数据竞赛实战——公共自行车使用量预测
Posted wj-1314
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前言
1,背景介绍
公共自行车低碳,环保,健康,并且解决了交通中“最后一公里”的痛点,在全国各个城市越来越受欢迎。本次练习的数据取自于两个城市某街道上的几处公共自行车停车桩。我们希望根据时间,天气等信息,预测出该街区在一小时内的被借取的公共自行车的数量。
2,任务类型
回归
3,数据文件说明
train.csv 训练集 文件大小为273KB
test.csv 预测集 文件大小为179KB
sample_submit.csv 提交示例 文件大小为97KB
4,数据变量说明
训练集中共有10000条样本,预测集中有7000条样本
5,评估方法
评价方法为RMSE(Root of Mean Squared Error)
6,完整代码,请移步小编的GitHub
传送门:请点击我
数据预处理
1,观察数据有没有缺失值
print(train.info()) <class ‘pandas.core.frame.DataFrame‘> RangeIndex: 10000 entries, 0 to 9999 Data columns (total 7 columns): city 10000 non-null int64 hour 10000 non-null int64 is_workday 10000 non-null int64 weather 10000 non-null int64 temp_1 10000 non-null float64 temp_2 10000 non-null float64 wind 10000 non-null int64 dtypes: float64(2), int64(5) memory usage: 547.0 KB None
我们可以看到,共有10000个观测值,没有缺失值。
2,观察每个变量的基础描述信息
print(train.describe()) city hour ... temp_2 wind count 10000.000000 10000.000000 ... 10000.000000 10000.000000 mean 0.499800 11.527500 ... 15.321230 1.248600 std 0.500025 6.909777 ... 11.308986 1.095773 min 0.000000 0.000000 ... -15.600000 0.000000 25% 0.000000 6.000000 ... 5.800000 0.000000 50% 0.000000 12.000000 ... 16.000000 1.000000 75% 1.000000 18.000000 ... 24.800000 2.000000 max 1.000000 23.000000 ... 46.800000 7.000000 [8 rows x 7 columns]
通过观察可以得出一些猜测,如城市0 和城市1基本可以排除南方城市;整个观测记录时间跨度较长,还可能包含了一个长假期数据等等。
3,查看相关系数
(为了方便查看,绝对值低于0.2的就用nan替代)
corr = feature_data.corr() corr[np.abs(corr) < 0.2] = np.nan print(corr) city hour is_workday weather temp_1 temp_2 wind city 1.0 NaN NaN NaN NaN NaN NaN hour NaN 1.0 NaN NaN NaN NaN NaN is_workday NaN NaN 1.0 NaN NaN NaN NaN weather NaN NaN NaN 1.0 NaN NaN NaN temp_1 NaN NaN NaN NaN 1.000000 0.987357 NaN temp_2 NaN NaN NaN NaN 0.987357 1.000000 NaN wind NaN NaN NaN NaN NaN NaN 1.0
从相关性角度来看,用车的时间和当时的气温对借取数量y有较强的关系;气温和体感气温显强正相关(共线性),这个和常识一致。
模型训练及其结果展示
1,标杆模型:简单线性回归模型
该模型预测结果的RMSE为:39.132
# -*- coding: utf-8 -*- # 引入模块 from sklearn.linear_model import LinearRegression import pandas as pd # 读取数据 train = pd.read_csv("train.csv") test = pd.read_csv("test.csv") submit = pd.read_csv("sample_submit.csv") # 删除id train.drop(‘id‘, axis=1, inplace=True) test.drop(‘id‘, axis=1, inplace=True) # 取出训练集的y y_train = train.pop(‘y‘) # 建立线性回归模型 reg = LinearRegression() reg.fit(train, y_train) y_pred = reg.predict(test) # 若预测值是负数,则取0 y_pred = map(lambda x: x if x >= 0 else 0, y_pred) # 输出预测结果至my_LR_prediction.csv submit[‘y‘] = y_pred submit.to_csv(‘my_LR_prediction.csv‘, index=False)
2,决策树回归模型
该模型预测结果的RMSE为:28.818
# -*- coding: utf-8 -*- # 引入模块 from sklearn.tree import DecisionTreeRegressor import pandas as pd # 读取数据 train = pd.read_csv("train.csv") test = pd.read_csv("test.csv") submit = pd.read_csv("sample_submit.csv") # 删除id train.drop(‘id‘, axis=1, inplace=True) test.drop(‘id‘, axis=1, inplace=True) # 取出训练集的y y_train = train.pop(‘y‘) # 建立最大深度为5的决策树回归模型 reg = DecisionTreeRegressor(max_depth=5) reg.fit(train, y_train) y_pred = reg.predict(test) # 输出预测结果至my_DT_prediction.csv submit[‘y‘] = y_pred submit.to_csv(‘my_DT_prediction.csv‘, index=False)
3,Xgboost回归模型
该模型预测结果的RMSE为:18.947
# -*- coding: utf-8 -*- # 引入模块 from xgboost import XGBRegressor import pandas as pd # 读取数据 train = pd.read_csv("train.csv") test = pd.read_csv("test.csv") submit = pd.read_csv("sample_submit.csv") # 删除id train.drop(‘id‘, axis=1, inplace=True) test.drop(‘id‘, axis=1, inplace=True) # 取出训练集的y y_train = train.pop(‘y‘) # 建立一个默认的xgboost回归模型 reg = XGBRegressor() reg.fit(train, y_train) y_pred = reg.predict(test) # 输出预测结果至my_XGB_prediction.csv submit[‘y‘] = y_pred submit.to_csv(‘my_XGB_prediction.csv‘, index=False)
4,Xgboost回归模型调参过程
Xgboost的相关博客:请点击我
参数调优的方法步骤一般情况如下:
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1,选择较高的学习速率(learning rate)。一般情况下,学习速率的值为0.1。但是对于不同的问题,理想的学习速率有时候会在0.05到0.3之间波动。选择对应于此学习速率的理想决策树数量。 Xgboost有一个很有用的函数“cv”,这个函数可以在每一次迭代中使用交叉验证,并返回理想的决策树数量。
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2,对于给定的学习速率和决策树数量,进行决策树特定参数调优(max_depth,min_child_weight,gamma,subsample,colsample_bytree)。在确定一棵树的过程中,我们可以选择不同的参数。
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3,Xgboost的正则化参数的调优。(lambda,alpha)。这些参数可以降低模型的复杂度,从而提高模型的表现。
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4,降低学习速率,确定理想参数。
5,Xgboost使用GridSearchCV调参过程
5.1,Xgboost 的默认参数如下(在sklearn库中的默认参数):
def __init__(self, max_depth=3, learning_rate=0.1, n_estimators=100, silent=True, objective="rank:pairwise", booster=‘gbtree‘, n_jobs=-1, nthread=None, gamma=0, min_child_weight=1, max_delta_step=0, subsample=1, colsample_bytree=1, colsample_bylevel=1, reg_alpha=0, reg_lambda=1, scale_pos_weight=1, base_score=0.5, random_state=0, seed=None, missing=None, **kwargs):
5.2,首先调n_estimators
def xgboost_parameter_tuning(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test1 = { ‘n_estimators‘: range(100, 1000, 100) } gsearch1 = GridSearchCV(estimator= xgb.XGBRegressor( learning_rate=0.1, max_depth=5, min_child_weight=1, gamma=0, subsample=0.8, colsample_bytree=0.8, nthread=4, scale_pos_weight=1, seed=27), param_grid=param_test1, iid=False, cv=5 ) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_
得到结果如下(所以我们选择树的个数为200):
{‘n_estimators‘: 200} 0.9013685759002941
5.3,调参 max_depth和min_child_weight
(树的最大深度,缺省值为3,范围是[1, 正无穷),树的深度越大,则对数据的拟合程度越高,但是通常取值为3-10)
(孩子节点中的最小的样本权重和,如果一个叶子节点的样本权重和小于min_child_weight则拆分过程结果)
下面我们对这两个参数调优,是因为他们对最终结果由很大的影响,所以我直接小范围微调。
def xgboost_parameter_tuning2(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test2 = { ‘max_depth‘: range(3, 10, 1), ‘min_child_weight‘: range(1, 6, 1), } gsearch1 = GridSearchCV(estimator= xgb.XGBRegressor( learning_rate=0.1, n_estimators=200 ), param_grid=param_test2, cv=5) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_
得到的结果如下:
{‘max_depth‘: 5, ‘min_child_weight‘: 5} 0.9030852081699604
我们对于数值进行较大跨度的48种不同的排列组合,可以看出理想的max_depth值为5,理想的min_child_weight值为5。
5.4,gamma参数调优
(gamma值使得算法更加conservation,且其值依赖于loss function,在模型中应该调参)
在已经调整好其他参数的基础上,我们可以进行gamma参数的调优了。Gamma参数取值范围可以很大,我这里把取值范围设置为5,其实我们也可以取更精确的gamma值。
def xgboost_parameter_tuning3(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test3 = { ‘gamma‘: [i/10.0 for i in range(0, 5)] } gsearch1 = GridSearchCV(estimator=xgb.XGBRegressor( learning_rate=0.1, n_estimators=200, max_depth=5, min_child_weight=5 ), param_grid=param_test3, cv=5) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_
结果如下:
{‘gamma‘: 0.0} 0.9024876500236406
5.5,调整subsample 和 colsample_bytree 参数
(subsample 用于训练模型的子样本占整个样本集合的比例,如果设置0.5则意味着XGBoost将随机的从整个样本集合中抽取出百分之50的子样本建立模型,这样能防止过拟合,取值范围为(0, 1])
(在建立树的时候对特征采样的比例,缺省值为1,物质范围为(0, 1])
下一步是尝试不同的subsample 和colsample_bytree 参数。我们分两个阶段来进行这个步骤。这两个步骤都取0.6,0.7,0.8,0.9 作为起始值。
def xgboost_parameter_tuning4(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test4 = { ‘subsample‘: [i / 10.0 for i in range(6, 10)], ‘colsample_bytree‘: [i / 10.0 for i in range(6, 10)] } gsearch1 = GridSearchCV(estimator=xgb.XGBRegressor( learning_rate=0.1, n_estimators=200, max_depth=5, min_child_weight=5, gamma=0 ), param_grid=param_test4, cv=5) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_
结果如下:
{‘colsample_bytree‘: 0.9, ‘subsample‘: 0.8} 0.9039011907271065
5.6,正则化参数调优
由于gamma函数提供了一种更加有效的降低过拟合的方法,大部分人很少会用到这个参数,但是我们可以尝试用一下这个参数。
def xgboost_parameter_tuning5(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test5 = { ‘reg_alpha‘: [0, 0.001, 0.005, 0.01, 0.05] } gsearch1 = GridSearchCV(estimator=xgb.XGBRegressor( learning_rate=0.1, n_estimators=200, max_depth=5, min_child_weight=5, gamma=0.0, colsample_bytree=0.9, subsample=0.8), param_grid=param_test5, cv=5) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_
结果如下:
{‘reg_alpha‘: 0.01} 0.899800819611995
5.6,汇总出我们搜索到的最佳参数,然后训练
代码如下:
def xgboost_train(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) params = { ‘learning_rate‘: 0.1, ‘n_estimators‘: 200, ‘max_depth‘: 5, ‘min_child_weight‘: 5, ‘gamma‘: 0.0, ‘colsample_bytree‘: 0.9, ‘subsample‘: 0.8, ‘reg_alpha‘: 0.01, } model = xgb.XGBRegressor(**params) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) submit = pd.read_csv(submitfile) submit[‘y‘] = model.predict(test_feature) submit.to_csv(‘my_xgboost_prediction1.csv‘, index=False)
我们可以对比上面的结果,最终的结果为15.208,比直接使用xgboost提高了3.92.
最终所有代码总结如下:
#_*_coding:utf-8_*_ import numpy as np import pandas as pd def load_data(trainfile, testfile): traindata = pd.read_csv(trainfile) testdata = pd.read_csv(testfile) print(traindata.shape) #(10000, 9) print(testdata.shape) #(7000, 8) # print(traindata) print(type(traindata)) feature_data = traindata.iloc[:, 1:-1] label_data = traindata.iloc[:, -1] test_feature = testdata.iloc[:, 1:] return feature_data, label_data, test_feature def xgboost_train(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) params = { ‘learning_rate‘: 0.1, ‘n_estimators‘: 200, ‘max_depth‘: 5, ‘min_child_weight‘: 5, ‘gamma‘: 0.0, ‘colsample_bytree‘: 0.9, ‘subsample‘: 0.8, ‘reg_alpha‘: 0.01, } model = xgb.XGBRegressor() model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) submit = pd.read_csv(submitfile) submit[‘y‘] = model.predict(test_feature) submit.to_csv(‘my_xgboost_prediction.csv‘, index=False) def xgboost_parameter_tuning1(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test1 = { ‘n_estimators‘: range(100, 1000, 100) } gsearch1 = GridSearchCV(estimator= xgb.XGBRegressor( learning_rate=0.1, max_depth=5, min_child_weight=1, gamma=0, subsample=0.8, colsample_bytree=0.8, nthread=4, scale_pos_weight=1, seed=27), param_grid=param_test1, iid=False, cv=5 ) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_ def xgboost_parameter_tuning2(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test2 = { ‘max_depth‘: range(3, 10, 1), ‘min_child_weight‘: range(1, 6, 1), } gsearch1 = GridSearchCV(estimator= xgb.XGBRegressor( learning_rate=0.1, n_estimators=200 ), param_grid=param_test2, cv=5) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_ def xgboost_parameter_tuning3(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test3 = { ‘gamma‘: [i/10.0 for i in range(0, 5)] } gsearch1 = GridSearchCV(estimator=xgb.XGBRegressor( learning_rate=0.1, n_estimators=200, max_depth=5, min_child_weight=5 ), param_grid=param_test3, cv=5) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_ def xgboost_parameter_tuning4(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test4 = { ‘subsample‘: [i / 10.0 for i in range(6, 10)], ‘colsample_bytree‘: [i / 10.0 for i in range(6, 10)] } gsearch1 = GridSearchCV(estimator=xgb.XGBRegressor( learning_rate=0.1, n_estimators=200, max_depth=5, min_child_weight=5,gamma=0.0 ), param_grid=param_test4, cv=5) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_ def xgboost_parameter_tuning5(feature_data, label_data, test_feature, submitfile): import xgboost as xgb from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test5 = { ‘reg_alpha‘: [0, 0.001, 0.005, 0.01, 0.05] } gsearch1 = GridSearchCV(estimator=xgb.XGBRegressor( learning_rate=0.1, n_estimators=200, max_depth=5, min_child_weight=5, gamma=0.0, colsample_bytree=0.9, subsample=0.8), param_grid=param_test5, cv=5) gsearch1.fit(X_train, y_train) return gsearch1.best_params_, gsearch1.best_score_ if __name__ == ‘__main__‘: trainfile = ‘data/train.csv‘ testfile = ‘data/test.csv‘ submitfile = ‘data/sample_submit.csv‘ feature_data, label_data, test_feature = load_data(trainfile, testfile) xgboost_train(feature_data, label_data, test_feature, submitfile)
6,随机森林回归模型
该模型预测结果的RMSE为:18.947
#_*_coding:utf-8_*_ import numpy as np import pandas as pd def load_data(trainfile, testfile): traindata = pd.read_csv(trainfile) testdata = pd.read_csv(testfile) feature_data = traindata.iloc[:, 1:-1] label_data = traindata.iloc[:, -1] test_feature = testdata.iloc[:, 1:] return feature_data, label_data, test_feature def random_forest_train(feature_data, label_data, test_feature, submitfile): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) model = RandomForestRegressor() model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) submit = pd.read_csv(submitfile) submit[‘y‘] = model.predict(test_feature) submit.to_csv(‘my_random_forest_prediction.csv‘, index=False) if __name__ == ‘__main__‘: trainfile = ‘data/train.csv‘ testfile = ‘data/test.csv‘ submitfile = ‘data/sample_submit.csv‘ feature_data, label_data, test_feature = load_data(trainfile, testfile) random_forest_train(feature_data, label_data, test_feature, submitfile)
7,随机森林回归模型调参过程
随机森林的相关博客:请点击我
首先,我们看一下随机森林的调参过程
- 1,首先先调即不会增加模型复杂度,又对模型影响最大的参数n_estimators(学习曲线)
- 2,找到最佳值后,调max_depth(单个网格搜索,也可以使用学习曲线)
- (一般根据数据的大小来进行一个探视,当数据集很小的时候,可以采用1~10,或者1~20这样的试探,但是对于大型数据来说骂我们应该尝试30~50层深度(或许更深))
- 3,接下来依次对各个参数进行调参
- (注意,对于大型数据集,max_leaf_nodes可以尝试从1000来构建,先输入1000,每100个叶子一个区间,再逐渐缩小范围;对于min_samples_split和min_samples_leaf,一般从他们的最小值开始向上增加10 或者20,面对高维度高样本数据,如果不放心可以直接50+,对于大型数据可能需要200~300的范围,如果调整的时候发现准确率无论如何都上不来,可以大胆放心的调试一个很大的数据,大力限制模型的复杂度。)
7.1 使用gridsearchcv探索n_estimators的最佳值
def random_forest_parameter_tuning1(feature_data, label_data, test_feature): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test1 = { ‘n_estimators‘: range(10, 71, 10) } model = GridSearchCV(estimator=RandomForestRegressor( min_samples_split=100, min_samples_leaf=20, max_depth=8, max_features=‘sqrt‘, random_state=10), param_grid=param_test1, cv=5 ) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) return model.best_score_, model.best_params_
结果如下:
{‘n_estimators‘: 70} 0.6573670183811001
这样我们得到了最佳的弱学习器迭代次数,为70.。
7.2 对决策树最大深度 max_depth 和内部节点再划分所需要的最小样本数求最佳值
我们首先得到了最佳弱学习器迭代次数,接着我们对决策树最大深度max_depth和内部节点再划分所需要最小样本数min_samples_split进行网格搜索。
def random_forest_parameter_tuning2(feature_data, label_data, test_feature): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test2 = { ‘max_depth‘: range(3, 14, 2), ‘min_samples_split‘: range(50, 201, 20) } model = GridSearchCV(estimator=RandomForestRegressor( n_estimators=70, min_samples_leaf=20, max_features=‘sqrt‘, oob_score=True, random_state=10), param_grid=param_test2, cv=5 ) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) return model.best_score_, model.best_params_
结果为:
{‘max_depth‘: 13, ‘min_samples_split‘: 50} 0.7107311632187736
对于内部节点再划分所需要最小样本数min_samples_split,我们暂时不能一起定下来,因为这个还和决策树其他的参数存在关联。
7.3 求内部节点再划分所需要的最小样本数min_samples_split和叶子节点最小样本数min_samples_leaf的最佳参数
下面我们对内部节点在划分所需要最小样本数min_samples_split和叶子节点最小样本数min_samples_leaf一起调参。
def random_forest_parameter_tuning3(feature_data, label_data, test_feature): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test3 = { ‘min_samples_split‘: range(10, 90, 20), ‘min_samples_leaf‘: range(10, 60, 10), } model = GridSearchCV(estimator=RandomForestRegressor( n_estimators=70, max_depth=13, max_features=‘sqrt‘, oob_score=True, random_state=10), param_grid=param_test3, cv=5 ) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) return model.best_score_, model.best_params_
结果如下:
{‘min_samples_leaf‘: 10, ‘min_samples_split‘: 10} 0.7648492269870218
7.4 求最大特征数max_features的最佳参数
def random_forest_parameter_tuning4(feature_data, label_data, test_feature): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test3 = { ‘max_features‘: range(3, 9, 2), } model = GridSearchCV(estimator=RandomForestRegressor( n_estimators=70, max_depth=13, min_samples_split=10, min_samples_leaf=10, oob_score=True, random_state=10), param_grid=param_test3, cv=5 ) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) return model.best_score_, model.best_params_
结果如下:
{‘max_features‘: 7} 0.881211719251515
7.5 汇总出我们搜索到的最佳参数,然后训练
def random_forest_train(feature_data, label_data, test_feature, submitfile): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) params = { ‘n_estimators‘: 70, ‘max_depth‘: 13, ‘min_samples_split‘: 10, ‘min_samples_leaf‘: 10, ‘max_features‘: 7 } model = RandomForestRegressor(**params) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) submit = pd.read_csv(submitfile) submit[‘y‘] = model.predict(test_feature) submit.to_csv(‘my_random_forest_prediction1.csv‘, index=False)
最终计算得到的结果如下:
我们发现,经过调参,结果由17.144 优化到16.251,效果相对Xgboost来说,不是很大。所以最终我们选择Xgboost算法。
7.6 所有代码如下:
#_*_coding:utf-8_*_ import numpy as np import pandas as pd def load_data(trainfile, testfile): traindata = pd.read_csv(trainfile) testdata = pd.read_csv(testfile) feature_data = traindata.iloc[:, 1:-1] label_data = traindata.iloc[:, -1] test_feature = testdata.iloc[:, 1:] return feature_data, label_data, test_feature def random_forest_train(feature_data, label_data, test_feature, submitfile): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) params = { ‘n_estimators‘: 70, ‘max_depth‘: 13, ‘min_samples_split‘: 10, ‘min_samples_leaf‘: 10, ‘max_features‘: 7 } model = RandomForestRegressor(**params) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) submit = pd.read_csv(submitfile) submit[‘y‘] = model.predict(test_feature) submit.to_csv(‘my_random_forest_prediction1.csv‘, index=False) def random_forest_parameter_tuning1(feature_data, label_data, test_feature): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test1 = { ‘n_estimators‘: range(10, 71, 10) } model = GridSearchCV(estimator=RandomForestRegressor( min_samples_split=100, min_samples_leaf=20, max_depth=8, max_features=‘sqrt‘, random_state=10), param_grid=param_test1, cv=5 ) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) return model.best_score_, model.best_params_ def random_forest_parameter_tuning2(feature_data, label_data, test_feature): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test2 = { ‘max_depth‘: range(3, 14, 2), ‘min_samples_split‘: range(50, 201, 20) } model = GridSearchCV(estimator=RandomForestRegressor( n_estimators=70, min_samples_leaf=20, max_features=‘sqrt‘, oob_score=True, random_state=10), param_grid=param_test2, cv=5 ) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) return model.best_score_, model.best_params_ def random_forest_parameter_tuning3(feature_data, label_data, test_feature): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test3 = { ‘min_samples_split‘: range(10, 90, 20), ‘min_samples_leaf‘: range(10, 60, 10), } model = GridSearchCV(estimator=RandomForestRegressor( n_estimators=70, max_depth=13, max_features=‘sqrt‘, oob_score=True, random_state=10), param_grid=param_test3, cv=5 ) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) return model.best_score_, model.best_params_ def random_forest_parameter_tuning4(feature_data, label_data, test_feature): from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split from sklearn.metrics import mean_squared_error from sklearn.model_selection import GridSearchCV X_train, X_test, y_train, y_test = train_test_split(feature_data, label_data, test_size=0.23) param_test4 = { ‘max_features‘: range(3, 9, 2) } model = GridSearchCV(estimator=RandomForestRegressor( n_estimators=70, max_depth=13, min_samples_split=10, min_samples_leaf=10, oob_score=True, random_state=10), param_grid=param_test4, cv=5 ) model.fit(X_train, y_train) # 对测试集进行预测 y_pred = model.predict(X_test) # 计算准确率 MSE = mean_squared_error(y_test, y_pred) RMSE = np.sqrt(MSE) print(RMSE) return model.best_score_, model.best_params_ if __name__ == ‘__main__‘: trainfile = ‘data/train.csv‘ testfile = ‘data/test.csv‘ submitfile = ‘data/sample_submit.csv‘ feature_data, label_data, test_feature = load_data(trainfile, testfile) random_forest_train(feature_data, label_data, test_feature, submitfile)
参考文献:https://www.jianshu.com/p/748b6c35773d
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