- 机器学习之集成学习AdaBoostRegressor回归器
# -*- coding: utf-8 -*-
"""
Created on Mon Dec 3 22:11:14 2018
@author: muli
"""
import matplotlib.pyplot as plt
import numpy as np
from sklearn import datasets,cross_validation,ensemble
def load_data_regression():
'''
加载用于回归问题的数据集
:return: 一个元组,用于回归问题。
元组元素依次为:训练样本集、测试样本集、训练样本集对应的值、测试样本集对应的值
'''
diabetes = datasets.load_diabetes() #使用 scikit-learn 自带的一个糖尿病病人的数据集
return cross_validation.train_test_split(diabetes.data,diabetes.target,
test_size=0.25,random_state=0) # 拆分成训练集和测试集,测试集大小为原始数据集大小的 1/4
def test_AdaBoostRegressor(*data):
'''
测试 AdaBoostRegressor 的用法,绘制 AdaBoostRegressor 的预测性能随基础回归器数量的影响
:param data: 可变参数。它是一个元组,这里要求其元素依次为:训练样本集、测试样本集、训练样本的值、测试样本的值
:return: None
'''
X_train,X_test,y_train,y_test=data
regr=ensemble.AdaBoostRegressor()
regr.fit(X_train,y_train)
## 绘图
fig=plt.figure()
ax=fig.add_subplot(1,1,1)
estimators_num=len(regr.estimators_)
X=range(1,estimators_num+1)
ax.plot(list(X),list(regr.staged_score(X_train,y_train)),label="Traing score")
ax.plot(list(X),list(regr.staged_score(X_test,y_test)),label="Testing score")
ax.set_xlabel("estimator num")
ax.set_ylabel("score")
ax.legend(loc="best")
ax.set_title("AdaBoostRegressor")
plt.show()
def test_AdaBoostRegressor_base_regr(*data):
'''
测试 AdaBoostRegressor 的预测性能随基础回归器数量的和基础回归器类型的影响
:param data: 可变参数。它是一个元组,这里要求其元素依次为:训练样本集、测试样本集、训练样本的值、测试样本的值
:return: None
'''
from sklearn.svm import LinearSVR
X_train,X_test,y_train,y_test=data
fig=plt.figure()
regrs=[ensemble.AdaBoostRegressor(), # 基础回归器为默认类型
ensemble.AdaBoostRegressor(base_estimator=LinearSVR(epsilon=0.01,C=100))] # 基础回归器为 LinearSVR
labels=["Decision Tree Regressor","Linear SVM Regressor"]
for i ,regr in enumerate(regrs):
ax=fig.add_subplot(2,1,i+1)
regr.fit(X_train,y_train)
## 绘图
estimators_num=len(regr.estimators_)
X=range(1,estimators_num+1)
ax.plot(list(X),list(regr.staged_score(X_train,y_train)),label="Traing score")
ax.plot(list(X),list(regr.staged_score(X_test,y_test)),label="Testing score")
ax.set_xlabel("estimator num")
ax.set_ylabel("score")
ax.legend(loc="lower right")
ax.set_ylim(-1,1)
ax.set_title("Base_Estimator:%s"%labels[i])
plt.suptitle("AdaBoostRegressor")
plt.show()
def test_AdaBoostRegressor_learning_rate(*data):
'''
测试 AdaBoostRegressor 的预测性能随学习率的影响
:param data: 可变参数。它是一个元组,这里要求其元素依次为:训练样本集、测试样本集、训练样本的值、测试样本的值
:return: None
'''
X_train,X_test,y_train,y_test=data
learning_rates=np.linspace(0.01,1)
fig=plt.figure()
ax=fig.add_subplot(1,1,1)
traing_scores=[]
testing_scores=[]
for learning_rate in learning_rates:
regr=ensemble.AdaBoostRegressor(learning_rate=learning_rate,n_estimators=500)
regr.fit(X_train,y_train)
traing_scores.append(regr.score(X_train,y_train))
testing_scores.append(regr.score(X_test,y_test))
ax.plot(learning_rates,traing_scores,label="Traing score")
ax.plot(learning_rates,testing_scores,label="Testing score")
ax.set_xlabel("learning rate")
ax.set_ylabel("score")
ax.legend(loc="best")
ax.set_title("AdaBoostRegressor")
plt.show()
def test_AdaBoostRegressor_loss(*data):
'''
测试 AdaBoostRegressor 的预测性能随损失函数类型的影响
:param data: 可变参数。它是一个元组,这里要求其元素依次为:训练样本集、测试样本集、训练样本的值、测试样本的值
:return: None
'''
X_train,X_test,y_train,y_test=data
losses=['linear','square','exponential']
fig=plt.figure()
ax=fig.add_subplot(1,1,1)
for i ,loss in enumerate(losses):
regr=ensemble.AdaBoostRegressor(loss=loss,n_estimators=30)
regr.fit(X_train,y_train)
## 绘图
estimators_num=len(regr.estimators_)
X=range(1,estimators_num+1)
ax.plot(list(X),list(regr.staged_score(X_train,y_train)),
label="Traing score:loss=%s"%loss)
ax.plot(list(X),list(regr.staged_score(X_test,y_test)),
label="Testing score:loss=%s"%loss)
ax.set_xlabel("estimator num")
ax.set_ylabel("score")
ax.legend(loc="lower right")
ax.set_ylim(-1,1)
plt.suptitle("AdaBoostRegressor")
plt.show()
if __name__=='__main__':
X_train,X_test,y_train,y_test=load_data_regression()# 获取回归数据
# test_AdaBoostRegressor(X_train,X_test,y_train,y_test)# 调用 test_AdaBoostRegressor
# test_AdaBoostRegressor_base_regr(X_train,X_test,y_train,y_test)# 调用 test_AdaBoostRegressor_base_regr
# test_AdaBoostRegressor_learning_rate(X_train,X_test,y_train,y_test)# 调用 test_AdaBoostRegressor_learning_rate
test_AdaBoostRegressor_loss(X_train,X_test,y_train,y_test)# 调用 test_AdaBoostRegressor_loss