{
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  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {},
    "colab_type": "code",
    "id": "om9yhBqIyrLD"
   },
   "outputs": [],
   "source": [
    "from sklearn import datasets, model_selection, linear_model\n",
    "\n",
    "# load the data\n",
    "diabetes = datasets.load_diabetes()\n",
    "\n",
    "# target\n",
    "y = diabetes.target\n",
    "\n",
    "# features\n",
    "X = diabetes.data\n",
    "\n",
    "# initialise the ridge regression\n",
    "reg = linear_model.Ridge()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {},
    "colab_type": "code",
    "id": "6VemB0iGzG8T"
   },
   "outputs": [],
   "source": [
    "from scipy import stats\n",
    "\n",
    "# alpha ~ gamma(1,1)\n",
    "param_dist = {'alpha': stats.gamma(a=1, loc=1, scale=2)}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/",
     "height": 245
    },
    "colab_type": "code",
    "executionInfo": {
     "elapsed": 2593,
     "status": "ok",
     "timestamp": 1571317362660,
     "user": {
      "displayName": "Andrew Worsley",
      "photoUrl": "https://lh3.googleusercontent.com/a-/AAuE7mAp-Td-yKvu76Tg0Swzal8U17btuwNIXFmWVwZo=s64",
      "userId": "11337101975325054847"
     },
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    },
    "id": "Nni22PRlzUuL",
    "outputId": "15deef80-db48-426c-9539-2fcd9e7e85ac"
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   "outputs": [],
   "source": [
    "# set up the random search to sample 100 values and score on negative mean squared error\n",
    "rscv = model_selection.RandomizedSearchCV(estimator=reg, param_distributions=param_dist, n_iter=100, scoring='neg_mean_squared_error')\n",
    "\n",
    "# start the search\n",
    "rscv.fit(X,y)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "colab": {
     "base_uri": "https://localhost:8080/",
     "height": 121
    },
    "colab_type": "code",
    "executionInfo": {
     "elapsed": 2586,
     "status": "ok",
     "timestamp": 1571317362662,
     "user": {
      "displayName": "Andrew Worsley",
      "photoUrl": "https://lh3.googleusercontent.com/a-/AAuE7mAp-Td-yKvu76Tg0Swzal8U17btuwNIXFmWVwZo=s64",
      "userId": "11337101975325054847"
     },
     "user_tz": -660
    },
    "id": "shd5Br5eznmb",
    "outputId": "66d160c8-3dca-428b-9e34-e05f0044c9f3"
   },
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "\n",
    "# convert the results dictionary to a pandas data frame\n",
    "results = pd.DataFrame(rscv.cv_results_)\n",
    "\n",
    "# show the top 5 hyperparamaterizations\n",
    "print(results.loc[:,['params','rank_test_score']].sort_values('rank_test_score').head(5))"
   ]
  }
 ],
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