ML之catboost：catboost的CatBoostRegressor函数源代码简介、解读之详细攻略

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ML之catboost：catboost的CatBoostRegressor函数源代码简介、解读之详细攻略

catboost的CatBoostRegressor函数源代码简介、解读

class CatBoostRegressor Found at: catboost.core

class CatBoostRegressor(CatBoost):

_estimator_type = 'regressor'

"""

Implementation of the scikit-learn API for CatBoost regression.

Parameters

----------

Like in CatBoostClassifier, except loss_function, classes_count, class_names and class_weights

loss_function : string, [default='RMSE']

'RMSE'

'MAE'

'Quantile:alpha=value'

'LogLinQuantile:alpha=value'

'Poisson'

'MAPE'

'Lq:q=value'

"""

实现scikit-learn API的CatBoost回归。

参数

----------

像CatBoostClassifier，除了loss_function, classes_count, class_names和class_weights

def __init__(

self,

iterations=None,

learning_rate=None,

depth=None,

l2_leaf_reg=None,

model_size_reg=None,

rsm=None,

loss_function='RMSE',

border_count=None,

feature_border_type=None,

per_float_feature_quantization=None,

input_borders=None,

output_borders=None,

fold_permutation_block=None,

od_pval=None,

od_wait=None,

od_type=None,

nan_mode=None,

counter_calc_method=None,

leaf_estimation_iterations=None,

leaf_estimation_method=None,

thread_count=None,

random_seed=None,

use_best_model=None,

best_model_min_trees=None,

verbose=None,

silent=None,

logging_level=None,

metric_period=None,

ctr_leaf_count_limit=None,

store_all_simple_ctr=None,

max_ctr_complexity=None,

has_time=None,

allow_const_label=None,

target_border=None,

one_hot_max_size=None,

random_strength=None,

name=None,

ignored_features=None,

train_dir=None,

custom_metric=None,

eval_metric=None,

bagging_temperature=None,

save_snapshot=None,

snapshot_file=None,

snapshot_interval=None,

fold_len_multiplier=None,

used_ram_limit=None,

gpu_ram_part=None,

pinned_memory_size=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,

ctr_description=None,

ctr_target_border_count=None,

task_type=None,

device_config=None,

devices=None,

bootstrap_type=None,

subsample=None,

mvs_reg=None,

sampling_frequency=None,

sampling_unit=None,

dev_score_calc_obj_block_size=None,

dev_efb_max_buckets=None,

sparse_features_conflict_fraction=None,

max_depth=None,

n_estimators=None,

num_boost_round=None,

num_trees=None,

colsample_bylevel=None,

random_state=None,

reg_lambda=None,

objective=None,

eta=None,

max_bin=None,

gpu_cat_features_storage=None,

data_partition=None,

metadata=None,

early_stopping_rounds=None,

cat_features=None,

grow_policy=None,

min_data_in_leaf=None,

min_child_samples=None,

max_leaves=None,

num_leaves=None,

score_function=None,

leaf_estimation_backtracking=None,

ctr_history_unit=None,

monotone_constraints=None,

feature_weights=None,

penalties_coefficient=None,

first_feature_use_penalties=None,

per_object_feature_penalties=None,

model_shrink_rate=None,

model_shrink_mode=None,

langevin=None,

diffusion_temperature=None,

posterior_sampling=None,

boost_from_average=None):

params = {}

not_params = ["not_params", "self", "params", "__class__"]

for key, value in iteritems(locals().copy()):

if key not in not_params and value is not None:

params[key] = value

super(CatBoostRegressor, self).__init__(params)

def fit(self, X, y=None, cat_features=None, sample_weight=None, baseline=None,

use_best_model=None,

eval_set=None, verbose=None, logging_level=None, plot=False,

column_description=None,

verbose_eval=None, metric_period=None, silent=None, early_stopping_rounds=None,

save_snapshot=None, snapshot_file=None, snapshot_interval=None, init_model=None):

"""

Fit the CatBoost model.

Parameters

----------

X : catboost.Pool or list or numpy.ndarray or pandas.DataFrame or pandas.Series. If not catboost.Pool, 2 dimensional Feature matrix or string - file with dataset.

y : list or numpy.ndarray or pandas.DataFrame or pandas.Series, optional (default=None). Labels, 1 dimensional array like. Use only if X is not catboost.Pool.

cat_features : list or numpy.ndarray, optional (default=None). If not None, giving the list of Categ columns indices.Use only if X is not catboost.Pool.

sample_weight : list or numpy.ndarray or pandas.DataFrame or pandas.Series, optional (default=None). Instance weights, 1 dimensional array like.

baseline : list or numpy.ndarray, optional (default=None). If not None, giving 2 dimensional array like data. Use only if X is not catboost.Pool.

use_best_model : bool, optional (default=None). Flag to use best model

eval_set : catboost.Pool or list, optional (default=None). A list of (X, y) tuple pairs to use as a validation set for early-stopping

metric_period : int. Frequency of evaluating metrics.

verbose : bool or int. If verbose is bool, then if set to True, logging_level is set to Verbose, if set to False, logging_level is set to Silent. If verbose is int, it determines the frequency of writing metrics to output and logging_level is set to Verbose.

silent : bool. If silent is True, logging_level is set to Silent. If silent is False, logging_level is set to Verbose.

logging_level : string, optional (default=None). Possible values:

- 'Silent'

- 'Verbose'

- 'Info'

- 'Debug'

plot : bool, optional (default=False). If True, draw train and eval error in Jupyter notebook

verbose_eval : bool or int. Synonym for verbose. Only one of these parameters should be set.

early_stopping_rounds : int. Activates Iter overfitting detector with od_wait set to early_stopping_rounds.

save_snapshot : bool, [default=None]. Enable progress snapshotting for restoring progress after crashes or interruptions

snapshot_file : string, [default=None]. Learn progress snapshot file path, if None will use default filename snapshot_interval: int, [default=600]. Interval between saving snapshots (seconds)

init_model : CatBoost class or string, [default=None]. Continue training starting from the existing model. If this parameter is a string, load initial model from the path specified by this string.

Returns

-------

model : CatBoost

"""

params = deepcopy(self._init_params)

_process_synonyms(params)

if 'loss_function' in params:

X: catboost。pool或list或numpy。ndarray或pandas.DataFrame或pandas.Series。如果不是catboost。Pool，二维特征矩阵或字符串文件与数据集。

y: list或numpy。ndarray或pandas.DataFrame或pandas.Series。可选(默认= None)。标签，类似于一维数组。仅当X不是catboost.Pool时使用。

cat_features: list或numpy.ndarray,可选(默认= None)。如果不是None，则给出类别列索引的列表。仅当X不是catboost.Pool时使用。

sample_weight:列表或numpy。ndarray或pandas.DataFrame或pandas.Series,可选(默认= None)。实例权重，类似于一维数组。

baseline:列表或numpy。ndarray,可选(默认= None)。如果不是None，则给出像data这样的二维数组。仅当X不是catboost.Pool时使用。

use_best_model: bool，可选(默认为None)。标记使用最佳模型

eval_set: catboost。Pool或列表，可选(默认为None)。(X, y)元组对的列表，用作早期停止的验证集。

metric_period: int。评估指标的频率。

verbose: bool或int。如果verbose是bool，那么如果设置为True, logging_level将设置为verbose，如果设置为False, logging_level将设置为Silent。如果verbose为int，则它确定向输出写入指标的频率，并将logging_level设置为verbose。

silent : bool。如果silent为True, loging_level设置为silent。如果silent为False, loging_level设置为Verbose。

logging_level:字符串，可选(默认为None)。可能的值:

——“沉默”

——“详细”

——“信息”

——“调试”

plot: bool，可选(默认=False)。如果为真，在Jupyter中绘制训练集和测试集的error

verbose_eval: bool或int。详细的同义词。应该只设置这些参数中的一个。

early_stopping_rounds: int。激活Iter过拟合检测器，od_wait设置为early_stopping_rounds。

save_snapshot: bool， [default=None]。启用进度快照，以便在崩溃或中断后恢复进度

snapshot_file: string， [default=None]。学习进度快照文件路径，如果没有将使用默认文件名snapshot_interval: int，[默认=600]。保存快照的时间间隔(秒)

init_model: CatBoost类或字符串，[default=None]。从现有的模式开始继续培训。如果该参数为字符串，则从该字符串指定的路径加载初始模型。

self._check_is_regressor_loss(params['loss_function'])

return self._fit(X, y, cat_features, None, None, None, sample_weight, None, None, None,

None, baseline,

use_best_model, eval_set, verbose, logging_level, plot, column_description,

verbose_eval, metric_period, silent, early_stopping_rounds,

save_snapshot, snapshot_file, snapshot_interval, init_model)

def predict(self, data, prediction_type=None, ntree_start=0, ntree_end=0, thread_count=-

1, verbose=None):

"""

Predict with data.

Parameters

----------

data : catboost.Pool or list of features or list of lists or numpy.ndarray or pandas. DataFrame or pandas.Series or catboost.FeaturesData. Data to apply model on. If data is a simple list (not list of lists) or a one-dimensional numpy.ndarray it is interpreted as a list of features for a single object.

prediction_type : string, optional (default='RawFormulaVal'). Can be:

- 'RawFormulaVal' : return raw formula value.

- 'Exponent' : return Exponent of raw formula value.

ntree_start: int, optional (default=0)

Model is applied on the interval [ntree_start, ntree_end) (zero-based indexing).

ntree_end: int, optional (default=0)

Model is applied on the interval [ntree_start, ntree_end) (zero-based indexing). If value equals to 0 this parameter is ignored and ntree_end equal to tree_count_.

thread_count : int (default=-1). The number of threads to use when applying the model. Allows you to optimize the speed of execution. This parameter doesn't affect results. If -1, then the number of threads is set to the number of CPU cores.

verbose : bool. If True, writes the evaluation metric measured set to stderr.

Returns

-------

prediction : If data is for a single object, the return value is single float formula return value otherwise one-dimensional numpy.ndarray of formula return values for each object.

"""

if prediction_type is None:

prediction_type = self._get_default_prediction_type()

return self._predict(data, prediction_type, ntree_start, ntree_end, thread_count, verbose,

'predict')

参数

---------

data : catboost。池或特性列表或列表的列表或numpy。ndarray或熊猫。DataFrame或熊猫。系列或catboost.FeaturesData。应用模型的数据。如果data是一个简单的列表(不是列表的列表)或一维numpy。ndarray它被解释为一个对象的特性列表。

prediction_type :字符串，可选(默认为'RawFormulaVal')。可以是:

- 'RawFormulaVal':返回原始公式值。

- 'Exponent':返回原始公式值的指数。

ntree_start: int，可选(默认为0)

模型应用于区间[ntree_start, ntree_end)(从零开始索引)。

ntree_end: int，可选(默认为0)

模型应用于区间[ntree_start, ntree_end)(从零开始索引)。如果value等于0，则忽略该参数，ntree_end等于tree_count_。

thread_count :int(默认=-1)。应用模型时要使用的线程数。允许您优化执行速度。此参数不影响结果。如果-1，则线程数设置为CPU核数。

verbose :bool。如果为真，则将评估度量值写入stderr。

-------

prediction：如果数据是针对单个对象的，则返回值为单个float公式返回值，否则为一维numpy。ndarray的公式返回每个对象的值。

def staged_predict(self, data, prediction_type='RawFormulaVal', ntree_start=0,

ntree_end=0, eval_period=1, thread_count=-1, verbose=None):

"""

Predict target at each stage for data.

Parameters

----------

ntree_start: int, optional (default=0). Model is applied on the interval [ntree_start, ntree_end) with the step eval_period (zero-based indexing).

ntree_end: int, optional (default=0).Model is applied on the interval [ntree_start, ntree_end) with the step eval_period (zero-based indexing). If value equals to 0 this parameter is ignored and ntree_end equal to tree_count_.

eval_period: int, optional (default=1). Model is applied on the interval [ntree_start, ntree_end) with the step eval_period (zero-based indexing).

verbose : bool. If True, writes the evaluation metric measured set to stderr.

Returns

-------

prediction : generator for each iteration that generates:If data is for a single object, the return value is single float formula return value otherwise one-dimensional numpy.ndarray of formula return values for each object.

"""

return self._staged_predict(data, prediction_type, ntree_start, ntree_end, eval_period,

thread_count, verbose, 'staged_predict')

data : catboost。池或特性列表或列表的列表或numpy。ndarray或DataFrame 或pandas.Series or catboost.FeaturesData。应用模型的数据。如果data是一个简单的列表(不是列表的列表)或一维numpy。ndarray它被解释为一个对象的特性列表。

ntree_start: int，可选(默认为0)。模型应用于间隔[ntree_start, ntree_end)，步长为eval_period(从零开始索引)。

ntree_end:int，可选(默认为0)。模型应用于间隔[ntree_start, ntree_end)，步长为eval_period(从零开始索引)。如果value等于0，则忽略该参数，ntree_end等于tree_count_。

eval_period: int，可选(默认为1)。模型应用于间隔[ntree_start, ntree_end)，步长为eval_period(从零开始索引)。

thread_count : int(默认=-1)。应用模型时要使用的线程数。允许您优化执行速度。此参数不影响结果。如果-1，则线程数设置为CPU核数。

verbose :bool。如果为真，则将评估度量值写入stderr。

-------

prediction :为每个迭代生成的生成器:如果数据是针对单个对象的，则返回值为单个float公式返回值，否则为一维numpy。ndarray的公式返回每个对象的值。

def score(self, X, y=None):

"""

Calculate R^2.

Parameters

----------

X : catboost.Pool or list or numpy.ndarray or pandas.DataFrame or pandas.Series.Data to apply model on.

y : list or numpy.ndarray.True labels.

Returns

-------

R^2 : float

"""

if isinstance(X, Pool):

if y is not None:

raise CatBoostError("Wrong initializing y: X is catboost.Pool object, y must be

initialized inside catboost.Pool.")

y = X.get_label()

if y is None:

raise CatBoostError("Label in X has not initialized.")

elif y is None:

raise CatBoostError("y should be specified.")

y = np.array(y, dtype=np.float64)

predictions = self._predict(X,

prediction_type=self._get_default_prediction_type(),

ntree_start=0,

ntree_end=0,

thread_count=-1,

verbose=None,

parent_method_name='score')

loss = self._object._get_loss_function_name()

if loss == 'RMSEWithUncertainty':

predictions = predictions[:0]

total_sum_of_squares = np.sum((y - y.mean(axis=0)) ** 2)

residual_sum_of_squares = np.sum((y - predictions) ** 2)

return 1 - residual_sum_of_squares / total_sum_of_squares

def _check_is_regressor_loss(self, loss_function):

is_regression = self._is_regression_objective(loss_function) or self.

_is_multiregression_objective(loss_function)

if isinstance(loss_function, str) and not is_regression:

raise CatBoostError("Invalid loss_function='{}': for regressor use "

"RMSE, MultiRMSE, MAE, Quantile, LogLinQuantile, Poisson, MAPE, Lq or custom

objective object".format(loss_function))

def _get_default_prediction_type(self):

# TODO(ilyzhin) change on get_all_params after MLTOOLS-4758

params = deepcopy(self._init_params)

_process_synonyms(params)

loss_function = params.get('loss_function')

if loss_function and isinstance(loss_function, str):

if loss_function.startswith('Poisson') or loss_function.startswith('Tweedie'):

return 'Exponent'

if loss_function == 'RMSEWithUncertainty':

return 'RMSEWithUncertainty'

return 'RawFormulaVal'

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ML之catboost：catboost的CatBoostRegressor函数源代码简介、解读之详细攻略

ML之catboost：catboost的CatBoostRegressor函数源代码简介、解读之详细攻略目录catboost的CatBoostRegressor函数源代码简介、解读catboost的CatBoostRegressor函数源代码简介、解读 class CatBoostRegressorFound at: catboost.core class CatBoostRegressor(CatBoost): _...
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