机器学习算法GBDT的面试总结

def findLossAndSplit(x,y):
# 我们用 x 来表示训练数据
# 我们用 y 来表示训练数据的label
# x[i]表示训练数据的第i个特征
# x_i 表示第i个训练样本

# minLoss 表示最小的损失
minLoss = Integet.max_value
# feature 表示是训练的数据第几纬度的特征
feature = 0
# split 表示切分点的个数
split = 0

# M 表示 样本x的特征个数
for j in range(0,M):
    # 该维特征下，特征值的每个切分点，这里具体的切分方式可以自己定义
    for c in range(0,x[j]):
        L = 0
        # 第一类
        R1 = {x|x[j] <= c}
        # 第二类
        R2 = {x|x[j] > c}
        # 属于第一类样本的y值的平均值
        y1 = ave{y|x 属于 R1}
        # 属于第二类样本的y值的平均值
        y2 = ave{y| x 属于 R2}
        # 遍历所有的样本，找到 loss funtion 的值
        for x_1 in all x
            if x_1 属于 R1： 
                L += (y_1 - y1)^2 
            else:
                L += (y_1 - y2)^2
        if L < minLoss:
           minLoss = L
           feature  = i
           split = c
return minLoss,feature ,split

定义训练数据

train_data = [[5.1,3.5,1.4,0.2],[4.9,3.0,1.4,0.2],[7.0,3.2,4.7,1.4],[6.4,3.2,4.5,1.5],[6.3,3.3,6.0,2.5],[5.8,2.7,5.1,1.9]]

定义label

label_data = [[1,0,0],[1,0,0],[0,1,0],[0,1,0],[0,0,1],[0,0,1]]

index 表示的第几类

def findBestLossAndSplit(train_data,label_data,index):
sample_numbers = len(label_data)
feature_numbers = len(train_data[0])
current_label = []

    # define the minLoss
    minLoss = 10000000

    # feature represents the dimensions of the feature
    feature = 0

    # split represents the detail split value
    split = 0

    # get current label
    for label_index in range(0,len(label_data)):
        current_label.append(label_data[label_index][index])

    # trans all features
    for feature_index in range(0,feature_numbers):
        ## current feature value
        current_value = []

        for sample_index in range(0,sample_numbers):
            current_value.append(train_data[sample_index][feature_index])
        L = 0
        ## different split value
        print current_value
        for index in range(0,len(current_value)):
            R1 = []
            R2 = []
            y1 = 0
            y2 = 0

            for index_1 in range(0,len(current_value)):
                if current_value[index_1] < current_value[index]:
                    R1.append(index_1)
                else:
                    R2.append(index_1)

            ## calculate the samples for first class
            sum_y = 0
            for index_R1 in R1:
                sum_y += current_label[index_R1]
            if len(R1) != 0:
                y1 = float(sum_y) / float(len(R1))
            else:
                y1 = 0

            ## calculate the samples for second class
            sum_y = 0
            for index_R2 in R2:
                sum_y += current_label[index_R2]
            if len(R2) != 0:
                y2 = float(sum_y) / float(len(R2))
            else:
                y2 = 0

            ## trans all samples to find minium loss and best split
            for index_2 in range(0,len(current_value)):
                if index_2 in R1:
                    L += float((current_label[index_2]-y1))*float((current_label[index_2]-y1))
                else:
                    L += float((current_label[index_2]-y2))*float((current_label[index_2]-y2))

            if L < minLoss:
                feature = feature_index
                split = current_value[index]
                minLoss = L
                print "minLoss"
                print minLoss
                print "split"
                print split
                print "feature"
                print feature
    return minLoss,split,feature

findBestLossAndSplit(train_data,label_data,0)