sklearn GridSearchCV简介

sklearn.grid_search.GridSearchCV(estimator,
    param_grid, scoring=None, fit_params=None,
    n_jobs=1, iid=True, refit=True, cv=None,
    verbose=0, pre_dispatch='2*n_jobs', error_score='raise')

GridSearchCV实现了fit，predict，predict_proba等方法，并通过交叉验证对参数空间进行求解，寻找最佳的参数。
下面是一个官方介绍：

from __future__ import print_function
from pprint import pprint
from time import time
import logging

from sklearn.datasets import fetch_20newsgroups
from sklearn.feature_extraction.text import CountVectorizer
from sklearn.feature_extraction.text import TfidfTransformer
from sklearn.linear_model import SGDClassifier
from sklearn.grid_search import GridSearchCV
from sklearn.pipeline import Pipeline

print(__doc__)

# Display progress logs on stdout
logging.basicConfig(level=logging.INFO,
                    format='%(asctime)s %(levelname)s %(message)s')


###############################################################################
# Load some categories from the training set
categories = [
    'alt.atheism',
    'talk.religion.misc',
]
# Uncomment the following to do the analysis on all the categories
#categories = None

print("Loading 20 newsgroups dataset for categories:")
print(categories)

data = fetch_20newsgroups(subset='train', categories=categories)
print("%d documents" % len(data.filenames))
print("%d categories" % len(data.target_names))
print()

###############################################################################
# 使用pipeline定义文本分类问题常见的工作流，包含向量化和一个简单的分类器
pipeline = Pipeline([
    ('vect', CountVectorizer()),
    ('tfidf', TfidfTransformer()),
    ('clf', SGDClassifier()),
])

# 参数空间：
# 定义了pipeline中各个模型的需要穷尽求解的参数空间，比如：clf__penalty': ('l2', 'elasticnet')
# 表示SGDClassifier分类器的正则化选项为L2和elasticnet，训练时模型会分别使用这两个正则化方法来寻求最佳的方式
parameters = {
    'vect__max_df': (0.5, 0.75, 1.0),
    #'vect__max_features': (None, 5000, 10000, 50000),
    'vect__ngram_range': ((1, 1), (1, 2)),  # unigrams or bigrams
    #'tfidf__use_idf': (True, False),
    #'tfidf__norm': ('l1', 'l2'),
    'clf__alpha': (0.00001, 0.000001),
    'clf__penalty': ('l2', 'elasticnet'),
    #'clf__n_iter': (10, 50, 80),
}

if __name__ == "__main__":

    # 通过GridSearchCV来寻求最佳参数空间
    grid_search = GridSearchCV(pipeline, parameters, n_jobs=-1, verbose=1)

    print("Performing grid search...")
    print("pipeline:", [name for name, _ in pipeline.steps])
    print("parameters:")
    pprint(parameters)
    t0 = time()

    # 这里只需调用一次fit函数就可以了
    grid_search.fit(data.data, data.target)
    print("done in %0.3fs" % (time() - t0))
    print()

    # 输出best score
    print("Best score: %0.3f" % grid_search.best_score_)
    print("Best parameters set:")
    # 输出最佳的分类器到底使用了怎样的参数
    best_parameters = grid_search.best_estimator_.get_params()
    for param_name in sorted(parameters.keys()):
        print("\t%s: %r" % (param_name, best_parameters[param_name]))

输出如下：

Loading 20 newsgroups dataset for categories:
['alt.atheism', 'talk.religion.misc']
1427 documents
2 categories

Performing grid search...
pipeline: ['vect', 'tfidf', 'clf']
parameters:
{'clf__alpha': (1.0000000000000001e-05, 9.9999999999999995e-07),
 'clf__n_iter': (10, 50, 80),
 'clf__penalty': ('l2', 'elasticnet'),
 'tfidf__use_idf': (True, False),
 'vect__max_n': (1, 2),
 'vect__max_df': (0.5, 0.75, 1.0),
 'vect__max_features': (None, 5000, 10000, 50000)}
done in 1737.030s

Best score: 0.940
Best parameters set:
    clf__alpha: 9.9999999999999995e-07
    clf__n_iter: 50
    clf__penalty: 'elasticnet'
    tfidf__use_idf: True
    vect__max_n: 2
    vect__max_df: 0.75
    vect__max_features: 50000