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Skl compatibility #41

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Merged
OliverSherouse merged 4 commits into from
Mar 23, 2018
Merged

Skl compatibility #41

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b9dd00c
Add sklearn 0.17 compatibility
OliverSherouse Mar 23, 2018
bf06ff6
typo
OliverSherouse Mar 23, 2018
db75c93
PEP8
OliverSherouse Mar 23, 2018
a592a68
PEP8
OliverSherouse Mar 23, 2018
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13 changes: 9 additions & 4 deletions quantgov/estimator/evaluation.py
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Original file line number Diff line number Diff line change
@@ -1,9 +1,14 @@
import configparser
import logging

import sklearn.model_selection
import pandas as pd

try:
from sklearn.model_selection import KFold, GridSearchCV
except ImportError: # sklearn 0.17
from sklearn.cross_validation import KFold
from sklearn.grid_search import GridSearchCV

from . import utils as eutils

log = logging.getLogger(name=__name__)
Expand All @@ -25,13 +30,13 @@ def evaluate_model(model, X, y, folds, scoring):
"""
log.info('Evaluating {}'.format(model.name))
if hasattr(y[0], '__getitem__'):
cv = sklearn.model_selection.KFold(folds, shuffle=True)
cv = KFold(folds, shuffle=True)
if '_' not in scoring:
log.warning("No averaging method specified, assuming macro")
scoring += '_macro'
else:
cv = sklearn.model_selection.KFold(folds, shuffle=True)
gs = sklearn.model_selection.GridSearchCV(
cv = KFold(folds, shuffle=True)
gs = GridSearchCV(
estimator=model.model,
param_grid=model.parameters,
cv=cv,
Expand Down