最近，接触到一个比较新颖的Boost方法的机器学习库，觉得很有意思的，号称通用性很强，所以拿来上手试试，这里只是初步的学习使用，相关的参考链接放在下面。
CatBoost是俄罗斯的搜索巨头Yandex在2017年开源的机器学习库，详细的介绍网上很多，这里就不多累赘了，Yandex的搜索入口如下：
官方的参考文档如下：
https://tech.yandex.com/catboost/doc/dg/concepts/about-docpage/
相关的参数中文解释：
https://blog.csdn.net/aiirrrryee/article/details/78224232
具体的实践如下：
#!usr/bin/env python
#encoding:utf-8
from __future__ import division
'''
__Author__:沂水寒城
功能：学习使用 catboost 模型
'''
import numpy as np
import pandas as pd
import catboost
from catboost import CatBoostRegressor
from sklearn.model_selection import train_test_split
def read_data(trainData='train.csv',testData='test.csv',ratio=0.7):
'''
读入数据
'''
train=pd.read_csv(trainData)
test=pd.read_csv(testData)
#空值检查
train.isnull().sum()
#填充空值
train.fillna(-999,inplace=True)
test.fillna(-999,inplace=True)
xData=train.drop(['Label'],axis=1)
yData=train.Label
X_train,X_test,y_train,y_test=train_test_split(xData,yData,train_size=ratio)
typenum=xData.dtypes
return X_train,X_test,y_train,y_test,typenum
def model_func(X_train,X_test,y_train,y_test,typenum):
'''
训练模型
'''
categorical_features_indices=np.where(typenum!=np.float)[0]
model=catboost.CatBoostRegressor(iterations=10,depth=3,learning_rate=0.1,loss_function='RMSE')
model.fit(X_train, y_train,cat_features=categorical_features_indices,eval_set=(X_test, y_test))
#预测
res=model.predict(X_test)
print 'True Label:'
print y_test.tolist()
print 'Prediction Label:'
print res.tolist()
if __name__ == '__main__':
X_train,X_test,y_train,y_test,typenum=read_data(trainData='train.csv',testData='test.csv',ratio=0.7)
model_func(X_train,X_test,y_train,y_test,typenum)结果如下：
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bestTest = 1039.122274
bestIteration = 91
Shrink model to first 92 iterations.
True Label:
[401.4774, 2050.6639999999998, 1138.518, 437.4306, 3589.9936, 1627.2152, 423.4488, 2748.4224, 1464.76, 174.4396, 661.8052, 2748.4224, 2836.308, 3628.61, 1347.5792, 3057.3536, 3171.8712, 1050.6324, 1024.6662, 1605.9096, 2153.1972, 642.497, 2529.3742, 587.2356, 1458.102, 533.3058, 2220.4429999999998, 2776.386, 433.4358, 4133.2864, 2586.633, 4354.9978, 1038.6480000000001, 647.1576, 671.1264, 2807.0128, 4377.635, 801.6232, 3455.502, 1134.5232, 1001.3632, 4870.9928, 1504.0422, 569.259, 272.978, 2766.3990000000003, 3146.5708, 231.6984, 4925.5884, 3749.7856, 3425.5409999999997, 4579.3724, 1230.3984, 2631.2416, 3276.4018, 666.4658, 1665.8316, 1258.362, 2768.3964, 895.5010000000001, 2756.4120000000003, 382.1692, 3896.2616, 113.8518, 2460.7968, 1301.639, 2780.3808, 6050.7904, 1845.5976, 1150.5024, 2931.5174, 1724.422, 1062.6168, 3265.7490000000003, 585.904, 1539.9954, 1601.249, 259.66200000000003, 155.1314, 782.9808, 790.9704, 1850.924, 1006.6896, 2187.153, 592.562, 427.4436, 162.4552, 3225.801, 607.2096, 1211.756, 982.7208, 8388.4142, 886.8456, 3297.7074, 191.0846, 5509.495, 6767.1912, 2010.7160000000001, 3418.883, 3574.0144, 2580.6408, 1831.6158, 1696.4584, 595.2252, 256.9988, 3914.9040000000005, 443.4228, 2687.8346, 4916.933, 1323.6104, 2150.534, 1544.656, 5033.448, 429.441, 774.9912, 5221.8694, 2423.512, 515.3292, 113.8518, 1867.569, 2061.3168, 4277.765, 2233.0932, 3050.6956, 6033.4796, 3757.1094, 2648.5524, 3605.3070000000002, 189.0872, 483.3708, 1071.938, 3516.7556, 2406.867, 3327.6684, 1258.362, 3384.2614, 6729.9064, 170.4448, 2190.482, 243.6828, 1230.3984, 253.00400000000002, 161.7894, 3815.034, 1904.1879999999999, 624.5204, 1677.816, 695.0952, 1178.4660000000001, 3870.9612, 2530.7058, 396.8168, 2516.724, 573.2538, 2556.672, 645.1602, 1229.0668, 4301.068, 502.0132, 1249.0408, 4354.332, 388.1614, 6867.0612, 814.9392, 2768.3964, 3089.9778, 255.6672, 615.1992, 711.0744, 886.8456, 1006.6896, 2820.9946, 125.8362, 894.8352, 3529.4058, 5715.2272, 2063.98, 2716.4640000000004, 1150.5024, 1584.604, 4195.8716, 88.5514, 3502.1079999999997, 1278.336, 2328.9684, 3842.9976, 1605.9096, 3652.5788, 1105.8938, 3129.26, 247.6776, 1100.5674, 1597.92, 1901.5248, 4512.1266, 90.5488, 792.302, 1018.674, 711.0744, 5206.556, 282.2992, 1713.7692, 625.852, 5494.8474, 1438.128, 2696.49, 2297.01, 1969.4364, 759.012, 6970.9259999999995, 3307.6944, 203.7348, 2285.0256, 3739.1328, 2479.4392, 643.1628, 1071.938, 2097.27, 1086.5856, 2833.6448, 2580.6408, 1366.2216, 593.2278, 211.7244, 3251.1014, 4745.8224, 2892.901, 4136.6154, 1571.2879999999998, 874.8612, 1886.8772, 70.5748, 875.5269999999999, 1691.7978, 4060.7142, 1898.8616, 2645.2234, 225.7062, 1223.0746, 3392.9168, 1442.1228, 3813.7024, 3094.6384, 4701.8796, 2698.4874, 2067.3089999999997, 1364.89, 2490.092, 3390.2536, 842.237, 1471.418, 2816.3340000000003, 3109.9518, 4376.9692, 2748.4224, 1468.089, 1667.829, 2302.3364, 2885.5772, 1773.6912, 3103.9596, 7873.085, 407.4696, 1367.5532, 2326.971, 2838.9712, 2993.4368, 2856.282, 143.8128, 343.5528, 2371.5796, 1962.7784, 988.0472, 1669.8264, 764.3384, 4159.9184, 1575.2828, 3969.4996, 3974.8259999999996, 324.9104, 782.9808, 3520.0846, 4697.8848, 731.0484, 145.8102, 2290.3520000000003, 383.5008, 3340.3186, 1821.6288, 418.1224, 2085.9514, 1691.7978, 1480.0734, 2956.152, 161.7894, 3016.7398, 293.6178, 1662.5026, 1445.4518, 1230.3984, 4751.8146, 1510.0344, 1864.24, 1102.5648, 5346.374, 4586.0304, 1958.1178, 400.8116, 628.5152, 1017.3424, 1061.951, 1286.3256, 372.848, 1374.2112, 1362.2268, 1214.4192, 113.8518, 5752.512, 2862.94, 1768.3648, 2972.797, 6088.0752, 96.541, 2836.308, 188.4214, 2889.572, 1837.608, 9562.2196, 3690.5294, 1640.5312, 1569.9564, 3533.4006, 340.2238, 1225.072, 647.1576, 3954.8520000000003, 1108.557, 2117.244, 918.804, 2684.5056, 2293.0152, 567.2616, 1657.1762, 1853.5872, 4705.8744, 1705.1138, 36.619, 2061.3168, 801.6232, 2404.2038, 591.2304, 271.6464, 1398.18, 589.2330000000001, 2884.2456, 1298.31, 785.6439999999999, 225.0404, 2759.0752, 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Prediction Label:
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2582.643748342114, 1511.518221461648, 2577.7978168817604, 1952.69764395928, 2480.8185245472655, 2542.5347091303843, 4827.375202265179, 723.8074002506564, 1599.4049144468004, 2517.509179458106, 3624.208990693514, 3077.967105190304, 2076.034124247567, 374.6452481135499, 766.9242949526961, 1446.6199141854522, 2985.8253140083384, 1985.854361307757, 1256.9163178283886, 862.1330748017363, 3147.778355973384, 622.8197404737494, 2986.338466971782, 3933.76967503577, 403.18020950536896, 1527.3978658043625, 3336.1497670005165, 3743.447868113373, 3827.320975083507, 878.1273066710958, 2054.004075312385, 774.5731534532296, 1914.6691444894404, 1744.5939633967814, 539.4842060309898, 2556.5847415478943, 4082.9266375037123, 1278.7443107776062, 2736.3147232454176, -36.686701685261745, 2052.6296343848135, 239.38891986306217, 2563.9499697313436, 1829.7118834220998, 1448.1310298655421, 3194.3728721748316, 3900.423059789177, 1600.715362267813, 1412.7811135419263, 4123.721099760172, 2801.949091443235, 1916.0468364945252, -4.582843334112544, 726.7171873879001, 2034.3356999017496, 1266.9461368773623, 3131.084310586881, 1247.7418529202885, 1829.6856361175862, 899.2193781225056, 2478.4163223997134, 281.35476946487074, 3646.4194443037436, 2239.8405516981315, 3177.1948934567486, 3999.7326816571, 4139.68748426192, 227.61119947667254, 2229.4124857276774, 498.0575091166051, 2265.646050302738, 1918.7096873957898, 5882.929785076638, 2539.257069894896, 1798.350947493629, 1303.6542097761358, 1906.5454009001135, 881.8327503514749, 1902.7309928801753, 2241.626582422087, 4092.7298356125157, 1907.099228016229, 1601.5956880003798, 1017.5943131348686, 3641.4072139589143, 1833.466914564663, 1276.6635083737287, 1387.6874079687339, 897.6434555379055, 6268.337001684769, 1967.9291659312996, -56.030267400256044, 3900.1461526781213, 902.9628065682331, 1550.372014570292, 225.96536501274312, 217.08946682295388, 4050.572522482638, 531.0815896423358, 2543.4291766238107, 1593.882431975387, 3331.6354176517307, 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3523.744920953441, 1819.7332288140976, 2905.6424972900204, 3166.8205084486826, 4686.213395011014, 2163.391887724707, 2704.668929629012, 1043.3019683883545, 1915.7388562311244, 3628.0817317553, 2604.2317190620415, 2950.8219601544447, 1967.8666541279351, 434.46402449064914, 3338.3594041281835, 1674.8242754846738, 845.0535712296196, 3523.744920953441, 3343.748457028961, 3148.1360539889033, 3475.9547381304146, 1375.8307340038668, 4014.176100634782, 2546.595441313747, 521.5883754969078, 3299.6533462402463, 914.0926874940847, 3092.427820961213, 1739.9474281449297, 2553.0998509684123, 773.3961507692534, 1933.089841695472, 2363.422096117124, 1094.757528877222, 2237.901998339565, 756.7487099109786, 3561.156765491887, 1912.5196708139222, 1179.3751743645514, 247.05517395682725, 1837.6936019534623, 2476.063484507774, 736.4761144830627, 3125.8295526685743, 656.9890653787498, 693.9783967828918, 3013.340768037022, 1459.0754686814746, 3128.7779274852574, 1751.451675915571, 6254.593620925059, 648.1476685093729, 3527.90838950419, 2231.1243308297894, 1600.8668052251699, 2504.795987829403, 4073.7539232276386, 1087.177780760107, 648.1476685093729, 392.2870134769301, 1846.8878332377403, 1676.3918345858954, 696.4859243433472, 731.2677023954896, 413.35669021134925, 1615.0598195822936, 1661.5321691182025, 1898.8941005766783, 1741.9311124955168, 1965.6326780807337, -37.80000970301738, 525.9099803808591, 1342.7977611440344, 1364.9087341142388, 1990.8442697023172, 1582.2625564262844, 4681.564069268509, 853.1460836449296, 3602.825970947116, 4713.486917784147, 1376.5732284128642, 1609.0842299145038, 2993.2896031156965, 2629.7166135271964, 2848.8538547518788, 1279.3263592749934, 202.72776314287552, 1323.901472844064, 2064.4422086753193, 2513.7356981265325, 274.8354883225571, 1283.0850768044354, 2480.1206909907914, 719.0717733283561, 1579.9312299465296, 760.6905090794712, 3124.5571033002648, 1053.5092698186525, 2290.991729614865, 1374.978239289466, 1042.0394736163648, 1844.5152809143492, 752.0439302652187, 3618.865583449817, 3524.0466770716407, 1908.191235364043, 2950.9547830624056, 6302.7570116383, 1449.830494853348, -67.21220836832333, 736.4761144830627, 2554.5500796819038, 3638.2298417597126, 530.3089220018909, 207.00030009709369, 704.1185898161075, 2034.3356999017496, 216.0711635023197, -36.331393456834824, 3147.9540862046656, 2907.9231298000022, 3095.038543370081, 1178.2997764921051, 2995.8635183872007, 1965.1700234496145, 518.7648720720596, 1522.6526816617602, 1837.5412372480685, 1691.3372571361092, 3536.445775080404, 1875.3290805991492, 3999.7326816571, 2060.2278716713076, 542.0960325348705, 2500.920857756586, 331.48203244723794, 3641.220607593344, 2336.3024076705533, 2705.919240145434, 1923.9752178372678, 3949.449930262979, 1917.365775167761, 1567.4597277235266, 3122.6747929117564, 1561.6125927077064, 1367.4838841674232, 5202.432928734578, 2229.6013828699874, 2225.741058531887, -73.74987911421191, 1872.4346980401942, 3620.4044478950823, 4105.580130461757, 736.0921863925836, 1596.7544989601236, 852.6703961337637, 1392.647465184518, 324.0098670572233, 733.4114335682771, 1919.0164954666125, 4823.450270994581, 5379.11069328025, 87.25792050902619, 1741.9311124955168, 1245.483664147869, 1320.8777034398076, 1038.3312829813685, 658.6382517276654, 825.4164329624779, 4116.751487595283, 2569.5709021966222, 3890.985803391821, 4821.16204003514, 1362.3511610197752, 413.3054676984374, 4125.3419982874375, 3093.505110270146, 870.5704555702441, 2791.6083612441694, 1292.6708288973728, 1116.042085846951, 310.6010476248459, 170.73813233698183, 4041.078240937651, 3005.5543721823396, 396.68797361947577, 667.5321485492819, 1339.4605721376868, 704.6353832835509, 2525.665279434708, 1590.924917245125, 1837.6936019534623, 3195.176691967275, 280.0932218410622, 1592.3904403049078, 1737.1862638159132, 1509.7226873203476, 555.9710715855047, 2587.7764714897626, 1820.8368545697283, 3907.3816888250954, 2361.030093475675, 315.1557242478312, 778.8307073023989, 3461.6950605166176, 1579.080727057117, 1515.9010189029557, 1967.8666541279351, 2066.055469639565, 2541.969315845321, 2984.407094009092, 652.3098222474765, 393.83655636043903, 2594.5340140118847, 384.7466990942125, 6348.158665588825, 2966.9264356972194, 1595.4881245262616, 1202.0375978519048, 3680.6241489478443, 1868.433558393118, 2639.249493251924, 2415.9596079012945, 703.3584971972095, 3123.7372336205513, 1254.013678945711, 2557.6936449549426, 4699.378124179458, 4965.412327735733, 1031.061123468761, 1813.5565326906092, 4118.903881343761, 1071.4109258124056, 995.8993634030898, 4102.177230816516, 1549.4847897702857, 3726.5569430982014, 3312.73338999398, 2746.967698234169, 3327.6522302682956, 1300.024880893482, 210.46812401171087, 2795.4341730949955, 1817.691870651901, 4015.739937122317, 1576.4303115704402, 2053.1907776669677, 3313.5995585378982, 840.7624323177198, 869.882899493396, 1566.451656962438, 784.1644695734188, 2894.211775923704, 1821.528762955398, 2175.148543245204, 3023.9922669963667, 1930.9210314303384, 850.8994704563304, 1833.7851681498178, 3959.158644512489, 1350.613351576476, 5197.7384146802615, 79.41549797126135, 4021.592489128191, 1774.27064354041, -54.86731379370083, 2541.44270178257, 3504.14169269852, 674.6064883878164, 836.6675354492015, 1760.9467210675002, 2140.1189148515496, 2064.4422086753193, 1382.6753484094586, 740.7873073778712, 1826.6315809490295, 2516.9170457816003, 1599.3731853186648, 3887.29294629205, 888.1059612790981, 1037.6266908142893, 1916.5993440276739, 3894.688242394024, 765.2748007888284, 2045.2537605752182, 391.17370545917447, 1624.2531020198198, 671.1402969952126, 316.02304100779554, 1289.5034761622728, 3531.7806409209857, 2498.2877049804847, -66.74955373720398, 4091.479995018066, 3162.9760443606206, 1602.4155961894874, 3310.4451590345398, 2649.042120648879, 1071.4109258124056, 2998.2071904953546, 797.1287851724292, 3332.9243804851253, 4040.9362470967467, 1794.790992984168, 2492.077879684199, 4696.620751855598, 883.4794337407803, 4110.150534045402, 3336.070628791533, 523.5213606652202, 1907.44068207797, 1910.9141133468772, 693.9783967828918, 1033.8715299041392, 1085.7922051896737, 3159.5663346057245, 2688.1084727673415, 1940.3601515779287, 1342.7977611440344, 742.0558719299153, 1453.8936427108904, 2241.114639862914, 385.7677323346165, 3598.3323973778365, 3293.2778915931663, 3842.8995154464033, 394.17719673774974, 1594.5113482981776, 726.4015139768763, 4101.875474698316, 3174.189328190788, 311.06370225596527, 781.9278567444155, 2612.843565657421, 892.4831982509653, 399.10840277429094, 2973.0978779618927, 1380.2164219676422, 298.970602207698, 1467.9770179382872, 1288.3300628705435, 2404.348897546187, 4123.053767327997, 862.649050741766, 739.9491043141657, 252.30622934681418, 1349.1687897325137, 705.9641284863745, 2480.8185245472655, 277.59463080424223, 1833.466914564663, 2979.593671017457, 4106.308328258642, 2678.272686372076, 1303.5646532731778, 827.0854214613612, 866.5514932824533, 2560.89957241229, 1754.7217423389386, 1822.3285947115544, 3125.5064913791966, 1940.3601515779287, 1288.266069572122, 2959.6414683961702, 1063.892934713355, 838.9640232997672, 541.47068087223, 3464.194568355155, 3110.662479340906, 3519.8231914309063, 3140.0386831129845, 1999.7502002223898, 1284.5714653681673, 4127.032613659254, 864.785818407319, 5547.499942058515, 2230.741916829997, 1319.7927688663408, 3000.926862469124, 2236.734180055952, 1829.7118834220998, 1367.4838841674232, 1336.2441145958696, 3107.740004490426, 3266.564627055546, 3325.4490671433823, 255.06537182849922, 2486.9141421915688, 847.9661870703028, 2236.3115417022464, 2224.2641805980843, 319.8794712488446, 2051.3412244111205, 2556.574095921749, 1243.3189751704952, 2066.221424845002, 1822.0117647643933, 1914.6691444894404, 392.2870134769301, 1427.6224933796066, 167.9789898552968, 2626.966084086498, 1908.9274583569127, 3223.4298013220096, 3555.0219809547293, 3110.0282354498663, 2962.654535976847, 2909.1962461308253, 2458.507862316341, 1823.0708306169297, 3004.0791135285144, 4022.343244931808, 3118.5117860516366, 2480.656534947272, 1305.2860145476943, 472.6046206654242, 459.01558462579067, 2912.5712583375994, 2476.5819812615773, 1916.3652089700627, 3158.4765779270115, 2050.8640053975296, 2799.2327641119414, 1511.652886858581, 731.0969615930762, 3838.9500998205053, 2476.063484507774, 713.93195539439, 1037.1491691396272, 4275.364408848543, 2223.636586239907, 1522.7907715785236, 889.0902809994337, 5182.190141924488, -59.62761294564663, 3199.0825729983944, 266.55239060528385, 3329.3264513610625, 3028.218954385166, 396.702931992249, 533.369820601776, 184.08174914564913, 1914.4150317229667, 445.2363567656953, 3872.383608907845, 723.8918285858954, 816.8376946321702, 3616.1166023060573, 882.9838837575952, 2221.8244700642017, 949.6873614597508, 1362.5581398700376, 2551.973863923721, 1802.2235940315295, 680.5273899672019, 4809.239063569353, 1633.4840597415737, -65.4166742270231, 1064.803833096014, 529.1312530409721, 390.4170580771212, 750.9125484121877, 1284.4110495016712, 3623.927546500746, 436.58934456583836, 1754.8794260756063, 782.6324489114953, 1676.3918345858954, 733.7354495753301, 1200.407106163563, 1811.7513805151482, 861.5579775304909, 2731.508344083916, 1901.8637187703337, 2572.665093734112, 878.006643082723, 789.7572105703846, 3023.9922669963667, 394.17719673774974, 3645.4472949821434, 3437.4625212872565, 1291.3155923379782, 1926.2717056878337, 2981.881901976897, 1988.1476390239966, 532.1843087318265, 2608.8171243406587, 3987.54092124971, 1375.0943444461395, 726.4974598750604, 1992.325160052061, 3315.7092731112684, 1848.001141255496, 3477.540148895438, 3909.45728116901, 3914.7575626346897, 3450.706101291677, 1270.4179650710787, 826.4003115409021, 2502.745578013912, 4684.721865870241, 1909.8230401356016, 3297.0684826786396, 695.0117775487274, 2000.2686969761928, 2823.656434120445, 2163.698115749915, 528.3782380145794, 1520.9890716887503, 1910.7527207282455, 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[Finished in 6.5s]迭代设置100次，速度还是很快的，数据集可以自己随机生成或者使用sklearn中的数据集都可以
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