Scikit-learn's GridSearchCV and Pipeline to build Machine Learning models

Harshit Singhai

August 28, 2022

There are many steps to building a model, from creating training and test sets, to fitting a classifier or regressor, to tuning its parameters, to evaluating its performance on new data. Imputation can be seen as the first step of this machine learning process, the entirety of which can be viewed within the context of a pipeline. Scikit-learn provides a pipeline constructor that allows you to piece together these steps into one process and thereby simplify your workflow.

Creating machine learning Pipelines.

# Import the Imputer module
from sklearn.preprocessing import Imputer
from sklearn.svm import SVC
from sklearn.pipeline import Pipeline
from sklearn.model_selection import train_test_split
from sklearn.metrics import classification_report

# Setup the Imputation transformer: imp
imp = Imputer(missing_values='NaN', strategy='most_frequent', axis=0)

# Instantiate the SVC classifier: clf
clf = SVC()

# Setup the pipeline with the required steps: steps
steps = [('imputation', imp), ('SVM', clf)]

# Create the pipeline: pipeline
pipeline = Pipeline(steps)

# Create training and test sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3, random_state=42)

# Fit the pipeline to the train set
pipeline.fit(X_train, y_train)

# Predict the labels of the test set
y_pred = pipeline.predict(X_test)

# Compute metrics
print(classification_report(y_test, y_pred))

Scaling

# Import scale
from sklearn.preprocessing import scale

# Scale the features: X_scaled
X_scaled = scale(X)

# Print the mean and standard deviation of the unscaled features
print("Mean of Unscaled Features: {}".format(np.mean(X)))
print("Standard Deviation of Unscaled Features: {}".format(np.std(X)))

# Print the mean and standard deviation of the scaled features
print("Mean of Scaled Features: {}".format(np.mean(X_scaled)))
print("Standard Deviation of Scaled Features: {}".format(np.std(X_scaled)))

The output would be similar to.

Mean of Unscaled Features: 18.432687072460002
Standard Deviation of Unscaled Features: 41.54494764094571
Mean of Scaled Features: 2.7314972981668206e-15
Standard Deviation of Scaled Features: 0.9999999999999999

Using Pipeline and Scalar

# Import the necessary modules
from sklearn.preprocessing import StandardScaler
from sklearn.pipeline import Pipeline

# Setup the pipeline steps: steps
steps = [('scaler', StandardScaler()),
        ('knn', KNeighborsClassifier())]

# Create the pipeline: pipeline
pipeline = Pipeline(steps)

# Create train and test sets
X_train, X_test, y_train, y_test = train_test_split(X,y, test_size=0.3, random_state=42)

# Fit the pipeline to the training set: knn_scaled
knn_scaled = pipeline.fit(X_train, y_train)

# Instantiate and fit a k-NN classifier to the unscaled data
knn_unscaled = KNeighborsClassifier().fit(X_train, y_train)

# Compute and print metrics
print('Accuracy with Scaling: {}'.format(knn_scaled.score(X_test, y_test)))
print('Accuracy without Scaling: {}'.format(knn_unscaled.score(X_test, y_test)))

The output confirms that using Scaling results in better model performance.

Accuracy with Scaling: 0.7700680272108843
Accuracy without Scaling: 0.6979591836734694

We already discussed Hyperparameter Tuning in a different blog post.

Classification Pipeline with GridSearchCV

# Setup the pipeline
steps = [('scaler', StandardScaler()),
         ('SVM', SVC())]

pipeline = Pipeline(steps)

# Specify the hyperparameter space
parameters = {'SVM__C':[1, 10, 100],
              'SVM__gamma':[0.1, 0.01]}

# Create train and test sets
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=21, test_size=0.2)

# Instantiate the GridSearchCV object: cv
cv = GridSearchCV(pipeline, parameters, cv=3)

# Fit to the training set
cv.fit(X_train, y_train)

# Predict the labels of the test set: y_pred
y_pred = cv.predict(X_test)

# Compute and print metrics
print("Accuracy: {}".format(cv.score(X_test, y_test)))
print(classification_report(y_test, y_pred))
print("Tuned Model Parameters: {}".format(cv.best_params_))

output

Accuracy: 0.7795918367346939
        precision    recall  f1-score   support

False      0.83      0.85      0.84       662
True       0.67      0.63      0.65       318

avg / total       0.78      0.78      0.78       980

Tuned Model Parameters: {&#39;SVM__C&#39;: 10, &#39;SVM__gamma&#39;: 0.1}

Regression Pipeline with GridSearchCV

# Setup the pipeline steps: steps
steps = [('imputation', Imputer(missing_values='NaN', strategy='mean', axis=0)),
         ('scaler', StandardScaler()),
         ('elasticnet', ElasticNet())]

# Create the pipeline: pipeline
pipeline = Pipeline(steps)

# Specify the hyperparameter space
parameters = {'elasticnet__l1_ratio':np.linspace(0,1,30)}

# Create train and test sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.4, random_state=42)

# Create the GridSearchCV object: gm_cv
gm_cv = GridSearchCV(pipeline, parameters, cv=3)

# Fit to the training set
gm_cv.fit(X_train, y_train)

# Compute and print the metrics
r2 = gm_cv.score(X_test, y_test)
print("Tuned ElasticNet Alpha: {}".format(gm_cv.best_params_))
print("Tuned ElasticNet R squared: {}".format(r2))

Output

Tuned ElasticNet Alpha: {&#39;elasticnet__l1_ratio&#39;: 1.0}
Tuned ElasticNet R squared: 0.8862016570888217

Conclusion

We learned how to use GridSearchCV and Pipline to create machine learning Pipelines.

That’s it for today, see you soon. :)

Fictionally Irrelevant.