Hi everybody.
Can anyone tellme how to get the alpha that minimize my error? It is printed in the plot but I wish to automatize some features
Here is my code
n_alphas =200
alphas = np.logspace(-4,3,n_alphas)
#Y and X
n=1
Y=array[:,0]
X=array[:,1:8*n+1]
numpy.set_printoptions(threshold=sys.maxsize)
#validation VS train
validation_size = 0.20
seed = 7
X_train, X_validation, Y_train, Y_validation = model_selection.train_test_split(X, Y, test_size=validation_size, random_state=seed)
#data balancing
scaler = StandardScaler()
scaler.fit(X_train)
X_train = scaler.transform(X_train)
X_validation = scaler.transform(X_validation)
#end balancing
model = RidgeCV(alphas=alphas)
visualizer = AlphaSelection(model)
visualizer.fit(X_train, Y_train)
plt.grid(True)
visualizer.poof(outpath="RidgeCV n={}.png".format(n))
visualizer.finalize()
Thanks!