HistGradientBoosting Optimization

Hyperparameter optimization for sklearn’s fast HistGradientBoosting algorithms.

from sklearn.datasets import load_breast_cancer
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.model_selection import train_test_split
from sklearn.metrics import accuracy_score, f1_score
import numpy as np
import plotly
from mloptimizer.interfaces import HyperparameterSpaceBuilder, GeneticSearch
from mloptimizer.application.reporting.plots import plotly_search_space, plotly_logbook

Load and prepare the dataset

print("Loading Breast Cancer dataset...")
data = load_breast_cancer()
X, y = data.data, data.target

print(f"Dataset shape: {X.shape}")

Loading Breast Cancer dataset...
Dataset shape: (569, 30)

Split the data

X_train, X_test, y_train, y_test = train_test_split(
    X, y, test_size=0.2, random_state=42, stratify=y
)

Define the hyperparameter space

hyperparam_space = HyperparameterSpaceBuilder.get_default_space(
    estimator_class=HistGradientBoostingClassifier
)

Configure and run the genetic optimization

genetic_params = {
    'generations': 5,
    'population_size': 8,
    'n_elites': 2,
    'seed': 42,
    'use_mlflow': False,
    'use_parallel': False
}

opt = GeneticSearch(
    estimator_class=HistGradientBoostingClassifier,
    hyperparam_space=hyperparam_space,
    cv=3,
    scoring='accuracy',
    **genetic_params
)

print("Starting HistGradientBoostingClassifier optimization...")
opt.fit(X_train, y_train)

Starting HistGradientBoostingClassifier optimization...

Genetic execution:   0%|          | 0/6 [00:00<?, ?it/s, best fitness=?]
Genetic execution:  17%|█▋        | 1/6 [00:00<00:01,  4.36it/s, best fitness=0.969]
Genetic execution:  17%|█▋        | 1/6 [00:00<00:04,  1.16it/s, best fitness=0.971]
Genetic execution:  33%|███▎      | 2/6 [00:01<00:03,  1.23it/s, best fitness=0.971]
Genetic execution:  50%|█████     | 3/6 [00:03<00:03,  1.22s/it, best fitness=0.971]
Genetic execution:  50%|█████     | 3/6 [00:04<00:03,  1.22s/it, best fitness=0.974]
Genetic execution:  67%|██████▋   | 4/6 [00:04<00:02,  1.27s/it, best fitness=0.974]
Genetic execution:  83%|████████▎ | 5/6 [00:06<00:01,  1.37s/it, best fitness=0.974]
Genetic execution:  83%|████████▎ | 5/6 [00:07<00:01,  1.37s/it, best fitness=0.976]
Genetic execution: 100%|██████████| 6/6 [00:07<00:00,  1.40s/it, best fitness=0.976]
Genetic execution: 100%|██████████| 6/6 [00:09<00:00,  1.53s/it, best fitness=0.976]

GeneticSearch(cv=StratifiedKFold(n_splits=3, random_state=42, shuffle=True),
              estimator_class=<class 'sklearn.ensemble._hist_gradient_boosting.gradient_boosting.HistGradientBoostingClassifier'>,
              generations=5,
              hyperparam_space=HyperparameterSpace(fixed_hyperparams={}, evolvable_hyperparams={'learning_rate': Hyperparam('learning_rate', 1, 100, 'float', 1000), 'ma...': Hyperparam('max_depth', 2, 15, 'int'), 'max_iter': Hyperparam('max_iter', 50, 500, 'int'), 'max_leaf_nodes': Hyperparam('max_leaf_nodes', 20, 100, 'int'), 'min_samples_leaf': Hyperparam('min_samples_leaf', 10, 50, 'int'), 'l2_regularization': Hyperparam('l2_regularization', 0, 10, 'float', 10)}),
              n_elites=2, population_size=8, scoring='accuracy', seed=42,
              use_parallel=False)

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Evaluate the optimized model

best_clf = opt.best_estimator_
y_pred = best_clf.predict(X_test)
test_accuracy = accuracy_score(y_test, y_pred)
test_f1 = f1_score(y_test, y_pred, average='binary')

print(f"\nOptimization completed!")
print(f"Best parameters: {opt.best_params_}")
print(f"Test accuracy: {test_accuracy:.4f}")
print(f"Test F1: {test_f1:.4f}")

Optimization completed!
Best parameters: {'categorical_features': 'warn', 'class_weight': None, 'early_stopping': 'auto', 'interaction_cst': None, 'l2_regularization': 0.9, 'learning_rate': 0.09, 'loss': 'log_loss', 'max_bins': 255, 'max_depth': 2, 'max_features': 1.0, 'max_iter': 264, 'max_leaf_nodes': 48, 'min_samples_leaf': 50, 'monotonic_cst': None, 'n_iter_no_change': 10, 'random_state': 42, 'scoring': 'loss', 'tol': 1e-07, 'validation_fraction': 0.1, 'verbose': 0, 'warm_start': False}
Test accuracy: 0.9561
Test F1: 0.9660

Visualize the search space

population_df = opt.populations_
top_params = ['learning_rate', 'max_depth', 'max_iter', 'max_leaf_nodes', 'fitness']
df_filtered = population_df[top_params]
g_search_space = plotly_search_space(df_filtered, top_params)
g_search_space.update_layout(
    title="HistGradientBoostingClassifier Hyperparameter Search Space",
    autosize=True,
    width=None,
    height=650
)
plotly.io.show(g_search_space, config={'responsive': True})

Visualize the optimization evolution

g_logbook = plotly_logbook(opt.logbook_, population_df)
g_logbook.update_layout(
    title="HistGradientBoostingClassifier Optimization Evolution",
    autosize=True,
    width=None,
    height=500
)
plotly.io.show(g_logbook, config={'responsive': True})

Analyze optimization performance

print("\n=== Optimization Performance ===")
print(f"Unique evaluations performed: {opt.n_trials_}")
print(f"Total individuals in population history: {len(population_df)}")
print(f"Optimization time: {opt.optimization_time_:.4f} seconds")
print(f"Time per evaluation: {opt.optimization_time_ / opt.n_trials_:.4f} seconds")

=== Optimization Performance ===
Unique evaluations performed: 38
Total individuals in population history: 48
Optimization time: 9.2006 seconds
Time per evaluation: 0.2421 seconds