2021-05-11

stacking的代码一些介绍

# 1. 简单堆叠3折CV分类
from sklearn import datasets

iris = datasets.load_iris()
X, y = iris.data[:, 1:3], iris.target
from sklearn.model_selection import cross_val_score
from sklearn.linear_model import LogisticRegression
from sklearn.neighbors import KNeighborsClassifier
from sklearn.naive_bayes import GaussianNB 
from sklearn.ensemble import RandomForestClassifier
from mlxtend.classifier import StackingCVClassifier

RANDOM_SEED = 42

clf1 = KNeighborsClassifier(n_neighbors=1)
clf2 = RandomForestClassifier(random_state=RANDOM_SEED)
clf3 = GaussianNB()
lr = LogisticRegression()

# Starting from v0.16.0, StackingCVRegressor supports
# `random_state` to get deterministic result.
sclf = StackingCVClassifier(classifiers=[clf1, clf2, clf3],  # 第一层分类器
                            meta_classifier=lr,   # 第二层分类器
                            random_state=RANDOM_SEED)

print('3-fold cross validation:\n')

for clf, label in zip([clf1, clf2, clf3, sclf], ['KNN', 'Random Forest', 'Naive Bayes','StackingClassifier']):
    scores = cross_val_score(clf, X, y, cv=3, scoring='accuracy')
    print("Accuracy: %0.2f (+/- %0.2f) [%s]" % (scores.mean(), scores.std(), label))

datasets.load_iris()是那个什么花的数据集。

# 我们画出决策边界
from mlxtend.plotting import plot_decision_regions
import matplotlib.gridspec as gridspec
import itertools

gs = gridspec.GridSpec(2, 2)
fig = plt.figure(figsize=(10,8))
for clf, lab, grd in zip([clf1, clf2, clf3, sclf], 
                         ['KNN', 
                          'Random Forest', 
                          'Naive Bayes',
                          'StackingCVClassifier'],
                          itertools.product([0, 1], repeat=2)):
    clf.fit(X, y)
    ax = plt.subplot(gs[grd[0], grd[1]])
    fig = plot_decision_regions(X=X, y=y, clf=clf)
    plt.title(lab)
plt.show()

决策边界。决策边界(decision boundary)，所谓决策边界就是能够把样本正确分类的一条边界，主要有线性决策边界(linear decision boundaries)和非线性决策边界(non-linear decision boundaries)

此处实线就是决策边界。
使用第一层所有基分类器所产生的类别概率值作为meta-classfier的输入。需要在StackingClassifier 中增加一个参数设置：use_probas = True。

另外，还有一个参数设置average_probas = True,那么这些基分类器所产出的概率值将按照列被平均，否则会拼接。

例如：

基分类器1：predictions=[0.2,0.2,0.7]

基分类器2：predictions=[0.4,0.3,0.8]

基分类器3：predictions=[0.1,0.4,0.6]

1）若use_probas = True，average_probas = True，

则产生的meta-feature 为：[0.233, 0.3, 0.7]

2）若use_probas = True，average_probas = False，

则产生的meta-feature 为：[0.2,0.2,0.7,0.4,0.3,0.8,0.1,0.4,0.6]