import lightgbm as lgb
import xgboost as xgb
import catboost as cat
#传入:模型,训练集x,训练集y,测试集x,模型的名字
def cv_model(clf, train_x, train_y, test_x, clf_name):
#折叠次数5,随机数种子2020
folds = 5
seed = 2020
#分成4份训练集,1份测试集
kf = KFold(n_splits=folds, shuffle=True, random_state=seed)
#返回来一个给定形状和类型的用0填充的数组
train = np.zeros(train_x.shape[0])
test = np.zeros(test_x.shape[0])
cv_scores = []
#生成3个元组,for循环迭代这三个元组,得到train和test的索引
for i, (train_index, valid_index) in enumerate(kf.split(train_x, train_y)):
print('************************************ {} ************************************'.format(str(i+1)))
#训练集x,训练集y,测试集x,测试集y
trn_x, trn_y, val_x, val_y = train_x.iloc[train_index], train_y[train_index], train_x.iloc[valid_index], train_y[valid_index]
if clf_name == "lgb":
#训练数据要放到Dataset中供lgb使用
train_matrix = clf.Dataset(trn_x, label=trn_y)
valid_matrix = clf.Dataset(val_x, label=val_y)
#参数
params = {
'boosting_type': 'gbdt',
'objective': 'binary',
'metric': 'auc',
'min_child_weight': 5,
'num_leaves': 2 ** 5,
'lambda_l2': 10,
'feature_fraction': 0.8,
'bagging_fraction': 0.8,
'bagging_freq': 4,
'learning_rate': 0.1,
'seed': 2020,
'nthread': 28,
'n_jobs':24,
'silent': True,
'verbose': -1,
}
model = clf.train(params, train_matrix, 50000, valid_sets=[train_matrix, valid_matrix], verbose_eval=200,early_stopping_rounds=200)
val_pred = model.predict(val_x, num_iteration=model.best_iteration)
test_pred = model.predict(test_x, num_iteration=model.best_iteration)
# print(list(sorted(zip(features, model.feature_importance("gain")), key=lambda x: x[1], reverse=True))[:20])
if clf_name == "xgb":
train_matrix = clf.DMatrix(trn_x , label=trn_y)
valid_matrix = clf.DMatrix(val_x , label=val_y)
test_matrix = clf.DMatrix(test_x)
params = {'booster': 'gbtree',
'objective': 'binary:logistic',
'eval_metric': 'auc',
'gamma': 1,
'min_child_weight': 1.5,
'max_depth': 5,
'lambda': 10,
'subsample': 0.7,
'colsample_bytree': 0.7,
'colsample_bylevel': 0.7,
'eta': 0.04,
'tree_method': 'exact',
'seed': 2020,
'nthread': 36,
"silent": True,
}
watchlist = [(train_matrix, 'train'),(valid_matrix, 'eval')]
model = clf.train(params, train_matrix, num_boost_round=50000, evals=watchlist, verbose_eval=200, early_stopping_rounds=200)
val_pred = model.predict(valid_matrix, ntree_limit=model.best_ntree_limit)
test_pred = model.predict(test_matrix , ntree_limit=model.best_ntree_limit)
if clf_name == "cat":
params = {'learning_rate': 0.05, 'depth': 5, 'l2_leaf_reg': 10, 'bootstrap_type': 'Bernoulli',
'od_type': 'Iter', 'od_wait': 50, 'random_seed': 11, 'allow_writing_files': False}
model = clf(iterations=20000, **params)
model.fit(trn_x, trn_y, eval_set=(val_x, val_y),
cat_features=[], use_best_model=True, verbose=500)
val_pred = model.predict(val_x)
test_pred = model.predict(test_x)
train[valid_index] = val_pred
test = test_pred / kf.n_splits
cv_scores.append(roc_auc_score(val_y, val_pred))
print(cv_scores)
print("%s_scotrainre_list:" % clf_name, cv_scores)
print("%s_score_mean:" % clf_name, np.mean(cv_scores))
print("%s_score_std:" % clf_name, np.std(cv_scores))
return train, test
lgb,xgb,cat k折交叉验证
最新推荐文章于 2023-08-29 21:42:19 发布
该段代码实现了一个用于模型交叉验证和评估的函数,分别使用LightGBM、XGBoost和CatBoost进行二分类任务。通过KFold划分数据,训练并预测,计算AUC分数,最后返回平均AUC和标准差。
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