GridSearch 用于 OneVsRestClassifier 中的估计器

Question

我想在 SVC 模型中执行 GridSearchCV，但它使用一对多策略。对于后一部分，我可以这样做：

model_to_set = OneVsRestClassifier(SVC(kernel="poly"))

我的问题在于参数。假设我想尝试以下值：

parameters = {"C":[1,2,4,8], "kernel":["poly","rbf"],"degree":[1,2,3,4]}

为了执行 GridSearchCV，我应该这样做：

 cv_generator = StratifiedKFold(y, k=10)
 model_tunning = GridSearchCV(model_to_set, param_grid=parameters, score_func=f1_score, n_jobs=1, cv=cv_generator)

但是，然后我执行它我得到：

Traceback (most recent call last):
  File "/.../main.py", line 66, in <module>
    argclass_sys.set_model_parameters(model_name="SVC", verbose=3, file_path=PATH_ROOT_MODELS)
  File "/.../base.py", line 187, in set_model_parameters
    model_tunning.fit(self.feature_encoder.transform(self.train_feats), self.label_encoder.transform(self.train_labels))
  File "/usr/local/lib/python2.7/dist-packages/sklearn/grid_search.py", line 354, in fit
    return self._fit(X, y)
  File "/usr/local/lib/python2.7/dist-packages/sklearn/grid_search.py", line 392, in _fit
    for clf_params in grid for train, test in cv)
  File "/usr/local/lib/python2.7/dist-packages/sklearn/externals/joblib/parallel.py", line 473, in __call__
    self.dispatch(function, args, kwargs)
  File "/usr/local/lib/python2.7/dist-packages/sklearn/externals/joblib/parallel.py", line 296, in dispatch
    job = ImmediateApply(func, args, kwargs)
  File "/usr/local/lib/python2.7/dist-packages/sklearn/externals/joblib/parallel.py", line 124, in __init__
    self.results = func(*args, **kwargs)
  File "/usr/local/lib/python2.7/dist-packages/sklearn/grid_search.py", line 85, in fit_grid_point
    clf.set_params(**clf_params)
  File "/usr/local/lib/python2.7/dist-packages/sklearn/base.py", line 241, in set_params
    % (key, self.__class__.__name__))
ValueError: Invalid parameter kernel for estimator OneVsRestClassifier

基本上，由于 SVC 位于 OneVsRestClassifier 内，并且这是我发送到 GridSearchCV 的估算器，因此无法访问 SVC 的参数。

为了完成我想要的，我看到了两个解决方案：

1. 在创建 SVC 时，以某种方式告诉它不要使用一对一策略，而是使用一对多策略。
2. 不知何故指示 GridSearchCV 参数对应于 OneVsRestClassifier 内的估计器。

我还没有找到一种方法来做任何提到的替代方案。你知道是否有办法做到这些吗？或者您可以建议另一种方法来获得相同的结果？

谢谢！

Answer 1

对于 Python 3，应使用以下代码

from sklearn.datasets import load_iris
from sklearn.multiclass import OneVsRestClassifier
from sklearn.svm import SVC
from sklearn.model_selection import GridSearchCV
from sklearn.metrics import f1_score

iris = load_iris()

model_to_set = OneVsRestClassifier(SVC(kernel="poly"))

parameters = {
    "estimator__C": [1,2,4,8],
    "estimator__kernel": ["poly","rbf"],
    "estimator__degree":[1, 2, 3, 4],
}

model_tunning = GridSearchCV(model_to_set, param_grid=parameters,
                             scoring='f1_weighted')

model_tunning.fit(iris.data, iris.target)

print(model_tunning.best_score_)
print(model_tunning.best_params_)

Answer 2

param_grid  = {"estimator__alpha": [10**-5, 10**-3, 10**-1, 10**1, 10**2]}

clf = OneVsRestClassifier(SGDClassifier(loss='log',penalty='l1'))

model = GridSearchCV(clf,param_grid, scoring = 'f1_micro', cv=2,n_jobs=-1)

model.fit(x_train_multilabel, y_train)

Answer 3

当您使用带有网格搜索的嵌套估算器时，您可以使用__ 作为分隔符来限定参数。在这种情况下，SVC 模型在 OneVsRestClassifier 模型中存储为名为 estimator 的属性：

from sklearn.datasets import load_iris
from sklearn.multiclass import OneVsRestClassifier
from sklearn.svm import SVC
from sklearn.grid_search import GridSearchCV
from sklearn.metrics import f1_score

iris = load_iris()

model_to_set = OneVsRestClassifier(SVC(kernel="poly"))

parameters = {
    "estimator__C": [1,2,4,8],
    "estimator__kernel": ["poly","rbf"],
    "estimator__degree":[1, 2, 3, 4],
}

model_tunning = GridSearchCV(model_to_set, param_grid=parameters,
                             score_func=f1_score)

model_tunning.fit(iris.data, iris.target)

print model_tunning.best_score_
print model_tunning.best_params_

产生：

0.973290762737
{'estimator__kernel': 'poly', 'estimator__C': 1, 'estimator__degree': 2}