IndexError：位置索引器超出范围-RandomizedSearchCV（）-随机森林

Question

我正在尝试使用前向验证方法构建随机森林模型。

我使用TimeBasedCV（）相应地分割我的数据：TimeBasedCV()

我的代码如下：

# Number of trees in random forest
n_estimators = [int(x) for x in np.linspace(start = 200, stop = 2000, num = 10)]
# Number of features to consider at every split
max_features = ['auto', 'sqrt']
# Maximum number of levels in tree
max_depth = [int(x) for x in np.linspace(10, 110, num = 11)]
max_depth.append(None)
# Minimum number of samples required to split a node
min_samples_split = [2, 5, 10, 15]
# Minimum number of samples required at each leaf node
min_samples_leaf = [1, 2, 4,10]
# Method of selecting samples for training each tree
bootstrap = [True, False]# Create the random grid

random_grid = {'n_estimators': n_estimators,
               'max_features': max_features,
               'max_depth': max_depth,
               'min_samples_split': min_samples_split,
               'min_samples_leaf': min_samples_leaf,
               'bootstrap': bootstrap}



from sklearn.model_selection import RandomizedSearchCV
from random import randint, uniform

tscv = TimeBasedCV(train_period=60,test_period=12,freq='months')

index_output = tscv.split(X_train, date_column='Date')

rf = RandomForestRegressor()

model = RandomizedSearchCV(
    estimator = rf,
    param_distributions = random_grid,
    n_iter = 10,
    n_jobs = -1,
    cv = index_output,
    verbose=5,
    random_state = 42,
    return_train_score = True)

model.fit(X_train.drop('Date', axis=1),y_train)
model.cv_results_

我的model.fit的错误消息是

IndexError: positional indexers are out-of-bounds

我需要调整随机搜索吗？还是由于我的数据错误导致此错误？

IndexError                                Traceback (most recent call last)
<ipython-input-71-eebc6186b2c3> in <module>
     18     return_train_score = True)
     19 
---> 20 model.fit(X_train,y_train)
     21 model.cv_results_

~\anaconda3\lib\site-packages\sklearn\model_selection\_search.py in fit(self, X, y, groups, **fit_params)
    708                 return results
    709 
--> 710             self._run_search(evaluate_candidates)
    711 
    712         # For multi-metric evaluation, store the best_index_, best_params_ and

~\anaconda3\lib\site-packages\sklearn\model_selection\_search.py in _run_search(self, evaluate_candidates)
   1482         evaluate_candidates(ParameterSampler(
   1483             self.param_distributions, self.n_iter,
-> 1484             random_state=self.random_state))

~\anaconda3\lib\site-packages\sklearn\model_selection\_search.py in evaluate_candidates(candidate_params)
    687                                for parameters, (train, test)
    688                                in product(candidate_params,
--> 689                                           cv.split(X, y, groups)))
    690 
    691                 if len(out) < 1:

~\anaconda3\lib\site-packages\joblib\parallel.py in __call__(self, iterable)
   1015 
   1016             with self._backend.retrieval_context():
-> 1017                 self.retrieve()
   1018             # Make sure that we get a last message telling us we are done
   1019             elapsed_time = time.time() - self._start_time

~\anaconda3\lib\site-packages\joblib\parallel.py in retrieve(self)
    907             try:
    908                 if getattr(self._backend, 'supports_timeout', False):
--> 909                     self._output.extend(job.get(timeout=self.timeout))
    910                 else:
    911                     self._output.extend(job.get())

~\anaconda3\lib\site-packages\joblib\_parallel_backends.py in wrap_future_result(future, timeout)
    560         AsyncResults.get from multiprocessing."""
    561         try:
--> 562             return future.result(timeout=timeout)
    563         except LokyTimeoutError:
    564             raise TimeoutError()

~\anaconda3\lib\concurrent\futures\_base.py in result(self, timeout)
    433                 raise CancelledError()
    434             elif self._state == FINISHED:
--> 435                 return self.__get_result()
    436             else:
    437                 raise TimeoutError()

~\anaconda3\lib\concurrent\futures\_base.py in __get_result(self)
    382     def __get_result(self):
    383         if self._exception:
--> 384             raise self._exception
    385         else:
    386             return self._result

IndexError: positional indexers are out-of-bounds