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code:model_selection
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model selection and cross validation in scikit-learn
First let's import some modules and read in some data:
In [1]: import numpy as np In [2]: from sklearn import cross_validation In [3]: from sklearn import svm In [4]: from sklearn import metrics In [5]: data=np.genfromtxt("../data/heart_scale.data", delimiter=",") In [6]: X=data[:,1:] In [7]: y=data[:,0]
The simplest form of model evaluation uses a validation/test set:
In [9]: X_train, X_test, y_train, y_test = cross_validation.train_test_split(X, y, test_size=0.4, random_state=0) In [10]: classifier = svm.SVC(kernel='linear', C=1).fit(X_train, y_train) In [11]: classifier.score(X_test, y_test) Out[11]: 0.7592592592592593
Next, let'd perform cross-validation:
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 [19]: In [19]: # you can obtain accuracy for other metrics, such as area under the roc curve: 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 [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
H ere's an alternative way of doing cross-validation.
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/model_selection.1444074962.txt.gz ยท Last modified: 2016/08/09 10:25 (external edit)
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