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

As it has been pointed out, you must first binarize y

y = label_binarize(y, classes=[0, 1, 2, 3])

and then use a multiclass learning algorithm like OneVsRestClassifier or OneVsOneClassifier. For example:

clf_SVM = OneVsRestClassifier(LinearSVC())
params = {
      'estimator__C': [0.5, 1.0, 1.5],
      'estimator__tol': [1e-3, 1e-4, 1e-5],
      }
gs = GridSearchCV(clf_SVM, params, cv=5, scoring='roc_auc')
gs.fit(corpus1, y)