Sklearn - 来自 GridSearchCV 的最佳估计器，refit = True

Question

我正在尝试使用 GridSearchCV 找到最佳估算器，并且默认情况下我使用 refit = True。鉴于文档指出：

The refitted estimator is made available at the best_estimator_ attribute and permits using predict directly on this GridSearchCV instance

我应该像这样在训练数据上做.fit吗：

            classifier = GridSearchCV(estimator=model,param_grid = parameter_grid['param_grid'], scoring='balanced_accuracy', cv = 5, verbose=3, n_jobs=4,return_train_score=True, refit=True)

            classifier.fit(x_training, y_train_encoded_local)

            predictions = classifier.predict(x_testing)

            balanced_error = balanced_accuracy_score(y_true=y_test_encoded_local,y_pred=predictions)

或者我应该这样做：

            classifier = GridSearchCV(estimator=model,param_grid = parameter_grid['param_grid'], scoring='balanced_accuracy', cv = 5, verbose=3, n_jobs=4,return_train_score=True, refit=True)

            predictions = classifier.predict(x_testing)

            balanced_error = balanced_accuracy_score(y_true=y_test_encoded_local,y_pred=predictions)

Answer 1

你应该像你的第一个版本一样，拥有classifier.fit。 Refit=True 在交叉验证后对整个训练集进行训练。