vastorbit.machine_learning.model_selection.hp_tuning.randomized_search_cv¶

vastorbit.machine_learning.model_selection.hp_tuning.randomized_search_cv(estimator: VASTModel, input_relation: Annotated[str | VastFrame, ''], X: Annotated[str | list[str], 'STRING representing one column or a list of columns'], y: str, metric: str = 'auto', cv: int = 3, average: Literal['binary', 'micro', 'macro', 'weighted'] = 'weighted', pos_label: Annotated[bool | float | str | timedelta | datetime, 'Python Scalar'] | None = None, cutoff: float = -1, nbins: int = 1000, lmax: int = 4, optimized_grid: int = 1, print_info: bool = True) → TableSample¶

Computes the K-Fold randomized search of an estimator.

Parameters:

estimator (VASTModel) – VAST estimator with a fit method.
input_relation (SQLRelation) – Relation used to train the model.
X (SQLColumns) – list of the predictor columns.
y (str) – Response Column.
metric (str, optional) –
Metric used for the model evaluation.
- auto:
  logloss for classification & RMSE for regression.
For Classification
- accuracy:
  Accuracy.
  
  \[Accuracy = \frac{TP + TN}{TP + TN + FP + FN}\]
- auc:
  Area Under the Curve (ROC).
  
  \[AUC = \int_{0}^{1} TPR(FPR) \, dFPR\]
- ba:
  Balanced Accuracy.
  
  \[BA = \frac{TPR + TNR}{2}\]
- bm:
  Informedness
  
  \[BM = TPR + TNR - 1\]
- csi:
  Critical Success Index
  
  \[index = \frac{TP}{TP + FN + FP}\]
- f1:
  F1 Score .. math:
  F_1 Score = 2 \times
Recall} (rac{Precision times Recall}{Precision +) –
- fdr:
  False Discovery Rate
  
  \[FDR = 1 - PPV\]
- fm:
  Fowlkes-Mallows index
  
  \[FM = \sqrt{PPV * TPR}\]
- fnr:
  False Negative Rate
  
  \[FNR = \frac{FN}{FN + TP}\]
- for:
  False Omission Rate
  
  \[FOR = 1 - NPV\]
- fpr:
  False Positive Rate
  
  \[FPR = \frac{FP}{FP + TN}\]
- logloss:
  Log Loss
  
  \[Loss = -\frac{1}{N} \sum_{i=1}^{N} \left( y_i \log(p_i) + (1 - y_i) \log(1 - p_i) \right)\]
- lr+:
  Positive Likelihood Ratio.
  
  \[LR+ = \frac{TPR}{FPR}\]
- lr-:
  Negative Likelihood Ratio.
  
  \[LR- = \frac{FNR}{TNR}\]
- dor:
  Diagnostic Odds Ratio.
  
  \[DOR = \frac{TP \times TN}{FP \times FN}\]
- mcc:
  Matthews Correlation Coefficient
- mk:
  Markedness
  
  \[MK = PPV + NPV - 1\]
- npv:
  Negative Predictive Value
  
  \[NPV = \frac{TN}{TN + FN}\]
- prc_auc:
  Area Under the Curve (PRC)
  
  \[AUC = \int_{0}^{1} Precision(Recall) \, dRecall\]
- precision:
  Precision
  
  \[TP / (TP + FP)\]
- pt:
  Prevalence Threshold.
  
  \[\frac{\sqrt{FPR}}{\sqrt{TPR} + \sqrt{FPR}}\]
- recall:
  Recall.
  
  \[TP / (TP + FN)\]
- specificity:
  Specificity.
  
  \[TN / (TN + FP)\]
For Regression
- max:
  Max Error.
  
  \[ME = \max_{i=1}^{n} \left| y_i - \hat{y}_i \right|\]
- mae:
  Mean Absolute Error.
  
  \[MAE = \frac{1}{n} \sum_{i=1}^{n} \left| y_i - \hat{y}_i \right|\]
- median:
  Median Absolute Error.
  
  \[MedAE = \text{median}_{i=1}^{n} \left| y_i - \hat{y}_i \right|\]
- mse:
  Mean Squared Error.
  
  \[MSE = \frac{1}{n} \sum_{i=1}^{n} \left( y_i - \hat{y}_i \right)^2\]
- msle:
  Mean Squared Log Error.
  
  \[MSLE = \frac{1}{n} \sum_{i=1}^{n} (\log(1 + y_i) - \log(1 + \hat{y}_i))^2\]
- r2:
  R squared coefficient.
  
  \[R^2 = 1 - \frac{\sum_{i=1}^{n} (y_i - \hat{y}_i)^2}{\sum_{i=1}^{n} (y_i - \bar{y})^2}\]
- r2a:
  R2 adjusted
  
  \[\text{Adjusted } R^2 = 1 - \frac{(1 - R^2)(n - 1)}{n - k - 1}\]
- var:
  Explained Variance.
  
  \[VAR = 1 - \frac{Var(y - \hat{y})}{Var(y)}\]
- rmse:
  Root-mean-squared error
  
  \[RMSE = \sqrt{\frac{1}{n} \sum_{i=1}^{n} (y_i - \hat{y}_i)^2}\]
cv (int, optional) – Number of folds.
average (str, optional) –
The method used to compute the final score for multiclass -classification.
- binary:
  considers one of the classes as positive and use the binary confusion matrix to compute the score.
- micro:
  positive and negative values globally.
- macro:
  average of the score of each class.
- weighted:
  weighted average of the score of each class.
pos_label (PythonScalar, optional) – The main class to be considered as positive (classification only).
cutoff (float, optional) – The model cutoff (classification only).
nbins (int, optional) – Number of bins used to compute the different parameters categories.
lmax (int, optional) – Maximum length of each parameter list.
optimized_grid (int, optional) – If set to 0, the randomness is based on the input parameters. If set to 1, the randomness is limited to some parameters while others are picked based on a default grid. If set to 2, there is no randomness and a default grid is returned.
print_info (bool, optional) – If set to True, prints the model information at each step.

Returns:

result of the randomized search.

Return type:

TableSample

Examples

We import vastorbit:

import vastorbit as vo

Hint

By assigning an alias to vastorbit, we mitigate the risk of code collisions with other libraries. This precaution is necessary because vastorbit uses commonly known function names like “average” and “median”, which can potentially lead to naming conflicts. The use of an alias ensures that the functions from vastorbit are used as intended without interfering with functions from other libraries.

For this example, we will use the Wine Quality dataset.

import vastorbit.datasets as vod

data = vod.load_winequality()

	123 fixed_acidity Decimal(6, 3)	123 volatile_acidity Decimal(7, 4)	123 citric_acid Decimal(6, 3)	123 residual_sugar Decimal(7, 3)	123 chlorides Double	123 free_sulfur_dioxide Decimal(7, 2)	123 total_sulfur_dioxide Decimal(7, 2)	123 density Double	123 ph Decimal(6, 3)	123 sulphates Decimal(6, 3)	123 alcohol Double	123 quality Integer	123 good Integer	Abc color Varchar(20)
1	6.3	0.67	0.48	12.6	0.052	57.0	222.0	0.9979	3.17	0.52	9.3	6	0	white
2	7.4	0.4	0.29	5.4	0.044	31.0	122.0	0.994	3.3	0.5	11.1	8	1	white
3	7.1	0.26	0.31	2.2	0.044	29.0	128.0	0.9937	3.34	0.64	10.9	8	1	white
4	9.0	0.31	0.48	6.6	0.043	11.0	73.0	0.9938	2.9	0.38	11.6	5	0	white
5	6.3	0.39	0.24	6.9	0.069	9.0	117.0	0.9942	3.15	0.35	10.2	4	0	white
6	8.2	0.22	0.36	6.8	0.034	12.0	90.0	0.9944	3.01	0.38	10.5	8	1	white
7	7.1	0.19	0.28	3.6	0.033	16.0	78.0	0.993	2.91	0.78	11.4	6	0	white
8	7.3	0.25	0.36	13.1	0.05	35.0	200.0	0.9986	3.04	0.46	8.9	7	1	white
9	7.9	0.2	0.34	1.2	0.04	29.0	118.0	0.9932	3.14	0.41	10.6	6	0	white
10	7.1	0.26	0.32	5.9	0.037	39.0	97.0	0.9934	3.31	0.4	11.6	6	0	white
11	7.0	0.2	0.34	5.7	0.035	32.0	83.0	0.9928	3.19	0.46	11.5	6	0	white
12	6.9	0.3	0.33	4.1	0.035	26.0	155.0	0.9925	3.25	0.79	12.3	8	1	white
13	8.1	0.29	0.49	7.1	0.042	22.0	124.0	0.9944	3.14	0.41	10.8	6	0	white
14	5.8	0.17	0.3	1.4	0.037	55.0	130.0	0.9909	3.29	0.38	11.3	6	0	white
15	5.9	0.415	0.02	0.8	0.038	22.0	63.0	0.9932	3.36	0.36	9.3	5	0	white
16	6.6	0.23	0.26	1.3	0.045	16.0	128.0	0.9934	3.36	0.6	10.0	6	0	white
17	8.6	0.55	0.35	15.55	0.057	35.5	366.5	1.0001	3.04	0.63	11.0	3	0	white
18	6.9	0.35	0.74	1.0	0.044	18.0	132.0	0.992	3.13	0.55	10.2	5	0	white
19	7.6	0.14	0.74	1.6	0.04	27.0	103.0	0.9916	3.07	0.4	10.8	7	1	white
20	9.2	0.28	0.49	11.8	0.042	29.0	137.0	0.998	3.1	0.34	10.1	4	0	white
21	6.2	0.18	0.49	4.5	0.047	17.0	90.0	0.9919	3.27	0.37	11.6	6	0	white
22	5.3	0.165	0.24	1.1	0.051	25.0	105.0	0.9925	3.32	0.47	9.1	5	0	white
23	9.8	0.25	0.74	10.0	0.056	36.0	225.0	0.9977	3.06	0.43	10.0	4	0	white
24	8.1	0.29	0.49	7.1	0.042	22.0	124.0	0.9944	3.14	0.41	10.8	6	0	white
25	6.8	0.22	0.49	0.9	0.052	26.0	128.0	0.991	3.25	0.35	11.4	6	0	white
26	7.2	0.22	0.49	1.0	0.045	34.0	140.0	0.99	3.05	0.34	12.7	6	0	white
27	7.4	0.25	0.49	1.1	0.042	35.0	156.0	0.9917	3.13	0.55	11.3	5	0	white
28	8.2	0.18	0.49	1.1	0.033	28.0	81.0	0.9923	3.0	0.68	10.4	7	1	white
29	6.1	0.22	0.49	1.5	0.051	18.0	87.0	0.9928	3.3	0.46	9.6	5	0	white
30	7.0	0.39	0.24	1.0	0.048	8.0	119.0	0.9923	3.0	0.31	10.1	4	0	white
31	6.1	0.22	0.49	1.5	0.051	18.0	87.0	0.9928	3.3	0.46	9.6	5	0	white
32	6.5	0.36	0.49	2.9	0.03	16.0	94.0	0.9902	3.1	0.49	12.1	7	1	white
33	7.1	0.29	0.49	1.2	0.031	32.0	99.0	0.9893	3.07	0.33	12.2	6	0	white
34	7.4	0.25	0.49	1.1	0.042	35.0	156.0	0.9917	3.13	0.55	11.3	5	0	white
35	6.9	0.23	0.24	14.2	0.053	19.0	94.0	0.9982	3.17	0.5	9.6	5	0	white
36	8.5	0.56	0.74	17.85	0.051	51.0	243.0	1.0005	2.99	0.7	9.2	5	0	white
37	8.2	0.18	0.49	1.1	0.033	28.0	81.0	0.9923	3.0	0.68	10.4	7	1	white
38	6.3	0.23	0.49	7.1	0.05	67.0	210.0	0.9951	3.23	0.34	9.5	5	0	white
39	6.1	0.25	0.49	7.6	0.052	67.0	226.0	0.9956	3.16	0.47	8.9	5	0	white
40	7.2	0.26	0.74	13.6	0.05	56.0	162.0	0.998	3.03	0.44	8.8	5	0	white
41	7.2	0.31	0.24	1.4	0.057	17.0	117.0	0.9928	3.16	0.35	10.5	5	0	white
42	8.0	0.25	0.49	1.2	0.061	27.0	117.0	0.9938	3.08	0.34	9.4	5	0	white
43	7.0	0.18	0.49	5.3	0.04	34.0	125.0	0.9914	3.24	0.4	12.2	6	0	white
44	7.8	0.43	0.49	13.0	0.033	37.0	158.0	0.9955	3.14	0.35	11.3	6	0	white
45	8.3	0.2	0.74	4.45	0.044	33.0	130.0	0.9924	3.25	0.42	12.2	6	0	white
46	6.3	0.27	0.49	1.2	0.063	35.0	92.0	0.9911	3.38	0.42	12.2	6	0	white
47	7.4	0.16	0.49	1.2	0.055	18.0	150.0	0.9917	3.23	0.47	11.2	6	0	white
48	7.4	0.16	0.49	1.2	0.055	18.0	150.0	0.9917	3.23	0.47	11.2	6	0	white
49	6.9	0.19	0.49	6.6	0.036	49.0	172.0	0.9932	3.2	0.27	11.5	6	0	white
50	7.8	0.43	0.49	13.0	0.033	37.0	158.0	0.9955	3.14	0.35	11.3	6	0	white
51	7.2	0.4	0.49	1.1	0.048	11.0	138.0	0.9929	3.01	0.42	9.3	5	0	white
52	7.8	0.43	0.49	13.0	0.033	37.0	158.0	0.9955	3.14	0.35	11.3	6	0	white
53	7.6	0.52	0.49	14.0	0.034	37.0	156.0	0.9958	3.14	0.38	11.8	7	1	white
54	8.3	0.21	0.49	19.8	0.054	50.0	231.0	1.0012	2.99	0.54	9.2	5	0	white
55	6.9	0.34	0.74	11.2	0.069	44.0	150.0	0.9968	3.0	0.81	9.2	5	0	white
56	6.3	0.27	0.49	1.2	0.063	35.0	92.0	0.9911	3.38	0.42	12.2	6	0	white
57	8.3	0.2	0.74	4.45	0.044	33.0	130.0	0.9924	3.25	0.42	12.2	6	0	white
58	7.1	0.22	0.74	2.7	0.044	42.0	144.0	0.991	3.31	0.41	12.2	6	0	white
59	7.9	0.11	0.49	4.5	0.048	27.0	133.0	0.9946	3.24	0.42	10.6	6	0	white
60	8.5	0.17	0.74	3.6	0.05	29.0	128.0	0.9928	3.28	0.4	12.4	6	0	white
61	6.4	0.145	0.49	5.4	0.048	54.0	164.0	0.9946	3.56	0.44	10.8	6	0	white
62	7.4	0.16	0.49	1.2	0.055	18.0	150.0	0.9917	3.23	0.47	11.2	6	0	white
63	8.3	0.19	0.49	1.2	0.051	11.0	137.0	0.9918	3.06	0.46	11.0	6	0	white
64	8.0	0.44	0.49	9.1	0.031	46.0	151.0	0.9926	3.16	0.27	12.7	8	1	white
65	7.0	0.2	0.74	0.8	0.044	19.0	163.0	0.9931	3.46	0.53	10.2	5	0	white
66	6.9	0.19	0.49	6.6	0.036	49.0	172.0	0.9932	3.2	0.27	11.5	6	0	white
67	7.1	0.25	0.49	3.0	0.03	30.0	96.0	0.9903	3.13	0.39	12.3	7	1	white
68	6.5	0.24	0.24	1.6	0.046	15.0	60.0	0.9928	3.19	0.39	9.8	5	0	white
69	7.2	0.4	0.49	1.1	0.048	11.0	138.0	0.9929	3.01	0.42	9.3	5	0	white
70	7.6	0.52	0.49	14.0	0.034	37.0	156.0	0.9958	3.14	0.38	11.8	7	1	white
71	7.8	0.43	0.49	13.0	0.033	37.0	158.0	0.9955	3.14	0.35	11.3	6	0	white
72	7.8	0.21	0.49	1.35	0.052	6.0	48.0	0.9911	3.15	0.28	11.4	5	0	white
73	7.0	0.2	0.49	5.9	0.038	39.0	128.0	0.9938	3.21	0.48	10.8	6	0	white
74	6.9	0.25	0.24	3.6	0.057	13.0	85.0	0.9942	2.99	0.48	9.5	4	0	white
75	7.2	0.08	0.49	1.3	0.05	18.0	148.0	0.9945	3.46	0.44	10.2	6	0	white
76	7.1	0.85	0.49	8.7	0.028	40.0	184.0	0.9962	3.22	0.36	10.7	5	0	white
77	7.6	0.51	0.24	1.2	0.04	10.0	104.0	0.992	3.05	0.29	10.8	6	0	white
78	7.9	0.22	0.24	4.6	0.044	39.0	159.0	0.9927	2.99	0.28	11.5	6	0	white
79	7.7	0.16	0.49	2.0	0.056	20.0	124.0	0.9948	3.32	0.49	10.7	6	0	white
80	7.2	0.08	0.49	1.3	0.05	18.0	148.0	0.9945	3.46	0.44	10.2	6	0	white
81	6.6	0.25	0.24	1.7	0.048	26.0	124.0	0.9942	3.37	0.6	10.1	6	0	white
82	6.7	0.16	0.49	2.4	0.046	57.0	187.0	0.9952	3.62	0.81	10.4	6	0	white
83	6.9	0.25	0.24	3.6	0.057	13.0	85.0	0.9942	2.99	0.48	9.5	4	0	white
84	7.5	0.32	0.24	4.6	0.053	8.0	134.0	0.9958	3.14	0.5	9.1	3	0	white
85	7.4	0.28	0.49	1.5	0.034	20.0	126.0	0.9918	2.98	0.39	10.6	6	0	white
86	6.2	0.15	0.49	0.9	0.033	17.0	51.0	0.9932	3.3	0.7	9.4	6	0	white
87	6.7	0.25	0.74	19.4	0.054	44.0	169.0	1.0004	3.51	0.45	9.8	6	0	white
88	6.5	0.26	0.74	13.3	0.044	68.0	224.0	0.9972	3.18	0.54	9.5	6	0	white
89	7.9	0.16	0.74	17.85	0.037	52.0	187.0	0.9998	2.99	0.41	9.3	5	0	white
90	5.6	0.185	0.49	1.1	0.03	28.0	117.0	0.9918	3.55	0.45	10.3	6	0	white
91	7.5	0.2	0.49	1.3	0.031	8.0	97.0	0.9918	3.06	0.62	11.1	5	0	white
92	8.0	0.3	0.49	9.4	0.046	47.0	188.0	0.9964	3.14	0.48	10.0	5	0	white
93	8.0	0.34	0.49	9.0	0.033	39.0	180.0	0.9936	3.13	0.38	12.3	8	1	white
94	7.7	0.35	0.49	8.65	0.033	42.0	186.0	0.9931	3.14	0.38	12.4	8	1	white
95	7.6	0.29	0.49	9.6	0.03	45.0	197.0	0.9938	3.13	0.38	12.3	7	1	white
96	6.7	0.62	0.24	1.1	0.039	6.0	62.0	0.9934	3.41	0.32	10.4	5	0	white
97	6.8	0.27	0.49	1.2	0.044	35.0	126.0	0.99	3.13	0.48	12.1	7	1	white
98	7.7	0.27	0.49	1.8	0.041	23.0	86.0	0.9914	3.16	0.42	12.5	6	0	white
99	6.7	0.51	0.24	2.1	0.043	14.0	155.0	0.9904	3.22	0.6	13.0	6	0	white
100	7.4	0.19	0.49	9.3	0.03	26.0	132.0	0.994	2.99	0.32	11.0	7	1	white

Rows: 1-100 | Columns: 14

Note

vastorbit offers a wide range of sample datasets that are ideal for training and testing purposes. You can explore the full list of available datasets in the Datasets, which provides detailed information on each dataset and how to use them effectively. These datasets are invaluable resources for honing your data analysis and machine learning skills within the vastorbit environment.

Next, we can initialize a LogisticRegression model:

from vastorbit.machine_learning.vast import LogisticRegression

model = LogisticRegression()

Now we can conveniently use the randomized_search_cv() function to find the K-Fold randomized search of an estimator.

from vastorbit.machine_learning.model_selection import randomized_search_cv

result = randomized_search_cv(
    model,
    input_relation = data,
    X = [
        "fixed_acidity",
        "volatile_acidity",
        "citric_acid",
        "residual_sugar",
        "chlorides",
        "density",
    ],
    y = "good",
    cv = 3,
    metric = "auc",
    lmax = 5,
)

	parameters	avg_score	avg_train_score	avg_time	score_std	score_train_std

Rows: 0 | Columns: 6

Note

randomized_search_cv() works almost the same as grid_search_cv(). The only difference is that the function will generate a random grid of parameters at the beginning.