python中gridsearchcv_GridSearchCV (scikit learn) 确定超参数

在我们建立模型的时候需要(尽量)确定最优的参数，比如以下KNN的例子，如果直接实现，我们可以用for-loop来寻找最大的score，从而确定对应的参数：

%%time

# 寻找明科夫斯基距离最优的p

best_p = -1

best_score = 0

best_k = -1

for p in range(1, 6):

for k in range(1, 11):

knn_clf = KNeighborsClassifier(n_neighbors=k, weights = 'distance', p = p)

knn_clf.fit(X_train, y_train)

y_predict = knn_clf.predict(X_test)

score = accuracy_score(y_test, y_predict)

if score > best_score:

best_score = score

best_k = k

best_p = p

print("best k is {}; \nbest score is {};\nbest p is {}.".format(best_k, best_score, best_p))

但是这样搜索比较麻烦，而且weights还有别的参数，自己写比较麻烦。而scikit learn已经给我们封装好了GridSearchCV方法，我们直接调用即可：

from sklearn.model_selection import GridSearchCV

# 定义搜索参数

param_grid = [

{

'weights':['uniform'],

'n_neighbors':[i for i in range(1, 11)]

},

{

'weights': ['distance'],

'n_neighbors': [i for i in range(1, 11)],

'p': [i for i in range(1, 6)]

}

]

knn_clf = KNeighborsClassifier()

# n_jobs是提供的核的数量，-1是用上电脑所有的核；verbose输出中间过程

grid_search = GridSearchCV(knn_clf, param_grid, n_jobs = -1, verbose = 2)

grid_search.fit(X_train, y_train)

# 查看参数：

grid_search.best_params_

# 或者

grid_search.best_estimator_

# 最优score

grid_search.best_score_