python机器学习模型选择&调参工具Hyperopt-sklearn（1）——综述&分类问题

针对特定的数据集选择合适的机器学习算法是冗长的过程，即使是针对特定的机器学习算法，亦需要花费大量时间和精力调整参数，才能让模型获得好的效果，Hyperopt-sklearn可以辅助解决这样的问题。

主页：http://hyperopt.github.io/hyperopt-sklearn/

安装方法：

git clone https://github.com/hyperopt/hyperopt-sklearn.git
cd hyperopt
pip install -e .

基础实例：

from hpsklearn import HyperoptEstimator

# Load Data
# ...

# Create the estimator object
estim = HyperoptEstimator()

# Search the space of classifiers and preprocessing steps and their
# respective hyperparameters in sklearn to fit a model to the data
estim.fit(train_data, train_label)

# Make a prediction using the optimized model
prediction = estim.predict(unknown_data)

# Report the accuracy of the classifier on a given set of data
score = estim.score(test_data, test_label)

# Return instances of the classifier and preprocessing steps
model = estim.best_model()

针对分类问题，可以如下指定HyperoptEstimator

from hyperopt import tpe
from hpsklearn import HyperoptEstimator, any_classifier
estim = HyperoptEstimator(classifier=any_classifier('clf'),algo=tpe.suggest)
estim.fit(X_train,y_train)

其中any_classifier是常用分类器的集合，根据源码

def any_classifier(name):
    return hp.choice('%s' % name, [
        svc(name + '.svc'),
        knn(name + '.knn'),