Reputation: 1070
I have created a GradientBoostingRegressor model.
I use scoring parameter in GridSearchCV function to return MSE score.
I wonder if I use criterion in param_grids does it change my model? which is the true way?
Thanks
GBR = GradientBoostingRegressor() param_grids = { 'learning_rate' : [0.01, 0.05, 0.07, 0.1, 0.3, 0.5 ], 'n_estimators' : [50,60,70,80,90,100], 'max_depth' : [1, 2, 3, 4], 'min_samples_leaf' : [1,2,3,5,10,15], 'min_samples_split': [2,3,4,5,10], #'criterion' : ['mse'] } kf = KFold(n_splits=3, random_state=42, shuffle=True) gs = GridSearchCV(estimator=GBR, param_grid = param_grids , cv = kf, n_jobs=-1, return_train_score=True, scoring='neg_mean_squared_error')
Upvotes: 1
Views: 813
Reputation: 2696
The criterion method evaluates the split in the tree. The scoring method evaluates the quality of the model as a whole.
If you want to find out if it changes your model, why not just test it out? That's what GridSearchCV is good at. Default is friedman_mse, so:
param_grids = {
'learning_rate' : [0.01, 0.05, 0.07, 0.1, 0.3, 0.5 ],
'n_estimators' : [50,60,70,80,90,100],
'max_depth' : [1, 2, 3, 4],
'min_samples_leaf' : [1,2,3,5,10,15],
'min_samples_split': [2,3,4,5,10],
'criterion' : ['friedman_mse', 'mse']
}
Upvotes: 2