- class dask_ml.model_selection.SuccessiveHalvingSearchCV(estimator, parameters, n_initial_parameters=10, n_initial_iter=None, max_iter=None, aggressiveness=3, test_size=None, patience=False, tol=0.001, random_state=None, scoring=None, verbose=False, prefix='')¶
Perform the successive halving algorithm .
This algorithm trains estimators for a certain number
partial_fit, then kills the worst performing half. It trains the surviving estimators for twice as long, and repeats this until one estimator survives.
The value of \(1/2\) above is used for a clear explanation. This class defaults to killing the worst performing
1 - 1 // aggressivenessfraction of models, and trains estimators for
aggressivenesstimes longer, and waits until the number of models left is less than
- estimatorestimator object.
A object of that type is instantiated for each initial hyperparameter combination. This is assumed to implement the scikit-learn estimator interface. Either estimator needs to provide a
scoringmust be passed. The estimator must implement
set_params, and work well with
Dictionary with parameters names (string) as keys and distributions or lists of parameters to try. Distributions must provide a
rvsmethod for sampling (such as those from scipy.stats.distributions). If a list is given, it is sampled uniformly.
- aggressivenessfloat, default=3
How aggressive to be in culling off the different estimators. Higher values imply higher confidence in scoring (or that the hyperparameters influence the
estimator.scoremore than the data).
- n_initial_parametersint, default=10
Number of parameter settings that are sampled. This trades off runtime vs quality of the solution.
Number of times to call partial fit initially before scoring. Estimators are trained for
partial_fitinitially. Higher values of
n_initial_itertrain the estimators longer before making a decision. Metadata on the number of calls to
- max_iterint, default None
Maximum number of partial fit calls per model. If None, will allow SuccessiveHalvingSearchCV to run until (about) one model survives. If specified, models will stop being trained when
Fraction of the dataset to hold out for computing test scores. Defaults to the size of a single partition of the input training set
The training dataset should fit in memory on a single machine. Adjust the
test_sizeparameter as necessary to achieve this.
- patienceint, default False
If specified, training stops when the score does not increase by
partial_fit. Off by default.
- tolfloat, default 0.001
The required level of improvement to consider stopping training on that model. The most recent score must be at at most
tolbetter than the all of the previous
patiencescores for that model. Increasing
tolwill tend to reduce training time, at the cost of worse models.
- scoringstring, callable, 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 default scorer (if available) is used.
- random_stateint, RandomState instance or None, optional, default: None
If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.
- verbosebool, float, int, optional, default: False
If False (default), don’t print logs (or pipe them to stdout). However, standard logging will still be used.
If True, print logs and use standard logging.
If float, print/log approximately
verbosefraction of the time.
- prefixstr, optional, default=””
While logging, add
prefixto each message.
- cv_results_dict of np.ndarrays
This dictionary has keys
keyis every key in
The values in the
test_scorekey correspond to the last score a model received on the hold out dataset. The key
history_. This dictionary can be imported into Pandas.
- metadata and metadata_dict[key, int]
Dictionary describing the computation.
metadatadescribes the computation that will be performed, and
metadata_describes the computation that has been performed. Both dictionaries have keys
n_models: the number of models for this run of successive halving
max_iter: the maximum number of times
partial_fitis called. At least one model will have this many
partial_fit_calls: the total number of
partial_fitcalls. All models together will receive this many
patienceis specified, the reduced computation will be reflected in
- model_history_dict of lists of dict
A dictionary of each models history. This is a reorganization of
history_: the same information is present but organized per model.
This data has the structure
histis a subset of
model_idare model identifiers.
- history_list of dicts
Information about each model after each
partial_fitcall. Each dict the keys
model_idcorresponds to the
cv_results_. This list of dicts can be imported into Pandas.
The model with the highest validation score among all the models retained by the “inverse decay” algorithm.
Score achieved by
best_estimator_on the validation set after the final call to
Index indicating which estimator in
cv_results_corresponds to the highest score.
Dictionary of best parameters found on the hold-out data.
- scorer_ :
The function used to score models, which has a call signature of
scorer_(estimator, X, y).
Number of cross validation splits.
Whether this cross validation search uses multiple metrics.
“Non-stochastic best arm identification and hyperparameter optimization” by Jamieson, Kevin and Talwalkar, Ameet. 2016. https://arxiv.org/abs/1502.07943
Find the best parameters for a particular model.
Get parameters for this estimator.
Predict for X.
Log of probability estimates.
Returns the score on the given data.
Set the parameters of this estimator.
Transform block or partition-wise for dask inputs.
- __init__(estimator, parameters, n_initial_parameters=10, n_initial_iter=None, max_iter=None, aggressiveness=3, test_size=None, patience=False, tol=0.001, random_state=None, scoring=None, verbose=False, prefix='')¶