In this tutorial, we will introduce how to use sklearn grid search method to find the best models in machine learning.

1. Import library

import numpy as np
from sklearn import datasets
from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import GridSearchCV
from sklearn.pipeline import Pipeline

# Set random seed
np.random.seed(0)

2. Lad Iris dataset

# Load data
iris = datasets.load_iris()
X = iris.data
y = iris.target

3. Create pipeline

pipe = Pipeline([('classifier', RandomForestClassifier())])

4. Create model selection search space

We will find best model by this search space.

# Create space of candidate learning algorithms and their hyperparameters
search_space = [{'classifier': [LogisticRegression()],
                 'classifier__penalty': ['l1', 'l2'],
                 'classifier__C': np.logspace(0, 4, 10)},
                {'classifier': [RandomForestClassifier()],
                 'classifier__n_estimators': [10, 100, 1000],
                 'classifier__max_features': [1, 2, 3]}]

5. Create grid search

# Create grid search 
clf = GridSearchCV(pipe, search_space, cv=5, verbose=0)

6. Use grid search to fit model

# Fit grid search
best_model = clf.fit(X, y)

7. View the best model

# View best model
best_model.best_estimator_.get_params()['classifier']

You may get the best model is:

LogisticRegression(C=7.7426368268112693, class_weight=None, dual=False,
          fit_intercept=True, intercept_scaling=1, max_iter=100,
          multi_class='ovr', n_jobs=1, penalty='l1', random_state=None,
          solver='liblinear', tol=0.0001, verbose=0, warm_start=False)

8. Use best model to predict

# Predict target vector
best_model.predict(X)

You may get the result:

array([0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
       0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
       0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
       1, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 2, 1, 1, 1, 1, 1, 1, 1, 1,
       1, 1, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
       2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 1, 2, 2, 2, 2,
       2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2])