8000 WIP Auc grid search by amueller · Pull Request #1014 · scikit-learn/scikit-learn · GitHub
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WIP Auc grid search #1014

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WIP Auc grid search #1014

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"ENH" Hack AUC and AP into GridSearch
amueller Aug 11, 2012
00df098
ENH added auc_score grid search for estimators with predict_proba
amueller Aug 12, 2012
ce80758
ENH simplified, should work in all cases now.
amueller Sep 1, 2012
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14 changes: 12 additions & 2 deletions sklearn/grid_search.py
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Original file line number Diff line number Diff line change
Expand Up @@ -17,6 +17,7 @@
from .cross_validation import check_cv
from .externals.joblib import Parallel, delayed, logger
from .utils import deprecated, check_arrays, safe_mask
from .metrics import average_precision_score, auc_score


class IterGrid(object):
Expand Down Expand Up @@ -111,7 +112,13 @@ def fit_grid_point(X, y, base_clf, clf_params, train, test, loss_func,
y_pred = clf.predict(X_test)
this_score = -loss_func(y_test, y_pred)
elif score_func is not None:
y_pred = clf.predict(X_test)
if score_func in [average_precision_score, auc_score]:
try:
y_pred = clf.decision_function(X_test)
except (AttributeError, NotImplementedError):
y_pred = clf.predict_proba(X_test)[:, 1]
else:
y_pred = clf.predict(X_test)
this_score = score_func(y_test, y_pred)
else:
this_score = clf.score(X_test, y_test)
Expand Down Expand Up @@ -452,7 +459,10 @@ def score(self, X, y=None):
raise ValueError("No score function explicitly defined, "
"and the estimator doesn't provide one %s"
% self.best_estimator_)
y_predicted = self.predict(X)
if self.score_func in [average_precision_score, auc_score]:
y_predicted = self.decision_function(X)
else:
y_predicted = self.predict(X)
return self.score_func(y, y_predicted)

# TODO around 0.13: remove this property, make it an attribute
Expand Down
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