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R中的集中算法集成

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dataset = read.table("http://archive.ics.uci.edu/ml/machine-learning-databases/credit-screening/crx.data", sep = ",",header = F, na.strings = "?")
head(dataset)
sapply(dataset, function(x) sum(is.na(x)))
sapply(dataset, class)
#分割数据的训练集和测试集
set.seed(123)
dataset=na.omit(dataset)
n=dim(dataset)[1]
index=sample(n,round(0.7*n))
train=dataset[index,]
test=dataset[-index,]
dim(train)
####有时候,需要转化变量为哑变量,因为在一些挖掘场合,数据不能直接使用因子型的数据
knn
glmnet
svm
xgboost
###有些挖掘方法可以使用因子变量,比如:
logistic regression
repart
GBM
randomForest

dataset2=dataset
library(plyr)
into_factor = function(x){

  if(class(x) == "factor"){
    n = length(x)
    data.fac = data.frame(x = x,y = 1:n)
    output = model.matrix(y~x,data.fac)[,-1]
    ## Convert factor into dummy variable matrix
  }else{
    output = x
    ## if x is numeric, output is x
  }
  output
}
into_factor(dataset$V4)[1:5,]

dataset2=colwise(into_factor)(dataset2)
dataset2=do.call(cbind,dataset2)
dataset2=as.data.frame(dataset2)

dim(dataset2)
#####使用logistic回归来进行测试建模和预测,使用glm
logit.model=glm(V16~.,data=train,family = "binomial")
logit.response=predict(logit.model,test,type="response")
logit.predict=ifelse(logit.response>0.5,"+","-")
table(logit.predict,test$V16)

accutancy1=mean(logit.predict==test$V16)

####使用GBM方法来预测,这里用的是caret,repeat-cv来选择最优树
library(caret)
ctrl=trainControl(method = "repeatedcv",number = 5,repeats=5)
set.seed(300)
m_gbm=train(V16~.,data=train,methed="gbm",metric="Kappa",trControl=ctrl)
gbm.predict=predict(m_gbm,test)
table(gbm.predict,test$V16)
accutancy2=mean(gbm.predict==test$V16)
####首先测试一个knn模型,不做CV,不做标准化,不做数据类型转化得到的结果,这里,不转换数据类型会把因子类型的变量舍弃,仅保留数据变量
library(caret)
knn.model1=knn3(V16~.,data=train,k=5)
knn.response1=predict(knn.model1,test,class="response")
knn.predict1=ifelse(knn.response1[,1]<0.5,"+","-")
table(knn.predict1,test$V16)
mean(knn.predict1==test$V16)
#####经过标准化和数据转换之后的准确率
knn.dataset=cbind(colwise(scale)(dataset2[,-38]),V16=as.factor(dataset2$V16))
set.seed(123)
index=sample(n,round(0.7*n))
train.knn=knn.dataset[index,]
test.knn=knn.dataset[-index,]
knn.model1 = knn3(V16 ~ .,data = train.knn, k = 5)
knn.predict1 = predict(knn.model1,test.knn,,type = "class") 
table(knn.predict1,test.knn$V16)
mean(knn.predict1 == test.knn$V16)



#####knn CV for k  不管是我的这个程序函数caret,总算出来应该是k=2的时候误差最小,但是实际情况不是这样

library(class)
cv.knn = function(data,n=5,k){
  index = sample(1:5,nrow(data),replace = T)
  acc=0
  for ( i in 1:5){
    ind = index == i
    train = data[-ind,]
    test = data[ind,]
    knn.model1 = knn3(train$V16 ~ .,data = train, k = k)  
    knn.predict= predict(knn.model1,test,type = "class") 
    acc[i] = mean(knn.predict == test$V16)
  }
  mean(acc)}
cv.knn(train.knn,3,5)

k = 2:20
set.seed(123)
acc = sapply(k,function(x) cv.knn(train.knn,3,x))
plot(k,acc,type = "b")


k.final = which.max(acc)
knn.model.f = knn3(V16 ~ .,data = train.knn, k = k.final) 
knn.predict.f = predict(knn.model.f,test.knn,type = "class") 
table(knn.predict.f,test.knn$V16)

mean(knn.predict.f == test.knn$V16)

library(caret)

fitControl <- trainControl(method = "cv", number = 10)

knnTune <- train(x = dataset2[1:37], y = dataset2[,38], method = "knn", preProc = c("center", "scale"),tuneGrid = data.frame(.k = 1:20), trControl = fitControl)


############xgboost
require(xgboost)

require(methods)

require(plyr)

set.seed(123)

set.seed(123)

index = sample(n,round(0.7*n))

train.xg = dataset2[index,]

test.xg = dataset2[-index,]

label <- as.matrix(train.xg[,38,drop =F])

data <- as.matrix(train.xg[,-38,drop =F])

data2 <-  as.matrix(test.xg[,-38,drop =F])

label2 =  as.matrix(test.xg[,38,drop =F])

# weight <- as.numeric(dtrain[[32]]) * testsize / length(label)

xgmat <- xgb.DMatrix(data, label = label, missing = -10000)

param <- list("objective" = "binary:logistic","bst:eta" = 1,"bst:max_depth" = 2,"eval_metric" = "logloss","silent" = 1,"nthread" = 16 ,"min_child_weight" =1.45)

nround =275

bst = xgb.train(param, xgmat, nround )

res1 = predict(bst,data2)

pre1 = ifelse(res1>0.5,1,0)

table(pre1,label2)

accurancy4 = mean(pre1 ==label2)
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