XGboost代码实战

     #! /usr/bin/python  
    import numpy as np  
    import xgboost as xgb  
      
    # label need to be 0 to num_class -1  
    # if col 33 is '?' let it be 1 else 0, col 34 substract 1  
    data = np.loadtxt('./dermatology.data', delimiter=',',converters={33: lambda x:int(x == '?'), 34: lambda x:int(x)-1 } )  
    sz = data.shape  
      
    train = data[:int(sz[0] * 0.7), :] # take row 1-256 as training set  
    test = data[int(sz[0] * 0.7):, :]  # take row 257-366 as testing set  
      
    train_X = train[:,0:33]  
    train_Y = train[:, 34]  
      
      
    test_X = test[:,0:33]  
    test_Y = test[:, 34]  
      
    xg_train = xgb.DMatrix( train_X, label=train_Y)  
    xg_test = xgb.DMatrix(test_X, label=test_Y)  
    # setup parameters for xgboost  
    param = {}  
    # use softmax multi-class classification  
    param['objective'] = 'multi:softmax'  
    # scale weight of positive examples  
    param['eta'] = 0.1  
    param['max_depth'] = 6  
    param['silent'] = 1  
    param['nthread'] = 4  
    param['num_class'] = 6  
      
    watchlist = [ (xg_train,'train'), (xg_test, 'test') ]  
    num_round = 5  
    bst = xgb.train(param, xg_train, num_round, watchlist );  
    # get prediction  
    pred = bst.predict( xg_test );  
      
    print ('predicting, classification error=%f' % (sum( int(pred[i]) != test_Y[i] for i in range(len(test_Y))) / float(len(test_Y)) ))  
      
    # do the same thing again, but output probabilities  
    param['objective'] = 'multi:softprob'  
    bst = xgb.train(param, xg_train, num_round, watchlist );  
    # Note: this convention has been changed since xgboost-unity  
    # get prediction, this is in 1D array, need reshape to (ndata, nclass)  
    yprob = bst.predict( xg_test ).reshape( test_Y.shape[0], 6 )  
    ylabel = np.argmax(yprob, axis=1)  # return the index of the biggest pro  
      
    print ('predicting, classification error=%f' % (sum( int(ylabel[i]) != test_Y[i] for i in range(len(test_Y))) / float(len(test_Y)) ))  
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