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)

Answer 2

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.

Answer 3

Remove scoring='roc_auc' and it will work as roc_auc curve does not support categorical data.