One way to encourage people to use the scorer API more would be to add a
more direct interface like:
def score(scoring, estimator, X, y=None, **kwargs):
return get_scorer(scoring)(estimator, X, y, **kwargs)
On 20 February 2015 at 20:58, Mathieu Blondel <math...@mblondel.org> wrote:
>
>
> On Fri, Feb 20, 2015 at 6:57 AM, Andy <t3k...@gmail.com> wrote:
>
>> You give the roc_auc_score the result of "predict". You should give it
>> the result of "predict_proba".
>>
>> This came up already quite a bit, not sure how we can avoid people making
>> this mistake.
>>
>
> We can encourage people to use the scorer API more. But we need to
> strengthen the API and improve the documentation.
>
> # We still haven't fixed the problem with regressors and decision_function.
>
> Mathieu
>
>
>>
>>
>>
>> On 02/19/2015 04:56 AM, Tim Head wrote:
>>
>> Hi Gilles,
>>
>> On Thu Feb 19 2015 at 8:35:35 AM Gilles Louppe <g.lou...@gmail.com>
>> wrote:
>>
>>> Hi Tim,
>>>
>>> By default, cross_val_score uses on StratifiedKFold(shuffle=False) to
>>> create the train/test folds while train_test_split uses ShuffleSplit.
>>> The discrepancy you observe might therefore come from either
>>> shuffling, the stratification of the labels or both of them.
>>>
>>> Can you set the CV parameter in cross_val_score to
>>> - ShuffleSplit(n_folds=3, shuffle=True)
>>> - ShuffleSplit(n_folds=3, shuffle=False)
>>> - StratifiedKFold(n_folds=3, shuffle=True)
>>> - StratifiedKFold(n_folds=3, shuffle=False)
>>> and then try to determine in which cases scores are consistent?
>>>
>>>
>> The two classes are pretty balanced ("mean" label value = 0.529 with
>> labels 0 and 1) so naively the stratification should not change anything.
>>
>> Below what I get for four options I tried:
>>
>> cv=3
>> [ 0.77333168 0.77171963 0.77402341]
>> ------------------------------------------
>> cv=ShuffleSplit(670000, n_iter=3, test_size=0.33, random_state=None)
>> [ 0.7745969 0.77283909 0.77140412]
>> ------------------------------------------
>> cv=sklearn.cross_validation.KFold(n=670000, n_folds=3, shuffle=False,
>> random_state=None)
>> [ 0.77326581 0.77155045 0.77374548]
>> ------------------------------------------
>> cv=sklearn.cross_validation.KFold(n=670000, n_folds=3, shuffle=True,
>> random_state=None)
>> [ 0.77298131 0.77332662 0.77225896]
>> ------------------------------------------
>>
>> Conclusion they all give the same answer, which is what I'd expect
>> given that the dataset is balanced and already in random order :-/ and
>> still splitting X_dev "by hand" with train_test_split() gives me a
>> different answer.
>>
>> For the moment I think there must be an (obvious) bug in my script that
>> I need to find.
>>
>> T
>> p.s I posted a minimal script here
>> https://gist.github.com/betatim/a31777c36e3b4b6f21bb it uses the first
>> million samples from this dataset which is quite large:
>> http://archive.ics.uci.edu/ml/datasets/HIGGS
>>
>>
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