# randomized_search

A simple randomized search on hyperparameters.

In contrast to grid search, not all parameter values are tried out, but rather a fixed number of parameter settings is sampled from the specified distributions. The number of parameter settings that are tried is specified in the n_iter parameter.

Note

After searching, the model is trained and ready to use.

## Method call format

randomized_search(param_distributions,
X,
y=None,
cv=3,
n_iter=10,
partition_random_seed=0,
calc_cv_statistics=True,
search_by_train_test_split=True,
refit=True,
shuffle=True,
stratified=None,
train_size=0.8,
verbose=True,
log_cout=sys.stdout,
log_cerr=sys.stderr)


## Parameters

### param_distributions

#### Description

Dictionary with parameters names (string) as keys and distributions or lists of parameter settings to try. Distributions must provide a rvs method for sampling (such as those from scipy.stats.distributions).

If a list is given, it is sampled uniformly.

Possible types:

dict

Default value

Required parameter

### X

#### Description

The description is different for each group of possible types.

Possible types

catboost.Pool

The input training dataset.

Note

If a nontrivial value of the cat_features parameter is specified in the constructor of this class, CatBoost checks the equivalence of categorical features indices specification from the constructor parameters and in this Pool class.

numpy.array, pandas.DataFrame

The input training dataset in the form of a two-dimensional feature matrix.

pandas.SparseDataFrame, scipy.sparse.spmatrix (all subclasses except dia_matrix)

The input training dataset in the form of a two-dimensional sparse feature matrix.

Default value

Required parameter

### y

#### Description

The target variables (in other words, the objects' label values) for the training dataset.

Must be in the form of a one-dimensional array. The type of data in the array depends on the machine learning task being solved:

• Regression , multiregression and ranking — Numeric values.

• Binary classification — Numeric values.

The interpretation of numeric values depends on the selected loss function:

• Logloss — The value is considered a positive class if it is strictly greater than the value of the border parameter of the loss function. Otherwise, it is considered a negative class.
• CrossEntropy — The value is interpreted as the probability that the dataset object belongs to the positive class. Possible values are in the range [0; 1].
• Multiclassification — Integers or strings that represents the labels of the classes.

Do not use this parameter if the input training dataset (specified in the X parameter) type is catboost.Pool.

Possible types

• numpy.array
• pandas.Series

Default value

None

### cv

#### Description

The cross-validation splitting strategy.
The interpretation of this parameter depends on the input data type:

• None — Use the default three-fold cross-validation.
• int — The number of folds in a (Stratified)KFold
• object — One of the scikit-learn Splitter Classes with the split method.
• An iterable yielding train and test splits as arrays of indices.

Possible types

• int
• scikit-learn splitter object
• cross-validation generator
• iterable

Default value

None

### n_iter

#### Description

The number of parameter settings that are sampled. This parameter trades off runtime vs quality of the solution.

Possible types

int

Default value

0

### partition_random_seed

#### Description

Use this as the seed value for random permutation of the data.
The permutation is performed before splitting the data for cross-validation.
Each seed generates unique data splits.

Possible types

int

Default value

0

### calc_cv_statistics

#### Description

Estimate the quality by using cross-validation with the best of the found parameters. The model is fitted using these parameters.
This option can be enabled if the search_by_train_test_split parameter is set to True.

Possible types

bool

Default value

True

### search_by_train_test_split

#### Description

Split the source dataset into train and test parts. Models are trained on the train part, while parameters are compared by the loss function score on the test dataset.

It is recommended to enable this option for large datasets and disable it for the small ones.

Possible types

bool

Default value

True

### calc_cv_statistics

#### Description

Estimate the quality by using cross-validation with the best of the found parameters. The model is fitted using these parameters.

This option can be enabled if the search_by_train_test_split parameter is set to True.

Possible types

bool

Default value

True

### refit

#### Description

Refit an estimator using the best-found parameters on the whole dataset.

Possible types

bool

Default value

True

### shuffle

#### Description

Shuffle the dataset objects before splitting into folds.

Possible types

bool

Default value

True

### stratified

#### Description

Perform stratified sampling. True for classification and False otherwise.

Possible types

bool

Default value

None

### train_size

#### Description

The proportion of the dataset to include in the train split.

Possible values are in the range [0;1].

Possible types

float

Default value

0.8

### verbose

#### Description

The purpose of this parameter depends on the type of the given value:

• int — The frequency of iterations to print the information to stdout.
• bool — Print the information to stdout on every iteration (if set to “True”) or disable any logging (if set to “False”).

Possible types

• bool
• int

Default value

True

### plot

#### Description

Draw train and evaluation metrics for every set of parameters in Jupyter Jupyter Notebook.

Possible types

bool

Default value
False

### log_cout

Output stream or callback for logging.

Possible types

• callable Python object
• python object providing the write() method

Default value

sys.stdout

### log_cerr

Error stream or callback for logging.

Possible types

• callable Python object
• python object providing the write() method

Default value

sys.stderr

## Return value

Dict with two fields:

• paramsdict of best-found parameters.
• cv_resultsdict or pandas.core.frame.DataFrame with cross-validation results. Сolumns are: test-error-mean, test-error-std, train-error-mean, train-error-std.

## Examples

from catboost import CatBoost

train_data = [[1, 4, 5, 6],
[4, 5, 6, 7],
[30, 40, 50, 60],
[20, 30, 70, 60],
[10, 80, 40, 30],
[10, 10, 20, 30]]
train_labels = [10, 20, 30, 15, 10, 25]
model = CatBoost()

grid = {'learning_rate': [0.03, 0.1],
'depth': [4, 6, 10],
'l2_leaf_reg': [1, 3, 5, 7, 9]}

randomized_search_result = model.randomized_search(grid,
X=train_data,
y=train_labels,
plot=True)



The following is a chart plotted with Jupyter Notebook for the given example.