I am a bit confusing with comparing best GridSearchCV model and baseline.
For example, we have classification problem.
As a baseline, we'll fit a model with default settings (let it be logistic regression):
from sklearn.linear_model import LogisticRegression
from sklearn.metrics import accuracy_score
baseline = LogisticRegression()
baseline.fit(X_train, y_train)
pred = baseline.predict(X_train)
print(accuracy_score(y_train, pred))
So, the baseline gives us accuracy using the whole train sample.
Next, GridSearchCV:
from sklearn.model_selection import cross_val_score, GridSearchCV, StratifiedKFold
X_val, X_test_val,y_val,y_test_val = train_test_split(X_train, y_train, test_size=0.3, random_state=42)
cv = StratifiedKFold(n_splits=5, random_state=0, shuffle=True)
parameters = [ ... ]
best_model = GridSearchCV(LogisticRegression(parameters,scoring='accuracy' ,cv=cv))
best_model.fit(X_val, y_val)
print(best_model.best_score_)
Here, we have accuracy based on validation sample.
My questions are:
No, they aren't comparable.
Your baseline model used X_train
to fit the model. Then you're using the fitted model to score the X_train
sample. This is like cheating because the model is going to already perform the best since you're evaluating it based on data that it has already seen.
The grid searched model is at a disadvantage because:
X_train
sample.X_val
per fold).So your score for the grid search is going to be worse than your baseline.
Now you might ask, "so what's the point of best_model.best_score_
? Well, that score is used to compare all the models used when searching for the optimal hyperparameters in your search space, but in no way should be used to compare against a model that was trained outside of the grid search context.
So how should one go about conducting a fair comparison?
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3, random_state=42)
X_train
.# fit baseline
baseline.fit(X_train, y_train)
# fit using grid search
best_model.fit(X_train, y_train)
X_test
.# baseline
baseline_pred = baseline.predict(X_test)
print(accuracy_score(y_test, baseline_pred))
# grid search
grid_pred = best_model.predict(X_test)
print(accuracy_score(y_test, grid_pred))