diff --git a/model_selection/hyperparam_tuning.py b/model_selection/hyperparam_tuning.py index 2d6bf194f2da311057bce8bd3da1b01ec9aa5367..75c4e6f94d00f0354d474a5c4004f5e139765d0b 100644 --- a/model_selection/hyperparam_tuning.py +++ b/model_selection/hyperparam_tuning.py @@ -1,8 +1,10 @@ +# Hyperparameter Tuning +# Author: JoaquĆ­n Torres Bravo """ Finding optimal hyperparameters through RandomSearchCV for each group (1. pre - 2. post) - and method: + and pipeline: 1. Original training dataset - 2. Original training dataset - Cost sensitive + 2. Original training dataset with cost-sensitive learning (penalizing misclassification of minority class) 3. Oversampling 4. Undersampling """ @@ -11,16 +13,18 @@ # -------------------------------------------------------------------------------------------------------- import pandas as pd import numpy as np - +# Models from xgboost import XGBClassifier -from sklearn.model_selection import StratifiedKFold from sklearn.ensemble import RandomForestClassifier, BaggingClassifier, AdaBoostClassifier from sklearn.neural_network import MLPClassifier from sklearn.svm import SVC from sklearn.linear_model import LogisticRegression from sklearn.tree import DecisionTreeClassifier -from scipy.stats import randint, uniform +# CV +from sklearn.model_selection import StratifiedKFold from sklearn.model_selection import RandomizedSearchCV +# Misc +from scipy.stats import randint, uniform # -------------------------------------------------------------------------------------------------------- # Function to read training datasets