OneVsRestClassification with GridSearchCV in Sklearn
python, scikit-learn, svm
Solution
Grid search uses a custom nested attribute syntax for this:
params = dict(estimator__C=C_range, estimator__gamma=gamma_range)
The name `estimator` corresponds to the `OneVsRestClassifier` constructor parameter. Note the double underscores.
Problem
When I tried to search the optimal `C` and `gamma` in rbf kernel SVM by: ``` params = dict(C = C_range, gamma = gamma_range) clf = GridSearchCV(OneVsRestClassifier(SVC()),params, cv = 5) ``` It returns the error says `C` is not the parameter of `OneVsRestClassifier`. What is the proper way to achieve the grid search on the parameters with multiclass SVM then?