Keras Wrappers for Scikit Learn - AUC scorer is not working

Question

I\'m trying to use Keras Scikit Learn Wrapper in order to make random search for parameters easier. I wrote an example code here where :

1. I generate an

Answer 1

There is a bug in the KerasClassifier that is causing this issue. I have opened an issue for it on the repo. https://github.com/fchollet/keras/issues/2864

The fix is also in there. You can define your own KerasClassifier in the mean time as a temporary workaround.

class FixedKerasClassifier(KerasClassifier):
    def predict_proba(self, X, **kwargs):
        kwargs = self.filter_sk_params(Sequential.predict_proba, kwargs)
        probs = self.model.predict_proba(X, **kwargs)
        if(probs.shape[1] == 1):
            probs = np.hstack([1-probs,probs]) 
        return probs