def make_regressors(subset=None):
available_regressors = {
'gbrt':
set_grid(
GradientBoostingRegressor(),
n_estimators=[2**i for i in range(1, 11)],
learning_rate=[0.1, 0.01, 0.001],
),
'lasso':
set_grid(
Lasso(),
alpha=np.exp(np.linspace(-8, 8)),
)
}
if subset is None:
subset = list(available_regressors.keys())
result = [available_regressors[k] for k in subset]
pipe = Pipeline([('finmodel', DummyRegressor())])
pipe = set_grid(pipe, finmodel=result)
return pipe
def test_build_param_grid_set_estimator():
clf1 = SVC()
clf2 = LogisticRegression()
clf3 = SVC()
clf4 = SGDClassifier()
estimator = set_grid(Pipeline([('sel', set_grid(SelectKBest(), k=[2, 3])),
('clf', None)]),
clf=[
set_grid(clf1, kernel=['linear']), clf2,
set_grid(clf3, kernel=['poly'], degree=[2, 3]),
clf4
])
param_grid = [{
'clf': [clf1],
'clf__kernel': ['linear'],
'sel__k': [2, 3]
}, {
'clf': [clf3],
'clf__kernel': ['poly'],
'clf__degree': [2, 3],
'sel__k': [2, 3]
}, {
'clf': [clf2, clf4],
'sel__k': [2, 3]
}]
assert build_param_grid(estimator) == param_grid
def test_rnn(datafnc):
from sklearn.neural_network import MLPClassifier
from sklearn.model_selection import train_test_split
from sklearn.model_selection import GridSearchCV
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import StandardScaler
from searchgrid import set_grid, build_param_grid
from noxer.sequences import PadSubsequence
X, y = datafnc()
X_train, X_test, y_train, y_test = train_test_split(X, y)
estimator = make_pipeline(
set_grid(GRUClassifier(n_neurons=64, n_layers=1, epochs=100),
alpha=[1e-4, 1e-3, 1e-2]))
estimator = make_pipeline(
set_grid(CNN1DClassifier(epochs=64),
alpha=[0.01],
n_layers=[1],
n_neurons=[32],
dropout=[0.2, 0.3, 0.4]))
model = GridSearchCV(estimator=estimator,
param_grid=build_param_grid(estimator),
verbose=1000,
cv=3,
n_jobs=1)
model.fit(X_train, y_train)
print(datafnc.__name__)
print(model.score(X_test, y_test))
def make_dummy_regressor(subset=None):
available_regressors = {
'dummy': set_grid(DummyRegressor(), strategy=['mean', 'median']),
}
if subset is None:
subset = list(available_regressors.keys())
result = [available_regressors[k] for k in subset]
pipe = Pipeline([('model', Lasso())])
pipe = set_grid(pipe, model=result)
return pipe
def grid_regressors(subset=None):
"""Create a number of regressors with corresponding
parameter ranges that will be iterated over with
GridSearchCV.
Parameters
----------
subset : array - like or None
Subset of models to use for grid search.
Returns
-------
regressors : list
List of regressors with attached grids.
"""
available_regressors = {
'gbrt':
set_grid(GradientBoostingRegressor(),
n_estimators=[2**i for i in range(1, 11)],
learning_rate=[0.1, 0.01, 0.001]),
'svr':
set_grid(SVR(),
C=np.logspace(-5, 5, 20),
epsilon=[0.1, 0.01, 0.001],
gamma=np.logspace(-5, 5, 20)),
'tree':
set_grid(
DecisionTreeRegressor(),
min_samples_split=np.logspace(-5, 0, 20),
max_depth=list(range(1, 20)),
),
'lasso':
set_grid(
Lasso(),
alpha=np.exp(np.linspace(-8, 8)),
)
}
if subset is None:
subset = list(available_regressors.keys())
result = [available_regressors[k] for k in subset]
return result
def test_make_grid_search():
X, y = load_iris(return_X_y=True)
lr = LogisticRegression()
svc = set_grid(SVC(), kernel=['poly'], degree=[2, 3])
gs1 = make_grid_search(lr, cv=5) # empty grid
gs2 = make_grid_search(svc, cv=5)
gs3 = make_grid_search([lr, svc], cv=5)
for gs, n_results in [(gs1, 1), (gs2, 2), (gs3, 3)]:
gs.fit(X, y)
assert gs.cv == 5
assert len(gs.cv_results_['params']) == n_results
svc_mask = gs3.cv_results_['param_root'] == svc
assert svc_mask.sum() == 2
assert gs3.cv_results_['param_root__degree'][svc_mask].tolist() == [2, 3]
assert gs3.cv_results_['param_root'][~svc_mask].tolist() == [lr]
def test_dnn_v_dnn(datafnc):
from sklearn.neural_network import MLPClassifier
from sklearn.model_selection import train_test_split
from sklearn.model_selection import GridSearchCV
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import StandardScaler
from searchgrid import set_grid, build_param_grid
X, y = datafnc()
X_train, X_test, y_train, y_test = train_test_split(X, y)
estimator = make_pipeline(
StandardScaler(),
set_grid(PMLPClassifier(),
epochs=[2**i for i in range(1, 8)],
n_layers=list(range(1, 4)),
n_neurons=[2**i for i in range(1, 8)],
alpha=[1e-4, 1e-3, 1e-2]))
model = GridSearchCV(estimator=estimator,
param_grid=build_param_grid(estimator),
verbose=1000,
cv=3,
n_jobs=2)
mlp = GridSearchCV(
estimator=make_pipeline(
StandardScaler(),
MLPClassifier(),
),
param_grid={'mlpclassifier__max_iter': [2**i for i in range(1, 8)]},
verbose=1000,
cv=3)
model.fit(X_train, y_train)
mlp.fit(X_train, y_train)
print(datafnc.__name__)
print(model.score(X_test, y_test))
print(mlp.score(X_test, y_test))
features = make_union(
number(1), # Pclass
category(3), # Gender
number(4), # Age
number(5), # SibSp
category(6), # Parch
number(8), # Fare
category(10), # Embarked
)
estimator = Pipeline([('features', features), ('scaler', StandardScaler()),
('model', LinearSVC())])
models = [
set_grid(DecisionTreeClassifier(),
min_samples_split=[2**-i for i in range(1, 8)],
max_depth=list(range(1, 21))),
set_grid(LinearSVC(), C=np.logspace(-6, 6, num=20)),
]
estimator = set_grid(estimator,
model=[
set_grid(GradientBoostingClassifier(),
n_estimators=[2**i for i in range(1, 11)],
learning_rate=np.logspace(-4, 0, num=10)),
],
scaler=[StandardScaler()])
param_grid = build_param_grid(estimator)
gsearch = GridSearchCV(estimator=estimator,
import pytest
from sklearn.pipeline import Pipeline, make_pipeline
from sklearn.svm import SVC
from sklearn.linear_model import LogisticRegression, SGDClassifier
from sklearn.feature_selection import SelectKBest
from sklearn.datasets import load_iris
from searchgrid import set_grid, build_param_grid, make_grid_search
@pytest.mark.parametrize(('estimator', 'param_grid'), [
(set_grid(SVC(), C=[1, 2]), {
'C': [1, 2]
}),
(set_grid(SVC(), C=[1, 2], gamma=[1, 2]), {
'C': [1, 2],
'gamma': [1, 2]
}),
(make_pipeline(set_grid(SVC(), C=[1, 2], gamma=[1, 2])), {
'svc__C': [1, 2],
'svc__gamma': [1, 2]
}),
])
def test_build_param_grid(estimator, param_grid):
assert build_param_grid(estimator) == param_grid
# pytest.mark.xfail(
# (set_grid(SVC(), [{'kernel': ['linear']},
# {'kernel': 'rbf', 'gamma': [1, 2]}]),
# [{'kernel': ['linear']}, {'kernel': 'rbf', 'gamma': [1, 2]}])),
# pytest.mark.xfail(
