本文介绍了如何利用Stacking技术融合随机森林（RF）、Adaboost、梯度提升（GB）、Extra Trees和线性回归等多种机器学习模型，以提高工业蒸汽预测的准确性。通过K折交叉验证，展示了每种模型的性能，并最终选择了LightGBM作为融合模型。
代码
# 工业蒸汽多模型融合stacking
from sklearn.model_selection import KFold
import pandas as pd
import numpy as np
from scipy import sparse
import xgboost
import lightgbm
from sklearn.ensemble import RandomForestRegressor
from sklearn.ensemble import AdaBoostRegressor
from sklearn.ensemble import GradientBoostingRegressor
from sklearn.ensemble import ExtraTreesRegressor
from sklearn.linear_model import LinearRegression
from sklearn.metrics import mean_squared_error
def stacking_reg(clf, train_x, train_y, test_x, clf_name, kf,
label_split=None):
train = np.zeros((train_x.shape[0], 1))
test = np.zeros((test_x.shape[0], 1))
test_pre = np.empty((folds, test_x.shape[0], 1))
cv_scores = []
for i, (train_index,
test_index) in enumerate(kf.split(train_x, label_split)):
tr_x = train_x[train_index]
tr_y = train_y[train_index]
te_x = train_x[test_index]
te_y = train_y[test_index]
if clf_name in ["rf", "ada", "gb", "et", "lr", "lsvc", "knn"]:
clf.fit(tr_x, tr_y)
pre = clf.predict(te_x).reshape(-1, 1)
train[test_index] = pre
test_pre[i, :] = clf.predict(test_x).reshape(-1, 1)
cv_scores.append(mean_squared_error(te_y, pre))
elif clf_name in ["xgb"]:
train_matrix = clf.DMatrix(tr_x, label=tr_y, missing=-1)
test_matrix = clf.DMatrix(te_x, label=te_y, missing=-1)
z = clf.DMatrix(test_x, label=te_y, missing=-1)
params = {
'booster': 'gbtree',
'eval_metric': 'rmse',
'gamma': 1,
'min_child_weight': 1.5,
'max_depth': 5,
'lambda': 10,
'subsample': 0.7,
'colsample_bytree': 0.7,
'colsample_bylevel': 0.7,
'eta': 0.03,
'tree_method': 'exact',
'seed': 2017,
'nthread': 12
}
num_round = 10000
early_stopping_rounds = 100
watchlist = [(train_matrix, 'train'), (test_matrix, 'eval')]
if test_matrix:
model = clf.train(
params,
train_matrix,
num_boost_round=num_round,
evals=watchlist,
early_stopping_rounds=early_stopping_rounds)
pre = model.predict(
test_matrix,
ntree_limit=model.best_ntree_limit).reshape(-1, 1)
train[test_index] = pre
test_pre[i, :] = model.predict(
z, ntree_limit=model.best_ntree_limit).reshape(-1, 1)
cv_scores.append(mean_squared_error(te_y, pre))
elif clf_name in ["lgb"]:
train_matrix = clf.Dataset(tr_x, label=tr_y)
test_matrix = clf.Dataset(te_x, label=te_y)
params = {
'boosting_type': 'gbdt',
'objective': 'regression_l2',
'metric': 'mse',
'min_child_weight': 1.5,
'num_leaves': 2**5,
'lambda_l2': 10,
'subsample': 0.7,
'colsample_bytree': 0.7,
'colsample_bylevel': 0.7,
'learning_rate': 0.03,
'tree_method': 'exact',
'seed': 2017,
'nthread': 12,
'silent': True,
}
num_round = 10000
early_stopping_rounds = 100
if test_matrix:
model = clf.train(
params,
train_matrix,
num_round,
valid_sets=test_matrix,
early_stopping_rounds=early_stopping_rounds)
pre = model.predict(
te_x,
num_iteration=model.best_iteration).reshape(-1, 1)
train[test_index] = pre
test_pre[i, :] = model.predict(
test_x,
num_iteration=model.best_iteration).reshape(-1, 1)
cv_scores.append(mean_squared_error(te_y, pre))
else:
raise IOError("Please add new clf.")
print("%s now score is:" % clf_name, cv_scores) # 每次交叉验证集均方分数
test[:] = test_pre.mean(axis=0)
print("%s_score_list:" % clf_name, cv_scores) # 每次交叉验证集均方分数合集
print("%s_score_mean:" % clf_name, np.mean(cv_scores)) # 每次交叉验证集均方分数平均值
return train.reshape(-1, 1), test.reshape(-1, 1)
# 模型融合stacking基学习器
def rf_reg(x_train, y_train, x_valid, kf, label_split=None):
randomforest = RandomForestRegressor(n_estimators=600,
max_depth=20,
n_jobs=-1,
random_state=2017,
max_features="auto",
verbose=1)
rf_train, rf_test = stacking_reg(randomforest,
x_train,
y_train,
x_valid,
"rf",
kf,
label_split=label_split)
return rf_train, rf_test, "rf_reg"
def ada_reg(x_train, y_train, x_valid, kf, label_split=None):
adaboost = AdaBoostRegressor(n_estimators=30,
random_state=2017,
learning_rate=0.01)
ada_train, ada_test = stacking_reg(adaboost,
x_train,
y_train,
x_valid,
"ada",
kf,
label_split=label_split)
return ada_train, ada_test, "ada_reg"
def gb_reg(x_train, y_train, x_valid, kf, label_split=None):
gbdt = GradientBoostingRegressor(learning_rate=0.04,
n_estimators=100,
subsample=0.8,
random_state=2017,
max_depth=5,
verbose=1)
gbdt_train, gbdt_test = stacking_reg(gbdt,
x_train,
y_train,
x_valid,
"gb",
kf,
label_split=label_split)
return gbdt_train, gbdt_test, "gb_reg"
def et_reg(x_train, y_train, x_valid, kf, label_split=None):
extratree = ExtraTreesRegressor(n_estimators=600,
max_depth=35,
max_features="auto",
n_jobs=-1,
random_state=2017,
verbose=1)
et_train, et_test = stacking_reg(extratree,
x_train,
y_train,
x_valid,
"et",
kf,
label_split=label_split)
return et_train, et_test, "et_reg"
def lr_reg(x_train, y_train, x_valid, kf, label_split=None):
lr_reg = LinearRegression(n_jobs=-1)
lr_train, lr_test = stacking_reg(lr_reg,
x_train,
y_train,
x_valid,
"lr",
kf,
label_split=label_split)
return lr_train, lr_test, "lr_reg"
def xgb_reg(x_train, y_train, x_valid, kf, label_split=None):
xgb_train, xgb_test = stacking_reg(xgboost,
x_train,
y_train,
x_valid,
"xgb",
kf,
label_split=label_split)
return xgb_train, xgb_test, "xgb_reg"
def lgb_reg(x_train, y_train, x_valid, kf, label_split=None):
lgb_train, lgb_test = stacking_reg(lightgbm,
x_train,
y_train,
x_valid,
"lgb",
kf,
label_split=label_split)
return lgb_train, lgb_test, "lgb_reg"
# 模型融合stacking预测
def stacking_pred(
x_train,y_train,
x_valid,kf,
clf_list,label_split=None,
clf_fin="lgb",
if_concat_origin=True):
for k, clf_list in enumerate(clf_list):
clf_list = [clf_list]
column_list = []
train_data_list = []
test_data_list = []
for clf in clf_list:
train_data, test_data, clf_name = clf(
x_train,
y_train,
x_valid,
kf,
label_split=label_split)
train_data_list.append(train_data)
test_data_list.append(test_data)
column_list.append("clf_%s" % (clf_name))
train = np.concatenate(train_data_list, axis=1) # axis=1 按行拼接
test = np.concatenate(test_data_list, axis=1)
if if_concat_origin:
train = np.concatenate([x_train, train], axis=1)
test = np.concatenate([x_valid, test], axis=1)
print(x_train.shape)
print(train.shape)
print(clf_name)
print(clf_name in ["lgb"])
if clf_fin in ["rf", "ada", "gb", "et", "lr", "lsvc", "knn"]:
if clf_fin in ["rf"]:
clf = RandomForestRegressor(
n_estimators=600,
max_depth=20,
n_jobs=-1,
random_state=2017,
max_features="auto",
verbose=1)
elif clf_fin in ["ada"]:
clf = AdaBoostRegressor(
n_estimators=30,
random_state=2017,
learning_rate=0.01)
elif clf_fin in ["gb"]:
clf = GradientBoostingRegressor(
learning_rate=0.04,
n_estimators=100,
subsample=0.8,
random_state=2017,
max_depth=5,
verbose=1)
elif clf_fin in ["et"]:
clf = ExtraTreesRegressor(
n_estimators=600,
max_depth=35,
max_features="auto",
n_jobs=-1,
random_state=2017,
verbose=1)
elif clf_fin in ["lr"]:
clf = LinearRegression(n_jobs=-1)
clf.fit(train, y_train)
pre = clf.predict(test).reshape(-1, 1)
return pre
elif clf_fin in ["xgb"]:
clf = xgboost
train_matrix = clf.DMatrix(train,
label=y_train, missing=-1)
test_matrix = clf.DMatrix(train,
label=y_train, missing=-1)
params = {
'booster': 'gbtree',
'eval_metric': 'rmse',
'gamma': 1,
'min_child_weight': 1.5,
'max_depth': 5,
'lambda': 10,
'subsample': 0.7,
'colsample_bytree': 0.7,
'colsample_bylevel': 0.7,
'eta': 0.03,
'tree_method': 'exact',
'seed': 2017,
'nthread': 12
}
num_round = 10000
early_stopping_rounds = 100
watchlist = [(train_matrix, 'train'), (test_matrix, 'eval')]
model = clf.train(
params,
train_matrix,
num_boost_round=num_round,
evals=watchlist,
early_stopping_rounds=early_stopping_rounds)
pre = model.predict(
test,
ntree_limit=model.best_ntree_limit).reshape(-1, 1)
return pre
elif clf_fin in ["lgb"]:
print(clf_name)
clf = lightgbm
train_matrix = clf.Dataset(train, label=y_train)
test_matrix = clf.Dataset(train, label=y_train)
params = {
'boosting_type': 'gbdt',
'objective': 'regression_l2',
'metric': 'mse',
'min_child_weight': 1.5,
'num_leaves': 2**5,
'lambda_l2': 10,
'subsample': 0.7,
'colsample_bytree': 0.7,
'colsample_bylevel': 0.7,
'learning_rate': 0.03,
'tree_method': 'exact',
'seed': 2017,
'nthread': 12,
'silent': True,
}
num_round = 10000
early_stopping_rounds = 100
model = clf.train(
params,
train_matrix,
num_round,
valid_sets=test_matrix,
early_stopping_rounds=early_stopping_rounds)
print('pred')
pre = model.predict(
test,
num_iteration=model.best_iteration).reshape(-1, 1)
print(pre)
return pre
# 模型验证
# 加载数据
with open("蒸汽预测数据/zhengqi_train.txt") as fr:
data_train=pd.read_table(fr,sep="\t")
with open("蒸汽预测数据/zhengqi_test.txt") as fr_test:
data_test=pd.read_table(fr_test,sep="\t")
# K折交叉验证
from sklearn.model_selection import StratifiedKFold, KFold
folds = 5
seed = 1
kf = KFold(n_splits=5, shuffle=True, random_state=0)
# 使用lr_reg和lgb_reg进行融合预测
# 训练集和测试集数据
x_train = data_train[data_test.columns].values
x_valid = data_test[data_test.columns].values
y_train = data_train['target'].values
# 使用lr_reg和lgb_reg进行融合预测
clf_list = [lr_reg, rf_reg]
##很容易过拟合
pred = stacking_pred(x_train, y_train, x_valid, kf, clf_list, label_split=None, clf_fin="lr", if_concat_origin=True)
运行结果
lr now score is: [0.11573216950871242]
lr now score is: [0.11573216950871242, 0.09417486426618937]
lr now score is: [0.11573216950871242, 0.09417486426618937, 0.10805046561851067]
lr now score is: [0.11573216950871242, 0.09417486426618937, 0.10805046561851067, 0.12420887065601553]
lr now score is: [0.11573216950871242, 0.09417486426618937, 0.10805046561851067, 0.12420887065601553, 0.11940113841914012]
lr_score_list: [0.11573216950871242, 0.09417486426618937, 0.10805046561851067, 0.12420887065601553, 0.11940113841914012]
lr_score_mean: 0.11231350169371361
[Parallel(n_jobs=-1)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=-1)]: Done 34 tasks | elapsed: 0.2s
[Parallel(n_jobs=-1)]: Done 184 tasks | elapsed: 1.5s
[Parallel(n_jobs=-1)]: Done 434 tasks | elapsed: 3.5s
[Parallel(n_jobs=-1)]: Done 600 out of 600 | elapsed: 4.9s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.0s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.0s finished
rf now score is: [0.1309600366304379]
[Parallel(n_jobs=-1)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=-1)]: Done 34 tasks | elapsed: 0.2s
[Parallel(n_jobs=-1)]: Done 184 tasks | elapsed: 1.4s
[Parallel(n_jobs=-1)]: Done 434 tasks | elapsed: 3.4s
[Parallel(n_jobs=-1)]: Done 600 out of 600 | elapsed: 4.7s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.0s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.0s finished
rf now score is: [0.1309600366304379, 0.11240018165273069]
[Parallel(n_jobs=-1)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=-1)]: Done 34 tasks | elapsed: 0.2s
[Parallel(n_jobs=-1)]: Done 184 tasks | elapsed: 1.4s
[Parallel(n_jobs=-1)]: Done 434 tasks | elapsed: 3.3s
[Parallel(n_jobs=-1)]: Done 600 out of 600 | elapsed: 4.7s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.0s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.0s finished
rf now score is: [0.1309600366304379, 0.11240018165273069, 0.11840295447561401]
[Parallel(n_jobs=-1)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=-1)]: Done 34 tasks | elapsed: 0.2s
[Parallel(n_jobs=-1)]: Done 184 tasks | elapsed: 1.5s
[Parallel(n_jobs=-1)]: Done 434 tasks | elapsed: 3.5s
[Parallel(n_jobs=-1)]: Done 600 out of 600 | elapsed: 4.8s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.0s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.0s finished
rf now score is: [0.1309600366304379, 0.11240018165273069, 0.11840295447561401, 0.1366369446348409]
[Parallel(n_jobs=-1)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=-1)]: Done 34 tasks | elapsed: 0.2s
[Parallel(n_jobs=-1)]: Done 184 tasks | elapsed: 1.4s
[Parallel(n_jobs=-1)]: Done 434 tasks | elapsed: 3.4s
[Parallel(n_jobs=-1)]: Done 600 out of 600 | elapsed: 4.7s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.0s finished
[Parallel(n_jobs=8)]: Using backend ThreadingBackend with 8 concurrent workers.
[Parallel(n_jobs=8)]: Done 34 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 184 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 434 tasks | elapsed: 0.0s
[Parallel(n_jobs=8)]: Done 600 out of 600 | elapsed: 0.1s finished
rf now score is: [0.1309600366304379, 0.11240018165273069, 0.11840295447561401, 0.1366369446348409, 0.12182212501679611]
rf_score_list: [0.1309600366304379, 0.11240018165273069, 0.11840295447561401, 0.1366369446348409, 0.12182212501679611]
rf_score_mean: 0.12404444848208393
(2888, 38)
(2888, 39)
rf_reg
False
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