parfit

A package for parallelizing the fit and flexibly scoring of sklearn machine learning models, with visualization routines.

CURRENT VERSION == 0.220

Installation:

$pip install parfit # first time installation
$pip install -U parfit # upgrade to latest version

and then import into your code using:

from parfit import bestFit # Necessary if you wish to use bestFit

# Necessary if you wish to run each step sequentially
from parfit.fit import *
from parfit.score import *
from parfit.plot import *
from parfit.crossval import *

Once imported, you can use bestFit() or other functions freely.

Easy to use

grid = {
    'min_samples_leaf': [1, 5, 10, 15, 20, 25],
    'max_features': ['sqrt', 'log2', 0.5, 0.6, 0.7],
    'n_estimators': [60],
    'n_jobs': [-1],
    'random_state': [42]
}
paramGrid = ParameterGrid(grid)

best_model, best_score, all_models, all_scores = bestFit(RandomForestClassifier(), paramGrid,
                                                    X_train, y_train, X_val, y_val, # nfolds=5 [optional, instead of validation set]
                                                    metric=roc_auc_score, greater_is_better=True, 
                                                    scoreLabel='AUC')

print(best_model, best_score)

{max_features': 'sqrt', 'min_samples_leaf': 1, 'n_estimators': 60, 'n_jobs': -1, 'random_state': 42}
0.9627794057231478

Interpretable Visualizations

Notes

1. You can either use bestFit() to automate the steps of the process, and optionally plot the scores over the parameter grid, OR you can do each step in order:

fitModels() -> scoreModels() -> plotScores() -> getBestModel() -> getBestScore()

or

crossvalModels() -> plotScores() -> getBestModel() -> getBestScore()

2. Be sure to specify ALL parameters in the ParameterGrid, even the ones you are not searching over.

3. For example usage, see parfit_ex.ipynb. Each function is well-documented in the .py file. In Jupyter Notebooks, you can see the docs by pressing Shift+Tab(x3). Also, check out the complete documentation here along with the changelog.

4. This package is designed for use with sklearn machine learning models, but in theory will work with any model that has a .fit(X,y) function. Furthermore, the sklearn scoring metrics are typically used, but any function that reads in two vectors and returns a score will work.

5. The plotScores() function will only work for up to a 3D parameterGrid object. That is, you can only view the scores of a grid varying over 1-3 parameters. Other parameters which do not vary can still be set, and you can still train and scores models over a higher dimensional grid.