我希望对训练数据执行n折交叉验证方法,然后在测试子集上使用优化参数对模型进行拟合。
from sklearn.model_selection import train_test_split
from sklearn import datasets
from sklearn import linear_model
from sklearn.model_selection import cross_val_score
from sklearn.model_selection import TimeSeriesSplit
iris = datasets.load_iris()
X_train, X_test, y_train, y_test = train_test_split(iris.data, iris.target, test_size=0.3,
random_state=1234)
lm = linear_model.LinearRegression()
cv = TimeSeriesSplit(n_splits=10).split(y_train) # [Question: 1]
cv_score = cross_val_score(lm, X_train, y_train, cv=cv, scoring="r2")
我的问题是:
cross_val_score
拟合模型以预测y_test数据?[问题:2]
如何在[[X_test数据上根据cross_val_score
拟合模型以预测from sklearn import svm, datasets
from sklearn.model_selection import GridSearchCV
iris = datasets.load_iris()
parameters = {'kernel':('linear', 'rbf'), 'C':[1, 10]}
svc = svm.SVC(gamma="scale")
clf = GridSearchCV(svc, parameters, cv=5)
clf.fit(iris.data, iris.target)
y_test = clf.best_estimator_.predict(X_test)