Retrieving the ExhaustiveFeatureSelector get_metric_dict() from each combination of GridSearchCV

[arthur...@gmail.com]

Hello Sebastian

Thanks again for this great library. I have (I hope) progressed miles since my last post and a lot of this is thanks to seeing best practice first hand in your code!

I am running a GridSearchCV with Exhaustive feature selection just like your "Example 6 - Exhaustive feature selection and GridSearch". All works fine as intended.

But I would like to get the metric dictionary from all combinations of param_grid that were attempted in GridSearchCV. I am not only interested in the best estimator metric dictionary which I can get with:

gs.best_estimator_.steps[0][1].get_matric_dict()

but also in the metric dictionaries of all other params that were attempted. Are these stored in the GridSearchCV (could not find) and if not can these be stored and or extracted so I don't have to loop through again to retrieve?

Kind regards

Arthur Hatt