How do I return the individual auc-roc score for each fold/submodel when using crossValidator.
The documentation indicates that collectSubModels=True should save all models rather than just the best or average, but after inspecting model.subModels I can't find how to print them.
The below example works just missing the model.subModels.aucScore
Desired Result would be each fold with their corresponding score like [fold1:0.85, fold2:0.07, fold3:0.55]
from pyspark.ml.feature import VectorAssembler
from pyspark.ml.classification import RandomForestClassifier
from pyspark.ml.tuning import CrossValidator, ParamGridBuilder
from pyspark.ml.evaluation import BinaryClassificationEvaluator
#Creating test dataframe
training = spark.createDataFrame([
(1,0,1),
(1,0,0),
(0,1,1),
(0,1,0)], ["label", "feature1", "feature2"])
#Vectorizing features for modelling
assembler = VectorAssembler(inputCols=['feature1','feature2'],outputCol="features")
prepped = assembler.transform(training).select('label','features')
#setting variables and configuring CrossValidator
rf = RandomForestClassifier(labelCol="label", featuresCol="features")
params = ParamGridBuilder().build()
evaluator = BinaryClassificationEvaluator()
folds = 3
cv = CrossValidator(estimator=rf,
estimatorParamMaps=params,
evaluator=evaluator,
numFolds=folds,
collectSubModels=True
)
#Fitting model
model = cv.fit(prepped)
#Print Metrics
print(model)
print()
print(model.avgMetrics)
print()
print(model.subModels)
>>>>>Return:
>>>>>CrossValidatorModel_3a5c95c6d8d2
>>>>>()
>>>>>[0.8333333333333333]
>>>>>()
>>>>>[[RandomForestClassificationModel (uid=RandomForestClassifier_95da3a68af93) with 20 trees], >>>>>[RandomForestClassificationModel (uid=RandomForestClassifier_95da3a68af93) with 20 trees], >>>>>[RandomForestClassificationModel (uid=RandomForestClassifier_95da3a68af93) with 20 trees]]