sgd grid search example

sgd-grid-search-example.py

# sgd regression pipeline with grid search
from sklearn.linear_model import SGDRegressor
from sklearn.model_selection import GridSearchCV

param_grid = [
    {
        'sgd_reg__max_iter':[100000, 1000000], # if number is too small, you will get a warning
        'sgd_reg__tol':[1e-10, 1e-3],
        'sgd_reg__eta0':[0.001, 0.01]
    }
]

sgd_reg_pipeline = Pipeline(
    steps=[
        ('preprocessor', preprocessor),
        ('sgd_reg', SGDRegressor()),
    ]
)

# sgd regression
sgd_grid_search = GridSearchCV(sgd_reg_pipeline, param_grid, cv=10)