I have created my own estimator that wraps a sklearn regressor.
GSV = GridSearchCV(pipe,
param_grid = {'step2':[1,2,3]},
cv=splits,
verbose=1
)
GSV.fit(X, y)
I usually look at :
GSV.best_estimator_.named_steps['step2'].coef_
To get best coefs.
However, I may score an estimator result to zero in the 'score' override. This appears to be applied after best.estimator has been set - how can I get coefs for my best score?