打印出具有最大/最佳AUC分数的最佳参数

Question

我正在进行超参数调整，无法打印出最大AUC分数和最佳参数。请参阅下面的代码。它只打印"最佳参数：无，AUC:inf"，而不是"最佳参数5，AUC:87.1'">

#HyperParameter Tuning
gridsearch_params = [
max_depth
for max_depth in range(2,10,1)
]
#initial best params and AUC
max_auc = float("Inf")
best_params = None
for max_depth in gridsearch_params:
print("CV with max_depth={}".format(
max_depth
))
# Update our parameters
parameters['max_depth'] = max_depth
# Run CV
cv_results = xgb.cv(
parameters,
dtrain,
num_boost_round=num_rounds,
seed=42,
nfold=5,
metrics={'auc'},
early_stopping_rounds=10,
verbose_eval=100,
stratified=False
)
# Update best AUC
mean_auc = max(cv_results['test-auc-mean'])
boost_rounds = np.argmax((cv_results['test-auc-mean']))
print("tAUC {} for {} rounds".format(mean_auc, boost_rounds))
if mean_auc > max_auc:
max_auc = mean_auc
best_params = max_depth

print("Best params: {}, AUC: {}".format(best_params, max_auc))

Answer 1

max_auc应初始化为float(0(，否则为mean_auc>max_auc测试将始终返回False。