本次任务选择lightgbm进行建模调参。
1.关于lightgbm
LightGBM 由微软提出，主要用于解决 GDBT 在海量数据中遇到的问题，以便其可以更好更快地用于工业实践中。LightGBM及GDBT都是boosting的方法，即基模型的训练是有顺序的，每轮训练在前一轮训练的基础上进行。
LightGBM针对XGboost在以下几个方面进行优化：
1.单边梯度抽样算法；
2.直方图算法；
3.互斥特征捆绑算法；
4.基于最大深度的 Leaf-wise 的垂直生长算法；
5.类别特征最优分割；
6.特征并行和数据并行；
7.缓存优化。
占用内存更小，计算代价更低。
2.代码实现及参数说明
2.1建模及训练
import pandas as pd
import numpy as np
from sklearn.metrics import f1_score
import os
import seaborn as sns
import matplotlib.pyplot as plt
import warnings
warnings.filterwarnings("ignore")
#优化内存
def reduce_mem_usage(df):
start_mem = df.memory_usage().sum() / 1024**2
print('Memory usage of dataframe is {:.2f} MB'.format(start_mem))
for col in df.columns:
col_type = df[col].dtype
if col_type != object:
c_min = df[col].min()
c_max = df[col].max()
if str(col_type)[:3] == 'int':
if c_min > np.iinfo(np.int8).min and c_max < np.iinfo(np.int8).max:
df[col] = df[col].astype(np.int8)
elif c_min > np.iinfo(np.int16).min and c_max < np.iinfo(np.int16).max:
df[col] = df[col].astype(np.int16)
elif c_min > np.iinfo(np.int32).min and c_max < np.iinfo(np.int32).max:
df[col] = df[col].astype(np.int32)
elif c_min > np.iinfo(np.int64).min and c_max < np.iinfo(np.int64).max:
df[col] = df[col].astype(np.int64)
else:
if c_min > np.finfo(np.float16).min and c_max < np.finfo(np.float16).max:
df[col] = df[col].astype(np.float16)
elif c_min > np.finfo(np.float32).min and c_max < np.finfo(np.float32).max:
df[col] = df[col].astype(np.float32)
else:
df[col] = df[col].astype(np.float64)
else:
df[col] = df[col].astype('category')
end_mem = df.memory_usage().sum() / 1024**2
print('Memory usage after optimization is: {:.2f} MB'.format(end_mem))
print('Decreased by {:.1f}%'.format(100 * (start_mem - end_mem) / start_mem))
return df
# 读取数据
data = pd.read_csv('data/train.csv')
# 简单预处理
data_list = []
for items in data.values:
data_list.append([items[0]] + [float(i) for i in items[1].split(',')] + [items[2]])
data = pd.DataFrame(np.array(data_list))
data.columns = ['id'] + ['s_'+str(i) for i in range(len(data_list[0])-2)] + ['label']
data = reduce_mem_usage(data)
#F1-score
def f1_score_vali(preds, data_vali):
labels = data_vali.get_label()
preds = np.argmax(preds.reshape(4, -1), axis=0)
score_vali = f1_score(y_true=labels, y_pred=preds, average='macro')
return 'f1_score', score_vali, True
lgb建模
from sklearn.model_selection import train_test_split
import lightgbm as lgb
# 数据集划分
X_train_split, X_val, y_train_split, y_val = train_test_split(X_train, y_train, test_size=0.4)
train_matrix = lgb.Dataset(X_train_split, label=y_train_split)
valid_matrix = lgb.Dataset(X_val, label=y_val)
params = {
"learning_rate": 0.1,
"boosting": 'gbdt',
"lambda_l2": 0.1,
"max_depth": 15,
"num_leaves": 31,
"bagging_fraction": 0.8,
"feature_fraction": 0.8,
"metric": None,
"objective": "multiclass",
"num_class": 4,
"verbose": -1,
}
"""使用训练集数据进行模型训练"""
model = lgb.train(params,
train_set=train_matrix,
valid_sets=valid_matrix,
num_boost_round=1000,
verbose_eval=50,
early_stopping_rounds=30,
feval=f1_score_vali)
2.2lightgbm主要参数
max_depth：树的最大深度，过拟合时应降低此值
feature_fraction：意味着在每次迭代中随机选择的特征的比例
bagging_fraction:每次迭代时用的数据比例，即迭代数据量的指定比例时bagging一次
early_stopping_round：如果一次验证数据的一个度量在最近的early_stopping_round 回合中没有提高，模型将停止训练
lambda：指定正则化0～1，如lambda_l2=0.1,表示采用l2正则化系数为0.1，系数越小正则化程度越高，用来防止过拟合
num_boost_round：迭代次数 通常 100+
learning_rate：学习率，常用 0.1, 0.001, 0.003…
num_leaves ：叶子数，默认 31，取值应 <= 2 ^（max_depth）
device：设置cpu 或者 gpu
metric：评价指标设置，mae: mean absolute error ， mse: mean squared error ，binary_logloss: loss for binary classification ，multi_logloss: loss for multi classification
Task：数据的用途， train 或者 predict
application模型的用途 ，regression: 回归，binary: 二分类，multiclass: 多分类
boosting：要用的算法 gbdt， rf: random forest， dart: Dropouts meet Multiple Additive Regression Trees， goss: Gradient-based One-Side Sampling
2.3性能评估
val_pre_lgb = model.predict(X_val, num_iteration=model.best_iteration)
preds = np.argmax(val_pre_lgb, axis=1)
score = f1_score(y_true=y_val, y_pred=preds, average='macro')
print('未调参前lightgbm单模型在验证集上的f1：{}'.format(score))
"""使用lightgbm 5折交叉验证进行建模预测"""
cv_scores = []
for i, (train_index, valid_index) in enumerate(kf.split(X_train, y_train)):
print('************************************ {} ************************************'.format(str(i+1)))
X_train_split, y_train_split, X_val, y_val = X_train.iloc[train_index], y_train[train_index], X_train.iloc[valid_index], y_train[valid_index]
train_matrix = lgb.Dataset(X_train_split, label=y_train_split)
valid_matrix = lgb.Dataset(X_val, label=y_val)
model = lgb.train(params,
train_set=train_matrix,
valid_sets=valid_matrix,
num_boost_round=1000,
verbose_eval=100,
early_stopping_rounds=20,
feval=f1_score_vali)
val_pred = model.predict(X_val, num_iteration=model.best_iteration)
val_pred = np.argmax(val_pred, axis=1)
cv_scores.append(f1_score(y_true=y_val, y_pred=val_pred, average='macro'))
print(cv_scores)
print("lgb_scotrainre_list:{}".format(cv_scores))
print("lgb_score_mean:{}".format(np.mean(cv_scores)))
print("lgb_score_std:{}".format(np.std(cv_scores)))
2.4模型调参
采用贝叶斯调参的方法进行调试
贝叶斯调参的主要思想是：给定优化的目标函数(广义的函数，只需指定输入和输出即可，无需知道内部结构以及数学性质)，通过不断地添加样本点来更新目标函数的后验分布(高斯过程,直到后验分布基本贴合于真实分布）。简单的说，就是考虑了上一次参数的信息，从而更好的调整当前的参数。
主要步骤：定义优化函数(rf_cv）
建立模型
定义待优化的参数
得到优化结果，并返回要优化的分数指标
from sklearn.model_selection import cross_val_score
from sklearn.metrics import make_scorer
"""定义优化函数"""
def rf_cv_lgb(num_leaves, max_depth, bagging_fraction, feature_fraction,min_data_in_leaf,lambda_l2):
# 建立模型
model_lgb = lgb.LGBMClassifier(boosting_type='gbdt', objective='multiclass', num_class=4,
learning_rate=0.1,
num_leaves=int(num_leaves), max_depth=int(max_depth),
bagging_fraction=round(bagging_fraction, 2),
feature_fraction=round(feature_fraction, 2),
min_data_in_leaf=int(min_data_in_leaf),
lambda_l2=lambda_l2
)
f1 = make_scorer(f1_score, average='micro')
val = cross_val_score(model_lgb, X_train_split, y_train_split, cv=5, scoring=f1).mean()
return val
from bayes_opt import BayesianOptimization
"""定义优化参数"""
bayes_lgb = BayesianOptimization(
rf_cv_lgb,
{
'num_leaves':(31, 200),
'max_depth':(4, 20),
'bagging_fraction':(0.5, 1),
'feature_fraction':(0.5, 1),
'min_data_in_leaf':(10,100),
'lambda_l2':(0.01, 0.5)
}
)
"""开始优化"""
bayes_lgb.maximize(n_iter=10)
bayes_lgb.max
采用新参数进行训练：
params = {
"learning_rate": 0.1,
"boosting": 'gbdt',
"lambda_l2": 0.17,#越小正则化程度越高
"max_depth": 18,
"num_leaves": 119,
"bagging_fraction": 0.93,
"feature_fraction": 0.57,
"metric": None,
"objective": "multiclass",
"num_class": 4,
"verbose": -1,
"min_data_in_leaf": 60
}
"""使用训练集数据进行模型训练"""
model = lgb.train(params,
train_set=train_matrix,
valid_sets=valid_matrix,
num_boost_round=1000,
verbose_eval=50,
early_stopping_rounds=30,
feval=f1_score_vali)
比较未优化的模型，f1分数虽然提升不大，但是多分类log损失函数明显降低
2.5输出结果
temp=pd.DataFrame(test_pred)
result=pd.read_csv('sample_submit.csv')
def ff(x):
if x<0.3:
x=0
if x>0.7:
x=1
return x
result['label_0']=temp[0].apply(ff)
result['label_1']=temp[1].apply(ff)
result['label_2']=temp[2].apply(ff)
result['label_3']=temp[3].apply(ff)
print(result)
最终成绩
比优化之前低了大概30分
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