随机森林和Extra-Trees

from sklearn.ensemble import RandomForestClassifier

rf_clf = RandomForestClassifier(n_estimators=500,random_state=666,oob_score=True,n_jobs=-1)
rf_clf.fit(X,y)
rf_clf.oob_score_

结果：0.896

rf_clf2 = RandomForestClassifier(n_estimators=500,max_leaf_nodes=16,random_state=666,oob_score=True,n_jobs=-1)
                                # max_leaf_nodes=16 表示每个树最多有16个叶子节点
rf_clf2.fit(X,y)
rf_clf2.oob_score_

结果：0.92

#%%  使用Extra-Trees

from sklearn.ensemble import ExtraTreesClassifier

et_clf = ExtraTreesClassifier(n_estimators=500,bootstrap=True,oob_score=True,random_state=666)
et_clf.fit(X,y)
et_clf.oob_score_

结果：0.892

集成学习还可以解决回归问题，使用方法如下：

#%% 集成学习解决回归问题

from sklearn.ensemble import BaggingRegressor
from sklearn.ensemble import RandomForestRegressor
from sklearn.ensemble import ExtraTreesRegressor