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.

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,
                  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

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 of numeric values.

Possible types

• list
• numpy.ndarray
• pandas.Series

Default value

None

Supported processing units

CPU and GPU

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

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

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:

• params — dict of best-found parameters.
• cv_results — dict 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.