评估模型的性能并调参

网格搜索和随机网格搜索

# 使用网格搜索进行超参数调优：
# 方式1：网格搜索GridSearchCV()
from sklearn.model_selection import GridSearchCV
from sklearn.svm import SVC
import time

start_time = time.time()
pipe_svc = make_pipeline(StandardScaler(),SVC(random_state=1))
param_range = [0.0001,0.001,0.01,0.1,1.0,10.0,100.0,1000.0]
param_grid = [{'svc__C':param_range,'svc__kernel':['linear']},{'svc__C':param_range,'svc__gamma':param_range,'svc__kernel':['rbf']}]
gs = GridSearchCV(estimator=pipe_svc,param_grid=param_grid,scoring='accuracy',cv=10,n_jobs=-1)
gs = gs.fit(X,y)
end_time = time.time()
print("网格搜索经历时间：%.3f S" % float(end_time-start_time))
print(gs.best_score_)
print(gs.best_params_)

# 方式2：随机网格搜索RandomizedSearchCV()
from sklearn.model_selection import RandomizedSearchCV
from sklearn.svm import SVC
import time

start_time = time.time()
pipe_svc = make_pipeline(StandardScaler(),SVC(random_state=1))
param_range = [0.0001,0.001,0.01,0.1,1.0,10.0,100.0,1000.0]
param_grid = [{'svc__C':param_range,'svc__kernel':['linear']},{'svc__C':param_range,'svc__gamma':param_range,'svc__kernel':['rbf']}]
# param_grid = [{'svc__C':param_range,'svc__kernel':['linear','rbf'],'svc__gamma':param_range}]
gs = RandomizedSearchCV(estimator=pipe_svc, param_distributions=param_grid,scoring='accuracy',cv=10,n_jobs=-1)
gs = gs.fit(X,y)
end_time = time.time()
print("随机网格搜索经历时间：%.3f S" % float(end_time-start_time))
print(gs.best_score_)
print(gs.best_params_)

混淆矩阵和ROC曲线（类别为两类）

# 混淆矩阵：
# 加载数据
df = pd.read_csv("/wdbc.data",header=None)
'''
乳腺癌数据集：569个恶性和良性肿瘤细胞的样本，M为恶性，B为良性
'''
# 做基本的数据预处理
from sklearn.preprocessing import LabelEncoder

X = df.iloc[:,2:].values
y = df.iloc[:,1].values
le = LabelEncoder()    #将M-B等字符串编码成计算机能识别的0-1
y = le.fit_transform(y)
le.transform(['M','B'])
# 数据切分8：2
from sklearn.model_selection import train_test_split

X_train,X_test,y_train,y_test = train_test_split(X,y,test_size=0.2,stratify=y,random_state=1)
from sklearn.svm import SVC
pipe_svc = make_pipeline(StandardScaler(),SVC(random_state=1))
from sklearn.metrics import confusion_matrix

pipe_svc.fit(X_train,y_train)
y_pred = pipe_svc.predict(X_test)
confmat = confusion_matrix(y_true=y_test,y_pred=y_pred)
fig,ax = plt.subplots(figsize=(2.5,2.5))
ax.matshow(confmat, cmap=plt.cm.Blues,alpha=0.3)
for i in range(confmat.shape[0]):
    for j in range(confmat.shape[1]):
        ax.text(x=j,y=i,s=confmat[i,j],va='center',ha='center')
plt.xlabel('predicted label')
plt.ylabel('true label')
plt.show()

# 绘制ROC曲线：
from sklearn.metrics import roc_curve,auc
from sklearn.metrics import make_scorer,f1_score
scorer = make_scorer(f1_score,pos_label=0)
gs = GridSearchCV(estimator=pipe_svc,param_grid=param_grid,scoring=scorer,cv=10)
y_pred = gs.fit(X_train,y_train).decision_function(X_test)
#y_pred = gs.predict(X_test)
fpr,tpr,threshold = roc_curve(y_test, y_pred) ###计算真阳率和假阳率
roc_auc = auc(fpr,tpr) ###计算auc的值
plt.figure()
lw = 2
plt.figure(figsize=(7,5))
plt.plot(fpr, tpr, color='darkorange',
         lw=lw, label='ROC curve (area = %0.2f)' % roc_auc) ###假阳率为横坐标，真阳率为纵坐标做曲线
plt.plot([0, 1], [0, 1], color='navy', lw=lw, linestyle='--')
plt.xlim([-0.05, 1.0])
plt.ylim([-0.05, 1.05])
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver operating characteristic ')
plt.legend(loc="lower right")
plt.show()

引用链接