Optimization of predictions from sklearn model (e.g. RandomForestRegressor) - scikit-learn

Question

Does anyone used any optimization models on fitted sklearn models?
What I'd like to do is fit model based on train data and using this model try to find the best combination of parameters for which model would predict the biggest value.
Some example, simplified code:
import pandas as pd
df = pd.DataFrame({
'temperature': [10, 15, 30, 20, 25, 30],
'working_hours': [10, 12, 12, 10, 30, 15],
'sales': [4, 7, 6, 7.3, 10, 8]
})
from sklearn.ensemble import RandomForestRegressor
model = RandomForestRegressor()
X = df.drop(['sales'], axis=1)
y = df['sales']
model.fit(X, y);
Our baseline is a simple loop and predict all combination of variables:
results = pd.DataFrame(columns=['temperature', 'working_hours', 'sales_predicted'])
import numpy as np
for temp in np.arange(1,100.01,1):
for work_hours in np.arange(1,60.01,1):
results = pd.concat([
results,
pd.DataFrame({
'temperature': temp,
'working_hours': work_hours,
'sales_predicted': model.predict(np.array([temp, work_hours]).reshape(1,-1))
}
)
]
)
print(results.sort_values(by='sales_predicted', ascending=False))
Using that way it's difficult or impossible to:
* do it fast (brute method)
* implement constraint concerning two or more variables dependency
We tried PuLP library and PyOmo library, but both doesn't allow to put model.predict function as an objective function returning error:
TypeError: float() argument must be a string or a number, not 'LpVariable'
Do anyone have any idea how we can get rid off loop and use some other stuff?

Answer 1

When people talk about optimizing fitted sklearn models, they usually mean maximizing accuracy/performance metrics. So if you are trying to maximize your predicted value, you can definitely improve your code to achieve it more efficiently, like below.
You are collecting all the predictions in a big results dataframe, and then sorting it in ascending order. Instead, you can just search for an increase in your target variable (sales_predicted) on-the-fly, using a simple if logic. So just change your loop into this:
max_sales_predicted = 0
for temp in np.arange(1, 100.01, 1):
for work_hours in np.arange(1, 60.01, 1):
sales_predicted = model.predict(np.array([temp, work_hours]).reshape(1, -1))
if sales_predicted > max_sales_predicted:
max_sales_predicted = sales_predicted
desired_temp = temp
desired_work_hours = work_hours
So that you can only take into account any specification that produces a predictiong that exceeds your current target, and else, do nothing.
The result of my code is the same as yours, i.e. a max_sales_predicted value of 9.2. Also, desired_temp and desired_work_hours now give you the specification that produce that maxima. Hope this helps.