Generic, non-grid search on hyper parameters.
Randomized search is invoked with search_optimization set to
"random" and behaves like scikit-learn’s RandomizedSearchCV.
Bayesian search can be invoked with several values of
search_optimization.
Tree-Parzen Estimators search is invoked with search_optimization
set to "hyperopt", using HyperOpt - http://hyperopt.github.io/hyperopt
All types of search aside from Randomized search require parent
libraries to be installed.
TuneSearchCV implements a “fit” and a “score” method.
It also implements “predict”, “predict_proba”, “decision_function”,
“transform” and “inverse_transform” if they are implemented in the
estimator used.
The parameters of the estimator used to apply these methods are optimized
by cross-validated search over parameter settings.
In contrast to GridSearchCV, not all parameter values are tried out, but
rather a fixed number of parameter settings is sampled from the specified
distributions. The number of parameter settings that are tried is
given by n_trials.
Parameters
estimator (estimator) – This is assumed to implement the
scikit-learn estimator interface. Either estimator needs to
provide a score function, or scoring must be passed.
param_distributions (dict or list or ConfigurationSpace) –
Serves
as the param_distributions parameter in scikit-learn’s
RandomizedSearchCV or as the search_space parameter in
BayesSearchCV.
For randomized search: dictionary with parameters names (string)
as keys and distributions or lists of parameter settings to try
for randomized search.
Distributions must provide a rvs method for sampling (such as
those from scipy.stats.distributions). Ray Tune search spaces
are also supported.
If a list is given, it is sampled uniformly. If a list of dicts is
given, first a dict is sampled uniformly, and then a parameter is
sampled using that dict as above.
For other types of search: dictionary with parameter names (string)
as keys. Values can be
a (lower_bound, upper_bound) tuple (for Real or Integer params)
a (lower_bound, upper_bound, “prior”) tuple (for Real params)
as a list of categories (for Categorical dimensions)
Ray Tune search space (eg. tune.uniform)
"bayesian" (scikit-optimize) also accepts
skopt.space.Dimension instance (Real, Integer or Categorical).
"hyperopt" (HyperOpt) also accepts
an instance of a hyperopt.pyll.base.Apply object.
"bohb" (HpBandSter) also accepts
ConfigSpace.hyperparameters.Hyperparameter instance.
"optuna" (Optuna) also accepts
an instance of a optuna.distributions.BaseDistribution object.
For "bohb" (HpBandSter) it is also possible to pass a
ConfigSpace.ConfigurationSpace object instead of dict or a list.
early_stopping (bool, str or TrialScheduler, optional) –
Option
to stop fitting to a hyperparameter configuration if it performs
poorly. Possible inputs are:
If True, defaults to ASHAScheduler.
A string corresponding to the name of a Tune Trial Scheduler
(i.e., “ASHAScheduler”). To specify parameters of the scheduler,
pass in a scheduler object instead of a string.
Scheduler for executing fit with early stopping. Only a subset
of schedulers are currently supported. The scheduler will only be
used if the estimator supports partial fitting
If None or False, early stopping will not be used.
Unless a HyperBandForBOHB object is passed,
this parameter is ignored for "bohb", as it requires
HyperBandForBOHB.
n_trials (int) – Number of parameter settings that are sampled.
n_trials trades off runtime vs quality of the solution.
Defaults to 10.
scoring (str,callable,list/tuple,dict, orNone) – A single
string or a callable to evaluate the predictions on the test set.
See https://scikit-learn.org/stable/modules/model_evaluation.html
#scoring-parameter for all options.
For evaluating multiple metrics, either give a list/tuple of
(unique) strings or a dict with names as keys and callables as
values.
If None, the estimator’s score method is used. Defaults to None.
n_jobs (int) – Number of jobs to run in parallel. None or -1 means
using all processors. Defaults to None. If set to 1, jobs
will be run using Ray’s ‘local mode’. This can
lead to significant speedups if the model takes < 10 seconds
to fit due to removing inter-process communication overheads.
refit (bool, str, or callable) – Refit an estimator using the
best found parameters on the whole dataset.
For multiple metric evaluation, this needs to be a string denoting
the scorer that would be used to find the best parameters for
refitting the estimator at the end.
The refitted estimator is made available at the best_estimator_
attribute and permits using predict directly on this
GridSearchCV instance.
Also for multiple metric evaluation, the attributes
best_index_, best_score_ and best_params_ will only be
available if refit is set and all of them will be determined
w.r.t this specific scorer. If refit not needed, set to False.
See scoring parameter to know more about multiple metric
evaluation. Defaults to True.
cv (int, cross-validation generator or iterable) –
Determines
the cross-validation splitting strategy.
Possible inputs for cv are:
None, to use the default 5-fold cross validation,
integer, to specify the number of folds in a (Stratified)KFold,
An iterable yielding (train, test) splits as arrays of indices.
For integer/None inputs, if the estimator is a classifier and y
is either binary or multiclass, StratifiedKFold is used.
In all other cases, KFold is used. Defaults to None.
verbose (int) – Controls the verbosity: 0 = silent, 1 = only status
updates, 2 = status and trial results. Defaults to 0.
random_state (int or RandomState) – Pseudo random number generator
state used for random uniform
sampling from lists of possible values instead of scipy.stats
distributions.
If int, random_state is the seed used by the random number
generator;
If RandomState instance, a seed is sampled from random_state;
If None, the random number generator is the RandomState instance
used by np.random and no seed is provided. Defaults to None.
Ignored when using BOHB.
error_score ('raise'orintorfloat) – Value to assign to the score if
an error occurs in estimator
fitting. If set to ‘raise’, the error is raised. If a numeric value
is given, FitFailedWarning is raised. This parameter does not
affect the refit step, which will always raise the error.
Defaults to np.nan.
return_train_score (bool) – If False, the cv_results_
attribute will not include training scores. Defaults to False.
Computing training scores is used to get insights on how different
parameter settings impact the overfitting/underfitting trade-off.
However computing the scores on the training set can be
computationally expensive and is not strictly required to select
the parameters that yield the best generalization performance.
local_dir (str) – A string that defines where checkpoints and logs will
be stored. Defaults to “~/ray_results”
name (str)– Name of experiment(for Ray Tune) –
max_iters (int) – Indicates the maximum number of epochs to run for each
hyperparameter configuration sampled (specified by n_trials).
This parameter is used for early stopping. Defaults to 1.
Depending on the classifier type provided, a resource parameter
(resource_param = max_iter or n_estimators) will be detected.
The value of resource_param will be treated as a
“max resource value”, and all classifiers will be
initialized with max resource value // max_iters, where
max_iters is this defined parameter. On each epoch,
resource_param (max_iter or n_estimators) is
incremented by max resource value // max_iters.
("random"or"bayesian"or"bohb"or"hyperopt" (search_optimization) –
or “optuna” or ray.tune.suggest.Searcher instance):
Randomized search is invoked with search_optimization set to
"random" and behaves like scikit-learn’s
RandomizedSearchCV.
Bayesian search can be invoked with several values of
search_optimization.
Tree-Parzen Estimators search is invoked with
search_optimization set to "hyperopt" via HyperOpt:
http://hyperopt.github.io/hyperopt
All types of search aside from Randomized search require parent
libraries to be installed.
Alternatively, instead of a string, a Ray Tune Searcher instance
can be used, which will be passed to tune.run().
use_gpu (bool) – Indicates whether to use gpu for fitting.
Defaults to False. If True, training will start processes
with the proper CUDA VISIBLE DEVICE settings set. If a Ray
cluster has been initialized, all available GPUs will
be used.
loggers (list) – A list of the names of the Tune loggers as strings
to be used to log results. Possible values are “tensorboard”,
“csv”, “mlflow”, and “json”
pipeline_auto_early_stop (bool) – Only relevant if estimator is Pipeline
object and early_stopping is enabled/True. If True, early stopping
will be performed on the last stage of the pipeline (which must
support early stopping). If False, early stopping will be
determined by ‘Pipeline.warm_start’ or ‘Pipeline.partial_fit’
capabilities, which are by default not supported by standard
SKlearn. Defaults to True.
stopper (ray.tune.stopper.Stopper) – Stopper objects passed to
tune.run().
time_budget_s (int|float|datetime.timedelta) – Global time budget in
seconds after which all trials are stopped. Can also be a
datetime.timedelta object. The stopping condition is checked
after receiving a result, i.e. after each training iteration.
mode (str) – One of {min, max}. Determines whether objective is
minimizing or maximizing the metric attribute. Defaults to “max”.
**search_kwargs (Any) – Additional arguments to pass to the SearchAlgorithms (tune.suggest)
objects.
propertybest_estimator_¶
Estimator that was chosen by the search,
i.e. estimator which gave highest score (or smallest loss if
specified) on the left out data. Not available if refit=False.
See refit parameter for more information on allowed values.
Type
estimator
propertybest_index_¶
The index (of the cv_results_ arrays)
which corresponds to the best candidate parameter setting.
The dict at search.cv_results_['params'][search.best_index_] gives
the parameter setting for the best model, that gives the highest
mean score (search.best_score_).
For multi-metric evaluation, this is present only if refit is
specified.
Type
int
propertybest_params_¶
Parameter setting that gave the best results on the hold
out data.
For multi-metric evaluation, this is present only if refit is
specified.
Type
dict
propertybest_score_¶
Mean cross-validated score of the best_estimator
For multi-metric evaluation, this is present only if refit
is specified.
Type
float
propertyclasses_¶
Get the list of unique classes found in the target y.
Type
list
propertydecision_function¶
Get decision_function on the estimator with the best
found parameters.
Only available if refit=True and the underlying estimator supports
decision_function.
Type
function
fit(X, y=None, groups=None, **fit_params)¶
Run fit with all sets of parameters.
tune.run is used to perform the fit procedure.
Parameters
X (array-like (shape = [n_samples, n_features])) – Training vector, where n_samples is the number of samples and
n_features is the number of features.
y (array-like) – Shape of array expected to be [n_samples]
or [n_samples, n_output]). Target relative to X for
classification or regression; None for unsupervised learning.
groups (array-like (shape (n_samples,)), optional) – Group labels for the samples used while splitting the dataset
into train/test set. Only used in conjunction with a “Group”
cv instance (e.g., GroupKFold).
**fit_params (dict of str) – Parameters passed to
the fit method of the estimator.
Returns
TuneBaseSearchCV child instance, after fitting.
get_params(deep=True)¶
Get parameters for this estimator.
Parameters
deep (bool,default=True) – If True, will return the parameters for this estimator and
contained subobjects that are estimators.
Returns
params – Parameter names mapped to their values.
Return type
dict
propertyinverse_transform¶
Get inverse_transform on the estimator with the best found
parameters.
Only available if the underlying estimator implements
inverse_transform and refit=True.
Type
function
propertymultimetric_¶
Whether evaluation performed was multi-metric.
Type
bool
propertyn_splits_¶
The number of cross-validation splits (folds/iterations).
Type
int
propertypredict¶
Get predict on the estimator with the best found
parameters.
Only available if refit=True and the underlying estimator supports
predict.
Type
function
propertypredict_log_proba¶
Get predict_log_proba on the estimator with the best found
parameters.
Only available if refit=True and the underlying estimator supports
predict_log_proba.
Type
function
propertypredict_proba¶
Get predict_proba on the estimator with the best found
parameters.
Only available if refit=True and the underlying estimator supports
predict_proba.
Type
function
propertyrefit_time_¶
Seconds used for refitting the best model on the
whole dataset.
This is present only if refit is not False.
Type
float
score(X, y=None)¶
Compute the score(s) of an estimator on a given test set.
Parameters
X (array-like (shape = [n_samples, n_features])) – Input
data, where n_samples is the number of samples and
n_features is the number of features.
y (array-like) – Shape of array is expected to be
[n_samples] or [n_samples, n_output]). Target relative to X
for classification or regression. You can also pass in
None for unsupervised learning.
Returns
computed score
Return type
float
score_samples(X)¶
Call score_samples on the estimator with the best found parameters.
Only available if refit=True and the underlying estimator supports
score_samples.
New in version 0.24.
Parameters
X (iterable) – Data to predict on. Must fulfill input requirements
of the underlying estimator.
Returns
y_score
Return type
ndarray of shape (n_samples,)
propertyscorer_¶
Scorer function used on the held out
data to choose the best parameters for the model.
For multi-metric evaluation, this attribute holds the validated
scoring dict which maps the scorer key to the scorer callable.
Type
function or a dict
set_params(**params)¶
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects
(such as Pipeline). The latter have
parameters of the form __ so that it’s
possible to update each component of a nested object.
Parameters
**params (dict) – Estimator parameters.
Returns
self – Estimator instance.
Return type
estimator instance
propertytransform¶
Get transform on the estimator with the best found
parameters.
Only available if the underlying estimator supports transform and
refit=True.
Type
function