1、准备
-
# 首先 import 必要的模块
-
import pandas
as pd
-
import numpy
as np
-
-
from sklearn.model_selection
import GridSearchCV
-
-
#竞赛的评价指标为logloss
-
from sklearn.metrics
import log_loss
-
-
from matplotlib
import pyplot
-
import seaborn
as sns
-
%matplotlib inline
-
-
data = pd.read_csv(
'Otto_train.csv')
-
data.head()
-
data.info()
-
data.describe()
-
data.shape
-
#受机器性能所限取前两万条数据
-
data = data[:
20000]
-
-
# Target 分布，看看各类样本分布是否均衡
-
sns.countplot(data.target)
-
pyplot.xlabel(
'target');
-
pyplot.ylabel(
'Number of occurrences');
2、数据标准化
-
# 将类别字符串变成数字
-
y_train = data.target
-
y_train = y_train.map(
lambda s:s[
6:])
-
y_train = y_train.map(
lambda s:int(s)
-1)
-
-
data = data.drop([
'target',
'id'],axis=
1)
-
X_train = np.array(data)
-
-
# 数据标准化
-
from sklearn.preprocessing
import StandardScaler
-
-
# 初始化特征的标准化器
-
ss_X = StandardScaler()
-
-
# 分别对训练和测试数据的特征进行标准化处理
-
X_train = ss_X.fit_transform(X_train)
-
-
from sklearn.linear_model
import LogisticRegression
-
from sklearn.cross_validation
import cross_val_score
-
lr= LogisticRegression()
-
# 交叉验证用于评估模型性能和进行参数调优（模型选择）
-
#分类任务中交叉验证缺省是采用StratifiedKFold
-
loss = cross_val_score(lr, X_train, y_train, cv=
5, scoring=
'neg_log_loss')
-
print(
'logloss of each fold is: ',-loss)
-
print(
'cv logloss is:', -loss.mean())
3、调用GridSearchCV进行参数调优
-
from sklearn.model_selection
import GridSearchCV
-
from sklearn.linear_model
import LogisticRegression
-
-
#需要调优的参数
-
# 请尝试将L1正则和L2正则分开，并配合合适的优化求解算法（slover）
-
#tuned_parameters = {'penalty':['l1','l2'],
-
# 'C': [0.001, 0.01, 0.1, 1, 10, 100, 1000]
-
# }
-
penaltys = [
'l1',
'l2']
-
Cs = [
0.001,
0.01,
0.1,
1,
10,
100,
1000]
-
tuned_parameters = dict(penalty = penaltys, C = Cs)
-
-
lr_penalty= LogisticRegression()
-
grid= GridSearchCV(lr_penalty, tuned_parameters,cv=
5, scoring=
'neg_log_loss')
-
grid.fit(X_train,y_train)
-
-
grid.cv_results_
-
-
print(-grid.best_score_)
-
print(grid.best_params_)
-
-
-
# 绘制plot CV误差曲线
-
test_means = grid.cv_results_[
'mean_test_score' ]
-
test_stds = grid.cv_results_[
'std_test_score' ]
-
train_means = grid.cv_results_[
'mean_train_score' ]
-
train_stds = grid.cv_results_[
'std_train_score' ]
-
-
-
# plot results
-
n_Cs = len(Cs)
-
number_penaltys = len(penaltys)
-
test_scores = np.array(test_means).reshape(n_Cs,number_penaltys)
-
train_scores = np.array(train_means).reshape(n_Cs,number_penaltys)
-
test_stds = np.array(test_stds).reshape(n_Cs,number_penaltys)
-
train_stds = np.array(train_stds).reshape(n_Cs,number_penaltys)
-
-
x_axis = np.log10(Cs)
-
for i, value
in enumerate(penaltys):
-
#pyplot.plot(log(Cs), test_scores[i], label= 'penalty:' + str(value))
-
pyplot.errorbar(x_axis, test_scores[:,i], yerr=test_stds[:,i] ,label = penaltys[i] +
' Test')
-
pyplot.errorbar(x_axis, train_scores[:,i], yerr=train_stds[:,i] ,label = penaltys[i] +
' Train')
-
-
pyplot.legend()
-
pyplot.xlabel(
'log(C)' )
-
pyplot.ylabel(
'neg-logloss' )
-
pyplot.savefig(
'LogisticGridSearchCV_C.png' )
-
-
pyplot.show()
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