HyperGBM自定义建模算法

HyperGBM实现了对XGBoost、LightGBM、CatBoost和HistGridientBoosting的支持，并作为SearchSpace的一部分在建模优化时进行搜索。如果您需要增加对其他算法的支持，则需要：

• 将您选择的算法封装为HyperEstimator的子类
• 将封装后的算法增加到SearchSpace中，并定义搜索参数
• 在make_experiment中年使用您自定义的SearchSpace

1. 封装HyperEstimator子类：

以SVM算法为例：

from sklearn import svm
from hypergbm import make_experiment
from hypergbm.estimators import HyperEstimator
from hypergbm.search_space import GeneralSearchSpaceGenerator
from hypernets.core.search_space import Choice, Int, Real
from hypernets.tabular.datasets import dsutils

class SVMEstimator(HyperEstimator):
    def __init__(self, fit_kwargs, C=1.0, kernel='rbf', gamma='auto', degree=3, random_state=666, probability=True,
                 decision_function_shape=None, space=None, name=None, **kwargs):
        if C is not None:
            kwargs['C'] = C
        if kernel is not None:
            kwargs['kernel'] = kernel
        if gamma is not None:
            kwargs['gamma'] = gamma
        if degree is not None:
            kwargs['degree'] = degree
        if random_state is not None:
            kwargs['random_state'] = random_state
        if decision_function_shape is not None:
            kwargs['decision_function_shape'] = decision_function_shape
        kwargs['probability'] = probability
        HyperEstimator.__init__(self, fit_kwargs, space, name, **kwargs)

    def _build_estimator(self, task, kwargs):
        if task == 'regression':
            hsvm = SVMRegressorWrapper(**kwargs)
        else:
            hsvm = SVMClassifierWrapper(**kwargs)
        hsvm.__dict__['task'] = task
        return hsvm

class SVMClassifierWrapper(svm.SVC):
    def fit(self, X, y=None, **kwargs):
        return super().fit(X, y)

class SVMRegressorWrapper(svm.SVC):
    def fit(self, X, y=None, **kwargs):
        return super().fit(X, y)

2. 重写SearchSpace，并定义搜索参数

class GeneralSearchSpaceGeneratorPlusSVM(GeneralSearchSpaceGenerator):
    def __init__(self, enable_svm=True, **kwargs):
        super(GeneralSearchSpaceGeneratorPlusSVM, self).__init__(**kwargs)
        self.enable_svm = enable_svm

    @property
    def default_svm_init_kwargs(self):
        return {
            'C': Real(0.1, 5, 0.1),
            'kernel': Choice(['rbf', 'poly', 'sigmoid']),
            'degree': Int(1, 5),
            'gamma': Real(0.0001, 5, 0.0002)
        }

    @property
    def default_svm_fit_kwargs(self):
        return {}

    @property
    def estimators(self):
        r = super().estimators
        if self.enable_svm:
            r['svm'] = (SVMEstimator, self.default_svm_init_kwargs, self.default_svm_fit_kwargs)
        return r

3. 在make_experiment中调用自定义的search_space

my_search_space = GeneralSearchSpaceGeneratorPlusSVM()

train_data = dsutils.load_blood()
experiment = make_experiment(train_data, target='Class', search_space=my_search_space)
estimator = experiment.run()
print(estimator)