lgbm和xgboost实现代码

# coding: utf-8
# pylint: disable = invalid-name, C0111
import lightgbm as lgb
import pandas as pd
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import GridSearchCV
 
# load or create your dataset
print('Load data...')
df_train = pd.read_csv('../regression/regression.train', header=None, sep='\t')
df_test = pd.read_csv('../regression/regression.test', header=None, sep='\t')
 
y_train = df_train[0].values
y_test = df_test[0].values
X_train = df_train.drop(0, axis=1).values
X_test = df_test.drop(0, axis=1).values
 
print('Start training...')
# train
gbm = lgb.LGBMRegressor(objective='regression',
                        num_leaves=31,
                        learning_rate=0.05,
                        n_estimators=20)
gbm.fit(X_train, y_train,
        eval_set=[(X_test, y_test)],
        eval_metric='l1',
        early_stopping_rounds=5)
 
print('Start predicting...')
# predict
y_pred = gbm.predict(X_test, num_iteration=gbm.best_iteration_)
# eval
print('The rmse of prediction is:', mean_squared_error(y_test, y_pred) ** 0.5)
 
# feature importances
print('Feature importances:', list(gbm.feature_importances_))
 
# other scikit-learn modules
estimator = lgb.LGBMRegressor(num_leaves=31)
 
param_grid = {
    'learning_rate': [0.01, 0.1, 1],
    'n_estimators': [20, 40]
}
 
gbm = GridSearchCV(estimator, param_grid)
 
gbm.fit(X_train, y_train)
 
print('Best parameters found by grid search are:', gbm.best_params_)
import lightgbm as lgb
from sklearn import metrics
 
def auc2(m, train, test): 
    return (metrics.roc_auc_score(y_train,m.predict(train)),
                            metrics.roc_auc_score(y_test,m.predict(test)))
 
lg = lgb.LGBMClassifier(silent=False)
param_dist = {"max_depth": [25,50, 75],
              "learning_rate" : [0.01,