lgb交叉验证

def Model_lgb(train,test,features,target,params,n_estimators):
    X_train = train[features].values
    y_train = train[target].values
    X_test = test[features].values

    folds = KFold(n_splits=5, shuffle=True, random_state=1)
    oof_lgb = np.zeros((X_train.shape[0]))
    predictions = np.zeros((len(test)))
    lgb_importance = []

    for fold_, (trn_idx, val_idx) in enumerate(folds.split(X_train, y_train)):
        print("fold n°{}".format(fold_+1))
        print(X_train[trn_idx].shape,type(X_train))
        x_tr,y_tr = X_train[trn_idx],y_train[trn_idx]
        x_va,y_va = X_train[val_idx],y_train[val_idx]

        trn_data = lgb.Dataset(x_tr, y_tr)
        val_data = lgb.Dataset(x_va, y_va)
        clf = lgb.train(params, trn_data, num_boost_round = n_estimators, valid_sets = [trn_data, val_data], verbose_eval=1, early_stopping_rounds = 50)#,
        oof_lgb[val_idx] = clf.predict(x_va, num_iteration=clf.best_iteration)
        lgb_importance.append(clf.feature_importance())
        predictions += clf.predict(X_test, num_iteration=clf.best_iteration) / folds.n_splits
    print('valid_ACC = {}'.format(abs(y_train-oof_lgb).mean()))
    gc.collect()
    return predictions,lgb_importance,oof_lgb
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好的,以下是一个用 Python 实现 lgb 模型的 k 折交叉验证的示例代码: ```python import lightgbm as lgb from sklearn.model_selection import KFold from sklearn.metrics import mean_squared_error # 加载数据 X, y = load_data() # 定义参数 params = { 'objective': 'regression', 'metric': 'rmse', 'num_leaves': 31, 'learning_rate': 0.05, 'feature_fraction': 0.9 } # 定义 k 折交叉验证 kf = KFold(n_splits=5, shuffle=True, random_state=42) scores = [] # 执行 k 折交叉验证 for train_idx, val_idx in kf.split(X): # 划分训练集和验证集 X_train, y_train = X[train_idx], y[train_idx] X_val, y_val = X[val_idx], y[val_idx] # 定义数据集 train_data = lgb.Dataset(X_train, label=y_train) val_data = lgb.Dataset(X_val, label=y_val) # 训练模型 model = lgb.train(params, train_data, num_boost_round=1000, valid_sets=[train_data, val_data], early_stopping_rounds=50, verbose_eval=100) # 预测验证集 y_pred = model.predict(X_val, num_iteration=model.best_iteration) # 计算评估指标 score = mean_squared_error(y_val, y_pred, squared=False) scores.append(score) # 输出 k 折交叉验证的平均分数 print('Average RMSE:', sum(scores) / len(scores)) ``` 这段代码中,我们首先加载数据并定义 lgb 模型的参数。然后,我们使用 sklearn 的 KFold 函数定义了一个 5 折交叉验证器,并执行了 k 折交叉验证过程。在每一次交叉验证中,我们首先将数据划分成训练集和验证集,然后定义 lgb 的数据集并训练模型。最后,我们使用训练好的模型对验证集进行预测并计算评估指标。最终,我们输出 k 折交叉验证的平均分数作为模型的性能指标。
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