DT_hyperparameter_tune.py

# -*- coding: utf-8 -*-
"""
Created on Tue Mar 17 00:02:05 2020

@author: ayanca
"""
## How to optimize hyper-parameters of a DecisionTree model using Grid Search in Python
def DT_tune(X,y,fold):
    print()
    print(format('How to optimize hyper-parameters of a DT model using Grid Search in Python','*^82'))

    import warnings
    warnings.filterwarnings("ignore")

    # load libraries
    from sklearn import decomposition, datasets
    from sklearn import tree
    from sklearn.pipeline import Pipeline
    from sklearn.model_selection import GridSearchCV, cross_val_score
    from sklearn.preprocessing import StandardScaler
    import numpy as np
    import pandas as pd
    
    # Load the iris flower data
    #dataset = datasets.load_iris()
    
    #load data
     
    #X = dataset.data
    #y = dataset.target

    # Create an scaler object
    sc = StandardScaler()

    # Create a pca object
    pca = decomposition.PCA()

    # Create a logistic regression object with an L2 penalty
    decisiontree = tree.DecisionTreeClassifier()

    # Create a pipeline of three steps. First, standardize the data.
    # Second, tranform the data with PCA.
    # Third, train a Decision Tree Classifier on the data.
    pipe = Pipeline(steps=[('sc', sc),
                           ('pca', pca),
                           ('decisiontree', decisiontree)])

    # Create Parameter Space
    # Create a list of a sequence of integers from 1 to 30 (the number of features in X + 1)
    n_components = list(range(1,X.shape[1]+1,1))

    # Create lists of parameter for Decision Tree Classifier
    criterion = ['gini', 'entropy']
    max_depth = [4,6,8,12,16,20,24,28,32,36,40,44,50]

    # Create a dictionary of all the parameter options 
    # Note has you can access the parameters of steps of a pipeline by using '__’
    parameters = dict(pca__n_components=n_components,
                      decisiontree__criterion=criterion,
                      decisiontree__max_depth=max_depth)

    # Conduct Parameter Optmization With Pipeline
    # Create a grid search object
    clf = GridSearchCV(pipe, parameters)

    # Fit the grid search
    clf.fit(X, y)

    # View The Best Parameters
    print('Best Criterion:', clf.best_estimator_.get_params()['decisiontree__criterion'])
    print('Best max_depth:', clf.best_estimator_.get_params()['decisiontree__max_depth'])
    print('Best Number Of Components:', clf.best_estimator_.get_params()['pca__n_components'])
    print(); print(clf.best_estimator_.get_params()['decisiontree'])

    # Use Cross Validation To Evaluate Model
    CV_Result = cross_val_score(clf, X, y, cv=fold, n_jobs=-1)
    print(); print(CV_Result)
    print(); print(CV_Result.mean())
    print(); print(CV_Result.std())