擅长:python、mysql、java
<p><code>MultiOutputRegressor</code>在估计器本身有<code>param_grid</code>需要相应地改变</p>
<pre><code>
from xgboost import XGBRegressor
from sklearn.model_selection import GridSearchCV
from sklearn.datasets import make_regression
from sklearn.multioutput import MultiOutputRegressor
X_train, y_train = make_regression(n_features=6, n_targets=6)
gsc = GridSearchCV(
estimator=MultiOutputRegressor(XGBRegressor()),
param_grid={"estimator__learning_rate": (0.05, 0.10, 0.15)},
cv=3, scoring='neg_mean_squared_error', verbose=0, n_jobs=-1)
grid_result = gsc.fit(X_train, y_train)
print(grid_result.best_params_)
# {'estimator__learning_rate': 0.1}
</code></pre>