Ahh.. nice.. I will use that.. thanks a lot, Sebastian!

Best,
Raga

On Thu, Jan 26, 2017 at 6:34 PM, Sebastian Raschka <se.rasc...@gmail.com>
wrote:

> Hi, Raga,
>
> I think that if GridSearchCV is used for classification, the stratified
> k-fold doesn’t do shuffling by default.
>
> Say you do 20 grid search repetitions, you could then do sth like:
>
>
> from sklearn.model_selection import StratifiedKFold
>
> for i in range(n_reps):
>     k_fold = StratifiedKFold(n_splits=5, shuffle=True, random_state=i)
>     gs = GridSearchCV(..., cv=k_fold)
>     ...
>
> Best,
> Sebastian
>
> > On Jan 26, 2017, at 5:39 PM, Raga Markely <raga.mark...@gmail.com>
> wrote:
> >
> > Hello,
> >
> > I was trying to do repeated Grid Search CV (20 repeats). I thought that
> each time I call GridSearchCV, the training and test sets separated in
> different splits would be different.
> >
> > However, I got the same best_params_ and best_scores_ for all 20
> repeats. It looks like the training and test sets are separated in
> identical folds in each run? Just to clarify, e.g. I have the following
> data: 0,1,2,3,4. Class 1 = [0,1,2] and Class 2 = [3,4]. Suppose I call cv =
> 2. The split is always for instance [0,3] [1,2,4] in each repeat, and I
> couldn't get [1,3] [0,2,4] or other combinations.
> >
> > If I understand correctly, GridSearchCV uses StratifiedKFold when I
> enter cv = integer. The StratifiedKFold command has random state; I wonder
> if there is anyway I can make the the training and test sets randomly
> separated each time I call the GridSearchCV?
> >
> > Just a note, I used the following classifiers: Logistic Regression, KNN,
> SVC, Kernel SVC, Random Forest, and had the same observation regardless of
> the classifiers.
> >
> > Thank you very much!
> > Raga
> >
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