📃 Solution for Exercise M3.01
📃 Solution for Exercise M3.01#
The goal is to write an exhaustive search to find the best parameters combination maximizing the model generalization performance.
Here we use a small subset of the Adult Census dataset to make the code
faster to execute. Once your code works on the small subset, try to
change train_size
to a larger value (e.g. 0.8 for 80% instead of
20%).
import pandas as pd
from sklearn.model_selection import train_test_split
adult_census = pd.read_csv("../datasets/adult-census.csv")
target_name = "class"
target = adult_census[target_name]
data = adult_census.drop(columns=[target_name, "education-num"])
data_train, data_test, target_train, target_test = train_test_split(
data, target, train_size=0.2, random_state=42)
from sklearn.compose import ColumnTransformer
from sklearn.compose import make_column_selector as selector
from sklearn.preprocessing import OrdinalEncoder
categorical_preprocessor = OrdinalEncoder(handle_unknown="use_encoded_value",
unknown_value=-1)
preprocessor = ColumnTransformer(
[('cat_preprocessor', categorical_preprocessor,
selector(dtype_include=object))],
remainder='passthrough', sparse_threshold=0)
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.pipeline import Pipeline
model = Pipeline([
("preprocessor", preprocessor),
("classifier", HistGradientBoostingClassifier(random_state=42))
])
Use the previously defined model (called model
) and using two nested for
loops, make a search of the best combinations of the learning_rate
and
max_leaf_nodes
parameters. In this regard, you will need to train and test
the model by setting the parameters. The evaluation of the model should be
performed using cross_val_score
on the training set. We will use the
following parameters search:
learning_rate
for the values 0.01, 0.1, 1 and 10. This parameter controls the ability of a new tree to correct the error of the previous sequence of treesmax_leaf_nodes
for the values 3, 10, 30. This parameter controls the depth of each tree.
# solution
from sklearn.model_selection import cross_val_score
learning_rate = [0.01, 0.1, 1, 10]
max_leaf_nodes = [3, 10, 30]
best_score = 0
best_params = {}
for lr in learning_rate:
for mln in max_leaf_nodes:
print(f"Evaluating model with learning rate {lr:.3f}"
f" and max leaf nodes {mln}... ", end="")
model.set_params(
classifier__learning_rate=lr,
classifier__max_leaf_nodes=mln
)
scores = cross_val_score(model, data_train, target_train, cv=2)
mean_score = scores.mean()
print(f"score: {mean_score:.3f}")
if mean_score > best_score:
best_score = mean_score
best_params = {'learning-rate': lr, 'max leaf nodes': mln}
print(f"Found new best model with score {best_score:.3f}!")
print(f"The best accuracy obtained is {best_score:.3f}")
print(f"The best parameters found are:\n {best_params}")
Evaluating model with learning rate 0.010 and max leaf nodes 3...
score: 0.789
Found new best model with score 0.789!
Evaluating model with learning rate 0.010 and max leaf nodes 10...
score: 0.813
Found new best model with score 0.813!
Evaluating model with learning rate 0.010 and max leaf nodes 30...
score: 0.842
Found new best model with score 0.842!
Evaluating model with learning rate 0.100 and max leaf nodes 3...
score: 0.847
Found new best model with score 0.847!
Evaluating model with learning rate 0.100 and max leaf nodes 10...
score: 0.859
Found new best model with score 0.859!
Evaluating model with learning rate 0.100 and max leaf nodes 30...
score: 0.857
Evaluating model with learning rate 1.000 and max leaf nodes 3...
score: 0.855
Evaluating model with learning rate 1.000 and max leaf nodes 10...
score: 0.835
Evaluating model with learning rate 1.000 and max leaf nodes 30...
score: 0.828
Evaluating model with learning rate 10.000 and max leaf nodes 3...
score: 0.288
Evaluating model with learning rate 10.000 and max leaf nodes 10...
score: 0.253
Evaluating model with learning rate 10.000 and max leaf nodes 30...
score: 0.437
The best accuracy obtained is 0.859
The best parameters found are:
{'learning-rate': 0.1, 'max leaf nodes': 10}
Now use the test set to score the model using the best parameters that we found using cross-validation in the training set.
# solution
best_lr = best_params['learning-rate']
best_mln = best_params['max leaf nodes']
model.set_params(classifier__learning_rate=best_lr,
classifier__max_leaf_nodes=best_mln)
model.fit(data_train, target_train)
test_score = model.score(data_test, target_test)
print(f"Test score after the parameter tuning: {test_score:.3f}")
Test score after the parameter tuning: 0.870