Hi, Waseem, with a fine-enough grid, the GridSearchCV would be more "thorough" than the randomized search. However, the problem is essentially some sort of combinatorial explosion. Typically, I start with a "rougher" grid (the different parameters are more "spaced out" relative to each other). After that, I use a "finer" grid around the parameters that came up in the previous search. However, it all comes down to computational time vs. being thorough. Or in other words, grid search is an exhaustive search whereas randomized search is a computationally "more efficient" approach.
> On Jan 29, 2016, at 11:45 AM, muhammad waseem <m.waseem.ah...@gmail.com> > wrote: > > Hello All, > I am new to scikitlearn and ML, and trying to train my model using random > forest and gradient boosting trees regressors. I was wondering what is the > best way to do hyperparameter tuning, shall I use GridSearchCV or > RandomisedSearchCV? I have read that the performance of RandomiseSeacrhCV is > almost same as GridSearchCV (most of the times). If I go with > RandomisedSearchCV then what should be the range of values for different > parameters? How will I know that the range I am selecting is the correct one? > > Also, what about the number of estimators? In the GridSearchCV or > RandomisedSearchCV, shall I start with a low value and then after selecting > other parameters, I will choose a large number of estimators for fitting > purposes. Am I right? > > Shall I always use early stopping, no matter if I use Grid search or > Randomised Search? > > P.S: Training data: Number of Inputs = 6 > Number fo Outputs = 1 > Number of samples (rows) = 8526 > testing data: Number of samples (rows) = 1416 > > Thanks > Kindest Regards > Waseem > ------------------------------------------------------------------------------ > Site24x7 APM Insight: Get Deep Visibility into Application Performance > APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month > Monitor end-to-end web transactions and take corrective actions now > Troubleshoot faster and improve end-user experience. Signup Now! > http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140_______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general ------------------------------------------------------------------------------ Site24x7 APM Insight: Get Deep Visibility into Application Performance APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month Monitor end-to-end web transactions and take corrective actions now Troubleshoot faster and improve end-user experience. Signup Now! http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140 _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
