一、概述
机器学习算法在近几年大数据点燃的热火熏陶下已经变得被人所“熟知”,就算不懂得其中各算法理论,叫你喊上一两个著名算法的名字,你也能昂首挺胸脱口而出。当然了,算法之林虽大,但能者还是有限,能适应某些环境并取得较好效果的算法会脱颖而出,而表现平平者则被历史所淡忘。随着机器学习社区的发展和实践验证,这群脱颖而出者也逐渐被人所认可和青睐,同时获得了更多社区力量的支持、改进和推广。
以最广泛的分类算法为例,大致可以分为线性和非线性两大派别。线性算法有著名的逻辑回归、朴素贝叶斯、最大熵等,非线性算法有随机森林、决策树、神经网络、核机器等等。线性算法举的大旗是训练和预测的效率比较高,但最终效果对特征的依赖程度较高,需要数据在特征层面上是线性可分的。因此,使用线性算法需要在特征工程上下不少功夫,尽量对特征进行选择、变换或者组合等使得特征具有区分性。而非线性算法则牛逼点,可以建模复杂的分类面,从而能更好的拟合数据。
那在我们选择了特征的基础上,哪个机器学习算法能取得更好的效果呢?谁也不知道。实践是检验哪个好的不二标准。那难道要苦逼到写五六个机器学习的代码吗?No,机器学习社区的力量是强大的,码农界的共识是不重复造轮子!因此,对某些较为成熟的算法,总有某些优秀的库可以直接使用,省去了大伙调研的大部分时间。
基于目前使用python较多,而python界中远近闻名的机器学习库要数scikit-learn莫属了。这个库优点很多。简单易用,接口抽象得非常好,而且文档支持实在感人。本文中,我们可以封装其中的很多机器学习算法,然后进行一次性测试,从而便于分析取优。当然了,针对具体算法,超参调优也非常重要。
二、Scikit-learn的python实践
2.1、Python的准备工作
Python一个备受欢迎的点是社区支持很多,有非常多优秀的库或者模块。但是某些库之间有时候也存在依赖,所以要安装这些库也是挺繁琐的过程。但总有人忍受不了这种繁琐,都会开发出不少自动化的工具来节省各位客官的时间。其中,个人总结,安装一个python的库有以下三种方法:
1)Anaconda
这是一个非常齐全的python发行版本,最新的版本提供了多达195个流行的python包,包含了我们常用的numpy、scipy等等科学计算的包。有了它,妈妈再也不用担心我焦头烂额地安装一个又一个依赖包了。Anaconda在手,轻松我有!下载地址如下:http://www.continuum.io/downloads
2)Pip
使用过Ubuntu的人,对apt-get的爱只有自己懂。其实对Python的库的下载和安装可以借助pip工具的。需要安装什么库,直接下载和安装一条龙服务。在pip官网https://pypi.python.org/pypi/pip下载安装即可。未来的需求就在#pip install xx 中。
3)源码包
如果上述两种方法都没有找到你的库,那你直接把库的源码下载回来,解压,然后在目录中会有个setup.py文件。执行#python setup.py install 即可把这个库安装到python的默认库目录中。
2.2、Scikit-learn的测试
scikit-learn已经包含在Anaconda中。也可以在官方下载源码包进行安装。本文代码里封装了如下机器学习算法,我们修改数据加载函数,即可一键测试:
- classifiers = {'NB':naive_bayes_classifier,
- 'KNN':knn_classifier,
- 'LR':logistic_regression_classifier,
- 'RF':random_forest_classifier,
- 'DT':decision_tree_classifier,
- 'SVM':svm_classifier,
- 'SVMCV':svm_cross_validation,
- 'GBDT':gradient_boosting_classifier
- }
train_test.py
- #!usr/bin/env python
- #-*- coding: utf-8 -*-
- import sys
- import os
- import time
- from sklearn import metrics
- import numpy as np
- import cPickle as pickle
- reload(sys)
- sys.setdefaultencoding('utf8')
- # Multinomial Naive Bayes Classifier
- def naive_bayes_classifier(train_x, train_y):
- from sklearn.naive_bayes import MultinomialNB
- model = MultinomialNB(alpha=0.01)
- model.fit(train_x, train_y)
- return model
- # KNN Classifier
- def knn_classifier(train_x, train_y):
- from sklearn.neighbors import KNeighborsClassifier
- model = KNeighborsClassifier()
- model.fit(train_x, train_y)
- return model
- # Logistic Regression Classifier
- def logistic_regression_classifier(train_x, train_y):
- from sklearn.linear_model import LogisticRegression
- model = LogisticRegression(penalty='l2')
- model.fit(train_x, train_y)
- return model
- # Random Forest Classifier
- def random_forest_classifier(train_x, train_y):
- from sklearn.ensemble import RandomForestClassifier
- model = RandomForestClassifier(n_estimators=8)
- model.fit(train_x, train_y)
- return model
- # Decision Tree Classifier
- def decision_tree_classifier(train_x, train_y):
- from sklearn import tree
- model = tree.DecisionTreeClassifier()
- model.fit(train_x, train_y)
- return model
- # GBDT(Gradient Boosting Decision Tree) Classifier
- def gradient_boosting_classifier(train_x, train_y):
- from sklearn.ensemble import GradientBoostingClassifier
- model = GradientBoostingClassifier(n_estimators=200)
- model.fit(train_x, train_y)
- return model
- # SVM Classifier
- def svm_classifier(train_x, train_y):
- from sklearn.svm import SVC
- model = SVC(kernel='rbf', probability=True)
- model.fit(train_x, train_y)
- return model
- # SVM Classifier using cross validation
- def svm_cross_validation(train_x, train_y):
- from sklearn.grid_search import GridSearchCV
- from sklearn.svm import SVC
- model = SVC(kernel='rbf', probability=True)
- param_grid = {'C': [1e-3, 1e-2, 1e-1, 1, 10, 100, 1000], 'gamma': [0.001, 0.0001]}
- grid_search = GridSearchCV(model, param_grid, n_jobs = 1, verbose=1)
- grid_search.fit(train_x, train_y)
- best_parameters = grid_search.best_estimator_.get_params()
- for para, val in best_parameters.items():
- print para, val
- model = SVC(kernel='rbf', C=best_parameters['C'], gamma=best_parameters['gamma'], probability=True)
- model.fit(train_x, train_y)
- return model
- def read_data(data_file):
- import gzip
- f = gzip.open(data_file, "rb")
- train, val, test = pickle.load(f)
- f.close()
- train_x = train[0]
- train_y = train[1]
- test_x = test[0]
- test_y = test[1]
- return train_x, train_y, test_x, test_y
- if __name__ == '__main__':
- data_file = "mnist.pkl.gz"
- thresh = 0.5
- model_save_file = None
- model_save = {}
- test_classifiers = ['NB', 'KNN', 'LR', 'RF', 'DT', 'SVM', 'GBDT']
- classifiers = {'NB':naive_bayes_classifier,
- 'KNN':knn_classifier,
- 'LR':logistic_regression_classifier,
- 'RF':random_forest_classifier,
- 'DT':decision_tree_classifier,
- 'SVM':svm_classifier,
- 'SVMCV':svm_cross_validation,
- 'GBDT':gradient_boosting_classifier
- }
- print 'reading training and testing data...'
- train_x, train_y, test_x, test_y = read_data(data_file)
- num_train, num_feat = train_x.shape
- num_test, num_feat = test_x.shape
- is_binary_class = (len(np.unique(train_y)) == 2)
- print '******************** Data Info *********************'
- print '#training data: %d, #testing_data: %d, dimension: %d' % (num_train, num_test, num_feat)
- for classifier in test_classifiers:
- print '******************* %s ********************' % classifier
- start_time = time.time()
- model = classifiers[classifier](train_x, train_y)
- print 'training took %fs!' % (time.time() - start_time)
- predict = model.predict(test_x)
- if model_save_file != None:
- model_save[classifier] = model
- if is_binary_class:
- precision = metrics.precision_score(test_y, predict)
- recall = metrics.recall_score(test_y, predict)
- print 'precision: %.2f%%, recall: %.2f%%' % (100 * precision, 100 * recall)
- accuracy = metrics.accuracy_score(test_y, predict)
- print 'accuracy: %.2f%%' % (100 * accuracy)
- if model_save_file != None:
- pickle.dump(model_save, open(model_save_file, 'wb'))
四、测试结果
本次使用mnist手写体库进行实验:http://deeplearning.net/data/mnist/mnist.pkl.gz。共5万训练样本和1万测试样本。
代码运行结果如下:
- reading training and testing data...
- ******************** Data Info *********************
- #training data: 50000, #testing_data: 10000, dimension: 784
- ******************* NB ********************
- training took 0.287000s!
- accuracy: 83.69%
- ******************* KNN ********************
- training took 31.991000s!
- accuracy: 96.64%
- ******************* LR ********************
- training took 101.282000s!
- accuracy: 91.99%
- ******************* RF ********************
- training took 5.442000s!
- accuracy: 93.78%
- ******************* DT ********************
- training took 28.326000s!
- accuracy: 87.23%
- ******************* SVM ********************
- training took 3152.369000s!
- accuracy: 94.35%
- ******************* GBDT ********************
- training took 7623.761000s!
- accuracy: 96.18%
在这个数据集中,由于数据分布的团簇性较好(如果对这个数据库了解的话,看它的t-SNE映射图就可以看出来。由于任务简单,其在deep learning界已被认为是toy dataset),因此KNN的效果不赖。GBDT是个非常不错的算法,在kaggle等大数据比赛中,状元探花榜眼之列经常能见其身影。三个臭皮匠赛过诸葛亮,还是被验证有道理的,特别是三个臭皮匠还能力互补的时候!
还有一个在实际中非常有效的方法,就是融合这些分类器,再进行决策。例如简单的投票,效果都非常不错。建议在实践中,大家都可以尝试下。