机器学习：工业蒸汽量预测

工业蒸汽量预测代码：

1.导入包

#导入包
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
import keras
import math
import os
import seaborn as sns
import keras.backend as K
from keras import optimizers
from keras.layers import Dense
from keras.models import Sequential, load_model
from keras.wrappers.scikit_learn import KerasRegressor
from keras.callbacks import EarlyStopping, ModelCheckpoint, TensorBoard
from sklearn.preprocessing import StandardScaler, MinMaxScaler
from matplotlib import pyplot
from datetime import datetime
from sklearn.model_selection import KFold, cross_val_score, train_test_split, GridSearchCV
from sklearn.linear_model import LinearRegression
from sklearn.metrics import mean_squared_error, r2_score
# from sklearn.decomposition import pca
import xgboost
from xgboost import XGBRegressor
import lightgbm
from lightgbm import LGBMRegressor
from sklearn.linear_model import ElasticNet, Lasso,  BayesianRidge, LassoLarsIC,LinearRegression
from sklearn.svm import SVR
from sklearn.ensemble import RandomForestRegressor,  GradientBoostingRegressor
from sklearn.kernel_ridge import KernelRidge
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import RobustScaler
from sklearn.base import BaseEstimator, TransformerMixin, RegressorMixin, clone
from scipy import stats
from scipy.stats import norm, skew

2.其它代码：

seed = 2018
# Stacking  
class StackingAveragedModels(BaseEstimator, RegressorMixin, TransformerMixin):
    def __init__(self, base_models, meta_model, n_folds=5):
        self.base_models = base_models
        self.meta_model = meta_model
        self.n_folds = n_folds
   
    # We again fit the data on clones of the original models
    def fit(self, X, y):
        self.base_models_ = [list() for x in self.base_models]
        self.meta_model_ = clone(self.meta_model)
        kfold = KFold(n_splits=self.n_folds, shuffle=True)
        
        # Train cloned base models then create out-of-fold predictions
        # that are needed to train the cloned meta-model
        out_of_fold_predictions = np.zeros((X.shape[0], len(self.base_models)))
        for i, clf in enumerate(self.base_models):
            for train_index, holdout_index in kfold.split(X, y):
                instance = clone(clf)
                self.base_models_[i].append(instance)
                instance.fit(X[train_index], y[train_index])
                y_pred = instance.predict(X[holdout_index])
                out_of_fold_predictions[holdout_index, i] = y_pred
                
        # Now train the cloned  meta-model using the out-of-fold predictions
        print(out_of_fold_predictions.shape)
        self.meta_model_.fit(out_of_fold_predictions, y)
        return self
   
    def predict(self, X):
        meta_features = np.column_stack([
            np.column_stack([model.predict(X) for model in base_models]).mean(axis=1)
            for base_models in self.base_models_ ])
        return self.meta_model_.predict(meta_features)

#简单模型融合
class AveragingModels(BaseEstimator, RegressorMixin, TransformerMixin):
    def __init__(self, models):
        self.models = models
        
# 遍历所有模型，你和数据
    def fit(self, X, y):
        self.models_ = [clone(x) for x in self.models]
        
        for model in self.models_:
            model.fit(X, y)

        return self
    
# 预估，并对预估结果值做average
    def predict(self, X)