I am using GBClassifier, the below works if I use the default accuracy but it
fails using roc_auc or roc_auc_score. I have found many examples to work with
but for the life of me I can’t get it two work with roc_auc. What am I doing
wrong.
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.model_selection import GridSearchCV
from sklearn.metrics import auction, roc_auc_score
y_train = LoansTrainData[‘event’]
x_train LoanTrainData[LoansTrainData.columns.drop(‘event’)]
parameters = {“loss” :[‘deviance’],
“scoring” :[‘roc_auc’},
“learning_rate” :[.1, .05]
selfCLF =GridSearchCV(GradientBoostingClassifier(), parameters, versose = 3m
n_jobs = 4)
searchCLF(x_train, y_train)
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