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verticapy.machine_learning.model_selection.randomized_features_search_cv

verticapy.machine_learning.model_selection.randomized_features_search_cv(estimator: VerticaModel, input_relation: str | vDataFrame, X: str | list[str], y: str, metric: str = 'auto', cv: int = 3, average: Literal['binary', 'micro', 'macro', 'weighted'] = 'weighted', pos_label: bool | float | str | timedelta | datetime | None = None, cutoff: int | float | Decimal = -1, training_score: bool = True, comb_limit: int = 100, skip_error: bool = True, print_info: bool = True, **kwargs) → TableSample

Computes the k-fold grid search of an estimator using different feature combinations. It can be used to find the set of variables that will optimize the model.

estimator: VerticaModel

Vertica 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 
  

rac{Precision times Recall}{Precision + Recall}

• 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).

training_score: bool, optional

If set to True, the training score is computed with the validation score.

comb_limit: int, optional

Maximum number of features combinations used to train the model.

skip_error: bool, optional

If set to True and an error occurs, the error is displayed but not raised.

print_info: bool, optional

If set to True, prints the model information at each step.

TableSample

result of the randomized features search.

Let us use a dataset which has a variety of predictors and one value of interest. The Titanic dataset is a good example.

import verticapy.datasets as vpd

data = vpd.load_titanic()

	123 pclass Integer	123 survived Integer	Abc Varchar(164)	Abc sex Varchar(20)	123 age Numeric(8)	123 sibsp Integer	123 parch Integer	Abc ticket Varchar(36)	123 fare Numeric(12)	Abc cabin Varchar(30)	Abc embarked Varchar(20)	Abc boat Varchar(100)	123 body Integer	Abc home.dest Varchar(100)
1	1	0		female	2.0	1	2	113781	151.55	C22 C26	S	[null]	[null]	Montreal, PQ / Chesterville, ON
2	1	0		male	30.0	1	2	113781	151.55	C22 C26	S	[null]	135	Montreal, PQ / Chesterville, ON
3	1	0		female	25.0	1	2	113781	151.55	C22 C26	S	[null]	[null]	Montreal, PQ / Chesterville, ON
4	1	0		male	39.0	0	0	112050	0.0	A36	S	[null]	[null]	Belfast, NI
5	1	0		male	71.0	0	0	PC 17609	49.5042	[null]	C	[null]	22	Montevideo, Uruguay
6	1	0		male	47.0	1	0	PC 17757	227.525	C62 C64	C	[null]	124	New York, NY
7	1	0		male	[null]	0	0	PC 17318	25.925	[null]	S	[null]	[null]	New York, NY
8	1	0		male	24.0	0	1	PC 17558	247.5208	B58 B60	C	[null]	[null]	Montreal, PQ
9	1	0		male	36.0	0	0	13050	75.2417	C6	C	A	[null]	Winnipeg, MN
10	1	0		male	25.0	0	0	13905	26.0	[null]	C	[null]	148	San Francisco, CA
11	1	0		male	45.0	0	0	113784	35.5	T	S	[null]	[null]	Trenton, NJ
12	1	0		male	42.0	0	0	110489	26.55	D22	S	[null]	[null]	London / Winnipeg, MB
13	1	0		male	41.0	0	0	113054	30.5	A21	S	[null]	[null]	Pomeroy, WA
14	1	0		male	48.0	0	0	PC 17591	50.4958	B10	C	[null]	208	Omaha, NE
15	1	0		male	[null]	0	0	112379	39.6	[null]	C	[null]	[null]	Philadelphia, PA
16	1	0		male	45.0	0	0	113050	26.55	B38	S	[null]	[null]	Washington, DC
17	1	0		male	[null]	0	0	113798	31.0	[null]	S	[null]	[null]	[null]
18	1	0		male	33.0	0	0	695	5.0	B51 B53 B55	S	[null]	[null]	New York, NY
19	1	0		male	28.0	0	0	113059	47.1	[null]	S	[null]	[null]	Montevideo, Uruguay
20	1	0		male	17.0	0	0	113059	47.1	[null]	S	[null]	[null]	Montevideo, Uruguay
21	1	0		male	49.0	0	0	19924	26.0	[null]	S	[null]	[null]	Ascot, Berkshire / Rochester, NY
22	1	0		male	36.0	1	0	19877	78.85	C46	S	[null]	172	Little Onn Hall, Staffs
23	1	0		male	46.0	1	0	W.E.P. 5734	61.175	E31	S	[null]	[null]	Amenia, ND
24	1	0		male	[null]	0	0	112051	0.0	[null]	S	[null]	[null]	Liverpool, England / Belfast
25	1	0		male	27.0	1	0	13508	136.7792	C89	C	[null]	[null]	Los Angeles, CA
26	1	0		male	[null]	0	0	110465	52.0	A14	S	[null]	[null]	Stoughton, MA
27	1	0		male	47.0	0	0	5727	25.5875	E58	S	[null]	[null]	Victoria, BC
28	1	0		male	37.0	1	1	PC 17756	83.1583	E52	C	[null]	[null]	Lakewood, NJ
29	1	0		male	[null]	0	0	113791	26.55	[null]	S	[null]	[null]	Roachdale, IN
30	1	0		male	70.0	1	1	WE/P 5735	71.0	B22	S	[null]	269	Milwaukee, WI
31	1	0		male	39.0	1	0	PC 17599	71.2833	C85	C	[null]	[null]	New York, NY
32	1	0		male	31.0	1	0	F.C. 12750	52.0	B71	S	[null]	[null]	Montreal, PQ
33	1	0		male	50.0	1	0	PC 17761	106.425	C86	C	[null]	62	Deephaven, MN / Cedar Rapids, IA
34	1	0		male	39.0	0	0	PC 17580	29.7	A18	C	[null]	133	Philadelphia, PA
35	1	0		female	36.0	0	0	PC 17531	31.6792	A29	C	[null]	[null]	New York, NY
36	1	0		male	[null]	0	0	PC 17483	221.7792	C95	S	[null]	[null]	[null]
37	1	0		male	30.0	0	0	113051	27.75	C111	C	[null]	[null]	New York, NY
38	1	0		male	19.0	3	2	19950	263.0	C23 C25 C27	S	[null]	[null]	Winnipeg, MB
39	1	0		male	64.0	1	4	19950	263.0	C23 C25 C27	S	[null]	[null]	Winnipeg, MB
40	1	0		male	[null]	0	0	113778	26.55	D34	S	[null]	[null]	Westcliff-on-Sea, Essex
41	1	0		male	[null]	0	0	112058	0.0	B102	S	[null]	[null]	[null]
42	1	0		male	37.0	1	0	113803	53.1	C123	S	[null]	[null]	Scituate, MA
43	1	0		male	47.0	0	0	111320	38.5	E63	S	[null]	275	St Anne's-on-Sea, Lancashire
44	1	0		male	24.0	0	0	PC 17593	79.2	B86	C	[null]	[null]	[null]
45	1	0		male	71.0	0	0	PC 17754	34.6542	A5	C	[null]	[null]	New York, NY
46	1	0		male	38.0	0	1	PC 17582	153.4625	C91	S	[null]	147	Winnipeg, MB
47	1	0		male	46.0	0	0	PC 17593	79.2	B82 B84	C	[null]	[null]	New York, NY
48	1	0		male	[null]	0	0	113796	42.4	[null]	S	[null]	[null]	[null]
49	1	0		male	45.0	1	0	36973	83.475	C83	S	[null]	[null]	New York, NY
50	1	0		male	40.0	0	0	112059	0.0	B94	S	[null]	110	[null]
51	1	0		male	55.0	1	1	12749	93.5	B69	S	[null]	307	Montreal, PQ
52	1	0		male	42.0	0	0	113038	42.5	B11	S	[null]	[null]	London / Middlesex
53	1	0		male	[null]	0	0	17463	51.8625	E46	S	[null]	[null]	Brighton, MA
54	1	0		male	55.0	0	0	680	50.0	C39	S	[null]	[null]	London / Birmingham
55	1	0		male	42.0	1	0	113789	52.0	[null]	S	[null]	38	New York, NY
56	1	0		male	[null]	0	0	PC 17600	30.6958	[null]	C	14	[null]	New York, NY
57	1	0		female	50.0	0	0	PC 17595	28.7125	C49	C	[null]	[null]	Paris, France New York, NY
58	1	0		male	46.0	0	0	694	26.0	[null]	S	[null]	80	Bennington, VT
59	1	0		male	50.0	0	0	113044	26.0	E60	S	[null]	[null]	London
60	1	0		male	32.5	0	0	113503	211.5	C132	C	[null]	45	[null]
61	1	0		male	58.0	0	0	11771	29.7	B37	C	[null]	258	Buffalo, NY
62	1	0		male	41.0	1	0	17464	51.8625	D21	S	[null]	[null]	Southington / Noank, CT
63	1	0		male	[null]	0	0	113028	26.55	C124	S	[null]	[null]	Portland, OR
64	1	0		male	[null]	0	0	PC 17612	27.7208	[null]	C	[null]	[null]	Chicago, IL
65	1	0		male	29.0	0	0	113501	30.0	D6	S	[null]	126	Springfield, MA
66	1	0		male	30.0	0	0	113801	45.5	[null]	S	[null]	[null]	London / New York, NY
67	1	0		male	30.0	0	0	110469	26.0	C106	S	[null]	[null]	Brockton, MA
68	1	0		male	19.0	1	0	113773	53.1	D30	S	[null]	[null]	New York, NY
69	1	0		male	46.0	0	0	13050	75.2417	C6	C	[null]	292	Vancouver, BC
70	1	0		male	54.0	0	0	17463	51.8625	E46	S	[null]	175	Dorchester, MA
71	1	0		male	28.0	1	0	PC 17604	82.1708	[null]	C	[null]	[null]	New York, NY
72	1	0		male	65.0	0	0	13509	26.55	E38	S	[null]	249	East Bridgewater, MA
73	1	0		male	44.0	2	0	19928	90.0	C78	Q	[null]	230	Fond du Lac, WI
74	1	0		male	55.0	0	0	113787	30.5	C30	S	[null]	[null]	Montreal, PQ
75	1	0		male	47.0	0	0	113796	42.4	[null]	S	[null]	[null]	Washington, DC
76	1	0		male	37.0	0	1	PC 17596	29.7	C118	C	[null]	[null]	Brooklyn, NY
77	1	0		male	58.0	0	2	35273	113.275	D48	C	[null]	122	Lexington, MA
78	1	0		male	64.0	0	0	693	26.0	[null]	S	[null]	263	Isle of Wight, England
79	1	0		male	65.0	0	1	113509	61.9792	B30	C	[null]	234	Providence, RI
80	1	0		male	28.5	0	0	PC 17562	27.7208	D43	C	[null]	189	?Havana, Cuba
81	1	0		male	[null]	0	0	112052	0.0	[null]	S	[null]	[null]	Belfast
82	1	0		male	45.5	0	0	113043	28.5	C124	S	[null]	166	Surbiton Hill, Surrey
83	1	0		male	23.0	0	0	12749	93.5	B24	S	[null]	[null]	Montreal, PQ
84	1	0		male	29.0	1	0	113776	66.6	C2	S	[null]	[null]	Isleworth, England
85	1	0		male	18.0	1	0	PC 17758	108.9	C65	C	[null]	[null]	Madrid, Spain
86	1	0		male	47.0	0	0	110465	52.0	C110	S	[null]	207	Worcester, MA
87	1	0		male	38.0	0	0	19972	0.0	[null]	S	[null]	[null]	Rotterdam, Netherlands
88	1	0		male	22.0	0	0	PC 17760	135.6333	[null]	C	[null]	232	[null]
89	1	0		male	[null]	0	0	PC 17757	227.525	[null]	C	[null]	[null]	[null]
90	1	0		male	31.0	0	0	PC 17590	50.4958	A24	S	[null]	[null]	Trenton, NJ
91	1	0		male	[null]	0	0	113767	50.0	A32	S	[null]	[null]	Seattle, WA
92	1	0		male	36.0	0	0	13049	40.125	A10	C	[null]	[null]	Winnipeg, MB
93	1	0		male	55.0	1	0	PC 17603	59.4	[null]	C	[null]	[null]	New York, NY
94	1	0		male	33.0	0	0	113790	26.55	[null]	S	[null]	109	London
95	1	0		male	61.0	1	3	PC 17608	262.375	B57 B59 B63 B66	C	[null]	[null]	Haverford, PA / Cooperstown, NY
96	1	0		male	50.0	1	0	13507	55.9	E44	S	[null]	[null]	Duluth, MN
97	1	0		male	56.0	0	0	113792	26.55	[null]	S	[null]	[null]	New York, NY
98	1	0		male	56.0	0	0	17764	30.6958	A7	C	[null]	[null]	St James, Long Island, NY
99	1	0		male	24.0	1	0	13695	60.0	C31	S	[null]	[null]	Huntington, WV
100	1	0		male	[null]	0	0	113056	26.0	A19	S	[null]	[null]	Streatham, Surrey

Rows: 1-100 | Columns: 14

Note

VerticaPy 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 VerticaPy environment.

Next, we can initialize a Logistic Regression model:

from verticapy.machine_learning.vertica import LogisticRegression

model = LogisticRegression()

Now we can conveniently use the randomized_features_search_cv function to do either forward or backward randomized features search feature selection.

from verticapy.machine_learning.model_selection import randomized_features_search_cv

result = randomized_features_search_cv(
    model,
    input_relation = data,
    X = ["age", "fare", "parch", "pclass",],
    y = "survived",
    cv = 3,
)

		avg_score	avg_train_score	avg_time	score_std	score_train_std
1		0.244217134092105	0.263210422896406	0.4017467498779297	0.004098929000745021	0.0015892942575622539
2		0.25327986904600835	0.25649860222079335	0.43589218457539874	0.006276131196674582	0.0031797876140601017
3		0.25786458243937865	0.25308584011553764	0.3917806148529053	0.009449599118130186	0.004839972263421477
4		0.258240964697323	0.26166982837258035	0.3703919251759847	0.002819417108203877	0.0014118052140200557
5		0.25939750889616436	0.25270923601197964	0.6614662806193033	0.00487574660198264	0.0023459354065173215
6		0.2599317185974814	0.25689834513920534	0.4016736348470052	0.00202761029890748	0.0007257718884687349
7		0.26068340593278433	0.2577678777344443	0.4225451946258545	0.0030558433434649786	0.0016785041995893242
8		0.26227845635130703	0.25720838918510536	0.3768833478291829	0.005019762661307301	0.0024398909590766607
9		0.26472262129032303	0.27062665939356173	0.3881216049194336	0.006428690859205787	0.003841704324837454
10		0.26751347188064767	0.2738394042470503	0.43799734115600586	0.005996775035365649	0.002732972594558225
11		0.267859190443335	0.2737569776150363	0.4073549111684163	0.0030822000231431803	0.0015413053787413267
12		0.2719385257623843	0.26677350442819736	0.40493226051330566	0.004628756885978427	0.00213473604020562
13		0.27968098219442733	0.285754580450772	0.36378979682922363	0.006297150041535499	0.0034667225869149682
14		0.28642928540047863	0.2894034814846703	0.3427469730377197	0.0019886558977547427	0.0013307307873157593
15		0.29244103427343604	0.2897916599230727	0.34099141756693524	0.0004072556234343314	0.000560395779800286

Rows: 1-15 | Columns: 6

Note

The models are arranged in ascending order of avg_score.