实现kaggle房价预测
导入所需模块:
%matplotlib inline
import torch
import torch.nn as nn
import numpy as np
import pandas as pd
print(torch.__version__)
torch.set_default_tensor_type(torch.FloatTensor)
读取数据集:
(具体以自己存放的数据集的位置为准)
train_data = pd.read_csv('./data/train.csv')
test_data = pd.read_csv('./data/test.csv')
数据集的基本情况:
train_data.shape # 输出 (1460, 81),训练数据集包括1460个样本、80个特征和1个标签。
test_data.shape # 输出 (1459, 80),测试数据集包括1459个样本、80个特征
#查看前5个样本的前4个特征、后2个特征和标签(SalePrice):
train_data.iloc[0:5, [0, 1, 2, 3, -3, -2, -1]]
第一个特征是Id,对于机器学习来说,id不能带来有效的特征信息,所以我们不使用这个属性作为特征。
# 将所有的训练数据和测试数据的79个特征按样本连结
all_features = pd.concat((train_data.iloc[:, 1:-1], test_data.iloc[:, 1:]))
对数据进行预处理:
numeric_features = all_features.dtypes[all_features.dtypes != 'object'].index
all_features[numeric_features] = all_features[numeric_features].apply(
lambda x: (x - x.mean()) / (x.std())) #标准化处理,对所有的特征减去均值,再除以标准差
# 标准化后,每个数值特征的均值变为0,所以可以直接用0来替换缺失值
all_features[numeric_features] = all_features[numeric_features].fillna(0)
# dummy_na=True将缺失值也当作合法的特征值并为其创建指示特征
这一步操作相当于进行one_hot编码
all_features = pd.get_dummies(all_features, dummy_na=True)
all_features.shape # (2919, 331),这一步转换将特征数从79增加到了331
#将numpy数据转化为tensor,便于后面的训练
n_train = train_data.shape[0]
train_features = torch.tensor(all_features[:n_train].values, dtype=torch.float)
test_features = torch.tensor(all_features[n_train:].values, dtype=torch.float)
train_labels = torch.tensor(train_data.SalePrice.values, dtype=torch.float).view(-1, 1)
标准化后,每个数值特征的均值变为0,所以可以直接用0来替换缺失值
使用one_hot编码将离散的特征分解成多个特征,分解之后的特征可以用0/1来表示,这样,这个转换将特征数从79增加到了331
定义模型所需的函数:
loss = torch.nn.MSELoss()
def get_net(feature_num):
net = nn.Linear(feature_num, 1)
for param in net.parameters():
nn.init.normal_(param, mean=0, std=0.01)
return net
#对数均方差损失的实现
def log_rmse(net, features, labels):
with torch.no_grad():
# 将小于1的值设成1,使得取对数时数值更稳定
clipped_preds = torch.max(net(features), torch.tensor(1.0))
rmse = torch.sqrt(loss(clipped_preds.log(), labels.log()))
return rmse.item()
给定预测值 y ^ 1 , … , y ^ n \hat y_1, \ldots, \hat y_n y^1,…,y^n和对应的真实标签 y 1 , … , y n y_1,\ldots, y_n y1,…,yn,对数均方根误差的定义为
1 n ∑ i = 1 n ( log ( y i ) − log ( y ^ i ) ) 2 . \sqrt{\frac{1}{n}\sum_{i=1}^n\left(\log(y_i)-\log(\hat y_i)\right)^2}. n1i=1∑n(log(yi)−log(y^i))2.
实现K折交叉验证:
def semilogy(x_vals, y_vals, x_label, y_label, x2_vals=None, y2_vals=None,
legend=None, figsize=(3.5, 2.5)):
set_figsize(figsize)
plt.xlabel(x_label)
plt.ylabel(y_label)
plt.semilogy(x_vals, y_vals)
if x2_vals and y2_vals:
plt.semilogy(x2_vals, y2_vals, linestyle=':')
plt.legend(legend)
def get_k_fold_data(k, i, X, y):
# 返回第i折交叉验证时所需要的训练和验证数据
assert k > 1
fold_size = X.shape[0] // k
X_train, y_train = None, None
for j in range(k):
idx = slice(j * fold_size, (j + 1) * fold_size)
X_part, y_part = X[idx, :], y[idx]
if j == i:
X_valid, y_valid = X_part, y_part
elif X_train is None:
X_train, y_train = X_part, y_part
else:
X_train = torch.cat((X_train, X_part), dim=0)
y_train = torch.cat((y_train, y_part), dim=0)
return X_train, y_train, X_valid, y_valid
def k_fold(k, X_train, y_train, num_epochs,
learning_rate, weight_decay, batch_size):
train_l_sum, valid_l_sum = 0, 0
for i in range(k):
data = get_k_fold_data(k, i, X_train, y_train)
net = get_net(X_train.shape[1])
train_ls, valid_ls = train(net, *data, num_epochs, learning_rate,
weight_decay, batch_size)
train_l_sum += train_ls[-1]
valid_l_sum += valid_ls[-1]
if i == 0:
semilogy(range(1, num_epochs + 1), train_ls, 'epochs', 'rmse',
range(1, num_epochs + 1), valid_ls,
['train', 'valid'])
print('fold %d, train rmse %f, valid rmse %f' % (i, train_ls[-1], valid_ls[-1]))
return train_l_sum / k, valid_l_sum / k
。
。
训练模型:
def train(net, train_features, train_labels, test_features, test_labels,
num_epochs, learning_rate, weight_decay, batch_size):
train_ls, test_ls = [], []
dataset = torch.utils.data.TensorDataset(train_features, train_labels)
train_iter = torch.utils.data.DataLoader(dataset, batch_size, shuffle=True)
# 这里使用了Adam优化算法
optimizer = torch.optim.Adam(params=net.parameters(), lr=learning_rate, weight_decay=weight_decay)
net = net.float()
for epoch in range(num_epochs):
for X, y in train_iter:
l = loss(net(X.float()), y.float())
optimizer.zero_grad()
l.backward()
optimizer.step()
train_ls.append(log_rmse(net, train_features, train_labels))
if test_labels is not None:
test_ls.append(log_rmse(net, test_features, test_labels))
return train_ls, test_ls
k, num_epochs, lr, weight_decay, batch_size = 5, 100, 5, 0, 64
train_l, valid_l = k_fold(k, train_features, train_labels, num_epochs, lr, weight_decay, batch_size)
print('%d-fold validation: avg train rmse %f, avg valid rmse %f' % (k, train_l, valid_l))
def train_and_pred(train_features, test_features, train_labels, test_data,
num_epochs, lr, weight_decay, batch_size):
net = get_net(train_features.shape[1])
train_ls, _ = train(net, train_features, train_labels, None, None,
num_epochs, lr, weight_decay, batch_size)
semilogy(range(1, num_epochs + 1), train_ls, 'epochs', 'rmse')
print('train rmse %f' % train_ls[-1])
preds = net(test_features).detach().numpy()
test_data['SalePrice'] = pd.Series(preds.reshape(1, -1)[0])
submission = pd.concat([test_data['Id'], test_data['SalePrice']], axis=1)
submission.to_csv('./submission.csv', index=False)
train_and_pred(train_features, test_features, train_labels, test_data, num_epochs, lr, weight_decay, batch_size)
上述代码执行完之后会生成一个submission.csv文件,该文件符合kaggle的提交格式,可以直接将结果再kaggle比赛链接进行提交。