I would subclass RFE or RFECV and expose the estimator params in the __init__ or something like this to avoid touching the GridSearchCV code. Or maybe override get_params and set_params...
Alex On Thu, Mar 22, 2012 at 11:06 AM, Andreas <amuel...@ais.uni-bonn.de> wrote: > On 03/22/2012 10:58 AM, Andreas wrote: > > On 03/22/2012 10:56 AM, Conrad Lee wrote: > > > @Andreas >> >> The Pipeline is designed to do exactly this: >> >> http://scikit-learn.org/dev/modules/generated/sklearn.pipeline.Pipeline.html#sklearn.pipeline.Pipeline >> Example here: >> >> http://scikit-learn.org/dev/auto_examples/feature_selection_pipeline.html#example-feature-selection-pipeline-py >> You can use it to build an estimator that does both things and has both >> parameters. > > > I puzzled over this for a while but didn't find a way to make this work with > the pipeline. The problem seems to be that I don't want to perform two > steps sequentially. That is, I don't first want to do the recursive feature > elimination, and then with that reduced set of features find the best value > of C for regularization. The problem with this is that the recursive > feature elimination already depends on the value of C. So I want the search > for the right value of C to take place within the recursive feature > elimination, not after it. > > > You're right, I (as usual) judged to fast. > I think it is not possible to use GridSearchCV directly, but you can build a > custom grid search > using IterGrid and cross_val_score. > So you have to write the for-loop over the parameters yourself using > IterGrid and then use cross_val_score > to judge the fitness of a given parameter set. > > @devs: > So what I think is the problem here is that RFE and RFECV can not set > parameters of the estimator they are passed. > If there was ``**kwargs`` or a ``estimator_params`` option, the parameter of > the estimator could be passed to > RFE in the grid search. > Does that make sense to you? > > Cheers, > Andy > > ------------------------------------------------------------------------------ > This SF email is sponsosred by: > Try Windows Azure free for 90 days Click Here > http://p.sf.net/sfu/sfd2d-msazure > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > ------------------------------------------------------------------------------ This SF email is sponsosred by: Try Windows Azure free for 90 days Click Here http://p.sf.net/sfu/sfd2d-msazure _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
