Python学习---3级分类的概率校准

This example illustrates how sigmoid calibration changes predicted probabilities for a 3-class classification problem. Illustrated is the standard 2-simplex, where the three corners correspond to the three classes. Arrows point from the probability vectors predicted by an uncalibrated classifier to the probability vectors predicted by the same classifier after sigmoid calibration on a hold-out validation set. Colors indicate the true class of an instance (red: class 1, green: class 2, blue: class 3).

数据

Below, we generate a classification dataset with 2000 samples, 2 features and 3 target classes. We then split the data as follows:

• train: 600 samples (for training the classifier)

• valid: 400 samples (for calibrating predicted probabilities)

• test: 1000 samples

Note that we also create X_train_valid and y_train_valid, which consists of both the train and valid subsets. This is used when we only want to train the classifier but not calibrate the predicted probabilities.

# Author: Jan Hendrik Metzen <[email protected]>
# License: BSD Style.

import numpy as np
from sklearn.datasets import make_blobs

np.random.seed(0)

X, y = make_blobs(
    n_samples=2000, n_features=2, centers=3, random_state=42, cluster_std=5.0
)
X_train, y_train = X[:600], y[:600]
X_valid, y_valid = X[600:1000], y[600:1000]
X_train_valid, y_train_valid = X[:1000], y[:1000]
X_test, y_test = X[1000:], y[1000:]

 拟合和校准

First, we will train a RandomForestClassifier with 25 base estimators (trees) on the concatenated train and validation data (1000 samples). This is the uncalibrated classifier

from sklearn.ensemble import RandomForestClassifier

clf = RandomForestClassifier(n_estimators=25)
clf.fit(X_train_valid, y_train_valid)

 To train the calibrated classifier, we start with the same