Emanuele, I just realized that the above approach might not be what you actually want: It will select the best value for ``n_estimators`` for _each_ fold - what we actually should do is to average the staged scores over all folds and select the ``n_estimators`` which has the best average score.
It's difficult if not impossible to accomplish this with GridSearchCV thus you might have to resort to IterGrid for the time being. what do you think? best, Peter 2012/6/22 Emanuele Olivetti <emanu...@relativita.com>: > On 06/21/2012 06:08 PM, Andreas Mueller wrote: >> Hi Emanuele, hi Peter. >> @Emanuele: You could also try to use IterGrid instead of GridSearchCV. >> This might mean having to do some things by hand, but should work. >> >> @Peter: Could your improvements also be applied to RandomForests >> an the oob score? Having a method there would also be quite nice. >> > > Hi Andy, > > I'll have a look at the IterGrid - never tried before. > Thanks for pointing it out! > > Emanuele > > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general -- Peter Prettenhofer ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
