exponential search space in first example on main page
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@@ -4,13 +4,13 @@ import sklearn.svm
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# score function: twice iterated 10-fold cross-validated accuracy
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@optunity.cross_validated(x=data, y=labels, num_folds=10, num_iter=2)
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def svm_auc(x_train, y_train, x_test, y_test, C, gamma):
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model = sklearn.svm.SVC(C=C, gamma=gamma).fit(x_train, y_train)
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def svm_auc(x_train, y_train, x_test, y_test, logC, logGamma):
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model = sklearn.svm.SVC(C=10 ** logC, gamma=10 ** logGamma).fit(x_train, y_train)
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decision_values = model.decision_function(x_test)
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return optunity.metrics.roc_auc(y_test, decision_values)
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# perform tuning
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optimal_pars, _, _ = optunity.maximize(svm_auc, num_evals=200, C=[0, 10], gamma=[0, 1])
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hps, _, _ = optunity.maximize(svm_auc, num_evals=200, logC=[-5, 2], logGamma=[-5, 1])
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# train model on the full training set with tuned hyperparameters
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optimal_model = sklearn.svm.SVC(**optimal_pars).fit(data, labels)
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optimal_model = sklearn.svm.SVC(C=10 ** hps['logC'], gamma=10 ** hps['logGamma']).fit(data, labels)
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