I would like to use a custom Regressor with sklearn GridSearchCV. The spirit of it is analogous to creating a custom Classifier - as shown in this blog:
http://danielhnyk.cz/creating-your-own-estimator-scikit-learn/
Here is a condensed/edited portion of the code from the blog - showing some of the required methods to override.
from sklearn.base import BaseEstimator, RegressorMixin
class MyCustomClassifier(BaseEstimator, RegressorMixin):
"""An example of classifier"""
def __init__(self, intValue=0, stringParam="defaultValue", otherParam=None):
"""
Called when initializing the classifier
"""
self.intValue = intValue
self.stringParam = stringParam
def fit(self, X, y=None):
self.treshold_ = (sum(X)/len(X)) + self.intValue # mean + intValue
return self
def _meaning(self, x):
# returns True/False according to fitted classifier
# notice underscore on the beginning
return( True if x >= self.treshold_ else False )
def predict(self, X, y=None):
..
The things that would be same between Regressor and Classifier would likely be the __init__, fit, predict methods: I can probably piece that much together. But what about equivalents to __meaning ? Or other subtle considerations for a Regressor that might not be obvious/clear?
Here is a skeleton I am starting with:
from sklearn.base import BaseEstimator, RegressorMixin
class MyCustomRegressor(BaseEstimator, RegressorMixin):
def __init__(self, regressorMethod):
self.regressorMethod = regressorMethod
def fit(self, X, y=None):
self.regressorMethod(X,y)
return self
It is my understanding that the score method will be used by GridSearchCv ..?