机器学习-初级进阶（k次交叉验证；网状搜索）

一、k次交叉验证

1. 原理

   
   将数据集划分为若干等分，然后对每一等分数据当测试集数据进行验证，最后对每一个测试结果进行汇总取平均值

2. 代码实现

   数据:

    User ID  Gender   Age  EstimatedSalary  Purchased
   15624510    Male  19.0          19000.0          0
   15810944    Male  35.0          20000.0          0
   15668575  Female  26.0          43000.0          0
   15603246  Female  27.0          57000.0          0
   ...
   此数据为针对不同的用户信息，是否会点击投放的广告
   

   代码：

   from sklearn.model_selection import train_test_split
   from sklearn.model_selection import cross_val_score
   from sklearn.preprocessing import StandardScaler
   from sklearn.model_selection import GridSearchCV
   from sklearn.metrics import confusion_matrix
   from sklearn.svm import SVC
   import pandas as pd
   
   
   # Importing the dataset
   dataset = pd.read_csv('Social_Network_Ads.csv')
   X = dataset.iloc[:, [2, 3]].values
   y = dataset.iloc[:, 4].values
   
   # Splitting the dataset into the Training set and Test set
   X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25, random_state = 0)
   
   # Feature Scaling
   sc = StandardScaler()
   X_train = sc.fit_transform(X_train)
   X_test = sc.transform(X_test)
   
   # Fitting Kernel SVM to the Training set
   classifier = SVC(kernel='rbf', random_state=0)
   classifier.fit(X_train, y_train)
   
   # Predicting the Test set results
   y_pred = classifier.predict(X_test)
   
   # Making the Confusion Matrix
   cm = confusion_matrix(y_test, y_pred)
   
   # 应用K次交叉验证
   accuracies = cross_val_score(estimator=classifier, X=X_train, y=y_train, cv=10)  # cv: 将X划为几个等分进行测试
   accuracies.mean()
   accuracies.std()
   

   结果：
   accuracies.mean()： 0.9005302187615868
   accuracies.std()：0.06388957356626285

二、网状搜索

1. 原理

   对于一次数据拟合模型中类的参数如果比较多，那么对于自己手动变更这些参数寻找最佳参数相对比较繁琐，所以利用机器学习类中的网状搜索算法实现最佳参数选择，效率会有很大的提升
   

2. 代码实现

   数据：
   数据于上面的”k次交叉验证“的数据是一样的
   代码：

   from sklearn.model_selection import train_test_split
   from sklearn.model_selection import cross_val_score
   from sklearn.preprocessing import StandardScaler
   from sklearn.model_selection import GridSearchCV
   from sklearn.metrics import confusion_matrix
   from sklearn.svm import SVC
   import pandas as pd
   
   
   # Importing the dataset
   dataset = pd.read_csv('Social_Network_Ads.csv')
   X = dataset.iloc[:, [2, 3]].values
   y = dataset.iloc[:, 4].values
   
   # Splitting the dataset into the Training set and Test set
   X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25, random_state = 0)
   
   # Feature Scaling
   sc = StandardScaler()
   X_train = sc.fit_transform(X_train)
   X_test = sc.transform(X_test)
   
   # Fitting Kernel SVM to the Training set
   classifier = SVC(kernel='rbf', random_state=0)
   classifier.fit(X_train, y_train)
   
   # Predicting the Test set results
   y_pred = classifier.predict(X_test)
   
   # Making the Confusion Matrix
   cm = confusion_matrix(y_test, y_pred)
   
   # 应用K次交叉验证
   accuracies = cross_val_score(estimator=classifier, X=X_train, y=y_train, cv=10)  # cv: 将X划为几个等分进行测试
   print(accuracies.mean())
   print(accuracies.std())
   
   # 网状搜索
   parameters = [
       {'C': [1, 10, 100, 1000], 'kernel': ['linear']},
       {'C': [1, 2, 3, 4], 'kernel': ['rbf'], 'gamma': [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 1]},
   
   ]
   
   grid_search = GridSearchCV(
       estimator=classifier,
       param_grid=parameters,
       scoring="accuracy",  # 最后将不同参数配置的结果以什么样的方式展示
       cv=10  # 将数据划分为几份
       # n_jobs=-1
   )
   
   grid_search = grid_search.fit(X_train, y_train)
   best_accuracy = grid_search.best_score_
   best_parameter = grid_search.best_params_
   

   输出结果：
   best_accuracy：0.9033333333333333
   best_parameter： {‘C’: 1, ‘gamma’: 0.7, ‘kernel’: ‘rbf’}