内容が薄いのでコードのみ。 sklearn.__vsrsion__==0.18
である必要あり。
from sklearn.pipeline import Pipeline from sklearn.decomposition import PCA, NMF from sklearn.preprocessing import PolynomialFeatures from sklearn.feature_selection import SelectKBest, chi2 from sklearn.model_selection import GridSearchCV pipeline = Pipeline([ ('poly_feat', PolynomialFeatures(2)), ('reduce_dim', PCA()), ('clf', slm.Ridge()), ]) params = dict(reduce_dim__n_components=[2, 5, 10], clf__alpha=[0.1, 10, 100]) grid_search = GridSearchCV(pipeline, param_grid=params).fit(train_X, train_y) prd = grid_search.predict(test_X)