 | | |
+------------+-----------+------------+-----------------+---+---------+ | |
| 'rbf' | 0.2 | -- | 0.93 |...| 1 | | |
+------------+-----------+------------+-----------------+---+---------+ | |
will be represented by a ``cv_results_`` dict of:: | |
{ | |
'param_kernel': masked_array(data = ['poly', 'poly', 'rbf', 'rbf'], | |
mask = [False False False False]...) | |
'param_gamma': masked_array(data = [-- -- 0.1 0.2], | |
mask = [ True True False False]...), | |
'param_degree': masked_array(data = [2.0 3.0 -- --], | |
mask = [False False True True]...), | |
'split0_test_score' : [0.80, 0.70, 0.80, 0.93], | |
'split1_test_score' : [0.82, 0.50, 0.70, 0.78], | |
'mean_test_score' : [0.81, 0.60, 0.75, 0.85], | |
'std_test_score' : [0.01, 0.10, 0.05, 0.08], | |
'rank_test_score' : [2, 4, 3, 1], | |
'split0_train_score' : [0.80, 0.92, 0.70, 0.93], | |
'split1_train_score' : [0.82, 0.55, 0.70, 0.87], | |
'mean_train_score' : [0.81, 0.74, 0.70, 0.90], | |
'std_train_score' : [0.01, 0.19, 0.00, 0.03], | |
'mean_fit_time' : [0.73, 0.63, 0.43, 0.49], | |
'std_fit_time' : [0.01, 0.02, 0.01, 0.01], | |
'mean_score_time' : [0.01, 0.06, 0.04, 0.04], | |
'std_score_time' : [0.00, 0.00, 0.00, 0.01], | |
'params' : [{'kernel': 'poly', 'degree': 2}, ...], | |
} | |
NOTE | |
The key ``'params'`` is used to store a list of parameter | |
settings dicts for all the parameter candidates. | |
The ``mean_fit_time``, ``std_fit_time``, ``mean_score_time`` and | |
``std_score_time`` are all in seconds. | |
For multi-metric evaluation, the scores for all the scorers are | |
available in the ``cv_results_`` dict at the keys ending with that | |
scorer's name (``'_<scorer_name>'``) instead of ``'_score'`` shown | |
above. ('split0_test_precision', 'mean_train_precision' etc.) | |
best_estimator_ : estimator | |
Estimator that was chosen by the search, i.e. estimator | |
which gave highest score (or smallest loss if specified) | |
on the left out data. Not available if ``refit=False``. | |
See ``refit`` parameter for more information on allowed values. | |
best_score_ : float | |
Mean cross-validated score of the best_estimator | |
For multi-metric evaluation, this is present only if ``refit`` is | |
specified. | |
This attribute is not available if ``refit`` is a function. | |
best_params_ : dict | |
Parameter setting that gave the best results on the hold out data. | |
For multi-metric evaluation, this is present only if ``refit`` is | |
specified. | |
best_index_ : int | |
The index (of the ``cv_results_`` arrays) which corresponds to the best | |
candidate parameter setting. | |
The dict at ``search.cv_results_['params'][search.best_index_]`` gives | |
the parameter setting for the best model, that gives the highest | |
mean score (``search.best_score_``). | |
For multi-metric evaluation, this is present only if ``refit`` is | |
specified. | |
scorer_ : function or a dict | |
Scorer function used on the held out data to choose the best | |
parameters for the model. | |
For multi-metric evaluation, this attribute holds the validated | |
``scoring`` dict which maps the scorer key to the scorer callable. | |
n_splits_ : int | |
The number of cross-validation splits (folds/iterations). | |
refit_time_ : float | |
Seconds used for refitting the best model on the whole dataset. | |
This is present only if ``refit`` is not False. | |
.. versionadded:: 0.20 | |
multimetric_ : bool | |
Whether or not the scorers compute several metrics. | |
classes_ : ndarray of shape (n_classes,) | |
The classes labels. This is present only if ``refit`` is specified and | |
the underlying estimator is a classifier. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. Only defined if | |
`best_estimator_` is defined (see the documentation for the `refit` | |
parameter for more details) and that `best_estimator_` exposes | |
`n_features_in_` when fit. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Only defined if | |
`best_estimator_` is defined (see the documentation for the `refit` | |
parameter for more details) and that `best_estimator_` exposes | |
`feature_names_in_` when fit. | |
.. versionadded:: 1.0 | |
See Also | |
-------- | |
ParameterGrid : Generates all the combinations of a hyperparameter grid. | |
train_test_split : Utility function to split the data into a development | |
set usable for fitting a GridSearchCV instance and an evaluation set | |
for its final evaluation. | |
sklearn.metrics.make_scorer : Make a scorer from a performance metric or | |
loss function. | |
Notes | |
----- | |
The parameters selected are those that maximize the score of the left out | |
data, unless an explicit score is passed in which case it is used instead. | |
If `n_jobs` was set to a value higher than one, the data is copied for each | |
point in the grid (and not `n_jobs` times). This is done for efficiency | |
reasons if individual jobs take very little time, but may raise errors if | |
the dataset is large and not enough memory is available. A workaround in | |
this case is to set `pre_dispatch`. Then, the memory is copied only | |
`pre_dispatch` many times. A reasonable value for `pre_dispatch` is `2 * | |
n_jobs`. | |
Examples | |
-------- | |
>>> from sklearn import svm, datasets | |
>>> from sklearn.model_selection import GridSearchCV | |
>>> iris = datasets.load_iris() | |
>>> parameters = {'kernel':('linear', 'rbf'), 'C':[1, 10]} | |
>>> svc = svm.SVC() | |
>>> clf = GridSearchCV(svc, parameters) | |
>>> clf.fit(iris.data, iris.target) | |
GridSearchCV(estimator=SVC(), | |
param_grid={'C': [1, 10], 'kernel': ('linear', 'rbf')}) | |
>>> sorted(clf.cv_results_.keys()) | |
['mean_fit_time', 'mean_score_time', 'mean_test_score',... | |
'param_C', 'param_kernel', 'params',... | |
'rank_test_score', 'split0_test_score',... | |
'split2_test_score', ... | |
'std_fit_time', 'std_score_time', 'std_test_score'] | |
""" | |
_required_parameters = ["estimator", "param_grid"] | |
_parameter_constraints: dict = { | |
**BaseSearchCV._parameter_constraints, | |
"param_grid": [dict, list], | |
} | |
def __init__( | |
self, | |
estimator, | |
param_grid, | |
*, | |
scoring=None, | |
n_jobs=None, | |
refit=True, | |
cv=None, | |
verbose=0, | |
pre_dispatch="2*n_jobs", | |
error_score=np.nan, | |
return_train_score=False, | |
): | |
super().__init__( | |
estimator=estimator, | |
scoring=scoring, | |
n_jobs=n_jobs, | |
refit=refit, | |
cv=cv, | |
verbose=verbose, | |
pre_dispatch=pre_dispatch, | |
error_score=error_score, | |
return_train_score=return_train_score, | |
) | |
self.param_grid = param_grid | |
def _run_search(self, evaluate_candidates): | |
"""Search all candidates in param_grid""" | |
evaluate_candidates(ParameterGrid(self.param_grid)) | |
class RandomizedSearchCV(BaseSearchCV): | |
"""Randomized search on hyper parameters. | |
RandomizedSearchCV implements a "fit" and a "score" method. | |
It also implements "score_samples", "predict", "predict_proba", | |
"decision_function", "transform" and "inverse_transform" if they are | |
implemented in the estimator used. | |
The parameters of the estimator used to apply these methods are optimized | |
by cross-validated search over parameter settings. | |
In contrast to GridSearchCV, not all parameter values are tried out, but | |
rather a fixed number of parameter settings is sampled from the specified | |
distributions. The number of parameter settings that are tried is | |
given by n_iter. | |
If all parameters are presented as a list, | |
sampling without replacement is performed. If at least one parameter | |
is given as a distribution, sampling with replacement is used. | |
It is highly recommended to use continuous distributions for continuous | |
parameters. | |
Read more in the :ref:`User Guide <randomized_parameter_search>`. | |
.. versionadded:: 0.14 | |
Parameters | |
---------- | |
estimator : estimator object | |
An object of that type is instantiated for each grid point. | |
This is assumed to implement the scikit-learn estimator interface. | |
Either estimator needs to provide a ``score`` function, | |
or ``scoring`` must be passed. | |
param_distributions : dict or list of dicts | |
Dictionary with parameters names (`str`) as keys and distributions | |
or lists of parameters to try. Distributions must provide a ``rvs`` | |
method for sampling (such as those from scipy.stats.distributions). | |
If a list is given, it is sampled uniformly. | |
If a list of dicts is given, first a dict is sampled uniformly, and | |
then a parameter is sampled using that dict as above. | |
n_iter : int, default=10 | |
Number of parameter settings that are sampled. n_iter trades | |
off runtime vs quality of the solution. | |
scoring : str, callable, list, tuple or dict, default=None | |
Strategy to evaluate the performance of the cross-validated model on | |
the test set. | |
If `scoring` represents a single score, one can use: | |
- a single string (see :ref:`scoring_parameter`); | |
- a callable (see :ref:`scoring`) that returns a single value. | |
If `scoring` represents multiple scores, one can use: | |
- a list or tuple of unique strings; | |
- a callable returning a dictionary where the keys are the metric | |
names and the values are the metric scores; | |
- a dictionary with metric names as keys and callables a values. | |
See :ref:`multimetric_grid_search` for an example. | |
If None, the estimator's score method is used. | |
n_jobs : int, default=None | |
Number of jobs to run in parallel. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
.. versionchanged:: v0.20 | |
`n_jobs` default changed from 1 to None | |
refit : bool, str, or callable, default=True | |
Refit an estimator using the best found parameters on the whole | |
dataset. | |
For multiple metric evaluation, this needs to be a `str` denoting the | |
scorer that would be used to find the best parameters for refitting | |
the estimator at the end. | |
Where there are considerations other than maximum score in | |
choosing a best estimator, ``refit`` can be set to a function which | |
returns the selected ``best_index_`` given the ``cv_results``. In that | |
case, the ``best_estimator_`` and ``best_params_`` will be set | |
according to the returned ``best_index_`` while the ``best_score_`` | |
attribute will not be available. | |
The refitted estimator is made available at the ``best_estimator_`` | |
attribute and permits using ``predict`` directly on this | |
``RandomizedSearchCV`` instance. | |
Also for multiple metric evaluation, the attributes ``best_index_``, | |
``best_score_`` and ``best_params_`` will only be available if | |
``refit`` is set and all of them will be determined w.r.t this specific | |
scorer. | |
See ``scoring`` parameter to know more about multiple metric | |
evaluation. | |
.. versionchanged:: 0.20 | |
Support for callable added. | |
cv : int, cross-validation generator or an iterable, default=None | |
Determines the cross-validation splitting strategy. | |
Possible inputs for cv are: | |
- None, to use the default 5-fold cross validation, | |
- integer, to specify the number of folds in a `(Stratified)KFold`, | |
- :term:`CV splitter`, | |
- An iterable yielding (train, test) splits as arrays of indices. | |
For integer/None inputs, if the estimator is a classifier and ``y`` is | |
either binary or multiclass, :class:`StratifiedKFold` is used. In all | |
other cases, :class:`KFold` is used. These splitters are instantiated | |
with `shuffle=False` so the splits will be the same across calls. | |
Refer :ref:`User Guide <cross_validation>` for the various | |
cross-validation strategies that can be used here. | |
.. versionchanged:: 0.22 | |
``cv`` default value if None changed from 3-fold to 5-fold. | |
verbose : int | |
Controls the verbosity: the higher, the more messages. | |
- >1 : the computation time for each fold and parameter candidate is | |
displayed; | |
- >2 : the score is also displayed; | |
- >3 : the fold and candidate parameter indexes are also displayed | |
together with the starting time of the computation. | |
pre_dispatch : int, or str, default='2*n_jobs' | |
Controls the number of jobs that get dispatched during parallel | |
execution. Reducing this number can be useful to avoid an | |
explosion of memory consumption when more jobs get dispatched | |
than CPUs can process. This parameter can be: | |
- None, in which case all the jobs are immediately | |
created and spawned. Use this for lightweight and | |
fast-running jobs, to avoid delays due to on-demand | |
spawning of the jobs | |
- An int, giving the exact number of total jobs that are | |
spawned | |
- A str, giving an expression as a function of n_jobs, | |
as in '2*n_jobs' | |
random_state : int, RandomState instance or None, default=None | |
Pseudo random number generator state used for random uniform sampling | |
from lists of possible values instead of scipy.stats distributions. | |
Pass an int for reproducible output across multiple | |
function calls. | |
See :term:`Glossary <random_state>`. | |
error_score : 'raise' or numeric, default=np.nan | |
Value to assign to the score if an error occurs in estimator fitting. | |
If set to 'raise', the error is raised. If a numeric value is given, | |
FitFailedWarning is raised. This parameter does not affect the refit | |
step, which will always raise the error. | |
return_train_score : bool, default=False | |
If ``False``, the ``cv_results_`` attribute will not include training | |
scores. | |
Computing training scores is used to get insights on how different | |
parameter settings impact the overfitting/underfitting trade-off. | |
However computing the scores on the training set can be computationally | |
expensive and is not strictly required to select the parameters that | |
yield the best generalization performance. | |
.. versionadded:: 0.19 | |
.. versionchanged:: 0.21 | |
Default value was changed from ``True`` to ``False`` | |
Attributes | |
---------- | |
cv_results_ : dict of numpy (masked) ndarrays | |
A dict with keys as column headers and values as columns, that can be | |
imported into a pandas ``DataFrame``. | |
For instance the below given table | |
+--------------+-------------+-------------------+---+---------------+ | |
| param_kernel | param_gamma | split0_test_score |...|rank_test_score| | |
+==============+=============+===================+===+===============+ | |
| 'rbf' | 0.1 | 0.80 |...| 1 | | |
+--------------+-------------+-------------------+---+---------------+ | |
| 'rbf' | 0.2 | 0.84 |...| 3 | | |
+--------------+-------------+-------------------+---+---------------+ | |
| 'rbf' | 0.3 | 0.70 |...| 2 | | |
+--------------+-------------+-------------------+---+---------------+ | |
will be represented by a ``cv_results_`` dict of:: | |
{ | |
'param_kernel' : masked_array(data = ['rbf', 'rbf', 'rbf'], | |
mask = False), | |
'param_gamma' : masked_array(data = [0.1 0.2 0.3], mask = False), | |
'split0_test_score' : [0.80, 0.84, 0.70], | |
'split1_test_score' : [0.82, 0.50, 0.70], | |
'mean_test_score' : [0.81, 0.67, 0.70], | |
'std_test_score' : [0.01, 0.24, 0.00], | |
'rank_test_score' : [1, 3, 2], | |
'split0_train_score' : [0.80, 0.92, 0.70], | |
'split1_train_score' : [0.82, 0.55, 0.70], | |
'mean_train_score' : [0.81, 0.74, 0.70], | |
'std_train_score' : [0.01, 0.19, 0.00], | |
'mean_fit_time' : [0.73, 0.63, 0.43], | |
'std_fit_time' : [0.01, 0.02, 0.01], | |
'mean_score_time' : [0.01, 0.06, 0.04], | |
'std_score_time' : [0.00, 0.00, 0.00], | |
'params' : [{'kernel' : 'rbf', 'gamma' : 0.1}, ...], | |
} | |
NOTE | |
The key ``'params'`` is used to store a list of parameter | |
settings dicts for all the parameter candidates. | |
The ``mean_fit_time``, ``std_fit_time``, ``mean_score_time`` and | |
``std_score_time`` are all in seconds. | |
For multi-metric evaluation, the scores for all the scorers are | |
available in the ``cv_results_`` dict at the keys ending with that | |
scorer's name (``'_<scorer_name>'``) instead of ``'_score'`` shown | |
above. ('split0_test_precision', 'mean_train_precision' etc.) | |
best_estimator_ : estimator | |
Estimator that was chosen by the search, i.e. estimator | |
which gave highest score (or smallest loss if specified) | |
on the left out data. Not available if ``refit=False``. | |
For multi-metric evaluation, this attribute is present only if | |
``refit`` is specified. | |
See ``refit`` parameter for more information on allowed values. | |
best_score_ : float | |
Mean cross-validated score of the best_estimator. | |
For multi-metric evaluation, this is not available if ``refit`` is | |
``False``. See ``refit`` parameter for more information. | |
This attribute is not available if ``refit`` is a function. | |
best_params_ : dict | |
Parameter setting that gave the best results on the hold out data. | |
For multi-metric evaluation, this is not available if ``refit`` is | |
``False``. See ``refit`` parameter for more information. | |
best_index_ : int | |
The index (of the ``cv_results_`` arrays) which corresponds to the best | |
candidate parameter setting. | |
The dict at ``search.cv_results_['params'][search.best_index_]`` gives | |
the parameter setting for the best model, that gives the highest | |
mean score (``search.best_score_``). | |
For multi-metric evaluation, this is not available if ``refit`` is | |
``False``. See ``refit`` parameter for more information. | |
scorer_ : function or a dict | |
Scorer function used on the held out data to choose the best | |
parameters for the model. | |
For multi-metric evaluation, this attribute holds the validated | |
``scoring`` dict which maps the scorer key to the scorer callable. | |
n_splits_ : int | |
The number of cross-validation splits (folds/iterations). | |
refit_time_ : float | |
Seconds used for refitting the best model on the whole dataset. | |
This is present only if ``refit`` is not False. | |
.. versionadded:: 0.20 | |
multimetric_ : bool | |
Whether or not the scorers compute several metrics. | |
classes_ : ndarray of shape (n_classes,) | |
The classes labels. This is present only if ``refit`` is specified and | |
the underlying estimator is a classifier. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. Only defined if | |
`best_estimator_` is defined (see the documentation for the `refit` | |
parameter for more details) and that `best_estimator_` exposes | |
`n_features_in_` when fit. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Only defined if | |
`best_estimator_` is defined (see the documentation for the `refit` | |
parameter for more details) and that `best_estimator_` exposes | |
`feature_names_in_` when fit. | |
.. versionadded:: 1.0 | |
See Also | |
-------- | |
GridSearchCV : Does exhaustive search over a grid of parameters. | |
ParameterSampler : A generator over parameter settings, constructed from | |
param_distributions. | |
Notes | |
----- | |
The parameters selected are those that maximize the score of the held-out | |
data, according to the scoring parameter. | |
If `n_jobs` was set to a value higher than one, the data is copied for each | |
parameter setting(and not `n_jobs` times). This is done for efficiency | |
reasons if individual jobs take very little time, but may raise errors if | |
the dataset is large and not enough memory is available. A workaround in | |
this case is to set `pre_dispatch`. Then, the memory is copied only | |
`pre_dispatch` many times. A reasonable value for `pre_dispatch` is `2 * | |
n_jobs`. | |
Examples | |
-------- | |
>>> from sklearn.datasets import load_iris | |
>>> from sklearn.linear_model import LogisticRegression | |
>>> from sklearn.model_selection import RandomizedSearchCV | |
>>> from scipy.stats import uniform | |
>>> iris = load_iris() | |
>>> logistic = LogisticRegression(solver='saga', tol=1e-2, max_iter=200, | |
... random_state=0) | |
>>> distributions = dict(C=uniform(loc=0, scale=4), | |
... penalty=['l2', 'l1']) | |
>>> clf = RandomizedSearchCV(logistic, distributions, random_state=0) | |
>>> search = clf.fit(iris.data, iris.target) | |
>>> search.best_params_ | |
{'C': 2..., 'penalty': 'l1'} | |
""" | |
_required_parameters = ["estimator", "param_distributions"] | |
_parameter_constraints: dict = { | |
**BaseSearchCV._parameter_constraints, | |
"param_distributions": [dict, list], | |
"n_iter": [Interval(numbers.Integral, 1, None, closed="left")], | |
"random_state": ["random_state"], | |
} | |
def __init__( | |
self, | |
estimator, | |
param_distributions, | |
*, | |
n_iter=10, | |
scoring=None, | |
n_jobs=None, | |
refit=True, | |
cv=None, | |
verbose=0, | |
pre_dispatch="2*n_jobs", | |
random_state=None, | |
error_score=np.nan, | |
return_train_score=False, | |
): | |
self.param_distributions = param_distributions | |
self.n_iter = n_iter | |
self.random_state = random_state | |
super().__init__( | |
estimator=estimator, | |
scoring=scoring, | |
n_jobs=n_jobs, | |
refit=refit, | |
cv=cv, | |
verbose=verbose, | |
pre_dispatch=pre_dispatch, | |
error_score=error_score, | |
return_train_score=return_train_score, | |
) | |
def _run_search(self, evaluate_candidates): | |
"""Search n_iter candidates from param_distributions""" | |
evaluate_candidates( | |
ParameterSampler( | |
self.param_distributions, self.n_iter, random_state=self.random_state | |
) | |
) | |