如何从 GridSearchCV 中的每个折叠中获得准确度和 f1 分数？

Question

I'm using the GridSearchCV object to train a classifier. I setup 5-fold validation parameter search and after calling fit(), I need to see the metrics for each fold's validation set, namely accuracy and f1-score. How can I do this?

 clf = GridSearchCV(pipeline,
                        param_grid=param_grid, 
                        n_jobs=1, 
                        cv=5,
                        compute_training_score=True)

Note:

• I don't have a separate testing set to use so I can't just take the result of predict and do it with the standard metrics functions.
• using the clf.best_scores_ doesn't give the information I want, only the mean_validation_score and its standard deviation.

Answer 1

Scores are located in grid_scores_ , in particular in cv_validation_scores :

grid_scores_ : list of named tuples

Contains scores for all parameter combinations in param_grid. Each entry corresponds to one parameter setting. Each named tuple has the attributes:

• parameters, a dict of parameter settings
• mean_validation_score, the mean score over the cross-validation folds
• cv_validation_scores, the list of scores for each fold

However you will not get two metrics. The whole point of such optimizers is to maximize some single metric/scorer function, thus only this thing is stored inside of an object. In order to get such, you will need to run it twice, each time with different score function.