据开发者所说超越Lightgbm和XGBoost的又一个神器,不过具体性能,还要看在比赛中的表现了。
整理一下里面简单的教程和参数介绍,很多参数不是那种重要,只解释部分重要的参数,训练时需要重点考虑的。
Quick start
CatBoostClassifier
import numpy as np
import catboost as cb
train_data = np.random.randint(0, 100, size=(100, 10))
train_label = np.random.randint(0, 2, size=(100))
test_data = np.random.randint(0,100, size=(50,10))
model = cb.CatBoostClassifier(iterations=2, depth=2, learning_rate=0.5, loss_function='Logloss',
logging_level='Verbose')
model.fit(train_data, train_label, cat_features=[0,2,5])
preds_class = model.predict(test_data)
preds_probs = model.predict_proba(test_data)
print('class = ',preds_class)
print('proba = ',preds_probs)
参数
CatBoostClassifier/CatBoostRegressor
通用参数
-
learning_rate(eta)=automatically
-
depth(max_depth)=6: 树的深度
-
l2_leaf_reg(reg_lambda)=3 L2正则化系数
-
n_estimators(num_boost_round)(num_trees=1000)=1000: 解决ml问题的树的最大数量
-
one_hot_max_size=2: 对于某些变量进行one-hot编码
-
loss_function=‘Logloss’:
RMSE
Logloss
MAE
CrossEntropy
- custom_metric=None
RMSE
Logloss
MAE
CrossEntropy
Recall
Precision
F1
Accuracy
AUC
R2
- eval_metric=Optimized objective
RMSE
Logloss
MAE
CrossEntropy
Recall
Precision
F1
Accuracy
AUC
R2
- nan_mode=None:处理NAN的方法
Forbidden
Min
Max
- leaf_estimation_method=None:迭代求解的方法,梯度和牛顿
Newton
Gradient
- random_seed=None: 训练时候的随机种子
性能参数
- thread_count=-1:训练时所用的cpu/gpu核数
- used_ram_limit=None:CTR问题,计算时的内存限制
- gpu_ram_part=None:GPU内存限制
处理单元设置
-
task_type=CPU:训练的器件
-
devices=None:训练的GPU设备ID
-
counter_calc_method=None,
-
leaf_estimation_iterations=None,
-
use_best_model=None,
-
verbose=None,
-
model_size_reg=None,
-
rsm=None,
-
logging_level=None,
-
metric_period=None,
-
ctr_leaf_count_limit=None,
-
store_all_simple_ctr=None,
-
max_ctr_complexity=None,
-
has_time=None,
-
classes_count=None,
-
class_weights=None,
-
random_strength=None,
-
name=None,
-
ignored_features=None,
-
train_dir=None,
-
custom_loss=None,
-
bagging_temperature=None
-
border_count=None
-
feature_border_type=None,
-
save_snapshot=None,
-
snapshot_file=None,
-
fold_len_multiplier=None,
-
allow_writing_files=None,
-
final_ctr_computation_mode=None,
-
approx_on_full_history=None,
-
boosting_type=None,
-
simple_ctr=None,
-
combinations_ctr=None,
-
per_feature_ctr=None,
-
device_config=None,
-
bootstrap_type=None,
-
subsample=None,
-
colsample_bylevel=None,
-
random_state=None,
-
objective=None,
-
max_bin=None,
-
scale_pos_weight=None,
-
gpu_cat_features_storage=None,
-
data_partition=None
CatBoostClassifier
属性(attribute):
- is_fitted_
- tree_count_
- feature_importances_
- random_seed_
方法(method):
fit
-
X: 输入数据数据类型可以是,list; pandas.DataFrame; pandas.Series
-
y=None
-
cat_features=None: 拿来做处理的类别特征
-
sample_weight=None: 输入数据的样本权重
-
logging_level=None: 控制是否输出日志信息,或者何种信息
-
plot=False: 训练过程中,绘制,度量值,所用时间等
-
eval_set=None: 验证集合,数据类型list(X, y)tuples
-
baseline=None
-
use_best_model=None
-
verbose=None
predict
返回验证样本所属类别,数据类型为np.array
predict_proba
返回验证样本所属类别的概率,数据类型为np.array