Grid-Search finding Parameters for AUC

python scikit-learn svm grid-search
julianspaeth picture julianspaeth · Jun 7, 2016 · Viewed 12.7k times · Source

I'm trying to find the parameters for my SVM, which give me the best AUC. But i can't find any scoring function for AUC in sklearn. Does someone have an idea? Here is my Code:

    parameters = {"C":[0.1, 1, 10, 100, 1000], "gamma":[0.1, 0.01, 0.001, 0.0001, 0.00001]}
    clf = SVC(kernel = "rbf")
    clf = GridSearchCV(clf, parameters, scoring = ???)
    svr.fit(features_train , labels_train)
    print svr.best_params_

So what can i use for ??? to get the best parameters for an high AUC score?

Answer

piman314 picture piman314 · Jun 8, 2016

You can simply use:

clf = GridSearchCV(clf, parameters, scoring='roc_auc')

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