How is the score of GridsearchCV calculated? Is the score a percentage? Does this mean higher is a better?
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The score is based on the scorer defined in the scoring argument. Meaning, the scorer can be any of the default metrics, such as precision, accuracy or F1-score (e.g., this); or a custom scorer. For a scorer (by convention), higher value is better. The value is not necessarily a percentage, but is often normalized between 0 and 1.
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$\begingroup$ I create a Gradient Boost Regressor with a GridSearchcv but dont define the score. Whta does the score mean by default? $\endgroup$ Feb 11, 2020 at 13:43
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2$\begingroup$ If None, the estimator’s score method is used. This means in your case the Gradient Boost Regressor default scorer is used (that is coefficient R^2) $\endgroup$– Felix Z.Feb 11, 2020 at 13:48
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2$\begingroup$ By convention, we use word
scorewhen higher is better. We use wordlosswhen less is better. When you don't have any particular in mind, usemetric. $\endgroup$ Feb 11, 2020 at 14:53 -
1$\begingroup$ @ml_learner r2 is not percentage (and it's not r-squared). It's 'kinda' normalized, but you can use it to compare models just fine. 1.0 - is perfect model 0.0 - this is constant answer model <0.0 - model goes wrong $\endgroup$ Feb 11, 2020 at 14:54