machine learning in coding（python）：使用交叉验证【选择模型超参数】

# Hyperparameter selection loop
score_hist = []
Cvals = [0.001, 0.003, 0.006, 0.01, 0.02, 0.03, 0.04, 0.05, 0.06, 0.1]
for C in Cvals:
    model.C = C
    score = cv_loop(Xt, y, model, N)
    score_hist.append((score,C))
    print "C: %f Mean AUC: %f" %(C, score)
bestC = sorted(score_hist)[-1][1]
print "Best C value: %f" % (bestC)

from kaggle

machine learning in coding（python）：使用交叉验证【选择模型超参数】

原文：http://blog.csdn.net/mmc2015/article/details/47426753