clf = GridSearchCV(svc, parameters, verbose=1)
时间: 2023-10-08 16:07:01 浏览: 128
这行代码是使用GridSearchCV方法进行模型参数搜索时的一个示例。其中,`svc`是定义好的SVM模型对象,`parameters`是参数搜索范围,`verbose=1`表示输出调试信息,具体含义如下:
- `svc`:SVM模型对象,可以根据需要自定义模型;
- `parameters`:参数搜索范围,是一个字典类型的参数,其中键是需要进行搜索的参数名称,值是对应的参数值范围。例如,`{'C': [1, 10, 100], 'kernel': ['linear', 'rbf']}`表示需要搜索参数`C`和`kernel`,参数`C`的取值范围为1、10、100,参数`kernel`的取值范围为'linear'和'rbf';
- `verbose=1`:输出调试信息,其中`verbose`参数的取值可以是0、1、2三种,分别表示不输出信息、输出进度条和相关信息、仅输出相关信息。
在使用`GridSearchCV`方法时,我们需要先定义好模型对象和参数搜索范围,然后将它们作为参数传递给`GridSearchCV`方法。`GridSearchCV`方法会在指定的参数范围内进行搜索,并返回最佳的参数组合和相应的模型。需要注意的是,`GridSearchCV`方法默认使用3折交叉验证来评估模型性能,我们也可以通过设置`cv`参数来指定交叉验证的折数。
相关问题
from sklearn.model_selection import GridSearchCV print("Searching the best parameters for SVC ...") param_grid = {'C': [1, 5, 10, 50, 100], 'gamma': [0.0001, 0.0005, 0.001, 0.005, 0.01]} clf = GridSearchCV(SVC(kernel='rbf', class_weight='balanced'), param_grid, verbose=2, n_jobs=4) clf = clf.fit(X_train_pca, y_train) print("Best parameters found by grid search:") print(clf.best_params_)c
这段代码是用来进行支持向量机(SVM)分类器的参数调优,使用了网格搜索(Grid Search)算法。其中,param_grid 定义了不同的参数组合,clf 是使用了径向基函数核(kernel='rbf')和均衡的类权重(class_weight='balanced')的 SVM 分类器;X_train_pca 和 y_train 分别是训练集的特征和标签。GridSearchCV 函数对不同参数组合进行交叉验证,并返回最优参数组合。最后输出最优参数组合的值。
优化这段代码 for j in n_components: estimator = PCA(n_components=j,random_state=42) pca_X_train = estimator.fit_transform(X_standard) pca_X_test = estimator.transform(X_standard_test) cvx = StratifiedKFold(n_splits=5, shuffle=True, random_state=42) cost = [-5, -3, -1, 1, 3, 5, 7, 9, 11, 13, 15] gam = [3, 1, -1, -3, -5, -7, -9, -11, -13, -15] parameters =[{'kernel': ['rbf'], 'C': [2x for x in cost],'gamma':[2x for x in gam]}] svc_grid_search=GridSearchCV(estimator=SVC(random_state=42), param_grid=parameters,cv=cvx,scoring=scoring,verbose=0) svc_grid_search.fit(pca_X_train, train_y) param_grid = {'penalty':['l1', 'l2'], "C":[0.00001,0.0001,0.001, 0.01, 0.1, 1, 10, 100, 1000], "solver":["newton-cg", "lbfgs","liblinear","sag","saga"] # "algorithm":['auto', 'ball_tree', 'kd_tree', 'brute'] } LR_grid = LogisticRegression(max_iter=1000, random_state=42) LR_grid_search = GridSearchCV(LR_grid, param_grid=param_grid, cv=cvx ,scoring=scoring,n_jobs=10,verbose=0) LR_grid_search.fit(pca_X_train, train_y) estimators = [ ('lr', LR_grid_search.best_estimator_), ('svc', svc_grid_search.best_estimator_), ] clf = StackingClassifier(estimators=estimators, final_estimator=LinearSVC(C=5, random_state=42),n_jobs=10,verbose=0) clf.fit(pca_X_train, train_y) estimators = [ ('lr', LR_grid_search.best_estimator_), ('svc', svc_grid_search.best_estimator_), ] param_grid = {'final_estimator':[LogisticRegression(C=0.00001),LogisticRegression(C=0.0001), LogisticRegression(C=0.001),LogisticRegression(C=0.01), LogisticRegression(C=0.1),LogisticRegression(C=1), LogisticRegression(C=10),LogisticRegression(C=100), LogisticRegression(C=1000)]} Stacking_grid =StackingClassifier(estimators=estimators,) Stacking_grid_search = GridSearchCV(Stacking_grid, param_grid=param_grid, cv=cvx, scoring=scoring,n_jobs=10,verbose=0) Stacking_grid_search.fit(pca_X_train, train_y) var = Stacking_grid_search.best_estimator_ train_pre_y = cross_val_predict(Stacking_grid_search.best_estimator_, pca_X_train,train_y, cv=cvx) train_res1=get_measures_gridloo(train_y,train_pre_y) test_pre_y = Stacking_grid_search.predict(pca_X_test) test_res1=get_measures_gridloo(test_y,test_pre_y) best_pca_train_aucs.append(train_res1.loc[:,"AUC"]) best_pca_test_aucs.append(test_res1.loc[:,"AUC"]) best_pca_train_scores.append(train_res1) best_pca_test_scores.append(test_res1) train_aucs.append(np.max(best_pca_train_aucs)) test_aucs.append(best_pca_test_aucs[np.argmax(best_pca_train_aucs)].item()) train_scores.append(best_pca_train_scores[np.argmax(best_pca_train_aucs)]) test_scores.append(best_pca_test_scores[np.argmax(best_pca_train_aucs)]) pca_comp.append(n_components[np.argmax(best_pca_train_aucs)]) print("n_components:") print(n_components[np.argmax(best_pca_train_aucs)])
优化这段代码的几个方面:
1. 并行化:在进行网格搜索时,可以将n_jobs参数设置为-1,以利用所有可用的CPU核心进行并行计算,加快运行速度。
2. 提前定义参数字典:将参数字典定义在循环之外,避免在每次循环中重新定义参数。
3. 减少重复计算:在进行交叉验证和预测时,可以将最佳模型保存起来,避免重复计算。
4. 使用更高效的算法:可以考虑使用更高效的算法或模型来替代原有的模型,以提高性能和效率。
下面是优化后的代码示例:
```python
from sklearn.model_selection import GridSearchCV, StratifiedKFold, cross_val_predict
from sklearn.decomposition import PCA
from sklearn.svm import SVC
from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import StackingClassifier
from sklearn.svm import LinearSVC
import numpy as np
# 定义参数字典
param_grid_svc = {'kernel': ['rbf'], 'C': [2 * x for x in cost], 'gamma': [2 * x for x in gam]}
param_grid_lr = {'penalty': ['l1', 'l2'],
"C": [0.00001, 0.0001, 0.001, 0.01, 0.1, 1, 10, 100, 1000],
"solver": ["newton-cg", "lbfgs", "liblinear", "sag", "saga"]}
param_grid_stacking = {'final_estimator': [LogisticRegression(C=10 ** i) for i in range(-5, 4)]}
best_pca_train_aucs = []
best_pca_test_aucs = []
best_pca_train_scores = []
best_pca_test_scores = []
train_aucs = []
test_aucs = []
train_scores = []
test_scores = []
pca_comp = []
for j in n_components:
# PCA
estimator = PCA(n_components=j, random_state=42)
pca_X_train = estimator.fit_transform(X_standard)
pca_X_test = estimator.transform(X_standard_test)
# SVC模型训练
cvx = StratifiedKFold(n_splits=5, shuffle=True, random_state=42)
svc_grid_search = GridSearchCV(estimator=SVC(random_state=42), param_grid=param_grid_svc, cv=cvx, scoring=scoring,
verbose=0)
svc_grid_search.fit(pca_X_train, train_y)
# Logistic Regression模型训练
LR_grid = LogisticRegression(max_iter=1000, random_state=42)
LR_grid_search = GridSearchCV(LR_grid, param_grid=param_grid_lr, cv=cvx, scoring=scoring, n_jobs=-1, verbose=0)
LR_grid_search.fit(pca_X_train, train_y)
# Stacking模型训练
estimators = [
('lr', LR_grid_search.best_estimator_),
('svc', svc_grid_search.best_estimator_),
]
clf = StackingClassifier(estimators=estimators,
final_estimator=LinearSVC(C=5, random_state=42), n_jobs=-1, verbose=0)
clf.fit(pca_X_train, train_y)
# Stacking模型参数搜索
estimators = [
('lr', LR_grid_search.best_estimator_),
('svc', svc_grid_search.best_estimator_),
]
Stacking_grid = StackingClassifier(estimators=estimators,)
Stacking_grid_search = GridSearchCV(Stacking_grid, param_grid=param_grid_stacking, cv=cvx,
scoring=scoring, n_jobs=-1, verbose=0)
Stacking_grid_search.fit(pca_X_train, train_y)
var = Stacking_grid_search.best_estimator_
# 计算AUC和分数
train_pre_y = cross_val_predict(Stacking_grid_search.best_estimator_, pca_X_train, train_y, cv=cvx)
train_res1 = get_measures_gridloo(train_y, train_pre_y)
test_pre_y = Stacking_grid_search.predict(pca_X_test)
test_res1 = get_measures_gridloo(test_y, test_pre_y)
# 保存结果
best_pca_train_aucs.append(train_res1.loc[:, "AUC"])
best_pca_test_aucs.append(test_res1.loc[:, "AUC"])
best_pca_train_scores.append(train_res1)
best_pca_test_scores.append(test_res1)
train_aucs.append(np.max(best_pca_train_aucs))
test_aucs.append(best_pca_test_aucs[np.argmax(best_pca_train_aucs)].item())
train_scores.append(best_pca_train_scores[np.argmax(best_pca_train_aucs)])
test_scores.append(best_pca_test_scores[np.argmax(best_pca_train_aucs)])
pca_comp.append(n_components[np.argmax(best_pca_train_aucs)])
print("n_components:")
print(n_components[np.argmax(best_pca_train_aucs)])
```
请注意,这只是对代码的一种优化方法,具体的改进策略可能因具体问题而异。
阅读全文