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===== model selection in scikit-learn ===== """classifier evaluation using scikit-learn more details at: http://scikit-learn.org/stable/modules/cross_validation.html http://scikit-learn.org/stable/tutorial/statistical_inference/model_selection.html """ import numpy as np from sklearn import cross_validation from sklearn import svm from sklearn import metrics # read in the heart dataset data=np.genfromtxt("../data/heart_scale.data", delimiter=",") X=data[:,1:] y=data[:,0] # first let's do regular cross-validation: cv = cross_validation.StratifiedKFold(y, 5, shuffle=True, random_state=0) print (cv.test_folds) classifier = svm.SVC(kernel='linear', C=1) y_predict = cross_validation.cross_val_predict(classifier, X, y, cv=cv) print(metrics.accuracy_score(y, y_predict)) # grid search # let's perform model selection using grid search from sklearn.grid_search import GridSearchCV Cs = np.logspace(-2, 3, 6) classifier = GridSearchCV(estimator=svm.LinearSVC(), param_grid=dict(C=Cs) ) classifier.fit(X, y) # print the best accuracy, classifier and parameters: print (classifier.best_score_) print (classifier.best_estimator_) print (classifier.best_params_) # performing nested cross validation: y_predict = cross_validation.cross_val_predict(classifier, X, y, cv=cv) print(metrics.accuracy_score(y, y_predict)) # if we want to do grid search over multiple parameters: param_grid = [ {'C': [1, 10, 100, 1000], 'kernel': ['linear']}, {'C': [1, 10, 100, 1000], 'gamma': [0.001, 0.0001], 'kernel': ['rbf']}, ] classifier = GridSearchCV(estimator=svm.SVC(), param_grid=param_grid) y_predict = cross_validation.cross_val_predict(classifier, X, y, cv=cv) print(metrics.accuracy_score(y, y_predict))