How to Tune Algorithm Parameters with Scikit-Learn

by on July 16, 2014 in Python Machine Learning

Machine learning models are parameterized so that their behavior can be tuned for a given problem. Models can have many parameters and finding the best combination of parameters can be treated as a search problem.

In this post you will discover how to tune the parameters of machine learning algorithms in Python using the scikit-learn library.

Machine Learning Algorithm Parameters

Algorithm tuning is a final step in the process of applied machine learning before presenting results.

It is sometimes called Hyperparameter optimization where the algorithm parameters are referred to as hyperparameters whereas the coefficients found by the machine learning algorithm itself are referred to as parameters. Optimization suggests the search-nature of the problem.

Phrased as a search problem, you can use different search strategies to find a good and robust parameter or set of parameters for an algorithm on a given problem.

Two simple and easy search strategies are grid search and random search. Scikit-learn provides these two methods for algorithm parameter tuning and examples of each are provided below.

Grid Search Parameter Tuning

Grid search is an approach to parameter tuning that will methodically build and evaluate a model for each combination of algorithm parameters specified in a grid.

The recipe below evaluates different alpha values for the Ridge Regression algorithm on the standard diabetes dataset. This is a one-dimensional grid search.

 

# Grid Search for Algorithm Tuning
import numpy as np
from sklearn import datasets
from sklearn.linear_model import Ridge
from sklearn.grid_search import GridSearchCV
# load the diabetes datasets
dataset = datasets.load_diabetes()
# prepare a range of alpha values to test
alphas = np.array([1,0.1,0.01,0.001,0.0001,0])
# create and fit a ridge regression model, testing each alpha
model = Ridge()
grid = GridSearchCV(estimator=model, param_grid=dict(alpha=alphas))
grid.fit(dataset.data, dataset.target)
print(grid)
# summarize the results of the grid search
print(grid.best_score_)
print(grid.best_estimator_.alpha)

For more information see the API for GridSearchCV and Exhaustive Grid Search section in the user guide.

Random Search Parameter Tuning

Random search is an approach to parameter tuning that will sample algorithm parameters from a random distribution (i.e. uniform) for a fixed number of iterations. A model is constructed and evaluated for each combination of parameters chosen.

The recipe below evaluates different alpha random values between 0 and 1 for the Ridge Regression algorithm on the standard diabetes dataset.

# Randomized Search for Algorithm Tuning
import numpy as np
from scipy.stats import uniform as sp_rand
from sklearn import datasets
from sklearn.linear_model import Ridge
from sklearn.grid_search import RandomizedSearchCV
# load the diabetes datasets
dataset = datasets.load_diabetes()
# prepare a uniform distribution to sample for the alpha parameter
param_grid = {‘alpha’: sp_rand()}
# create and fit a ridge regression model, testing random alpha values
model = Ridge()
rsearch = RandomizedSearchCV(estimator=model, param_distributions=param_grid, n_iter=100)
rsearch.fit(dataset.data, dataset.target)
print(rsearch)
# summarize the results of the random parameter search
print(rsearch.best_score_)
print(rsearch.best_estimator_.alpha)

For more information see the API for RandomizedSearchCV and the the Randomized Parameter Optimization section in the user guide.

Summary

Algorithm parameter tuning is an important step for improving algorithm performance right before presenting results or preparing a system for production.

In this post you discovered algorithm parameter tuning and two methods that you can use right now in Python and the scikit-learn library to improve your algorithm results. Specifically grid search and random search.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s