学习内容
线性回归模型
线性回归对于特征的要求;
处理长尾分布;
理解线性回归模型;
模型性能验证
评价函数与目标函数;
交叉验证方法;
留一验证方法;
针对时间序列问题的验证;
绘制学习率曲线;
绘制验证曲线;
嵌入式特征选择
Lasso回归;
Ridge回归;
决策树;
模型对比
常用线性模型;
常用非线性模型;
模型调参
贪心调参方法;
网格调参方法;
贝叶斯调参方法。
部分代码示例
线性回归
sample_feature = sample_feature.dropna().replace('-', 0).reset_index(drop=True)
sample_feature['notRepairedDamage'] = sample_feature['notRepairedDamage'].astype(np.float32)
train = sample_feature[continuous_feature_names + ['price']]
train_X = train[continuous_feature_names]
train_y = train['price']
查看训练的线性回归模型的截距(intercept)与权重(coef)
'intercept:'+ str(model.intercept_)
sorted(dict(zip(continuous_feature_names, model.coef_)).items(), key=lambda x:x[1], reverse=True)
绘制特征值与标签的散点图,(以V9为例)
plt.scatter(train_X['v_9'][subsample_index], train_y[subsample_index], color='black')
plt.scatter(train_X['v_9'][subsample_index], model.predict(train_X.loc[subsample_index]), color='blue')
plt.xlabel('v_9')
plt.ylabel('price')
plt.legend(['True Price','Predicted Price'],loc='upper right')
print('The predicted price is obvious different from true price')
plt.show()
对标签进行了log(x+1) 变换,使标签贴近于正态分布
train_y_ln = np.log(train_y + 1)
import seaborn as sns
print('The transformed price seems like normal distribution')
plt.figure(figsize=(15,5))
plt.subplot(1,2,1)
sns.distplot(train_y_ln)
plt.subplot(1,2,2)
sns.distplot(train_y_ln[train_y_ln < np.quantile(train_y_ln, 0.9)])
绘制学习率曲线与验证曲线
from sklearn.model_selection import learning_curve, validation_curve
? learning_curve
def plot_learning_curve(estimator, title, X, y, ylim=None, cv=None,n_jobs=1, train_size=np.linspace(.1, 1.0, 5 )):
plt.figure()
plt.title(title)
if ylim is not None:
plt.ylim(*ylim)
plt.xlabel('Training example')
plt.ylabel('score')
train_sizes, train_scores, test_scores = learning_curve(estimator, X, y, cv=cv, n_jobs=n_jobs, train_sizes=train_size, scoring = make_scorer(mean_absolute_error))
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.grid()#区域
plt.fill_between(train_sizes, train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std, alpha=0.1,
color="r")
plt.fill_between(train_sizes, test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std, alpha=0.1,
color="g")
plt.plot(train_sizes, train_scores_mean, 'o-', color='r',
label="Training score")
plt.plot(train_sizes, test_scores_mean,'o-',color="g",
label="Cross-validation score")
plt.legend(loc="best")
return plt
plot_learning_curve(LinearRegression(), 'Liner_model', train_X[:1000], train_y_ln[:1000], ylim=(0.0, 0.5), cv=5, n_jobs=1)
在过滤式和包裹式特征选择方法中,特征选择过程与学习器训练过程有明显的分别。而嵌入式特征选择在学习器训练过程中自动地进行特征选择。嵌入式选择最常用的是L1正则化与L2正则化。在对线性回归模型加入两种正则化方法后,他们分别变成了岭回归与Lasso回归。
模型调参
介绍了三种常用的调参方法如下:
贪心算法 https://www.jianshu.com/p/ab89df9759c8
网格调参 https://blog.csdn.net/weixin_43172660/article/details/83032029
贝叶斯调参 https://blog.csdn.net/linxid/article/details/81189154
贝叶斯调参代码示例
from bayes_opt import BayesianOptimization
def rf_cv(num_leaves, max_depth, subsample, min_child_samples):
val = cross_val_score(
LGBMRegressor(objective = 'regression_l1',
num_leaves=int(num_leaves),
max_depth=int(max_depth),
subsample = subsample,
min_child_samples = int(min_child_samples)
),
X=train_X, y=train_y_ln, verbose=0, cv = 5, scoring=make_scorer(mean_absolute_error)
).mean()
return 1 - val
rf_bo = BayesianOptimization(
rf_cv,
{
'num_leaves': (2, 100),
'max_depth': (2, 100),
'subsample': (0.1, 1),
'min_child_samples' : (2, 100)
}
)
rf_bo.maximize()
1 - rf_bo.max['target']
总结
完成了建模与调参的工作,并对我们的模型进行了验证。
了解各种模型以及模型的评价和调参策略。
感谢小雨姑娘(https://zhuanlan.zhihu.com/mlbasic)的指导。