Scikit learn 超参数优化会产生更糟糕的结果

Scikit learn 超参数优化会产生更糟糕的结果,scikit-learn,random-forest,Scikit Learn,Random Forest,我对随机森林分类器进行了如下训练: rf = RandomForestClassifier(n_jobs=-1, max_depth = None, max_features = "auto", min_samples_leaf = 1, min_samples_split = 2, n_estimators = 1000, oob_score=True, class_weight

我对随机森林分类器进行了如下训练:

rf = RandomForestClassifier(n_jobs=-1, max_depth = None, max_features = "auto", 
                            min_samples_leaf = 1, min_samples_split = 2, 
                            n_estimators = 1000, oob_score=True, class_weight="balanced", 
                            random_state=0)
​
rf.fit(X_train, y_train)
y_pred = rf.predict(X_test)
​
print("Confusion matrix")
print(metrics.confusion_matrix(y_test, y_pred))
print("F1-score")
print(metrics.f1_score(y_test, y_pred, average="weighted"))
print("Accuracy")
print(metrics.accuracy_score(y_test, y_pred))
print(metrics.classification_report(y_test, y_pred))
并得到以下结果:

Confusion matrix
[[558  42   2   0   1]
 [ 67 399  84   3   2]
 [ 30 135 325  48   7]
 [  5  69  81 361  54]
 [  8  17   7  48 457]]
F1-score
0.7459670332027826
Accuracy
0.7473309608540926
              precision    recall  f1-score   support

           1       0.84      0.93      0.88       603
           2       0.60      0.72      0.66       555
           3       0.65      0.60      0.62       545
           4       0.78      0.63      0.70       570
           5       0.88      0.85      0.86       537
然后,我决定执行超参数优化,以改善这一结果

clf = RandomForestClassifier(random_state = 0, n_jobs=-1)
param_grid = { 
    'n_estimators': [1000,2000],
    'max_features': [0.2, 0.5, 0.7, 'auto'],
    'max_depth' : [None, 10],
    'min_samples_leaf': [1, 2, 3, 5],
    'min_samples_split': [0.1, 0.2]
}

k_fold = StratifiedKFold(n_splits=10, shuffle=True, random_state=0)
clf = GridSearchCV(estimator=clf, 
                   param_grid=param_grid, 
                   cv=k_fold,
                   scoring='accuracy',
                   verbose=True)

clf.fit(X_train, y_train)
但是如果我做了
y\u pred=clf,它会给我带来更糟糕的结果


我认为这是因为
scoring='accurity'
的缘故。我应该使用哪个分数来获得与我的初始随机林相同或更好的结果?

在gridsearch中定义
scoring='accurity'
不应对这种差异负责,因为这将是随机林分类器的默认值

这里出现意外差异的原因是,您在第一个随机林
rf
中指定了
class\u weight=“balanced”
,但在第二个分类器
clf
中没有指定。因此,在计算准确度分数时,您的类的权重不同,这最终会导致不同的性能指标

要更正此问题,只需通过以下方式定义
clf

clf = RandomForestClassifier(random_state = 0, n_jobs=-1, class_weight="balanced")
clf = RandomForestClassifier(random_state = 0, n_jobs=-1, class_weight="balanced")