CODE EXAMPLE FOR PYTHON

Finding best model using GridSearchCV

from sklearn.model_selection import GridSearchCV

from sklearn.linear_model import Lasso
from sklearn.tree import DecisionTreeRegressor

def find_best_model_using_gridsearchcv(X,y):
    algos = {
        'linear_regression' : {
            'model': LinearRegression(),
            'params': {
                'normalize': [True, False]
            }
        },
        'lasso': {
            'model': Lasso(),
            'params': {
                'alpha': [1,2],
                'selection': ['random', 'cyclic']
            }
        },
        'decision_tree': {
            'model': DecisionTreeRegressor(),
            'params': {
                'criterion' : ['mse','friedman_mse'],
                'splitter': ['best','random']
            }
        }
    }
    scores = []
    cv = ShuffleSplit(n_splits=5, test_size=0.2, random_state=0)
    for algo_name, config in algos.items():
        gs =  GridSearchCV(config['model'], config['params'], cv=cv, return_train_score=False)
        gs.fit(X,y)
        scores.append({
            'model': algo_name,
            'best_score': gs.best_score_,
            'best_params': gs.best_params_
        })

    return pd.DataFrame(scores,columns=['model','best_score','best_params'])

find_best_model_using_gridsearchcv(X,y)