Re: [scikit-learn] Random StratifiedKFold Grid Search CV

2017-01-27 Thread Raga Markely
Hi Sebastian, Sorry, I used the wrong terms (I was referring to algo as model).. great then, i think what i have is aligned with your workflow.. Thank you very much for your help! Have a good weekend, Raga On Fri, Jan 27, 2017 at 1:01 PM, Sebastian Raschka wrote: > Hi, Raga, > > sounds good,

Re: [scikit-learn] Random StratifiedKFold Grid Search CV

2017-01-27 Thread Sebastian Raschka
Hi, Raga, sounds good, but I am wondering a bit about the order. 2) should come before 1), right? Because model selection is basically done via hyperparam optimization. Not saying that this is the optimal/right approach, but I usually do it like this: 1.) algo selection via nested cv 2.) mode

Re: [scikit-learn] Random StratifiedKFold Grid Search CV

2017-01-27 Thread Sebastian Raschka
Hi, Raga, sounds good, but I am wondering a bit about the order. 2) should come before 1), right? Because model selection is basically done via hyperparam optimization. Not saying that this is the optimal/right approach, but I usually do it like this: 1.) algo selection via nested cv 2.) mode

Re: [scikit-learn] Random StratifiedKFold Grid Search CV

2017-01-27 Thread Raga Markely
Sounds good, Sebastian.. thanks for the suggestions.. My dataset is relatively small (only ~35 samples), and this is the workflow I have set up so far.. 1. Model selection: use nested loop using cross_val_score(GridSearchCV(...),...) same as shown in the scikit-learn page that you provided - the r