建模与调参
内容介绍
- 线性回归模型:
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线性回归对于特征的要求;
-
处理长尾分布;
-
理解线性回归模型;
- 模型性能验证:
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评价函数与目标函数;
-
交叉验证方法;
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留一验证方法;
-
针对时间序列问题的验证;
-
绘制学习率曲线;
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绘制验证曲线;
- 嵌入式特征选择:
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Lasso回归;
-
Ridge回归;
-
决策树;
- 模型对比:
-
常用线性模型;
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常用非线性模型;
- 模型调参:
-
贪心调参方法;
-
网格调参方法;
-
贝叶斯调参方法;
代码示例
import pandas as pd
import numpy as np
import warnings
warnings.filterwarnings('ignore')
reduce_mem_usage 函数通过调整数据类型,帮助我们减少数据在内存中占用的空间
def reduce_mem_usage(df):
""" iterate through all the columns of a dataframe and modify the data type
to reduce memory usage.
"""
start_mem = df.memory_usage().sum()
print('Memory usage of dataframe is {:.2f} MB'.format(start_mem))
for col in df.columns:
col_type = df[col].dtype
if col_type != object:
c_min = df[col].min()
c_max = df[col].max()
if str(col_type)[:3] == 'int':
if c_min > np.iinfo(np.int8).min and c_max < np.iinfo(np.int8).max:
df[col] = df[col].astype(np.int8)
elif c_min > np.iinfo(np.int16).min and c_max < np.iinfo(np.int16).max:
df[col] = df[col].astype(np.int16)
elif c_min > np.iinfo(np.int32).min and c_max < np.iinfo(np.int32).max:
df[col] = df[col].astype(np.int32)
elif c_min > np.iinfo(np.int64).min and c_max < np.iinfo(np.int64).max:
df[col] = df[col].astype(np.int64)
else:
if c_min > np.finfo(np.float16).min and c_max < np.finfo(np.float16).max:
df[col] = df[col].astype(np.float16)
elif c_min > np.finfo(np.float32).min and c_max < np.finfo(np.float32).max:
df[col] = df[col].astype(np.float32)
else:
df[col] = df[col].astype(np.float64)
else:
df[col] = df[col].astype('category')
end_mem = df.memory_usage().sum()
print('Memory usage after optimization is: {:.2f} MB'.format(end_mem))
print('Decreased by {:.1f}%'.format(100 * (start_mem - end_mem) / start_mem))
return df
sample_feature = reduce_mem_usage(pd.read_csv('data_for_tree.csv'))
Memory usage of dataframe is 60507328.00 MB
Memory usage after optimization is: 15724107.00 MB
Decreased by 74.0%
continuous_feature_names = [x for x in sample_feature.columns if x not in ['price','brand','model','brand']]
线性回归 & 五折交叉验证 & 模拟真实业务情况
sample_feature = sample_feature.dropna().replace('-', 0).reset_index(drop=True)
sample_feature['notRepairedDamage'] = sample_feature['notRepairedDamage'].astype(np.float32)
train = sample_feature[continuous_feature_names + ['price']]
train_X &#