Scikit-learn GridSearch giving “ValueError: multiclass format is not supported” error

Question

I\'m trying to use GridSearch for parameter estimation of LinearSVC() as follows -

clf_SVM = LinearSVC()
params = {
          \'C\': [0.5, 1.0, 1.5],
          \         


        

Answer 1

from:

http://scikit-learn.org/stable/modules/generated/sklearn.metrics.roc_auc_score.html#sklearn.metrics.roc_auc_score

"Note: this implementation is restricted to the binary classification task or multilabel classification task in label indicator format."

try:

from sklearn import preprocessing
y = preprocessing.label_binarize(y, classes=[0, 1, 2, 3])

before you train. this will perform a "one-hot" encoding of your y.