jgrid.py 文件源码

def gs_Lasso(xM, yV, alphas_log=(-1, 1, 9), n_folds=5, n_jobs=-1):

    print(xM.shape, yV.shape)

    clf = linear_model.Lasso()
    #parmas = {'alpha': np.logspace(1, -1, 9)}
    parmas = {'alpha': np.logspace(*alphas_log)}
    kf5_c = model_selection.KFold(n_folds=n_folds, shuffle=True)
    kf5 = kf5_c.split(xM)

    gs = model_selection.GridSearchCV(
        clf, parmas, scoring='r2', cv=kf5, n_jobs=n_jobs)

    gs.fit(xM, yV)

    return gs