GridSearch for an estimator inside a OneVsRestClassifier

Question

I want to perform GridSearchCV in a SVC model, but that uses the one-vs-all strategy. For the latter part, I can just do this:

model_to_set = OneVsRestClassi         


        

Answer 1

When you use nested estimators with grid search you can scope the parameters with __ as a separator. In this case the SVC model is stored as an attribute named estimator inside the OneVsRestClassifier model:

from sklearn.datasets import load_iris
from sklearn.multiclass import OneVsRestClassifier
from sklearn.svm import SVC
from sklearn.grid_search import GridSearchCV
from sklearn.metrics import f1_score

iris = load_iris()

model_to_set = OneVsRestClassifier(SVC(kernel="poly"))

parameters = {
    "estimator__C": [1,2,4,8],
    "estimator__kernel": ["poly","rbf"],
    "estimator__degree":[1, 2, 3, 4],
}

model_tunning = GridSearchCV(model_to_set, param_grid=parameters,
                             score_func=f1_score)

model_tunning.fit(iris.data, iris.target)

print model_tunning.best_score_
print model_tunning.best_params_

That yields:

0.973290762737
{'estimator__kernel': 'poly', 'estimator__C': 1, 'estimator__degree': 2}