Sklearn, gridsearch: how to print out progress during the execution?

Question

I am using GridSearch from sklearn to optimize parameters of the classifier. There is a lot of data, so the whole process of optimization takes a while

Answer 1

Check out the GridSearchCVProgressBar

Just found it right now and I'm using it. Very into it:

In [1]: GridSearchCVProgressBar
Out[1]: pactools.grid_search.GridSearchCVProgressBar

In [2]:

In [2]: ??GridSearchCVProgressBar
Init signature: GridSearchCVProgressBar(estimator, param_grid, scoring=None, fit_params=None, n_jobs=1, iid=True, refit=True, cv=None, verbose=0, pre_dispatch='2*n_jobs', error_score='raise', return_train_score='warn')
Source:
class GridSearchCVProgressBar(model_selection.GridSearchCV):
    """Monkey patch Parallel to have a progress bar during grid search"""

    def _get_param_iterator(self):
        """Return ParameterGrid instance for the given param_grid"""

        iterator = super(GridSearchCVProgressBar, self)._get_param_iterator()
        iterator = list(iterator)
        n_candidates = len(iterator)

        cv = model_selection._split.check_cv(self.cv, None)
        n_splits = getattr(cv, 'n_splits', 3)
        max_value = n_candidates * n_splits

        class ParallelProgressBar(Parallel):
            def __call__(self, iterable):
                bar = ProgressBar(max_value=max_value, title='GridSearchCV')
                iterable = bar(iterable)
                return super(ParallelProgressBar, self).__call__(iterable)

        # Monkey patch
        model_selection._search.Parallel = ParallelProgressBar

        return iterator
File:           ~/anaconda/envs/python3/lib/python3.6/site-packages/pactools/grid_search.py
Type:           ABCMeta

In [3]: ?GridSearchCVProgressBar
Init signature: GridSearchCVProgressBar(estimator, param_grid, scoring=None, fit_params=None, n_jobs=1, iid=True, refit=True, cv=None, verbose=0, pre_dispatch='2*n_jobs', error_score='raise', return_train_score='warn')
Docstring:      Monkey patch Parallel to have a progress bar during grid search
File:           ~/anaconda/envs/python3/lib/python3.6/site-packages/pactools/grid_search.py
Type:           ABCMeta