GridSearchCV with Scoring Function and Refit Parameter

Question

My question seems to be similar to this one but there is no solid answer there.

I\'m doing a multi-class multi-label classification, and for doing that I have defined my

Answer 1

You should use refit="roc_auc_score", the name of the scorer in your dictionary. From the docs:

For multiple metric evaluation, this needs to be a str denoting the scorer that would be used to find the best parameters for refitting the estimator at the end.

Using a callable for refit has a different purpose: the callable should take the cv_results_ dict and return the best_index_. That explains the error message: sklearn is trying to pass cv_results_ to your auc scorer function, but that function should take parameters y_true and y_pred.