Visualize the Results
We will now visualize the results of the parameter search algorithms using heatmaps. The heatmaps show the mean test score of the parameter combinations for the SVC instance. The Successive Halving heatmap also shows the iteration at which the combinations were last used.
def make_heatmap(ax, gs, is_sh=False, make_cbar=False):
"""Helper to make a heatmap."""
results = pd.DataFrame(gs.cv_results_)
results[["param_C", "param_gamma"]] = results[["param_C", "param_gamma"]].astype(
np.float64
)
if is_sh:
## SH dataframe: get mean_test_score values for the highest iter
scores_matrix = results.sort_values("iter").pivot_table(
index="param_gamma",
columns="param_C",
values="mean_test_score",
aggfunc="last",
)
else:
scores_matrix = results.pivot(
index="param_gamma", columns="param_C", values="mean_test_score"
)
im = ax.imshow(scores_matrix)
ax.set_xticks(np.arange(len(Cs)))
ax.set_xticklabels(["{:.0E}".format(x) for x in Cs])
ax.set_xlabel("C", fontsize=15)
ax.set_yticks(np.arange(len(gammas)))
ax.set_yticklabels(["{:.0E}".format(x) for x in gammas])
ax.set_ylabel("gamma", fontsize=15)
## Rotate the tick labels and set their alignment.
plt.setp(ax.get_xticklabels(), rotation=45, ha="right", rotation_mode="anchor")
if is_sh:
iterations = results.pivot_table(
index="param_gamma", columns="param_C", values="iter", aggfunc="max"
).values
for i in range(len(gammas)):
for j in range(len(Cs)):
ax.text(
j,
i,
iterations[i, j],
ha="center",
va="center",
color="w",
fontsize=20,
)
if make_cbar:
fig.subplots_adjust(right=0.8)
cbar_ax = fig.add_axes([0.85, 0.15, 0.05, 0.7])
fig.colorbar(im, cax=cbar_ax)
cbar_ax.set_ylabel("mean_test_score", rotation=-90, va="bottom", fontsize=15)
fig, axes = plt.subplots(ncols=2, sharey=True)
ax1, ax2 = axes
make_heatmap(ax1, gsh, is_sh=True)
make_heatmap(ax2, gs, make_cbar=True)
ax1.set_title("Successive Halving\ntime = {:.3f}s".format(gsh_time), fontsize=15)
ax2.set_title("GridSearch\ntime = {:.3f}s".format(gs_time), fontsize=15)
plt.show()