Adaboost API algorithm参数取值比较实战

项目工程和数据集我上传了集成学习：随机森林、GBDT、XGBoost实战代码合集

from sklearn.externals.six.moves import zip

import matplotlib.pyplot as plt
import matplotlib as mpl

from sklearn.datasets import make_gaussian_quantiles
from sklearn.ensemble import AdaBoostClassifier
from sklearn.metrics import accuracy_score#计算roc和auc
from sklearn.tree import DecisionTreeClassifier

## 设置属性防止中文乱码
mpl.rcParams['font.sans-serif'] = [u'SimHei']
mpl.rcParams['axes.unicode_minus'] = False

## 创建模拟数据
X, y = make_gaussian_quantiles(n_samples=13000, n_features=10,
                               n_classes=3, random_state=1)

n_split = 3000

X_train, X_test = X[:n_split], X[n_split:]
y_train, y_test = y[:n_split], y[n_split:]

#建立两个模型，algorithm算法不同，bdt_real选择的是samme.r
bdt_real = AdaBoostClassifier(
    DecisionTreeClassifier(max_depth=2),
    n_estimators=600,
    learning_rate=1)

bdt_discrete = AdaBoostClassifier(
    DecisionTreeClassifier(max_depth=2),
    n_estimators=600,
    learning_rate=1,
    algorithm="SAMME")

bdt_real.fit(X_train, y_train)
bdt_discrete.fit(X_train, y_train)

#获得预测的准确率，accuracy_score，是单个分类器的准确率。
#预测的误差率estimator_errors_
real_test_errors = []#第一个模型每一个分类器的误差率
discrete_test_errors = []#第二个模型每一个分类器的误差率

for real_test_predict, discrete_train_predict in zip(
        bdt_real.staged_predict(X_test), bdt_discrete.staged_predict(X_test)):
    real_test_errors.append(
        1. - accuracy_score(real_test_predict, y_test))
    discrete_test_errors.append(
        1. - accuracy_score(discrete_train_predict, y_test))

n_trees_discrete = len(bdt_discrete)
n_trees_real = len(bdt_real)

discrete_estimator_errors = bdt_discrete.estimator_errors_[:n_trees_discrete]
real_estimator_errors = bdt_real.estimator_errors_[:n_trees_real]
discrete_estimator_weights = bdt_discrete.estimator_weights_[:n_trees_discrete]#获得权重

plt.figure(figsize=(15, 5), facecolor='w')

plt.subplot(131)
plt.plot(range(1, n_trees_discrete + 1),
         discrete_test_errors, c='g', label='SAMME')
plt.plot(range(1, n_trees_real + 1),
         real_test_errors, c='r',
         linestyle='dashed', label='SAMME.R')
plt.legend()
plt.ylim(0.18, 0.62)
plt.ylabel(u'测试数据的预测错误率')
plt.xlabel(u'弱分类器数目')

plt.subplot(132)
plt.plot(range(1, n_trees_discrete + 1), discrete_estimator_errors,
         "b", label='SAMME', alpha=.5)
plt.plot(range(1, n_trees_real + 1), real_estimator_errors,
         "r", label='SAMME.R', alpha=.5)
plt.legend()
plt.ylabel(u'模型实际错误率')
plt.xlabel(u'弱分类器数目')
plt.ylim((.2,
         max(real_estimator_errors.max(),
             discrete_estimator_errors.max()) * 1.2))
plt.xlim((-20, len(bdt_discrete) + 20))

plt.subplot(133)
plt.plot(range(1, n_trees_discrete + 1), discrete_estimator_weights,
         "b", label='SAMME')
plt.legend()
plt.ylabel(u'权重')
plt.xlabel(u'弱分类器编号')
plt.ylim((0, discrete_estimator_weights.max() * 1.2))
plt.xlim((-20, n_trees_discrete + 20))

# 显示
plt.subplots_adjust(wspace=0.25)
plt.show()