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[Python] Tuning model params (GridSearchCV)
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param_test1 = {'subsample': [0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]} | |
gsearch1 = GridSearchCV(estimator = ensemble.GradientBoostingClassifier(n_estimators=600, learning_rate=0.04, max_depth=5, | |
max_leaf_nodes=5, random_state=2, min_samples_leaf=1, min_samples_split=300, max_features='sqrt', verbose=1, loss='exponential'), | |
param_grid=param_test1, scoring='roc_auc', n_jobs=4, iid=False, cv=5) | |
gsearch1.fit(X_train, y_train) | |
print(gsearch1.best_params_, gsearch1.best_score_) |
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