# Machine learning algorithm selection example¶

In this example we use the MLAlgoSelection class to perform a grid search over different algorithms and hyperparameter values.

import matplotlib.pyplot as plt
import numpy as np
from gemseo.algos.design_space import DesignSpace
from gemseo.core.dataset import Dataset
from gemseo.mlearning.core.selection import MLAlgoSelection
from gemseo.mlearning.qual_measure.mse_measure import MSEMeasure

np.random.seed(54321)


## Build dataset¶

The data consists of a 1D-function $$f:[0,1]\to[0,1]$$, where $$f(x)=x^2$$. The inputs $$(x_i)_{i=1,\cdots,n}$$ are chosen randomly from the interval $$[0,1]$$. The outputs $$y_i = f(x_i) + \epsilon_i$$epsilon_itilde mathcal{N}(0,sigma^2). We choose $$n=20$$ and $$\sigma=0.05$$.

n = 20
x = np.sort(np.random.random(n))
y = x**2 + np.random.normal(0, 0.05, n)

dataset = Dataset()


## Build selector¶

We consider three regression models, with different possible hyperparameters. A mean squared error quality measure is used with a k-folds cross validation scheme (5 folds).

selector = MLAlgoSelection(dataset, MSEMeasure, eval_method="kfolds", n_folds=5)
"LinearRegressor",
penalty_level=[0, 0.1, 1, 10, 20],
l2_penalty_ratio=[0, 0.5, 1],
fit_intercept=[True],
)
"PolynomialRegressor",
degree=[2, 3, 4, 10],
penalty_level=[0, 0.1, 1, 10],
l2_penalty_ratio=[1],
fit_intercept=[True, False],
)
rbf_space = DesignSpace()
rbf_space.add_variable("epsilon", 1, "float", 0.01, 0.1, 0.05)
"RBFRegressor",
calib_space=rbf_space,
calib_algo={"algo": "fullfact", "n_samples": 16},
smooth=[0, 0.01, 0.1, 1, 10, 100],
)


## Select best candidate¶

best_algo = selector.select()
print(best_algo)


Out:

PolynomialRegressor(degree=2, fit_intercept=False, l2_penalty_ratio=1, penalty_level=0)
based on the scikit-learn library
built from 20 learning samples


## Plot results¶

Plot the best models from each candidate algorithm

finex = np.linspace(0, 1, 1000)
for candidate in selector.candidates:
algo = candidate[0]
print(algo)
predy = algo.predict(finex[:, None])[:, 0]
plt.plot(finex, predy, label=algo.SHORT_ALGO_NAME)
plt.scatter(x, y, label="Training points")
plt.legend()
plt.show()


Out:

LinearRegressor(fit_intercept=True, l2_penalty_ratio=1, penalty_level=0.1)
based on the scikit-learn library
built from 20 learning samples
PolynomialRegressor(degree=2, fit_intercept=False, l2_penalty_ratio=1, penalty_level=0)
based on the scikit-learn library
built from 20 learning samples
`