How to find optimal parameters using GridSearchCV for Regression?
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How to find optimal parameters using GridSearchCV for Regression?

How to find optimal parameters using GridSearchCV for Regression?

This recipe helps you find optimal parameters using GridSearchCV for Regression

0
In [1]:
def Snippet_197():
    print()
    print(format('How to find parameters using GridSearchCV  for Regression','*^82'))

    import warnings
    warnings.filterwarnings("ignore")

    # load libraries
    from sklearn import datasets
    from sklearn.model_selection import train_test_split
    from sklearn.model_selection import GridSearchCV
    from sklearn.ensemble import GradientBoostingRegressor

    # load the iris datasets
    dataset = datasets.load_boston()
    X = dataset.data; y = dataset.target
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25)

    model = GradientBoostingRegressor()
    parameters = {'learning_rate': [0.01,0.02,0.03],
                  'subsample'    : [0.9, 0.5, 0.2],
                  'n_estimators' : [100,500,1000],
                  'max_depth'    : [4,6,8]
                 }
    grid = GridSearchCV(estimator=model, param_grid = parameters, cv = 2, n_jobs=-1)
    grid.fit(X_train, y_train)

    # Results from Grid Search
    print("\n========================================================")
    print(" Results from Grid Search " )
    print("========================================================")
    print("\n The best estimator across ALL searched params:\n",
          grid.best_estimator_)
    print("\n The best score across ALL searched params:\n",
          grid.best_score_)
    print("\n The best parameters across ALL searched params:\n",
          grid.best_params_)
    print("\n ========================================================")

Snippet_197()
************How to find parameters using GridSearchCV  for Regression*************
/Users/nilimesh/anaconda3/lib/python3.6/site-packages/sklearn/model_selection/_search.py:841: DeprecationWarning: The default of the `iid` parameter will change from True to False in version 0.22 and will be removed in 0.24. This will change numeric results when test-set sizes are unequal.
  DeprecationWarning)
========================================================
 Results from Grid Search
========================================================

 The best estimator across ALL searched params:
 GradientBoostingRegressor(alpha=0.9, criterion='friedman_mse', init=None,
             learning_rate=0.03, loss='ls', max_depth=4, max_features=None,
             max_leaf_nodes=None, min_impurity_decrease=0.0,
             min_impurity_split=None, min_samples_leaf=1,
             min_samples_split=2, min_weight_fraction_leaf=0.0,
             n_estimators=500, n_iter_no_change=None, presort='auto',
             random_state=None, subsample=0.5, tol=0.0001,
             validation_fraction=0.1, verbose=0, warm_start=False)

 The best score across ALL searched params:
 0.8967506394434005

 The best parameters across ALL searched params:
 {'learning_rate': 0.03, 'max_depth': 4, 'n_estimators': 500, 'subsample': 0.5}

 ========================================================

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