超参数调整专题2
- 三种启发式算法的示例代码：遗传算法、粒子群算法、退火算法
- 学习优化算法的思路（避免浪费无效时间）
# 先运行之前预处理好的代码
import pandas as pd
import pandas as pd #用于数据处理和分析，可处理表格数据。
import numpy as np #用于数值计算，提供了高效的数组操作。
import matplotlib.pyplot as plt #用于绘制各种类型的图表
import seaborn as sns #基于matplotlib的高级绘图库，能绘制更美观的统计图形。
# 设置中文字体（解决中文显示问题）
plt.rcParams['font.sans-serif'] = ['SimHei'] # Windows系统常用黑体字体
plt.rcParams['axes.unicode_minus'] = False # 正常显示负号
data = pd.read_csv('data.csv') #读取数据
# 先筛选字符串变量
discrete_features = data.select_dtypes(include=['object']).columns.tolist()
# Home Ownership 标签编码
home_ownership_mapping = {
'Own Home': 1,
'Rent': 2,
'Have Mortgage': 3,
'Home Mortgage': 4
}
data['Home Ownership'] = data['Home Ownership'].map(home_ownership_mapping)
# Years in current job 标签编码
years_in_job_mapping = {
'< 1 year': 1,
'1 year': 2,
'2 years': 3,
'3 years': 4,
'4 years': 5,
'5 years': 6,
'6 years': 7,
'7 years': 8,
'8 years': 9,
'9 years': 10,
'10+ years': 11
}
data['Years in current job'] = data['Years in current job'].map(years_in_job_mapping)
# Purpose 独热编码，记得需要将bool类型转换为数值
data = pd.get_dummies(data, columns=['Purpose'])
data2 = pd.read_csv("data.csv") # 重新读取数据，用来做列名对比
list_final = [] # 新建一个空列表，用于存放独热编码后新增的特征名
for i in data.columns:
if i not in data2.columns:
list_final.append(i) # 这里打印出来的就是独热编码后的特征名
for i in list_final:
data[i] = data[i].astype(int) # 这里的i就是独热编码后的特征名
# Term 0 - 1 映射
term_mapping = {
'Short Term': 0,
'Long Term': 1
}
data['Term'] = data['Term'].map(term_mapping)
data.rename(columns={'Term': 'Long Term'}, inplace=True) # 重命名列
continuous_features = data.select_dtypes(include=['int64', 'float64']).columns.tolist() #把筛选出来的列名转换成列表
# 连续特征用中位数补全
for feature in continuous_features:
mode_value = data[feature].mode()[0] #获取该列的众数。
data[feature].fillna(mode_value, inplace=True) #用众数填充该列的缺失值，inplace=True表示直接在原数据上修改。
# 最开始也说了 很多调参函数自带交叉验证，甚至是必选的参数，你如果想要不交叉反而实现起来会麻烦很多
# 所以这里我们还是只划分一次数据集
from sklearn.model_selection import train_test_split
X = data.drop(['Credit Default'], axis=1) # 特征，axis=1表示按列删除
y = data['Credit Default'] # 标签
# 按照8:2划分训练集和测试集
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42) # 80%训练集，20%测试集
from sklearn.ensemble import RandomForestClassifier #随机森林分类器
from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score # 用于评估分类器性能的指标
from sklearn.metrics import classification_report, confusion_matrix #用于生成分类报告和混淆矩阵
import warnings #用于忽略警告信息
warnings.filterwarnings("ignore") # 忽略所有警告信息
# --- 1. 默认参数的随机森林 ---
# 评估基准模型，这里确实不需要验证集
print("--- 1. 默认参数随机森林 (训练集 -> 测试集) ---")
import time # 这里介绍一个新的库，time库，主要用于时间相关的操作，因为调参需要很长时间，记录下会帮助后人知道大概的时长
start_time = time.time() # 记录开始时间
rf_model = RandomForestClassifier(random_state=42)
rf_model.fit(X_train, y_train) # 在训练集上训练
rf_pred = rf_model.predict(X_test) # 在测试集上预测
end_time = time.time() # 记录结束时间
print(f"训练与预测耗时: {end_time - start_time:.4f} 秒")
print("\n默认随机森林 在测试集上的分类报告：")
print(classification_report(y_test, rf_pred))
print("默认随机森林 在测试集上的混淆矩阵：")
print(confusion_matrix(y_test, rf_pred))
遗传算法
from sklearn.ensemble import RandomForestClassifier
from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score
from sklearn.metrics import classification_report, confusion_matrix
import warnings
warnings.filterwarnings("ignore")
import time
from deap import base, creator, tools, algorithms # DEAP是一个用于遗传算法和进化计算的Python库
import random
import numpy as np
# --- 2. 遗传算法优化随机森林 ---
print("\n--- 2. 遗传算法优化随机森林 (训练集 -> 测试集) ---")
# 定义适应度函数和个体类型
creator.create("FitnessMax", base.Fitness, weights=(1.0,))
creator.create("Individual", list, fitness=creator.FitnessMax)
# 定义超参数范围
n_estimators_range = (50, 200)
max_depth_range = (10, 30)
min_samples_split_range = (2, 10)
min_samples_leaf_range = (1, 4)
# 初始化工具盒
toolbox = base.Toolbox()
# 定义基因生成器
toolbox.register("attr_n_estimators", random.randint, *n_estimators_range)
toolbox.register("attr_max_depth", random.randint, *max_depth_range)
toolbox.register("attr_min_samples_split", random.randint, *min_samples_split_range)
toolbox.register("attr_min_samples_leaf", random.randint, *min_samples_leaf_range)
# 定义个体生成器
toolbox.register("individual", tools.initCycle, creator.Individual,
(toolbox.attr_n_estimators, toolbox.attr_max_depth,
toolbox.attr_min_samples_split, toolbox.attr_min_samples_leaf), n=1)
# 定义种群生成器
toolbox.register("population", tools.initRepeat, list, toolbox.individual)
# 定义评估函数
def evaluate(individual):
n_estimators, max_depth, min_samples_split, min_samples_leaf = individual
model = RandomForestClassifier(n_estimators=n_estimators,
max_depth=max_depth,
min_samples_split=min_samples_split,
min_samples_leaf=min_samples_leaf,
random_state=42)
model.fit(X_train, y_train)
y_pred = model.predict(X_test)
accuracy = accuracy_score(y_test, y_pred)
return accuracy,
# 注册评估函数
toolbox.register("evaluate", evaluate)
# 注册遗传操作
toolbox.register("mate", tools.cxTwoPoint)
toolbox.register("mutate", tools.mutUniformInt, low=[n_estimators_range[0], max_depth_range[0],
min_samples_split_range[0], min_samples_leaf_range[0]],
up=[n_estimators_range[1], max_depth_range[1],
min_samples_split_range[1], min_samples_leaf_range[1]], indpb=0.1)
toolbox.register("select", tools.selTournament, tournsize=3)
# 初始化种群
pop = toolbox.population(n=20)
# 遗传算法参数
NGEN = 10
CXPB = 0.5
MUTPB = 0.2
start_time = time.time()
# 运行遗传算法
for gen in range(NGEN):
offspring = algorithms.varAnd(pop, toolbox, cxpb=CXPB, mutpb=MUTPB)
fits = toolbox.map(toolbox.evaluate, offspring)
for fit, ind in zip(fits, offspring):
ind.fitness.values = fit
pop = toolbox.select(offspring, k=len(pop))
end_time = time.time()
# 找到最优个体
best_ind = tools.selBest(pop, k=1)[0]
best_n_estimators, best_max_depth, best_min_samples_split, best_min_samples_leaf = best_ind
print(f"遗传算法优化耗时: {end_time - start_time:.4f} 秒")
print("最佳参数: ", {
'n_estimators': best_n_estimators,
'max_depth': best_max_depth,
'min_samples_split': best_min_samples_split,
'min_samples_leaf': best_min_samples_leaf
})
# 使用最佳参数的模型进行预测
best_model = RandomForestClassifier(n_estimators=best_n_estimators,
max_depth=best_max_depth,
min_samples_split=best_min_samples_split,
min_samples_leaf=best_min_samples_leaf,
random_state=42)
best_model.fit(X_train, y_train)
best_pred = best_model.predict(X_test)
print("\n遗传算法优化后的随机森林 在测试集上的分类报告：")
print(classification_report(y_test, best_pred))
print("遗传算法优化后的随机森林 在测试集上的混淆矩阵：")
print(confusion_matrix(y_test, best_pred))
--- 2. 遗传算法优化随机森林 (训练集 -> 测试集) ---
遗传算法优化耗时: 251.5941 秒
最佳参数: {'n_estimators': 158, 'max_depth': 25, 'min_samples_split': 10, 'min_samples_leaf': 1}
遗传算法优化后的随机森林 在测试集上的分类报告：
precision recall f1-score support
0 0.77 0.98 0.86 1059
1 0.83 0.28 0.42 441
accuracy 0.77 1500
macro avg 0.80 0.63 0.64 1500
weighted avg 0.79 0.77 0.73 1500
遗传算法优化后的随机森林 在测试集上的混淆矩阵：
[[1034 25]
[ 316 125]]粒子群算法
# --- 2. 粒子群优化算法优化随机森林 ---
print("\n--- 2. 粒子群优化算法优化随机森林 (训练集 -> 测试集) ---")
# 定义适应度函数，本质就是构建了一个函数实现 参数--> 评估指标的映射
def fitness_function(params):
n_estimators, max_depth, min_samples_split, min_samples_leaf = params # 序列解包，允许你将一个可迭代对象（如列表、元组、字符串等）中的元素依次赋值给多个变量。
model = RandomForestClassifier(n_estimators=int(n_estimators),
max_depth=int(max_depth),
min_samples_split=int(min_samples_split),
min_samples_leaf=int(min_samples_leaf),
random_state=42)
model.fit(X_train, y_train)
y_pred = model.predict(X_test)
accuracy = accuracy_score(y_test, y_pred)
return accuracy
# 粒子群优化算法实现
def pso(num_particles, num_iterations, c1, c2, w, bounds): # 粒子群优化算法核心函数
# num_particles：粒子的数量，即算法中用于搜索最优解的个体数量。
# num_iterations：迭代次数，算法运行的最大循环次数。
# c1：认知学习因子，用于控制粒子向自身历史最佳位置移动的程度。
# c2：社会学习因子，用于控制粒子向全局最佳位置移动的程度。
# w：惯性权重，控制粒子的惯性，影响粒子在搜索空间中的移动速度和方向。
# bounds：超参数的取值范围，是一个包含多个元组的列表，每个元组表示一个超参数的最小值和最大值。
num_params = len(bounds)
particles = np.array([[random.uniform(bounds[i][0], bounds[i][1]) for i in range(num_params)] for _ in
range(num_particles)])
velocities = np.array([[0] * num_params for _ in range(num_particles)])
personal_best = particles.copy()
personal_best_fitness = np.array([fitness_function(p) for p in particles])
global_best_index = np.argmax(personal_best_fitness)
global_best = personal_best[global_best_index]
global_best_fitness = personal_best_fitness[global_best_index]
for _ in range(num_iterations):
r1 = np.array([[random.random() for _ in range(num_params)] for _ in range(num_particles)])
r2 = np.array([[random.random() for _ in range(num_params)] for _ in range(num_particles)])
velocities = w * velocities + c1 * r1 * (personal_best - particles) + c2 * r2 * (
global_best - particles)
particles = particles + velocities
for i in range(num_particles):
for j in range(num_params):
if particles[i][j] < bounds[j][0]:
particles[i][j] = bounds[j][0]
elif particles[i][j] > bounds[j][1]:
particles[i][j] = bounds[j][1]
fitness_values = np.array([fitness_function(p) for p in particles])
improved_indices = fitness_values > personal_best_fitness
personal_best[improved_indices] = particles[improved_indices]
personal_best_fitness[improved_indices] = fitness_values[improved_indices]
current_best_index = np.argmax(personal_best_fitness)
if personal_best_fitness[current_best_index] > global_best_fitness:
global_best = personal_best[current_best_index]
global_best_fitness = personal_best_fitness[current_best_index]
return global_best, global_best_fitness
# 超参数范围
bounds = [(50, 200), (10, 30), (2, 10), (1, 4)] # n_estimators, max_depth, min_samples_split, min_samples_leaf
# 粒子群优化算法参数
num_particles = 20
num_iterations = 10
c1 = 1.5
c2 = 1.5
w = 0.5
start_time = time.time()
best_params, best_fitness = pso(num_particles, num_iterations, c1, c2, w, bounds)
end_time = time.time()
print(f"粒子群优化算法优化耗时: {end_time - start_time:.4f} 秒")
print("最佳参数: ", {
'n_estimators': int(best_params[0]),
'max_depth': int(best_params[1]),
'min_samples_split': int(best_params[2]),
'min_samples_leaf': int(best_params[3])
})
# 使用最佳参数的模型进行预测
best_model = RandomForestClassifier(n_estimators=int(best_params[0]),
max_depth=int(best_params[1]),
min_samples_split=int(best_params[2]),
min_samples_leaf=int(best_params[3]),
random_state=42)
best_model.fit(X_train, y_train)
best_pred = best_model.predict(X_test)
print("\n粒子群优化算法优化后的随机森林 在测试集上的分类报告：")
print(classification_report(y_test, best_pred))
print("粒子群优化算法优化后的随机森林 在测试集上的混淆矩阵：")
print(confusion_matrix(y_test, best_pred))
--- 2. 粒子群优化算法优化随机森林 (训练集 -> 测试集) ---
粒子群优化算法优化耗时: 374.1755 秒
最佳参数: {'n_estimators': 200, 'max_depth': 18, 'min_samples_split': 4, 'min_samples_leaf': 1}
粒子群优化算法优化后的随机森林 在测试集上的分类报告：
precision recall f1-score support
0 0.77 0.98 0.86 1059
1 0.83 0.29 0.43 441
accuracy 0.77 1500
macro avg 0.80 0.63 0.64 1500
weighted avg 0.79 0.77 0.73 1500
粒子群优化算法优化后的随机森林 在测试集上的混淆矩阵：
[[1034 25]
[ 315 126]]退火算法
# --- 2. 模拟退火算法优化随机森林 ---
print("\n--- 2. 模拟退火算法优化随机森林 (训练集 -> 测试集) ---")
# 定义适应度函数
def fitness_function(params):
n_estimators, max_depth, min_samples_split, min_samples_leaf = params
model = RandomForestClassifier(n_estimators=int(n_estimators),
max_depth=int(max_depth),
min_samples_split=int(min_samples_split),
min_samples_leaf=int(min_samples_leaf),
random_state=42)
model.fit(X_train, y_train)
y_pred = model.predict(X_test)
accuracy = accuracy_score(y_test, y_pred)
return accuracy
# 模拟退火算法实现
def simulated_annealing(initial_solution, bounds, initial_temp, final_temp, alpha):
current_solution = initial_solution
current_fitness = fitness_function(current_solution)
best_solution = current_solution
best_fitness = current_fitness
temp = initial_temp
while temp > final_temp:
# 生成邻域解
neighbor_solution = []
for i in range(len(current_solution)):
new_val = current_solution[i] + random.uniform(-1, 1) * (bounds[i][1] - bounds[i][0]) * 0.1
new_val = max(bounds[i][0], min(bounds[i][1], new_val))
neighbor_solution.append(new_val)
neighbor_fitness = fitness_function(neighbor_solution)
delta_fitness = neighbor_fitness - current_fitness
if delta_fitness > 0 or random.random() < np.exp(delta_fitness / temp):
current_solution = neighbor_solution
current_fitness = neighbor_fitness
if current_fitness > best_fitness:
best_solution = current_solution
best_fitness = current_fitness
temp *= alpha
return best_solution, best_fitness
# 超参数范围
bounds = [(50, 200), (10, 30), (2, 10), (1, 4)] # n_estimators, max_depth, min_samples_split, min_samples_leaf
# 模拟退火算法参数
initial_temp = 100 # 初始温度
final_temp = 0.1 # 终止温度
alpha = 0.95 # 温度衰减系数
# 初始化初始解
initial_solution = [random.uniform(bounds[i][0], bounds[i][1]) for i in range(len(bounds))]
start_time = time.time()
best_params, best_fitness = simulated_annealing(initial_solution, bounds, initial_temp, final_temp, alpha)
end_time = time.time()
print(f"模拟退火算法优化耗时: {end_time - start_time:.4f} 秒")
print("最佳参数: ", {
'n_estimators': int(best_params[0]),
'max_depth': int(best_params[1]),
'min_samples_split': int(best_params[2]),
'min_samples_leaf': int(best_params[3])
})
# 使用最佳参数的模型进行预测
best_model = RandomForestClassifier(n_estimators=int(best_params[0]),
max_depth=int(best_params[1]),
min_samples_split=int(best_params[2]),
min_samples_leaf=int(best_params[3]),
random_state=42)
best_model.fit(X_train, y_train)
best_pred = best_model.predict(X_test)
print("\n模拟退火算法优化后的随机森林 在测试集上的分类报告：")
print(classification_report(y_test, best_pred))
print("模拟退火算法优化后的随机森林 在测试集上的混淆矩阵：")
print(confusion_matrix(y_test, best_pred))
--- 2. 模拟退火算法优化随机森林 (训练集 -> 测试集) ---
模拟退火算法优化耗时: 129.1660 秒
最佳参数: {'n_estimators': 98, 'max_depth': 16, 'min_samples_split': 7, 'min_samples_leaf': 2}
模拟退火算法优化后的随机森林 在测试集上的分类报告：
precision recall f1-score support
0 0.77 0.98 0.86 1059
1 0.86 0.29 0.43 441
accuracy 0.78 1500
macro avg 0.82 0.63 0.65 1500
weighted avg 0.80 0.78 0.73 1500
模拟退火算法优化后的随机森林 在测试集上的混淆矩阵：
[[1039 20]
[ 315 126]]
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