metacost用bagging实现cost-sensitive

This classifier should produce similar results to one created by passing the base learner to Bagging, which is in turn passed to a CostSensitiveClassifier operating on minimum expected cost. The difference is that MetaCost produces a single cost-sensitive classifier of the base learner, giving the benefits of fast classification and interpretable output (if the base learner itself is interpretable). This implementation uses all bagging iterations when reclassifying training data (the MetaCost paper reports a marginal improvement when only those iterations containing each training instance are used in reclassifying that instance).

/**
   * Builds the model of the base learner.
   *
   * @param data the training data
   * @exception Exception if the classifier could not be built successfully
   */

  public void buildClassifier(Instances data) throws Exception {

    if (!data.classAttribute().isNominal()) {
      throw new UnsupportedClassTypeException("Class attribute must be nominal!");
    }
    if (m_MatrixSource == MATRIX_ON_DEMAND) {
      String costName = data.relationName() + CostMatrix.FILE_EXTENSION;
      File costFile = new File(getOnDemandDirectory(), costName);
      if (!costFile.exists()) {
        throw new Exception("On-demand cost file doesn't exist: " + costFile);
      }
      setCostMatrix(new CostMatrix(new BufferedReader(
                                   new FileReader(costFile))));
    }

    // Set up the bagger
    Bagging bagger = new Bagging();
    bagger.setClassifier(getClassifier());
    bagger.setSeed(getSeed());
    bagger.setNumIterations(getNumIterations());
    bagger.setBagSizePercent(getBagSizePercent());
    bagger.buildClassifier(data);
   
    // Use the bagger to reassign class values according to minimum expected
    // cost

    Instances newData = new Instances(data);
    for (int i = 0; i < newData.numInstances(); i++) {
      Instance current = newData.instance(i);
      double [] pred = bagger.distributionForInstance(current);
      int minCostPred = Utils.minIndex(m_CostMatrix.expectedCosts(pred));
      current.setClassValue(minCostPred);
    }

    // Build a classifier using the reassigned data
    m_Classifier.buildClassifier(newData);
  } 

好的,可以使用sklearn中的RandomizedSearchCV函数进行随机搜索优化,具体步骤如下: 1. 导入需要的库和数据集 ```python import numpy as np import pandas as pd from sklearn.datasets import load_iris from sklearn.ensemble import RandomForestClassifier from sklearn.svm import SVC from sklearn.linear_model import LogisticRegression from sklearn.ensemble import BaggingClassifier from xgboost import XGBClassifier from sklearn.model_selection import RandomizedSearchCV from scipy.stats import uniform iris = load_iris() X = iris.data y = iris.target ``` 2. 定义分类器和超参数搜索范围 ```python # 定义分类器 clf_rf = RandomForestClassifier() clf_svm = SVC() clf_lr = LogisticRegression() clf_bag = BaggingClassifier() clf_xgb = XGBClassifier() # 定义超参数搜索范围 param_dist_rf = {'n_estimators': [10, 50, 100, 200, 500], 'max_depth': [1, 3, 5, 7, 9, None], 'min_samples_split': [2, 5, 10], 'min_samples_leaf': [1, 2, 4], 'max_features': ['sqrt', 'log2', None], 'bootstrap': [True, False], 'criterion': ['gini', 'entropy']} param_dist_svm = {'C': uniform(0, 10), 'kernel': ['linear', 'poly', 'rbf', 'sigmoid'], 'degree': [1, 2, 3, 4, 5], 'gamma': ['scale', 'auto', 0.001, 0.01, 0.1, 1, 10, 100]} param_dist_lr = {'C': uniform(0, 10), 'penalty': ['l1', 'l2', 'elasticnet', 'none'], 'fit_intercept': [True, False], 'solver': ['newton-cg', 'lbfgs', 'liblinear', 'sag', 'saga']} param_dist_bag = {'n_estimators': [10, 50, 100, 200, 500], 'max_samples': [0.1, 0.5, 1.0], 'max_features': [0.1, 0.5, 1.0], 'bootstrap': [True, False]} param_dist_xgb = {'max_depth': [3, 5, 7, 9], 'learning_rate': [0.01, 0.1, 0.3, 0.5], 'n_estimators': [50, 100, 200, 500], 'min_child_weight': [1, 3, 5], 'gamma': [0, 0.1, 0.2, 0.3], 'subsample': [0.5, 0.7, 1.0], 'colsample_bytree': [0.5, 0.7, 1.0]} ``` 3. 对每个分类器进行随机搜索优化 ```python # 随机搜索优化 search_rf = RandomizedSearchCV(clf_rf, param_distributions=param_dist_rf, n_iter=100, cv=5, iid=False, n_jobs=-1) search_rf.fit(X, y) search_svm = RandomizedSearchCV(clf_svm, param_distributions=param_dist_svm, n_iter=100, cv=5, iid=False, n_jobs=-1) search_svm.fit(X, y) search_lr = RandomizedSearchCV(clf_lr, param_distributions=param_dist_lr, n_iter=100, cv=5, iid=False, n_jobs=-1) search_lr.fit(X, y) search_bag = RandomizedSearchCV(clf_bag, param_distributions=param_dist_bag, n_iter=100, cv=5, iid=False, n_jobs=-1) search_bag.fit(X, y) search_xgb = RandomizedSearchCV(clf_xgb, param_distributions=param_dist_xgb, n_iter=100, cv=5, iid=False, n_jobs=-1) search_xgb.fit(X, y) ``` 4. 输出每个分类器的最优参数和得分 ```python # 输出每个分类器的最优参数和得分 print('Random Forest - Best Params:', search_rf.best_params_) print('Random Forest - Best Score:', search_rf.best_score_) print('SVM - Best Params:', search_svm.best_params_) print('SVM - Best Score:', search_svm.best_score_) print('Logistic Regression - Best Params:', search_lr.best_params_) print('Logistic Regression - Best Score:', search_lr.best_score_) print('Bagging - Best Params:', search_bag.best_params_) print('Bagging - Best Score:', search_bag.best_score_) print('XGBoost - Best Params:', search_xgb.best_params_) print('XGBoost - Best Score:', search_xgb.best_score_) ``` 这样就可以分别对随机森林、SVM、逻辑回归、Bagging、XG-Boost五种分类器进行随机搜索优化,得到每个分类器的最优参数和得分。
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