def LogisticRegression(X_train, y_train):
from sklearn.linear_model import LogisticRegression
parameters = {
'C':[0.6, 0.8, 1.0, 1.2],
'class_weight':[None, 'balanced'],
}
LR = LogisticRegression()
grid_search = GridSearchCV(estimator=LR, param_grid=parameters, cv=5, scoring='neg_log_loss',n_jobs=4)
now = datetime.datetime.now()
print ("logestic regression grid_search start in " + now.strftime('%Y-%m-%d %H:%M:%S'))
grid_search.fit(X_train, y_train)
print ("logestic regression grid_search done in " + now.strftime('%Y-%m-%d %H:%M:%S'))
results = grid_search.grid_scores_
for result in results:
print(result)
print("\nBest score: %0.3f\n" % grid_search.best_score_)
print ("---------best parameters---------")
best_parameters = grid_search.best_estimator_.get_params()
for param_name in sorted(parameters.keys()):
print ("%s: %r" % (param_name, best_parameters[param_name]))
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