SKLearn中SVM参数自动选择的最简单示例（使用GridSearchCV）

大家都知道，SVM如果在调参比较好的情况下，可以达到很好的分类效果，不过SVM也确实参数比较多，例如在这里介绍的：

https://blog.csdn.net/xiaodongxiexie/article/details/70667101

也有些朋友对调参过程做了比较详细的解释：

https://blog.csdn.net/baidu_15113429/article/details/72673466

据网友介绍，SVM调参过程中应主要调kernel，C 和gamma，对于SKLearn，我们可以使用GridSearchCV对参数进行自动化搜索，有网友对其使用方法进行了详细介绍：

https://blog.csdn.net/cherdw/article/details/54970366

其官网的文档在这里：http://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GridSearchCV.html

不过上面的博客和教程都有些复杂，我这里给出最简单的示例：

from sklearn import svm
from sklearn.model_selection import GridSearchCV

svr = svm.SVC()
parameters = {'kernel':('linear', 'rbf'), 'C':[1, 2, 4], 'gamma':[0.125, 0.25, 0.5 ,1, 2, 4]}
clf = GridSearchCV(svr, parameters, scoring='f1')
clf.fit(X, y)
print('The parameters of the best model are: ')
print(clf.best_params_)

关于scoring这个参数，在这里有更多的介绍：

http://scikit-learn.org/stable/modules/model_evaluation.html#scoring-parameter

我这里用的是f1，其他的参数值可以参考这个表：

Scoring	Function	Comment
Classification
‘accuracy’	metrics.accuracy_score
‘average_precision’	metrics.average_precision_score
‘f1’	metrics.f1_score	for binary targets
‘f1_micro’	metrics.f1_score	micro-averaged
‘f1_macro’	metrics.f1_score	macro-averaged
‘f1_weighted’	metrics.f1_score	weighted average
‘f1_samples’	metrics.f1_score	by multilabel sample
‘neg_log_loss’	metrics.log_loss	requires predict_proba support
‘precision’ etc.	metrics.precision_score	suffixes apply as with ‘f1’
‘recall’ etc.	metrics.recall_score	suffixes apply as with ‘f1’
‘roc_auc’	metrics.roc_auc_score
Clustering
‘adjusted_mutual_info_score’	metrics.adjusted_mutual_info_score
‘adjusted_rand_score’	metrics.adjusted_rand_score
‘completeness_score’	metrics.completeness_score
‘fowlkes_mallows_score’	metrics.fowlkes_mallows_score
‘homogeneity_score’	metrics.homogeneity_score
‘mutual_info_score’	metrics.mutual_info_score
‘normalized_mutual_info_score’	metrics.normalized_mutual_info_score
‘v_measure_score’	metrics.v_measure_score
Regression
‘explained_variance’	metrics.explained_variance_score
‘neg_mean_absolute_error’	metrics.mean_absolute_error
‘neg_mean_squared_error’	metrics.mean_squared_error
‘neg_mean_squared_log_error’	metrics.mean_squared_log_error
‘neg_median_absolute_error’	metrics.median_absolute_error
‘r2’	metrics.r2_score