scikit-learn中用gridsearchcv给随机森林（RF）自动调参

全文参考 1：http://scikit-learn.org/stable/auto_examples/model_selection/grid_search_digits.html#parameter-estimation-using-grid-search-with-cross-validation

全文参考 2：http://scikit-learn.org/stable/modules/model_evaluation.html#the-scoring-parameter-defining-model-evaluation-rules

全文参考 3：http://scikit-learn.org/stable/modules/generated/sklearn.metrics.roc_auc_score.html#sklearn.metrics.roc_auc_score

全文参考 4：http://scikit-learn.org/stable/auto_examples/model_selection/plot_roc.html#sphx-glr-auto-examples-model-selection-plot-roc-py

实验重点：随机森林(RandomForest) + 5折交叉验证(Cross-Validation) + 网格参数寻优(GridSearchCV) + 二分类问题中ROC曲线的绘制。

由于原始数据本身质量很好，且正负样本基本均衡，没有做数据预处理工作。

 
 

   
   

    
    

   
   
   
   

    
    

     
     import pandas 
     
     as pd
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     import numpy 
     
     as np
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     import matplotlib.pyplot 
     
     as plt
    
    
   
   

   
   

    
    

   
   
   
   

    
    
 
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     from sklearn.metrics 
     
     import roc_curve
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     from sklearn.metrics 
     
     import roc_auc_score
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     from sklearn.metrics 
     
     import classification_report
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     from sklearn.model_selection 
     
     import GridSearchCV
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     from sklearn.ensemble 
     
     import RandomForestClassifier
    
    
   
   
 
 

 
 

   
   

    
    

   
   
   
   

    
    

     
     #导入数据，来源于：http://mldata.org/repository/tags/data/IDA_Benchmark_Repository/，见上图
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     dataset = pd.read_csv(
     
     'image_data.csv', header=
     
     None, encoding=
     
     'utf-8')
    
    
   
   

   
   

    
    

   
   
   
   

    
    
 
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     dataset_positive = dataset[dataset[
     
     0] == 
     
     1.0]
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     dataset_negative = dataset[dataset[
     
     0] == 
     
     -1.0]
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     #训练集和测试集按照7:3分割，分割时兼顾正负样本所占比例
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     #其中训练集基于5折交叉验证做网格搜索找出最优参数，应用于测试集以评价算法性能
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     train_dataset = pd.concat([dataset_positive[
     
     0:
     
     832], dataset_negative[
     
     0:
     
     628]])
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     train_recon = train_dataset.sort_index(axis=
     
     0, ascending=
     
     True)
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     test_dataset = pd.concat([dataset_positive[
     
     832:
     
     1188], dataset_negative[
     
     628:
     
     898]])
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     test_recon = test_dataset.sort_index(axis=
     
     0, ascending=
     
     True)
    
    
   
   

   
   

    
    

   
   
   
   

    
    
 
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     y_train = np.array(train_recon[
     
     0])
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     X_train = np.array(train_recon.drop([
     
     0], axis=
     
     1))
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     y_test = np.array(test_recon[
     
     0])
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     X_test = np.array(test_recon.drop([
     
     0], axis=
     
     1))
    
    
   
   
 
 

 
 

   
   

    
    

   
   
   
   

    
    

     
     # Set the parameters by cross-validation
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     parameter_space = {
    
    
   
   

   
   

    
    

   
   
   
   

    
    
    
     
     "n_estimators": [
     
     10, 
     
     15, 
     
     20],
    
    
   
   

   
   

    
    

   
   
   
   

    
    
    
     
     "criterion": [
     
     "gini", 
     
     "entropy"],
    
    
   
   

   
   

    
    

   
   
   
   

    
    
    
     
     "min_samples_leaf": [
     
     2, 
     
     4, 
     
     6],
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     }
    
    
   
   

   
   

    
    

   
   
   
   

    
    
 
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     #scores = ['precision', 'recall', 'roc_auc']
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     scores = [
     
     'roc_auc']
    
    
   
   

   
   

    
    

   
   
   
   

    
    
 
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     for score 
     
     in scores:
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print(
     
     "# Tuning hyper-parameters for %s" % score)
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print()
    
    
   
   

   
   

    
    

   
   
   
   

    
    
 
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         clf = RandomForestClassifier(random_state=
     
     14)
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         grid = GridSearchCV(clf, parameter_space, cv=
     
     5, scoring=
     
     '%s' % score)
    
    
   
   

   
   

    
    

   
   
   
   

    
    
    
     
     #scoring='%s_macro' % score：precision_macro、recall_macro是用于multiclass/multilabel任务的
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         grid.fit(X_train, y_train)
    
    
   
   

   
   

    
    

   
   
   
   

    
    
 
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print(
     
     "Best parameters set found on development set:")
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print()
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print(grid.best_params_)
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print()
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print(
     
     "Grid scores on development set:")
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print()
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         means = grid.cv_results_[
     
     'mean_test_score']
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         stds = grid.cv_results_[
     
     'std_test_score']
    
    
   
   

   
   

    
    

   
   
   
   

    
    
    
     
     for mean, std, params 
     
     in zip(means, stds, grid.cv_results_[
     
     'params']):
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
             print(
     
     "%0.3f (+/-%0.03f) for %r"
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
                   % (mean, std * 
     
     2, params))
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print()
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print(
     
     "Detailed classification report:")
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print()
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print(
     
     "The model is trained on the full development set.")
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print(
     
     "The scores are computed on the full evaluation set.")
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print()
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         bclf = grid.best_estimator_
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         bclf.fit(X_train, y_train)
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         y_true = y_test
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         y_pred = bclf.predict(X_test)
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         y_pred_pro = bclf.predict_proba(X_test)
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         y_scores = pd.DataFrame(y_pred_pro, columns=bclf.classes_.tolist())[
     
     1].values
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         print(classification_report(y_true, y_pred))
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
         auc_value = roc_auc_score(y_true, y_scores)
    
    
   
   
 
 

输出结果：

 
 

   
   

    
    

   
   
   
   

    
    

     
     #绘制ROC曲线
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     fpr, tpr, thresholds = roc_curve(y_true, y_scores, pos_label=
     
     1.0)
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.figure()
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     lw = 
     
     2
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.plot(fpr, tpr, color=
     
     'darkorange', linewidth=lw, label=
     
     'ROC curve (area = %0.4f)' % auc_value)
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.plot([
     
     0, 
     
     1], [
     
     0, 
     
     1], color=
     
     'navy', linewidth=lw, linestyle=
     
     '--')
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.xlim([
     
     0.0, 
     
     1.0])
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.ylim([
     
     0.0, 
     
     1.05])
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.xlabel(
     
     'False Positive Rate')
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.ylabel(
     
     'True Positive Rate')
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.title(
     
     'Receiver operating characteristic example')
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.legend(loc=
     
     "lower right")
    
    
   
   

   
   

    
    

   
   
   
   

    
    

     
     plt.show()
    
    
   
   
 
 

转自： https://blog.csdn.net/lixiaowang_327/article/details/53434744