How can I implement RandomizedSearchCV for GradientBoostingRegressor in scikit-learn instead of GridSearchCV?

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英文:

How can I implement RandomizedSearchCV for GradientBoostingRegressor in scikit-learn instead of GridSearchCV?

问题

我正在尝试使用sklearn的GradientBoostingRegressor运行回归模型。我已经看到一些用于超参数调优的GridSearchCV实现,但为了减少计算时间,我想实现RandomizedSearch。不幸的是,我无法让它们一起运行。你可以帮我实现吗?

我的GridSearchCV脚本如下,不幸的是,我无法将其转换为使用Gradient Boosting估计器的RandomizedSearchCV。

from sklearn.ensemble import GradientBoostingRegressor
from sklearn.model_selection import RandomizedSearchCV

print("Optimizing Hyperparameters..")
LR = {"learning_rate": [0.001],
      "n_estimators": [1000, 3000, 5000, 7000, 10000],
      "max_depth": [1, 2, 3, 5, 7, 10]}
tuning = RandomizedSearchCV(estimator=GradientBoostingRegressor(), param_distributions=LR)
tuning.fit(X_train, y_train)

print("Best Parameters found: ", tuning.best_params_)

n_parameter = tuning.best_params_["n_estimators"]
lr_parameter = tuning.best_params_["learning_rate"]
md_parameter = tuning.best_params_["max_depth"]

希望对你有所帮助。

英文:

I am trying to run a regression model using sklearn GradientBoostingRegressor. I have seen some GridSearchCV implementations for the hyperparameter tuning, however in order to reduce the computation time I would like to implement RandomizedSearch. Unfortunately I could not make these both run together. Could you please help me how to implement?

My script for GridSearchCV is below, I unfortunately could not manage it to convert to RandomizedSearchCV using gradient boosting estimator.

from sklearn.ensemble import GradientBoostingRegressor
from sklearn.model_selection import RandomizedSearchCV

print("Optimizing Hyperparameters..")
LR = {"learning_rate": [0.001],
      # "n_estimators": [10, 50, 100, 150, 500, 1000, 15000],
      "n_estimators": [1000, 3000, 5000, 7000, 10000],
      "max_depth": [1, 2, 3, 5, 7, 10]}
tuning = RandomizedSearchCV(estimator=GradientBoostingRegressor(), param_distributions=LR)
tuning.fit(X_train, y_train)

print("Best Parameters found: ", tuning.best_params_)

n_parameter = tuning.best_params_["n_estimators"]
lr_parameter = tuning.best_params_["learning_rate"]
md_parameter = tuning.best_params_["max_depth"]

答案1

得分: 1

我运行了以下代码片段,一切正常。

import numpy as np
from sklearn.ensemble import GradientBoostingRegressor
from sklearn.model_selection import RandomizedSearchCV

# 基本概念验证数据集
X_val = np.random.randn(10, 4)
y_val = np.random.randn(10)

LR = {
    "learning_rate": [0.001],
    "n_estimators": [1000, 3000, 5000, 7000, 10000],
    "max_depth": [1, 2, 3, 5, 7, 10],
}
tuning = RandomizedSearchCV(
    estimator=GradientBoostingRegressor(), param_distributions=LR, scoring="r2"
)
tuning.fit(X_val, y_val)
print("Best Parameters found: ", tuning.best_params_)

它打印出:

Best Parameters found:  
{'n_estimators': 3000, 'max_depth': 1, 'learning_rate': 0.001}

由于上面的代码片段工作正常,问题可能与您的脚本/笔记本中的其他内容有关。也许与您的数据集有关?

英文:

I ran the following code snippet and everything worked.

import numpy as np
from sklearn.ensemble import GradientBoostingRegressor
from sklearn.model_selection import RandomizedSearchCV

# basic proof of concept dataset
X_val = np.random.randn(10, 4)
y_val = np.random.randn(10)

LR = {
    "learning_rate": [0.001],
    "n_estimators": [1000, 3000, 5000, 7000, 10000],
    "max_depth": [1, 2, 3, 5, 7, 10],
}
tuning = RandomizedSearchCV(
    estimator=GradientBoostingRegressor(), param_distributions=LR, scoring="r2"
)
tuning.fit(X_val, y_val)
print("Best Parameters found: ", tuning.best_params_)

And it printed out

Best Parameters found:  
{'n_estimators': 3000, 'max_depth': 1, 'learning_rate': 0.001}

Since the code snippet above works, it must be due to something else behind the scenes in your script/notebook. Perhaps it is something to do with your dataset?

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  • 本文由 发表于 2023年6月2日 08:03:00
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