Scikit-Learn GridSearchCV PassiveAggressiveClassifier

Hyperparameter tuning is a crucial step in optimizing machine learning models for best performance. In this example, we’ll demonstrate how to use scikit-learn’s GridSearchCV to perform hyperparameter tuning for PassiveAggressiveClassifier, an algorithm suitable for large-scale learning.

Grid search is a method for evaluating different combinations of model hyperparameters to find the best performing configuration. It exhaustively searches through a specified parameter grid, trains and evaluates the model for each combination using cross-validation, and selects the hyperparameters that yield the best performance metric.

PassiveAggressiveClassifier is an online learning algorithm designed for large-scale classification tasks. It adjusts the model parameters in a passive-aggressive manner, updating them only when a misclassification occurs.

The key hyperparameters for PassiveAggressiveClassifier include the regularization strength (C), which controls model complexity and helps prevent overfitting; the maximum number of iterations (max_iter) for the solver to converge; and the tolerance (tol) for stopping criteria.

from sklearn.datasets import make_classification
from sklearn.model_selection import train_test_split, GridSearchCV
from sklearn.linear_model import PassiveAggressiveClassifier

# Generate synthetic binary classification dataset
X, y = make_classification(n_samples=1000, n_features=20, n_informative=10, n_redundant=10, random_state=42)

# Split into train and test sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)

# Define parameter grid
param_grid = {
    'C': [0.01, 0.1, 1, 10],
    'max_iter': [100, 500, 1000],
    'tol': [1e-3, 1e-4, 1e-5]
}

# Perform grid search
grid_search = GridSearchCV(estimator=PassiveAggressiveClassifier(random_state=42),
                           param_grid=param_grid,
                           cv=5,
                           scoring='accuracy')
grid_search.fit(X_train, y_train)

# Report best score and parameters
print(f"Best score: {grid_search.best_score_:.3f}")
print(f"Best parameters: {grid_search.best_params_}")

# Evaluate on test set
best_model = grid_search.best_estimator_
accuracy = best_model.score(X_test, y_test)
print(f"Test set accuracy: {accuracy:.3f}")

Running the example gives an output like:

Best score: 0.776
Best parameters: {'C': 0.01, 'max_iter': 100, 'tol': 0.0001}
Test set accuracy: 0.860

The steps are as follows:

1. Generate a synthetic binary classification dataset using scikit-learn’s make_classification function.
2. Split the dataset into train and test sets using train_test_split.
3. Define the parameter grid with different values for C, max_iter, and tol hyperparameters.
4. Perform grid search using GridSearchCV, specifying the PassiveAggressiveClassifier model, parameter grid, 5-fold cross-validation, and accuracy scoring metric.
5. Report the best cross-validation score and best set of hyperparameters found by grid search.
6. Evaluate the best model on the hold-out test set and report the accuracy.

By using GridSearchCV, we can easily explore different hyperparameter settings and find the combination that maximizes the model’s performance. This automated approach saves time and effort compared to manual hyperparameter tuning and helps ensure we select the best configuration for our PassiveAggressiveClassifier model.