Fine Tuning hyperparameters doesn't improve score of classifiers

问题

I am experiencing a problem where finetuning the hyperparameters using GridSearchCV doesn't really improve my classifiers. I figured the improvement should be bigger than that. The biggest improvement for a classifier I've gotten with my current code is around +-0.03. I have a dataset with eight columns and an unbalanced binary outcome. For scoring I use f1 and I use KFold with 10 splits. I was hoping if someone could spot something which is off and I should look at? Thank you!

I use the following code:

model_parameters = {
    "GaussianNB": {     
    },
    "DecisionTreeClassifier": {
        'min_samples_leaf': range(5, 9),
        'max_depth': [None, 0, 1, 2, 3, 4]
    },
    "KNeighborsClassifier": {
        'n_neighbors': range(1, 10),
        'weights': ["distance", "uniform"]
    },
    "SVM": {
        'kernel': ["poly"],
        'C': np.linspace(0, 15, 30)
    },
    "LogisticRegression": {
        'C': np.linspace(0, 15, 30),
        'penalty': ["l1", "l2", "elasticnet", "none"]
    }
}

X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.4)
n_splits = 10
scoring_method = make_scorer(lambda true_target, prediction: f1_score(true_target, prediction, average="micro"))
cv = KFold(n_splits=n_splits, random_state=random_state, shuffle=True)

for model_name, parameters in model_parameters.items():

    # Models is a dict with 5 classifiers
    model = models[model_name]
    grid_search = GridSearchCV(model, parameters, cv=cv, n_jobs=-1, scoring=scoring_method, verbose=False).fit(X_train, y_train)
    
    cvScore = cross_val_score(grid_search.best_estimator_, X_test, y_test, cv=cv, scoring='f1').mean()
    classDict[model_name] = cvScore

回答1:

If your classes are unbalanced, when you do Kfold you should keep the proportion between the two targets.

Having folds unbalanced can lead to very poor results

check Stratified K-Folds cross-validator

Provides train/test indices to split data in train/test sets.

This cross-validation object is a variation of KFold that returns stratified folds. The folds are made by preserving the percentage of samples for each class.

There are also a lot of techniques to handle unbalanced dataset. Based on the context:

upsampling the minority class (using for example the resample from sklearn)
under sampling the majority class (also this lib has some useful tools to do both under\up sampling)
handle the unbalance with your specific ML model

For example, in SVC, there is an argument when you create the model , class_weight='balanced'

clf_3 = SVC(kernel='linear', 
            class_weight='balanced', # penalize
            probability=True)

which will penalize more the errors on minority class.

You can change your config as such:

"SVM": {
        'kernel': ["poly"],
        'C': np.linspace(0, 15, 30),
        'class_weight': 'balanced'

    }

For LogisticRegression you can set the weights instead, reflecting the proportion of your classes

LogisticRegression(class_weight={0:1, 1:10}) # if problem is a binary one

changing the grid search dict in such way:

"LogisticRegression": {
        'C': np.linspace(0, 15, 30),
        'penalty': ["l1", "l2", "elasticnet", "none"],
        'class_weight':{0:1, 1:10}
    }

Anyway the approach depends on the used model. For neural network for example, you can change the loss function to penalize the minority class with a weighted calculation (the same of the logistic regression)

来源：https://stackoverflow.com/questions/64542349/fine-tuning-hyperparameters-doesnt-improve-score-of-classifiers

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python

machine-learning

scikit-learn

dataset