是否有可能在scikit-learn中使用网格搜索来调整自定义内核的参数?

Question

我有一个自定义的内核函数，我使用GridSearchCV函数与SVC(kernel=my_kernel)。

my_kernel函数需要一个参数k来调优，所以我想知道是否可以配置param_grid选项来调优我的自定义内核函数的参数。

例如，可以按如下方式调整RBF内核的gamma参数。我可以为我的定制内核提供param_grid=dict(k=k_range)类型的选项吗?

gamma_range = 10. ** np.arange(-5, 4)
param_grid = dict(gamma=gamma_range)
grid = GridSearchCV(SVC(), param_grid=param_grid, cv=StratifiedKFold(y=Y, k=5))

Answer 1

这样做的一种方法是使用Pipeline, SVC(kernel='precomputed')并将自定义内核函数包装为sklearn估计器(BaseEstimator和TransformerMixin的子类)。

例如，sklearn包含一个自定义核函数chi2_kernel(X, Y=None, gamma=1.0)，该函数计算特征向量X和Y的核矩阵。这个函数接受一个参数gamma，最好使用交叉验证来设置。我们可以对这个函数的参数进行网格搜索，方法如下:

from __future__ import print_function
from __future__ import division
import sys
import numpy as np
import sklearn
from sklearn.base import BaseEstimator, TransformerMixin
from sklearn.cross_validation import train_test_split
from sklearn.datasets import load_digits
from sklearn.grid_search import GridSearchCV
from sklearn.metrics import accuracy_score
from sklearn.metrics.pairwise import chi2_kernel
from sklearn.pipeline import Pipeline
from sklearn.svm import SVC
# Wrapper class for the custom kernel chi2_kernel
class Chi2Kernel(BaseEstimator,TransformerMixin):
    def __init__(self, gamma=1.0):
        super(Chi2Kernel,self).__init__()
        self.gamma = gamma
    def transform(self, X):
        return chi2_kernel(X, self.X_train_, gamma=self.gamma)
    def fit(self, X, y=None, **fit_params):
        self.X_train_ = X
        return self
def main():
    print('python: {}'.format(sys.version))
    print('numpy: {}'.format(np.__version__))
    print('sklearn: {}'.format(sklearn.__version__))
    np.random.seed(0)
    # Get some data to evaluate
    dataset = load_digits()
    X = dataset.data
    y = dataset.target
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.33)
    # Create a pipeline where our custom predefined kernel Chi2Kernel
    # is run before SVC.
    pipe = Pipeline([
        ('chi2', Chi2Kernel()),
        ('svm', SVC()),
    ])
    # Set the parameter 'gamma' of our custom kernel by
    # using the 'estimator__param' syntax.
    cv_params = dict([
        ('chi2__gamma', 10.0**np.arange(-9,4)),
        ('svm__kernel', ['precomputed']),
        ('svm__C', 10.0**np.arange(-2,9)),
    ])
    # Do grid search to get the best parameter value of 'gamma'.
    model = GridSearchCV(pipe, cv_params, cv=5, verbose=1, n_jobs=-1)
    model.fit(X_train, y_train)
    y_pred = model.predict(X_test)
    acc_test = accuracy_score(y_test, y_pred)
    print("Test accuracy: {}".format(acc_test))
    print("Best params:")
    print(model.best_params_)
if __name__ == '__main__':
    main()

输出:

    python: 2.7.3 (default, Dec 18 2014, 19:10:20)
    [GCC 4.6.3]
    numpy: 1.8.0
    sklearn: 0.16.1
    Fitting 5 folds for each of 143 candidates, totalling 715 fits
    [Parallel(n_jobs=-1)]: Done   1 jobs       | elapsed:    0.4s
    [Parallel(n_jobs=-1)]: Done  50 jobs       | elapsed:    2.7s
    [Parallel(n_jobs=-1)]: Done 200 jobs       | elapsed:    9.8s
    [Parallel(n_jobs=-1)]: Done 450 jobs       | elapsed:   21.6s
    [Parallel(n_jobs=-1)]: Done 701 out of 715 | elapsed:   34.8s remaining:    0.7s
    [Parallel(n_jobs=-1)]: Done 715 out of 715 | elapsed:   35.4s finished
    Test accuracy: 0.989898989899
    Best params:
    {'chi2__gamma': 0.01, 'svm__C': 10.0, 'svm__kernel': 'precomputed'}

在您的情况下，只需将chi2_kernel替换为计算内核矩阵的函数。

Answer 2

使用scikit-learn 0.19，你可以做

from sklearn.kernel_ridge import KernelRidge
from sklearn.metrics.pairwise import chi2_kernel
reg_kridge=KernelRidge(kernel='chi2')
params_grid={"gamma":np.logspace(0,-4,5)}
reg=GridSearchCV(reg_kridge,params_grid, n_jobs=-1,cv=10,scoring='neg_mean_squared_error')
reg.fit(train, target)

Answer 3

在链接的问题中提到…如何使用auto-sklearn的自动参数调优?它是sklearn的直接替代品，并且经常比手动调整参数做得更好。