""" The :mod:`sklearn.model_selection._search` includes utilities to fine-tune the parameters of an estimator. """ # Author: Alexandre Gramfort , # Gael Varoquaux # Andreas Mueller # Olivier Grisel # Raghav RV # License: BSD 3 clause from abc import ABCMeta, abstractmethod from collections import defaultdict from collections.abc import Mapping, Sequence, Iterable from functools import partial, reduce from itertools import product import numbers import operator import time import warnings import numpy as np from numpy.ma import MaskedArray from scipy.stats import rankdata from ..base import BaseEstimator, is_classifier, clone from ..base import MetaEstimatorMixin from ._split import check_cv from ._validation import _fit_and_score from ._validation import _aggregate_score_dicts from ._validation import _insert_error_scores from ._validation import _normalize_score_results from ..exceptions import NotFittedError from joblib import Parallel from ..utils import check_random_state from ..utils.random import sample_without_replacement from ..utils._tags import _safe_tags from ..utils.validation import indexable, check_is_fitted, _check_fit_params from ..utils.validation import _deprecate_positional_args from ..utils.metaestimators import if_delegate_has_method from ..utils.fixes import delayed from ..metrics._scorer import _check_multimetric_scoring from ..metrics import check_scoring from ..utils import deprecated __all__ = ['GridSearchCV', 'ParameterGrid', 'fit_grid_point', '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 `. 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('Parameter grid is not a dict or ' 'a list ({!r})'.format(param_grid)) 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('Parameter grid is not a ' 'dict ({!r})'.format(grid)) for key in grid: if not isinstance(grid[key], Iterable): raise TypeError('Parameter grid value is not iterable ' '(key={!r}, value={!r})' .format(key, grid[key])) 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.product 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.product(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 `. 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 `. 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 """ @_deprecate_positional_args 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 ({!r})'.format(param_distributions)) 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('Parameter value is not iterable ' 'or distribution (key={!r}, value={!r})' .format(key, 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 # FIXME Remove fit_grid_point in 1.0 @deprecated( "fit_grid_point is deprecated in version 0.23 " "and will be removed in version 1.0 (renaming of 0.25)" ) def fit_grid_point(X, y, estimator, parameters, train, test, scorer, verbose, error_score=np.nan, **fit_params): """Run fit on one set of parameters. Parameters ---------- X : array-like, sparse matrix or list Input data. y : array-like or None Targets for input data. estimator : estimator object A 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. parameters : dict Parameters to be set on estimator for this grid point. train : ndarray, dtype int or bool Boolean mask or indices for training set. test : ndarray, dtype int or bool Boolean mask or indices for test set. scorer : callable or None The scorer callable object / function must have its signature as ``scorer(estimator, X, y)``. If ``None`` the estimator's score method is used. verbose : int Verbosity level. **fit_params : kwargs Additional parameter passed to the fit function of the estimator. 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. Returns ------- score : float Score of this parameter setting on given test split. parameters : dict The parameters that have been evaluated. n_samples_test : int Number of test samples in this split. """ # NOTE we are not using the return value as the scorer by itself should be # validated before. We use check_scoring only to reject multimetric scorer check_scoring(estimator, scorer) results = _fit_and_score(estimator, X, y, scorer, train, test, verbose, parameters, fit_params=fit_params, return_n_test_samples=True, error_score=error_score) return results["test_scores"], parameters, results["n_test_samples"] def _check_param_grid(param_grid): if hasattr(param_grid, 'items'): param_grid = [param_grid] for p in param_grid: for name, v in p.items(): if isinstance(v, np.ndarray) and v.ndim > 1: raise ValueError("Parameter array should be one-dimensional.") if (isinstance(v, str) or not isinstance(v, (np.ndarray, Sequence))): raise ValueError("Parameter grid for parameter ({0}) needs to" " be a list or numpy array, but got ({1})." " Single values need to be wrapped in a list" " with one element.".format(name, type(v))) if len(v) == 0: raise ValueError("Parameter values for parameter ({0}) need " "to be a non-empty sequence.".format(name)) class BaseSearchCV(MetaEstimatorMixin, BaseEstimator, metaclass=ABCMeta): """Abstract base class for hyper parameter search with cross-validation. """ @abstractmethod @_deprecate_positional_args 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 @property 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"}, } # TODO: Remove in 1.1 # mypy error: Decorated property not supported @deprecated("Attribute _pairwise was deprecated in " # type: ignore "version 0.24 and will be removed in 1.1 (renaming of 0.26).") @property def _pairwise(self): # allows cross-validation to see 'precomputed' metrics return getattr(self.estimator, '_pairwise', False) def score(self, X, y=None): """Returns 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. Returns ------- score : float """ self._check_is_fitted('score') 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) # callable score = self.scorer_(self.best_estimator_, X, y) if self.multimetric_: score = score[self.refit] return score @if_delegate_has_method(delegate=('best_estimator_', 'estimator')) 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,) """ self._check_is_fitted('score_samples') return self.best_estimator_.score_samples(X) def _check_is_fitted(self, method_name): if not self.refit: raise NotFittedError('This %s instance was initialized ' 'with refit=False. %s is ' 'available only after refitting on the best ' 'parameters. You can refit an estimator ' 'manually using the ``best_params_`` ' 'attribute' % (type(self).__name__, method_name)) else: check_is_fitted(self) @if_delegate_has_method(delegate=('best_estimator_', 'estimator')) 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. """ self._check_is_fitted('predict') return self.best_estimator_.predict(X) @if_delegate_has_method(delegate=('best_estimator_', 'estimator')) 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. """ self._check_is_fitted('predict_proba') return self.best_estimator_.predict_proba(X) @if_delegate_has_method(delegate=('best_estimator_', 'estimator')) 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. """ self._check_is_fitted('predict_log_proba') return self.best_estimator_.predict_log_proba(X) @if_delegate_has_method(delegate=('best_estimator_', 'estimator')) 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. """ self._check_is_fitted('decision_function') return self.best_estimator_.decision_function(X) @if_delegate_has_method(delegate=('best_estimator_', 'estimator')) 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. """ self._check_is_fitted('transform') return self.best_estimator_.transform(X) @if_delegate_has_method(delegate=('best_estimator_', 'estimator')) 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. """ self._check_is_fitted('inverse_transform') return self.best_estimator_.inverse_transform(Xt) @property def n_features_in_(self): # 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_ @property def classes_(self): self._check_is_fitted("classes_") 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 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) @_deprecate_positional_args def fit(self, X, y=None, *, groups=None, **fit_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. groups : array-like of shape (n_samples,), default=None Group labels for the samples used while splitting the dataset into train/test set. Only used in conjunction with a "Group" :term:`cv` instance (e.g., :class:`~sklearn.model_selection.GroupKFold`). **fit_params : dict of str -> object Parameters passed to the ``fit`` method of the estimator """ estimator = self.estimator 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 X, y, groups = indexable(X, y, groups) fit_params = _check_fit_params(X, fit_params) cv_orig = check_cv(self.cv, y, classifier=is_classifier(estimator)) n_splits = cv_orig.get_n_splits(X, y, groups) 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=fit_params, 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, groups)))) 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)) # 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_: # If callable, refit is expected to return the index of the best # parameter set. if callable(self.refit): self.best_index_ = self.refit(results) if not isinstance(self.best_index_, numbers.Integral): raise TypeError('best_index_ returned is not an integer') if (self.best_index_ < 0 or self.best_index_ >= len(results["params"])): raise IndexError('best_index_ index out of range') else: self.best_index_ = results["rank_test_%s" % refit_metric].argmin() self.best_score_ = results["mean_test_%s" % refit_metric][ self.best_index_] self.best_params_ = results["params"][self.best_index_] if self.refit: # we clone again after setting params in case some # of the params are estimators as well. self.best_estimator_ = clone(clone(base_estimator).set_params( **self.best_params_)) refit_start_time = time.time() if y is not None: self.best_estimator_.fit(X, y, **fit_params) else: self.best_estimator_.fit(X, **fit_params) refit_end_time = time.time() self.refit_time_ = refit_end_time - refit_start_time # 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 {}) 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: results["rank_%s" % key_name] = np.asarray( rankdata(-array_means, method='min'), dtype=np.int32) _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 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 `. 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 A single str (see :ref:`scoring_parameter`) or a callable (see :ref:`scoring`) to evaluate the predictions on the test set. For evaluating multiple metrics, either give a list of (unique) strings or a dict with names as keys and callables as values. NOTE that when using custom scorers, each scorer should return a single value. Metric functions returning a list/array of values can be wrapped into multiple scorers that return one value each. 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 ` for more details. .. versionchanged:: v0.20 `n_jobs` default changed from 1 to None pre_dispatch : int, or str, default=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' 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. Refer :ref:`User Guide ` 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. 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. .. versionchanged:: 0.20 Support for callable added. 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. 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`` 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'] 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 (``'_'``) 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. 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`. 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. """ _required_parameters = ["estimator", "param_grid"] @_deprecate_positional_args 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 _check_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 `. .. versionadded:: 0.14 Parameters ---------- estimator : estimator object. A 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 A single str (see :ref:`scoring_parameter`) or a callable (see :ref:`scoring`) to evaluate the predictions on the test set. For evaluating multiple metrics, either give a list of (unique) strings or a dict with names as keys and callables as values. NOTE that when using custom scorers, each scorer should return a single value. Metric functions returning a list/array of values can be wrapped into multiple scorers that return one value each. 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 ` for more details. .. versionchanged:: v0.20 `n_jobs` default changed from 1 to None pre_dispatch : int, or str, default=None 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' 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. Refer :ref:`User Guide ` 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. 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. verbose : int Controls the verbosity: the higher, the more messages. 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 `. 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 (``'_'``) 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. 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`. See Also -------- GridSearchCV : Does exhaustive search over a grid of parameters. ParameterSampler : A generator over parameter settings, constructed from param_distributions. 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"] @_deprecate_positional_args 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))