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code:model_selection [CS545 fall 2016]

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code:model_selection [2015/10/05 13:49]
asa
code:model_selection [2015/10/05 13:56]
asa
Line 38: Line 38:
 <code python> <code python>
  
-In [12]: scores = cross_validation.cross_val_score(classifier,​ X, y, cv=5, scoring='​accuracy'​)+In [18]: cross_validation.cross_val_score(classifier,​ X, y, cv=5, scoring='​accuracy'​
 +Out[18]: array([ 0.7962963 ,  0.83333333, ​ 0.88888889, ​ 0.83333333, ​ 0.83333333])
  
-In [13]: +In [19]: 
  
-In [13]: scores = cross_validation.cross_val_score(classifierX, y, cv=5, scoring='​roc_auc'​)+In [19]: # you can obtain accuracy for other metricssuch as area under the roc curve:
  
-In [14]: # you can also obtain the predictions by cross-validation and then compute the accuracy:+In [20]: cross_validation.cross_val_score(classifier,​ X, y, cv=5, scoring='​roc_auc'​) 
 +Out[20]array([ 0.89166667, ​ 0.89166667, ​ 0.95833333, ​ 0.87638889, ​ 0.91388889])
  
-In [15]: y_predict = cross_validation.cross_val_predict(classifier,​ X, y, cv=5)+In [21]:  
 + 
 +In [21]: # you can also obtain the predictions by cross-validation and then compute the accuracy: 
 + 
 +In [22]: y_predict = cross_validation.cross_val_predict(classifier,​ X, y, cv=5) 
 + 
 +In [23]: metrics.accuracy_score(y,​ y_predict) 
 +Out[23]: 0.83703703703703702
  
-In [16]: metrics.accuracy_score(y,​ y_predict) 
-Out[16]: 0.83703703703703702 
 </​code>​ </​code>​
  
 +H ere's an alternative way of doing cross-validation.
 +
 +<code python>
 +In [25]: # first divide the data into folds:
 +
 +In [26]: cv = cross_validation.StratifiedKFold(y,​ 5)
 +
 +In [27]: # now use these folds:
 +
 +In [28]: print cross_validation.cross_val_score(classifier,​ X, y, cv=cv, scoring='​roc_auc'​)
 +[ 0.89166667 ​ 0.89166667 ​ 0.95833333 ​ 0.87638889 ​ 0.91388889]
 +
 +In [29]: 
 +
 +In [29]: # you can see how examples were divided into folds by looking at the test_folds attribute:
 +
 +In [30]: print cv.test_folds
 +[0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
 + 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
 + 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2
 + 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
 + 2 2 2 2 2 2 2 2 2 2 2 2 3 3 2 3 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
 + 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 4 4 4 4 4 4
 + 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
 + 4 4 4 4 4 4 4 4 4 4 4]
 +
 +</​code>​
  
code/model_selection.txt · Last modified: 2016/10/06 14:58 by asa