The AUC value I received without tuning the hyperparameter was higher. I have used the same training data could there be something I am missing here or some valid explanation.
The data is an average of the word embedding of a tweet that is calculated using pretrained GLoVE vectors for tweets with 50 dimensions
Without tuning :
RandomForestClassifier(bootstrap=True, class_weight=None, criterion='gini',
max_depth=None, max_features='auto', max_leaf_nodes=None,
min_impurity_decrease=0.0, min_impurity_split=None,
min_samples_leaf=1, min_samples_split=2,
min_weight_fraction_leaf=0.0, n_estimators=100, n_jobs=None,
oob_score=False, random_state=None, verbose=0,
warm_start=False)
AUC- 0.978
Withtuning:
GridSearchCV(cv=10, error_score='raise-deprecating',
estimator=RandomForestClassifier(bootstrap=True, class_weight=None, criterion='gini',
max_depth=None, max_features='auto', max_leaf_nodes=None,
min_impurity_decrease=0.0, min_impurity_split=None,
min_samples_leaf=1, min_samples_split=2,
min_weight_fraction_leaf=0.0, n_estimators='warn', n_jobs=None,
oob_score=False, random_state=42, verbose=0, warm_start=False),
fit_params=None, iid='warn', n_jobs=3,
param_grid={'max_features': ['auto', 'sqrt', 'log2', None], 'bootstrap': [True, False], 'max_depth': [2, 3, 4], 'criterion': ['gini', 'entropy']},
pre_dispatch='2*n_jobs', refit=True, return_train_score='warn',
scoring=None, verbose=0)
print(cv_rf.best_estimator_)
RandomForestClassifier(bootstrap=True, class_weight=None, criterion='gini',
max_depth=4, max_features='auto', max_leaf_nodes=None,
min_impurity_decrease=0.0, min_impurity_split=None,
min_samples_leaf=1, min_samples_split=2,
min_weight_fraction_leaf=0.0, n_estimators=10, n_jobs=None,
oob_score=False, random_state=42, verbose=0, warm_start=False)
AUC-0.883
I expect 2 possible reasons for this.
max_depth=4
in the later, which makes the model less flexible. Suggestion: you can increase the max-depth
range in Grid Search
n_estimators
) is reduced from 100 to 10. This is makes the Ensemble model weaker. Suggestion: Increase the Number of estimators or tune the number of estimators as well.