verticapy.machine_learning.model_selection.hp_tuning.enet_search_cv¶
- verticapy.machine_learning.model_selection.hp_tuning.enet_search_cv(input_relation: Annotated[str | vDataFrame, ''], X: Annotated[str | list[str], 'STRING representing one column or a list of columns'], y: str, metric: str = 'auto', cv: int = 3, estimator_type: Literal['logit', 'enet', 'auto'] = 'auto', cutoff: float = -1.0, print_info: bool = True, **kwargs) TableSample¶
Computes the k-fold grid search using multiple ENet models.
- input_relation: SQLRelation
Relation used to train the model.
- X: SQLColumns
listof 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.
- estimator_type: str, optional
Estimator Type.
- auto:
detects if it is a
LogisticRegressionorElasticNet.
- logit:
- enet:
- cutoff: float, optional
The model cutoff (logit only).
- print_info: bool, optional
If set to
True, prints the modelinformation at each step.
- TableSample
result of the ENET search.
We import
verticapy:import verticapy as vp
Hint
By assigning an alias to
verticapy, we mitigate the risk of code collisions with other libraries. This precaution is necessary because verticapy uses commonly known function names like “average” and “median”, which can potentially lead to naming conflicts. The use of an alias ensures that the functions fromverticapyare used as intended without interfering with functions from other libraries.For this example, we will use the Wine Quality dataset.
import verticapy.datasets as vpd data = vpd.load_winequality()
123fixed_acidity123volatile_acidity123citric_acid123residual_sugar123chlorides123free_sulfur_dioxide123total_sulfur_dioxide123density123pH123sulphates123alcohol123quality123goodAbccolor1 3.9 0.225 0.4 4.2 0.03 29.0 118.0 0.989 3.57 0.36 12.8 8 1 white 2 4.7 0.335 0.14 1.3 0.036 69.0 168.0 0.99212 3.47 0.46 10.5 5 0 white 3 4.7 0.455 0.18 1.9 0.036 33.0 106.0 0.98746 3.21 0.83 14.0 7 1 white 4 4.7 0.785 0.0 3.4 0.036 23.0 134.0 0.98981 3.53 0.92 13.8 6 0 white 5 4.9 0.345 0.34 1.0 0.068 32.0 143.0 0.99138 3.24 0.4 10.1 5 0 white 6 4.9 0.345 0.34 1.0 0.068 32.0 143.0 0.99138 3.24 0.4 10.1 5 0 white 7 4.9 0.42 0.0 2.1 0.048 16.0 42.0 0.99154 3.71 0.74 14.0 7 1 red 8 5.0 0.27 0.4 1.2 0.076 42.0 124.0 0.99204 3.32 0.47 10.1 6 0 white 9 5.0 0.31 0.0 6.4 0.046 43.0 166.0 0.994 3.3 0.63 9.9 6 0 white 10 5.0 0.4 0.5 4.3 0.046 29.0 80.0 0.9902 3.49 0.66 13.6 6 0 red 11 5.0 0.44 0.04 18.6 0.039 38.0 128.0 0.9985 3.37 0.57 10.2 6 0 white 12 5.1 0.11 0.32 1.6 0.028 12.0 90.0 0.99008 3.57 0.52 12.2 6 0 white 13 5.1 0.14 0.25 0.7 0.039 15.0 89.0 0.9919 3.22 0.43 9.2 6 0 white 14 5.1 0.165 0.22 5.7 0.047 42.0 146.0 0.9934 3.18 0.55 9.9 6 0 white 15 5.1 0.33 0.22 1.6 0.027 18.0 89.0 0.9893 3.51 0.38 12.5 7 1 white 16 5.1 0.33 0.22 1.6 0.027 18.0 89.0 0.9893 3.51 0.38 12.5 7 1 white 17 5.1 0.33 0.22 1.6 0.027 18.0 89.0 0.9893 3.51 0.38 12.5 7 1 white 18 5.1 0.39 0.21 1.7 0.027 15.0 72.0 0.9894 3.5 0.45 12.5 6 0 white 19 5.2 0.2 0.27 3.2 0.047 16.0 93.0 0.99235 3.44 0.53 10.1 7 1 white 20 5.2 0.21 0.31 1.7 0.048 17.0 61.0 0.98953 3.24 0.37 12.0 7 1 white 21 5.2 0.22 0.46 6.2 0.066 41.0 187.0 0.99362 3.19 0.42 9.73333333333333 5 0 white 22 5.2 0.31 0.2 2.4 0.027 27.0 117.0 0.98886 3.56 0.45 13.0 7 1 white 23 5.2 0.32 0.25 1.8 0.103 13.0 50.0 0.9957 3.38 0.55 9.2 5 0 red 24 5.2 0.34 0.37 6.2 0.031 42.0 133.0 0.99076 3.25 0.41 12.5 6 0 white 25 5.2 0.36 0.02 1.6 0.031 24.0 104.0 0.9896 3.44 0.35 12.2 6 0 white 26 5.2 0.365 0.08 13.5 0.041 37.0 142.0 0.997 3.46 0.39 9.9 6 0 white 27 5.2 0.48 0.04 1.6 0.054 19.0 106.0 0.9927 3.54 0.62 12.2 7 1 red 28 5.2 0.5 0.18 2.0 0.036 23.0 129.0 0.98949 3.36 0.77 13.4 7 1 white 29 5.3 0.16 0.39 1.0 0.028 40.0 101.0 0.99156 3.57 0.59 10.6 6 0 white 30 5.3 0.16 0.39 1.0 0.028 40.0 101.0 0.99156 3.57 0.59 10.6 6 0 white 31 5.3 0.165 0.24 1.1 0.051 25.0 105.0 0.9925 3.32 0.47 9.1 5 0 white 32 5.3 0.23 0.56 0.9 0.041 46.0 141.0 0.99119 3.16 0.62 9.7 5 0 white 33 5.3 0.3 0.3 1.2 0.029 25.0 93.0 0.98742 3.31 0.4 13.6 7 1 white 34 5.3 0.33 0.3 1.2 0.048 25.0 119.0 0.99045 3.32 0.62 11.3 6 0 white 35 5.3 0.36 0.27 6.3 0.028 40.0 132.0 0.99186 3.37 0.4 11.6 6 0 white 36 5.3 0.36 0.27 6.3 0.028 40.0 132.0 0.99186 3.37 0.4 11.6 6 0 white 37 5.3 0.4 0.25 3.9 0.031 45.0 130.0 0.99072 3.31 0.58 11.75 7 1 white 38 5.3 0.47 0.11 2.2 0.048 16.0 89.0 0.99182 3.54 0.88 13.6 7 1 red 39 5.3 0.47 0.11 2.2 0.048 16.0 89.0 0.99182 3.54 0.88 13.5666666666667 7 1 red 40 5.3 0.715 0.19 1.5 0.161 7.0 62.0 0.99395 3.62 0.61 11.0 5 0 red 41 5.4 0.22 0.29 1.2 0.045 69.0 152.0 0.99178 3.76 0.63 11.0 7 1 white 42 5.4 0.595 0.1 2.8 0.042 26.0 80.0 0.9932 3.36 0.38 9.3 5 0 white 43 5.4 0.74 0.09 1.7 0.089 16.0 26.0 0.99402 3.67 0.56 11.6 6 0 red 44 5.5 0.12 0.33 1.0 0.038 23.0 131.0 0.99164 3.25 0.45 9.8 5 0 white 45 5.5 0.12 0.33 1.0 0.038 23.0 131.0 0.99164 3.25 0.45 9.8 5 0 white 46 5.5 0.14 0.27 4.6 0.029 22.0 104.0 0.9949 3.34 0.44 9.0 5 0 white 47 5.5 0.14 0.27 4.6 0.029 22.0 104.0 0.9949 3.34 0.44 9.0 5 0 white 48 5.5 0.16 0.31 1.2 0.026 31.0 68.0 0.9898 3.33 0.44 11.65 6 0 white 49 5.5 0.16 0.31 1.2 0.026 31.0 68.0 0.9898 3.33 0.44 11.6333333333333 6 0 white 50 5.5 0.18 0.22 5.5 0.037 10.0 86.0 0.99156 3.46 0.44 12.2 5 0 white 51 5.5 0.24 0.45 1.7 0.046 22.0 113.0 0.99224 3.22 0.48 10.0 5 0 white 52 5.5 0.29 0.3 1.1 0.022 20.0 110.0 0.98869 3.34 0.38 12.8 7 1 white 53 5.5 0.31 0.29 3.0 0.027 16.0 102.0 0.99067 3.23 0.56 11.2 6 0 white 54 5.5 0.32 0.45 4.9 0.028 25.0 191.0 0.9922 3.51 0.49 11.5 7 1 white 55 5.5 0.35 0.35 1.1 0.045 14.0 167.0 0.992 3.34 0.68 9.9 6 0 white 56 5.5 0.375 0.38 1.7 0.036 17.0 98.0 0.99142 3.29 0.39 10.5 6 0 white 57 5.6 0.15 0.26 5.55 0.051 51.0 139.0 0.99336 3.47 0.5 11.0 6 0 white 58 5.6 0.15 0.31 5.3 0.038 8.0 79.0 0.9923 3.3 0.39 10.5 6 0 white 59 5.6 0.16 0.27 1.4 0.044 53.0 168.0 0.9918 3.28 0.37 10.1 6 0 white 60 5.6 0.175 0.29 0.8 0.043 20.0 67.0 0.99112 3.28 0.48 9.9 6 0 white 61 5.6 0.185 0.19 7.1 0.048 36.0 110.0 0.99438 3.26 0.41 9.5 6 0 white 62 5.6 0.185 0.19 7.1 0.048 36.0 110.0 0.99438 3.26 0.41 9.5 6 0 white 63 5.6 0.22 0.32 1.2 0.024 29.0 97.0 0.98823 3.2 0.46 13.05 7 1 white 64 5.6 0.26 0.18 1.4 0.034 18.0 135.0 0.99174 3.32 0.35 10.2 6 0 white 65 5.6 0.26 0.26 5.7 0.031 12.0 80.0 0.9923 3.25 0.38 10.8 5 0 white 66 5.6 0.26 0.5 11.4 0.029 25.0 93.0 0.99428 3.23 0.49 10.5 6 0 white 67 5.6 0.28 0.28 4.2 0.044 52.0 158.0 0.992 3.35 0.44 10.7 7 1 white 68 5.6 0.3 0.1 6.4 0.043 34.0 142.0 0.99382 3.14 0.48 9.8 5 0 white 69 5.6 0.35 0.14 5.0 0.046 48.0 198.0 0.9937 3.3 0.71 10.3 5 0 white 70 5.6 0.49 0.13 4.5 0.039 17.0 116.0 0.9907 3.42 0.9 13.7 7 1 white 71 5.6 0.49 0.13 4.5 0.039 17.0 116.0 0.9907 3.42 0.9 13.7 7 1 white 72 5.6 0.66 0.0 2.2 0.087 3.0 11.0 0.99378 3.71 0.63 12.8 7 1 red 73 5.6 0.66 0.0 2.2 0.087 3.0 11.0 0.99378 3.71 0.63 12.8 7 1 red 74 5.7 0.15 0.47 11.4 0.035 49.0 128.0 0.99456 3.03 0.34 10.5 8 1 white 75 5.7 0.18 0.26 2.2 0.023 21.0 95.0 0.9893 3.07 0.54 12.3 6 0 white 76 5.7 0.18 0.36 1.2 0.046 9.0 71.0 0.99199 3.7 0.68 10.9 7 1 white 77 5.7 0.2 0.3 2.5 0.046 38.0 125.0 0.99276 3.34 0.5 9.9 6 0 white 78 5.7 0.21 0.32 0.9 0.038 38.0 121.0 0.99074 3.24 0.46 10.6 6 0 white 79 5.7 0.21 0.37 4.5 0.04 58.0 140.0 0.99332 3.29 0.62 10.6 6 0 white 80 5.7 0.22 0.2 16.0 0.044 41.0 113.0 0.99862 3.22 0.46 8.9 6 0 white 81 5.7 0.22 0.2 16.0 0.044 41.0 113.0 0.99862 3.22 0.46 8.9 6 0 white 82 5.7 0.22 0.2 16.0 0.044 41.0 113.0 0.99862 3.22 0.46 8.9 6 0 white 83 5.7 0.22 0.2 16.0 0.044 41.0 113.0 0.99862 3.22 0.46 8.9 6 0 white 84 5.7 0.22 0.2 16.0 0.044 41.0 113.0 0.99862 3.22 0.46 8.9 6 0 white 85 5.7 0.22 0.29 3.5 0.04 27.0 146.0 0.98999 3.17 0.36 12.1 6 0 white 86 5.7 0.23 0.28 9.65 0.025 26.0 121.0 0.9925 3.28 0.38 11.3 6 0 white 87 5.7 0.25 0.26 12.5 0.049 52.5 106.0 0.99691 3.08 0.45 9.4 6 0 white 88 5.7 0.25 0.26 12.5 0.049 52.5 120.0 0.99691 3.08 0.45 9.4 6 0 white 89 5.7 0.25 0.27 11.5 0.04 24.0 120.0 0.99411 3.33 0.31 10.8 6 0 white 90 5.7 0.26 0.24 17.8 0.059 23.0 124.0 0.99773 3.3 0.5 10.1 5 0 white 91 5.7 0.26 0.24 17.8 0.059 23.0 124.0 0.99773 3.3 0.5 10.1 5 0 white 92 5.7 0.26 0.24 17.8 0.059 23.0 124.0 0.99773 3.3 0.5 10.1 5 0 white 93 5.7 0.27 0.32 1.2 0.046 20.0 155.0 0.9934 3.8 0.41 10.2 6 0 white 94 5.7 0.28 0.24 17.5 0.044 60.0 167.0 0.9989 3.31 0.44 9.4 5 0 white 95 5.7 0.32 0.18 1.4 0.029 26.0 104.0 0.9906 3.44 0.37 11.0 6 0 white 96 5.7 0.32 0.38 4.75 0.033 23.0 94.0 0.991 3.42 0.42 11.8 7 1 white 97 5.7 0.36 0.34 4.2 0.026 21.0 77.0 0.9907 3.41 0.45 11.9 6 0 white 98 5.8 0.14 0.15 6.1 0.042 27.0 123.0 0.99362 3.06 0.6 9.9 6 0 white 99 5.8 0.15 0.32 1.2 0.037 14.0 119.0 0.99137 3.19 0.5 10.2 6 0 white 100 5.8 0.17 0.34 1.8 0.045 96.0 170.0 0.99035 3.38 0.9 11.8 8 1 white Rows: 1-100 | Columns: 14Note
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
LogisticRegressionmodel:from verticapy.machine_learning.vertica import LogisticRegression model = LogisticRegression()
Now we can conveniently use the
enet_search_cv()function to perform the k-fold grid search using multiple ENet models.from verticapy.machine_learning.model_selection import enet_search_cv result = enet_search_cv( model, input_relation = data, X = [ "fixed_acidity", "volatile_acidity", "citric_acid", "residual_sugar", "chlorides", "density", ], y = "good", cv = 3, )
avg_score avg_train_score avg_time score_std score_train_std 1 0.28948096845457566 0.2885435061266737 2.347597599029541 0.0011011252860830159 0.0003037964129141178 2 0.2898264811365113 0.290630613694965 2.3163424332936606 0.00031746649283454214 0.00045722949844431324 3 0.29051541298989064 0.29121617345843664 2.350836197535197 0.0015793586634661716 0.00035434663732691977 4 0.2912505527841483 0.29292627335314864 2.205385684967041 0.0013389023888160372 0.0004730088272311401 5 0.2918380388947183 0.2931011062882363 2.2999006112416587 0.0001096244398655526 0.00029084033372754744 6 0.292026342020186 0.292348692051843 2.4362900257110596 0.0013227996781964007 9.972602625723529e-05 7 0.2920291735931044 0.29249185022633434 2.222846269607544 0.0009696425392333144 0.00014770836733955044 8 0.2921808015121717 0.29283836992868834 2.235877354939779 0.0012051848654518343 0.0002571654071367463 9 0.29363753429784567 0.29418946754301967 2.22892157236735 0.0023550562357032697 0.0003003642152580665 10 0.29409045209011264 0.29323386381700667 2.1216365496317544 0.0011054578001611368 0.00042870081230283715 11 0.29423802781588204 0.29280217835308936 2.230201482772827 0.0006771269155013043 0.0001661021353163625 12 0.294251079090318 0.29351164060197094 2.3639727433522544 0.0009333466844164302 0.00036869131403234227 13 0.29440648691128035 0.294025610389335 2.192127068837484 0.0014534713632022881 0.00024499824966433745 14 0.29451638471435065 0.294253325159821 2.1770647366841636 0.00038646409117923993 0.00018192436912188714 15 0.2946558790142917 0.2942021887232143 2.1996892293294272 0.00022938699242707071 0.0003344092480104205 16 0.2946787321553907 0.294106155614459 2.319373687108358 0.0013595542874202866 0.0003460174339748435 17 0.29470475734094265 0.295795595557696 2.132411559422811 0.0014129987889442126 0.0005361822058133988 18 0.294769439444398 0.295717697246562 2.2795329093933105 0.0005396133136213894 0.00018507084167695867 19 0.29483705668799803 0.293796913904609 2.259676138559977 0.0014865527228520195 0.0001868971442415501 20 0.29498565798855764 0.29417372644412504 2.236342986424764 0.0016507649738718869 0.0003739234429014296 21 0.29517786806640567 0.29549398698033064 2.2200770378112793 0.0006781592048674488 4.3961045086149625e-05 22 0.29541753919748703 0.29360918935451435 2.3036017417907715 0.0017246294022391806 0.0007579573152843574 23 0.29542474700576865 0.29417450963560904 2.289169708887736 0.0012980817348862985 0.0002604929448194924 24 0.2955001260964887 0.2954722517780343 2.1429272492726645 0.0007598911905892562 0.0005151566478282865 25 0.29565576041748937 0.29551590527759103 2.0884574254353843 0.0006745255948323976 0.00025928545387849294 26 0.29573878439846973 0.29587148259769663 2.1736152172088623 0.0006164013912752862 0.000319007391786657 27 0.29632615147326297 0.29558936968336164 2.032285769780477 0.001295698517252219 0.0005909908951539158 28 0.296563191157772 0.2954112372681647 2.1305245558420816 0.0016794912509291227 0.0004476603899010585 29 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In VerticaPy, Elastic Net Cross-Validation (EnetCV) utilizes multiple
ElasticNetmodels for regression tasks andLogisticRegressionmodels for classification tasks. It systematically tests various combinations of hyperparameters, such as the regularization terms (L1 and L2), to identify the set that optimizes the model’s performance. This process helps in automatically fine-tuning the model to achieve better accuracy and generalization on diverse datasets.See also
grid_search_cv(): Computes the k-fold grid search of an estimator.randomized_search_cv(): Computes the K-Fold randomized search of an estimator.