kaggle中Scikit-Learn

Python Machine Learning Tutorial Contents
Here are the steps for building your first random forest model using Scikit-Learn:

1 Set up your environment.
2 Import libraries and modules.
3 Load red wine data.
4 Split data into training and test sets.
5 Declare data preprocessing steps.
6 Declare hyperparameters to tune.
7 Tune model using cross-validation pipeline.
8 Refit on the entire training set.
9 Evaluate model pipeline on test data.
10 Save model for further use.

对应的流程如下：

# 2. Import libraries and modules
import numpy as np
import pandas as pd

from sklearn.model_selection import train_test_split
from sklearn import preprocessing
from sklearn.ensemble import RandomForestRegressor
from sklearn.pipeline import make_pipeline
from sklearn.model_selection import GridSearchCV
from sklearn.metrics import mean_squared_error, r2_score
from sklearn.externals import joblib 

# 3. Load red wine data.
dataset_url = 'http://mlr.cs.umass.edu/ml/machine-learning-databases/wine-quality/winequality-red.csv'
data = pd.read_csv(dataset_url, sep=';')

# 4. Split data into training and test sets
y = data.quality
X = data.drop('quality', axis=1)
X_train, X_test, y_train, y_test = train_test_split(X, y, 
                                                    test_size=0.2, 
                                                    random_state=123, 
                                                    stratify=y)

# 5. Declare data preprocessing steps
pipeline = make_pipeline(preprocessing.StandardScaler(), 
                         RandomForestRegressor(n_estimators=100))

# 6. Declare hyperparameters to tune
hyperparameters = { 'randomforestregressor__max_features' : ['auto', 'sqrt', 'log2'],
                  'randomforestregressor__max_depth': [None, 5, 3, 1]}

# 7. Tune model using cross-validation pipeline
clf = GridSearchCV(pipeline, hyperparameters, cv=10)

clf.fit(X_train, y_train)

# 8. Refit on the entire training set
# No additional code needed if clf.refit == True (default is True)

# 9. Evaluate model pipeline on test data
pred = clf.predict(X_test)
print r2_score(y_test, pred)
print mean_squared_error(y_test, pred)

# 10. Save model for future use
joblib.dump(clf, 'rf_regressor.pkl')
# To load: clf2 = joblib.load('rf_regressor.pkl')

参考：https://elitedatascience.com/python-machine-learning-tutorial-scikit-learn