Is it possible to use GridSearchCV without cross validation? I am trying to optimize the number of clusters in KMeans clustering via grid search, and thus I don't need or want cross validation.
The documentation is also confusing me because under the fit() method, it has an option for unsupervised learning (says to use None for unsupervised learning). But if you want to do unsupervised learning, you need to do it without cross validation and there appears to be no option to get rid of cross validation.
In GridSearchCV, along with Grid Search, cross-validation is also performed. Cross-Validation is used while training the model. As we know that before training the model with data, we divide the data into two parts – train data and test data.
GridSearchCV tries all the combinations of the values passed in the dictionary and evaluates the model for each combination using the Cross-Validation method. Hence after using this function we get accuracy/loss for every combination of hyperparameters and we can choose the one with the best performance.
iid : boolean, default=True. If True, the data is assumed to be identically distributed across the folds, and the loss minimized is the total loss per sample, and not the mean loss across the folds. cv : integer or cross-validation generator, default=3. If an integer is passed, it is the number of folds.
After much searching, I was able to find this thread. It appears that you can get rid of cross validation in GridSearchCV if you use:
cv=[(slice(None), slice(None))]
I have tested this against my own coded version of grid search without cross validation and I get the same results from both methods. I am posting this answer to my own question in case others have the same issue.
Edit: to answer jjrr's question in the comments, here is an example use case:
from sklearn.metrics import silhouette_score as sc def cv_silhouette_scorer(estimator, X): estimator.fit(X) cluster_labels = estimator.labels_ num_labels = len(set(cluster_labels)) num_samples = len(X.index) if num_labels == 1 or num_labels == num_samples: return -1 else: return sc(X, cluster_labels) cv = [(slice(None), slice(None))] gs = GridSearchCV(estimator=sklearn.cluster.MeanShift(), param_grid=param_dict, scoring=cv_silhouette_scorer, cv=cv, n_jobs=-1) gs.fit(df[cols_of_interest])
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