sofasofa竞赛：一 公共自行车使用量预测

一 简介

背景介绍: 
公共自行车低碳、环保、健康，并且解决了交通中“最后一公里”的痛点，在全国各个城市越来越受欢迎。本练习赛的数据取自于两个城市某街道上的几处公共自行车停车桩。我们希望根据时间、天气等信息，预测出该街区在一小时内的被借取的公共自行车的数量。 

数据下载 地址：http://sofasofa.io/competition.php?id=1
数据文件（三个）： 
train.csv 训练集，文件大小 273kb 
test.csv 预测集, 文件大小 179kb 
sample_submit.csv 提交示例 文件大小 97kb 

训练集中共有10000条样本，预测集中有7000条样本。 

变量说明： 

变量名	解释
id	行编号，没有实际意义
y	一小时内自行车被借取的数量。在test.csv中，这是需要被预测的数值。
city	表示该行记录所发生的城市，一共两个城市
hour	当时的时间，精确到小时，24小时计时法
is_workday	1表示工作日，0表示节假日或者周末
temp_1	当时的气温，单位为摄氏度
temp_2	当时的体感温度，单位为摄氏度
weather	当时的天气状况，1为晴朗，2为多云、阴天，3为轻度降水天气，4为强降水天气
wind	当时的风速，数值越大表示风速越大

评价方法

 二  解决方法

1 简单线性回归模型(Python)

# 标杆模型
import pandas as pd
from sklearn.linear_model import LinearRegression

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id',axis = 1,inplace = True)

# 取出训练集的y
y_train = train.pop('y')

# 建立回归模型
reg = LinearRegression()
reg.fit(train,y_train)
y_pred = reg.predict(test)

# 若预测值是负数，则取0
y_pred = list(map(lambda x: x if x >= 0 else 0, y_pred))

# 输出预测结果到my_LR_prediction.csv
submit['y'] = y_pred
submit.to_csv("my_LR_prediction3.csv",index = False)

该模型预测结果的RMSE为：39.132

2 决策树回归模型(Python)

# 决策树
from sklearn.tree import DecisionTreeRegressor
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')

# 建立最大深度为5的决策树回归模型
reg = DecisionTreeRegressor(max_depth=5)
reg.fit(train, y_train)
y_pred = reg.predict(test)

# 输出预测结果至my_DT_prediction.csv
submit['y'] = y_pred
submit.to_csv('my_DT_prediction.csv', index=False)

该模型预测结果的RMSE为：28.818

3 xgboost回归模型(Python)

from xgboost import XGBRegressor
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')

# 建立一个默认的xgboost回归模型
reg = XGBRegressor(learning_rate = 0.05,max_depth = 6,n_estimators = 500)
reg.fit(train, y_train)
y_pred = reg.predict(test)

# 输出预测结果至my_XGB_prediction.csv
submit['y'] = y_pred
submit.to_csv('my_XGB_tc_prediction.csv', index=False)

该模型预测结果的RMSE为：18.947

4 随机森林（Python）

from sklearn.model_selection import GridSearchCV
from sklearn.ensemble import RandomForestRegressor
from sklearn import cross_validation, metrics
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')
rf = RandomForestRegressor(n_estimators=70)
rf.fit(train,y_train)
y_pred = rf.predict(test)

submit['y'] = y_pred
submit.to_csv('my_rf_prediction.csv',index=False)

该模型预测结果的RMSE为：16.245

二 调参

参数调优的一般方法。

需要进行如下步骤：
1. 选择较高的学习速率(learning rate)。一般情况下，学习速率的值为0.1。但是，对于不同的问题，理想的学习速率有时候会在0.05到0.3之间波动。选择对应于此学习速率的理想决策树数量。XGBoost有一个很有用的函数“cv”，这个函数可以在每一次迭代中使用交叉验证，并返回理想的决策树数量。
2. 对于给定的学习速率和决策树数量，进行决策树特定参数调优(max_depth, min_child_weight, gamma, subsample, colsample_bytree)。在确定一棵树的过程中，我们可以选择不同的参数，待会儿我会举例说明。
3. xgboost的正则化参数的调优。(lambda, alpha)。这些参数可以降低模型的复杂度，从而提高模型的表现。
4. 降低学习速率，确定理想参数

1 xgboost使用 GridSearchCV调参

（1）首先调 n_estimators

from xgboost import XGBRegressor
from sklearn.model_selection import GridSearchCV
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')


param_test1 = {
    'n_estimators':range(100,1000,100)
}
gsearch1 = GridSearchCV(estimator = XGBRegressor( learning_rate =0.1,  max_depth=5,
                                        min_child_weight=1, gamma=0, subsample=0.8, colsample_bytree=0.8,
                                         nthread=4, scale_pos_weight=1, seed=27),
                       param_grid = param_test1, iid=False, cv=5)
gsearch1.fit(train, y_train)
print(gsearch1.best_params_, gsearch1.best_score_)

得到结果为  {'n_estimators': 200} 0.902471795911

（2）参数：max_depth 和min_child_weight

我们先对这两个参数调优，是因为它们对最终结果有很大的影响。首先，我们先大范围地粗调参数，然后再小范围地微调

from xgboost import XGBRegressor
from sklearn.model_selection import GridSearchCV
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')


param_test2 = {
        'max_depth':range(3,10,2),
    'min_child_weight':range(1,6,2)
}
gsearch2 = GridSearchCV(estimator = XGBRegressor( learning_rate =0.1, n_estimators=200 ),
                       param_grid = param_test2)
gsearch2.fit(train, y_train)
print(gsearch2.best_params_, gsearch2.best_score_)

得到结果为：{'min_child_weight': 5, 'max_depth': 5} 0.903728688825

我们对于数值进行了较大跨度的12中不同的排列组合，可以看出理想的max_depth值为5，理想的min_child_weight值为5。在这个值附近我们可以再进一步调整，来找出理想值。我们把上下范围各拓展1，因为之前我们进行组合的时候，参数调整的步长是2。

from xgboost import XGBRegressor
from sklearn.model_selection import GridSearchCV
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')

param_test3 = {
        'max_depth':[4,5,6],
        'min_child_weight':[4,5,6]
}
gsearch3 = GridSearchCV(estimator = XGBRegressor( learning_rate =0.1, n_estimators=200 ),
                       param_grid = param_test3)
gsearch3.fit(train, y_train)
print(gsearch3.best_params_, gsearch3.best_score_)

得到的结果：{'min_child_weight': 5, 'max_depth': 5} 0.903728688825

（3）gamma参数调优

在已经调整好其它参数的基础上，我们可以进行gamma参数的调优了。Gamma参数取值范围可以很大，我这里把取值范围设置为5了。你其实也可以取更精确的gamma值。

from xgboost import XGBRegressor
from sklearn.model_selection import GridSearchCV
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')

param_test4 = {
    'gamma': [i / 10.0 for i in range(0, 5)]
}
gsearch4 = GridSearchCV(estimator = XGBRegressor( learning_rate =0.1, n_estimators=200,max_depth=5,min_child_weight=5 ),
                       param_grid = param_test4)
gsearch4.fit(train, y_train)
print(gsearch4.best_params_, gsearch4.best_score_)

得到的结果为：{'gamma': 0.0} 0.903728688825

（4）调整subsample 和 colsample_bytree 参数

下一步是尝试不同的subsample 和 colsample_bytree 参数。我们分两个阶段来进行这个步骤。这两个步骤都取0.6,0.7,0.8,0.9作为起始值。

from xgboost import XGBRegressor
from sklearn.model_selection import GridSearchCV
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')

param_test5 = {
    'subsample': [i / 10.0 for i in range(6, 10)],
    'colsample_bytree': [i / 10.0 for i in range(6, 10)]
}
gsearch5 = GridSearchCV(estimator = XGBRegressor( learning_rate =0.1, n_estimators=200,max_depth=5,min_child_weight=5,gamma=0.0 ),
                       param_grid = param_test5)
gsearch5.fit(train, y_train)
print(gsearch5.best_params_, gsearch5.best_score_)

得到的结果为：{'colsample_bytree': 0.9, 'subsample': 0.7} 0.903596572763

（5）正则化参数调优

from xgboost import XGBRegressor
from sklearn.model_selection import GridSearchCV
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')

param_test6 = {
    'reg_alpha': [0, 0.001, 0.005, 0.01, 0.05]
}
gsearch6 = GridSearchCV(estimator = XGBRegressor( learning_rate =0.1, n_estimators=200,max_depth=5,min_child_weight=5,gamma=0.0,colsample_bytree= 0.9, subsample=0.7),
                       param_grid = param_test6)
gsearch6.fit(train, y_train)
print(gsearch6.best_params_, gsearch6.best_score_)

得到的结果为 {'reg_alpha': 0.001} 0.903596599584

汇总最后提交得到的结果为15.02，比直接用xgboost提高3.9

from xgboost import XGBRegressor
from sklearn.model_selection import GridSearchCV
import pandas as pd

# 读取数据
train = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\train.csv")
test = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\test.csv")
submit = pd.read_csv(r"D:\PythonWenjian\sofasofa\bike_pre\data\sample_submit.csv")

# 删除id
train.drop('id', axis=1, inplace=True)
test.drop('id', axis=1, inplace=True)

# 取出训练集的y
y_train = train.pop('y')

reg= XGBRegressor( learning_rate =0.1, n_estimators=200,max_depth=5,min_child_weight=5,gamma=0.0,colsample_bytree= 0.9, subsample=0.7,reg_alpha=0.001)
reg.fit(train, y_train)
y_pred = reg.predict(test)

# 输出预测结果至my_XGB_prediction.csv
submit['y'] = y_pred
submit.to_csv('my_XGB_tc2_prediction.csv', index=False)