【Python-ML】SKlearn库网格搜索和交叉验证

# -*- coding: utf-8 -*-
'''
Created on 2018年1月18日
@author: Jason.F
@summary: 
GridSearch网格搜索：同一模型下组合参数选择最优；
嵌套交叉验证：不同模型选择最优；
'''
import pandas as pd
from sklearn.preprocessing import LabelEncoder
from sklearn.cross_validation import train_test_split
from sklearn.preprocessing import StandardScaler
from sklearn.pipeline import Pipeline
from sklearn.grid_search import GridSearchCV
from sklearn.svm import SVC
import numpy as np
from sklearn.model_selection import cross_val_score
from sklearn.tree import DecisionTreeClassifier
#导入数据
df = pd.read_csv('https://archive.ics.uci.edu/ml/machine-learning-databases/breast-cancer-wisconsin/wdbc.data',header=None)
X=df.loc[:,2:].values
y=df.loc[:,1].values
le=LabelEncoder()
y=le.fit_transform(y)#类标整数化
print (le.transform(['M','B']))
#划分训练集合测试集
X_train,X_test,y_train,y_test = train_test_split (X,y,test_siz