dabl.search.GridSuccessiveHalving

dabl.search.GridSuccessiveHalving(estimator, param_grid, scoring=None, n_jobs=None, refit=True, verbose=0, cv=5, pre_dispatch='2*n_jobs', random_state=None, error_score=nan, return_train_score=True, max_budget='auto', budget_on='n_samples', ratio=3, r_min='auto', aggressive_elimination=False, force_exhaust_budget=False)

Grid-search with successive halving.

The search strategy for hyper-parameter optimization starts evaluating all the candidates with a small amount a resource and iteratively selects the best candidates, using more and more resources.

Read more in the User guide.

Parameters

estimatorestimator object.

This is assumed to implement the scikit-learn estimator interface. Either estimator needs to provide a score function, or scoring must be passed.

param_griddict or list of dictionaries

Dictionary with parameters names (string) as keys and lists of parameter settings to try as values, or a list of such dictionaries, in which case the grids spanned by each dictionary in the list are explored. This enables searching over any sequence of parameter settings.

scoringstring, callable, or None, default: None

A single string (see The scoring parameter: defining model evaluation rules) or a callable (see Defining your scoring strategy from metric functions) to evaluate the predictions on the test set. If None, the estimator’s score method is used.

n_jobsint or None, optional (default=None)

Number of jobs to run in parallel. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors. See Glossary for more details.

pre_dispatchint, or string, optional

Controls the number of jobs that get dispatched during parallel execution. Reducing this number can be useful to avoid an explosion of memory consumption when more jobs get dispatched than CPUs can process. This parameter can be:

• None, in which case all the jobs are immediately created and spawned. Use this for lightweight and fast-running jobs, to avoid delays due to on-demand spawning of the jobs

• An int, giving the exact number of total jobs that are spawned

• A string, giving an expression as a function of n_jobs, as in ‘2*n_jobs’

cvint, cross-validation generator or an iterable, optional (default=5)

Determines the cross-validation splitting strategy. Possible inputs for cv are:

• integer, to specify the number of folds in a (Stratified)KFold,

• CV splitter,

• 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.

Refer User Guide for the various cross-validation strategies that can be used here.

refitboolean, default=True

If True, refit an estimator using the best found parameters on the whole dataset.

The refitted estimator is made available at the best_estimator_ attribute and permits using predict directly on this GridSearchCV instance.

verboseinteger

Controls the verbosity: the higher, the more messages.

error_score‘raise’ or numeric

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. Default is np.nan

return_train_scoreboolean, default=False

If False, the cv_results_ attribute will not include training scores. 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.

max_budgetint, optional(default=’auto’)

The maximum number of resources that any candidate is allowed to use for a given iteration. By default, this is set n_samples when budget_on='n_samples' (default), else an error is raised.

budget_onn_samples or str, optional(default=’n_samples’)

Defines the nature of the budget. By default, the budget is the number of samples. It can also be set to any parameter of the base estimator that accepts positive integer values, e.g. ‘n_iterations’ or ‘n_estimators’ for a gradient boosting estimator. In this case max_budget cannot be ‘auto’.

ratioint or float, optional(default=3)

The ‘halving’ parameter, which determines the proportion of candidates that are selected for the next iteration. For example, ratio=3 means that only one third of the candidates are selected.

r_minint, optional(default=’auto’)

The minimum amount of resource that any candidate is allowed to use for a given iteration. Equivalently, this defines the amount of resources that are allocated for each candidate at the first iteration. By default, this is set to:

• n_splits * 2 when budget_on='n_samples' for a regression problem

• n_classes * n_splits * 2 when budget_on='n_samples' for a regression problem

• The highest possible value satisfying the constraint force_exhaust_budget=True.

• 1 when budget_on!='n_samples'

Note that the amount of resources used at each iteration is always a multiple of r_min.

aggressive_eliminationbool, optional(default=False)

This is only relevant in cases where there isn’t enough budget to eliminate enough candidates at the last iteration. If True, then the search process will ‘replay’ the first iteration for as long as needed until the number of candidates is small enough. This is False by default, which means that the last iteration may evaluate more than ratio candidates.

force_exhaust_budgetbool, optional(default=False)

If True, then r_min is set to a specific value such that the last iteration uses as much budget as possible. Namely, the last iteration uses the highest value smaller than max_budget that is a multiple of both r_min and ratio.

See also

RandomSuccessiveHalving

Random search over a set of parameters using successive halving.

Notes

The parameters selected are those that maximize the score of the held-out data, according to the scoring parameter.

If n_jobs was set to a value higher than one, the data is copied for each parameter setting(and not n_jobs times). This is done for efficiency reasons if individual jobs take very little time, but may raise errors if the dataset is large and not enough memory is available. A workaround in this case is to set pre_dispatch. Then, the memory is copied only pre_dispatch many times. A reasonable value for pre_dispatch is 2 * n_jobs.

Attributes

n_candidates_int

The number of candidate parameters that were evaluated at the first iteartion.

n_remaining_candidates_int

The number of candidate parameters that are left after the last iteration.

max_budget_int

The maximum number of resources that any candidate is allowed to use for a given iteration. Note that since the number of resources used at each iteration must be a multiple of r_min_, the actual number of resources used at the last iteartion may be smaller than max_budget_.

r_min_int

The amount of resources that are allocated for each candidate at the first iteration.

n_iterations_int

The actual number of iterations that were run. This is equal to n_required_iterations_ if aggressive_elimination is True. Else, this is equal to min(n_possible_iterations_, n_required_iterations_).

n_possible_iterations_int

The number of iterations that are possible starting with r_min_ resources and without exceeding max_budget_.

n_required_iterations_int

The number of iterations that are required to end up with less than ratio candidates at the last iteration, starting with r_min_ resources. This will be smaller than n_possible_iterations_ when there isn’t enough budget.

cv_results_dict of numpy (masked) ndarrays

A dict with keys as column headers and values as columns, that can be imported into a pandas DataFrame.

For instance the below given table

param_kernel	param_gamma	split0_test_score	…	rank_test_score
‘rbf’	0.1	0.80	…	2
‘rbf’	0.2	0.90	…	1
‘rbf’	0.3	0.70	…	1

will be represented by a cv_results_ dict of:

{
'param_kernel' : masked_array(data = ['rbf', 'rbf', 'rbf'],
                              mask = False),
'param_gamma'  : masked_array(data = [0.1 0.2 0.3], mask = False),
'split0_test_score'  : [0.80, 0.90, 0.70],
'split1_test_score'  : [0.82, 0.50, 0.70],
'mean_test_score'    : [0.81, 0.70, 0.70],
'std_test_score'     : [0.01, 0.20, 0.00],
'rank_test_score'    : [3, 1, 1],
'split0_train_score' : [0.80, 0.92, 0.70],
'split1_train_score' : [0.82, 0.55, 0.70],
'mean_train_score'   : [0.81, 0.74, 0.70],
'std_train_score'    : [0.01, 0.19, 0.00],
'mean_fit_time'      : [0.73, 0.63, 0.43],
'std_fit_time'       : [0.01, 0.02, 0.01],
'mean_score_time'    : [0.01, 0.06, 0.04],
'std_score_time'     : [0.00, 0.00, 0.00],
'params'             : [{'kernel' : 'rbf', 'gamma' : 0.1}, ...],
}

NOTE

The key 'params' is used to store a list of parameter settings dicts for all the parameter candidates.

The mean_fit_time, std_fit_time, mean_score_time and std_score_time are all in seconds.

best_estimator_estimator or dict

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.

best_score_float

Mean cross-validated score of the best_estimator.

best_params_dict

Parameter setting that gave the best results on the hold out data.

best_index_int

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_).

scorer_function or a dict

Scorer function used on the held out data to choose the best parameters for the model.

n_splits_int

The number of cross-validation splits (folds/iterations).

refit_time_float

Seconds used for refitting the best model on the whole dataset.

This is present only if refit is not False.