GridSearchCV - FitFailedWarning：估计器拟合失败答案

【问题标题】：GridSearchCV - FitFailedWarning: Estimator fit failedGridSearchCV - FitFailedWarning：估计器拟合失败
【发布时间】：2020-06-25 12:08:51
【问题描述】：

我正在运行这个：

# Hyperparameter tuning - Random Forest #

# Hyperparameters' grid
parameters = {'n_estimators': list(range(100, 250, 25)), 'criterion': ['gini', 'entropy'], 
              'max_depth': list(range(2, 11, 2)), 'max_features': [0.1, 0.2, 0.3, 0.4, 0.5], 
              'class_weight': [{0: 1, 1: i} for i in np.arange(1, 4, 0.2).tolist()], 'min_samples_split': list(range(2, 7))}


# Instantiate random forest
from sklearn.ensemble import RandomForestClassifier
classifier = RandomForestClassifier(random_state=0)


# Execute grid search and retrieve the best classifier
from sklearn.model_selection import GridSearchCV
classifiers_grid = GridSearchCV(estimator=classifier, param_grid=parameters, scoring='balanced_accuracy',
                                   cv=5, refit=True, n_jobs=-1)
classifiers_grid.fit(X, y)

我收到了这个警告：

.../anaconda/lib/python3.7/site-packages/sklearn/model_selection/_validation.py:536: 
FitFailedWarning: Estimator fit failed. The score on this train-test partition for these parameters will be set to nan. Details: 
TypeError: '<' not supported between instances of 'str' and 'int'

为什么会这样，我该如何解决？

【问题讨论】：

我在使用随机森林进行特征选择时遇到了类似的错误。我将 int 变量的类型更改为字符串（因为我有一个 int 和所有其他字符串变量）并且错误已修复。

标签： python scikit-learn grid-search

【解决方案1】：

我有类似的FitFailedWarning问题，细节不同，经过多次运行发现，参数值传递有错误，尝试

parameters = {'n_estimators': [100,125,150,175,200,225,250], 
              'criterion': ['gini', 'entropy'], 
              'max_depth': [2,4,6,8,10], 
              'max_features': [0.1, 0.2, 0.3, 0.4, 0.5], 
              'class_weight': [0.2,0.4,0.6,0.8,1.0],               
              'min_samples_split': [2,3,4,5,6,7]}

这肯定会通过，对我来说它发生在 XGBClassifier 中，不知何故值数据类型混淆了

还有一个是如果值超出范围，例如XGBClassifier 'subsample' 参数中最大值为1.0，如果设置为1.1，会出现FitFailedWarning

【讨论】：

【解决方案2】：

对我来说，这给出了同样的错误，但在从 max_dept 中删除一个错误后，它是正确的。

param_grid={'n_estimators':[100,200,300,400,500],
            'criterion':['gini', 'entropy'],
            'max_depth':['None',5,10,20,30,40,50,60,70],
            'min_samples_split':[5,10,20,25,30,40,50],
            'max_features':[ 'sqrt', 'log2'],
            'max_leaf_nodes':[5,10,20,25,30,40,50],
            'min_samples_leaf':[1,100,200,300,400,500]
            }

运行正常的代码：

param_grid={'n_estimators':[100,200,300,400,500],
            'criterion':['gini', 'entropy'],
            'max_depth':[5,10,20,30,40,50,60,70],
            'min_samples_split':[5,10,20,25,30,40,50],
            'max_features':[ 'sqrt', 'log2'],
            'max_leaf_nodes':[5,10,20,25,30,40,50],
            'min_samples_leaf':[1,100,200,300,400,500]
            }

【讨论】：

【解决方案3】：

我也遇到了同样的错误，当我像在 MachineLearningMastery 中一样通过超参数时，我得到了没有警告的输出...

如果有人遇到类似问题，请尝试这种方式...

# grid search logistic regression model on the sonar dataset
from pandas import read_csv
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import RepeatedStratifiedKFold
from sklearn.model_selection import GridSearchCV
# load dataset
url = 'https://raw.githubusercontent.com/jbrownlee/Datasets/master/sonar.csv'
dataframe = read_csv(url, header=None)
# split into input and output elements
data = dataframe.values
X, y = data[:, :-1], data[:, -1]
# define model
model = LogisticRegression()
# define evaluation
cv = RepeatedStratifiedKFold(n_splits=10, n_repeats=3, random_state=1)
# define search space
space = dict()
space['solver'] = ['newton-cg', 'lbfgs', 'liblinear']
space['penalty'] = ['none', 'l1', 'l2', 'elasticnet']
space['C'] = [1e-5, 1e-4, 1e-3, 1e-2, 1e-1, 1, 10, 100]
# define search
search = GridSearchCV(model, space, scoring='accuracy', n_jobs=-1, cv=cv)
# execute search
result = search.fit(X, y)
# summarize result
print('Best Score: %s' % result.best_score_)
print('Best Hyperparameters: %s' % result.best_params_)

【讨论】：

【解决方案4】：

确保 y 变量是 int，而不是 bool 或 str。

更改最后一行代码，使 y 系列为 0 或 1，例如：

classifiers_grid.fit(X, list(map(int, y)))

【讨论】：