python优化算法工具包_python 随机森林算法及其优化详解

前言

优化随机森林算法，正确率提高1%~5%（已经有90%+的正确率，再调高会导致过拟合）

论文当然是参考的，毕竟出现早的算法都被人研究烂了，什么优化基本都做过。而人类最高明之处就是懂得利用前人总结的经验和制造的工具（说了这么多就是为偷懒找借口。hhhh）

优化思路

1. 计算传统模型准确率

2. 计算设定树木颗数时最佳树深度，以最佳深度重新生成随机森林

3. 计算新生成森林中每棵树的AUC，选取AUC靠前的一定百分比的树

4. 通过计算各个树的数据相似度，排除相似度超过设定值且AUC较小的树

5. 计算最终的准确率

主要代码粘贴如下（注释比较详细，就不介绍代码了）

#-*- coding: utf-8 -*-

import time

from csv import reader

from random import randint

from random import seed

import numpy as np

from numpy import mat

from group_11 import caculateAUC_1, plotTree

# 建立一棵CART树

'''试探分枝'''

def data_split(index, value, dataset):

left, right = list(), list()

for row in dataset:

if row[index] < value:

left.append(row)

else:

right.append(row)

return left, right

'''计算基尼指数'''

def calc_gini(groups, class_values):

gini = 0.0

total_size = 0

for group in groups:

total_size += len(group)

for group in groups:

size = len(group)

if size == 0:

continue

for class_value in class_values:

proportion = [row[-1] for row in group].count(class_value) / float(size)

gini += (size / float(total_size)) * (proportion * (1.0 - proportion))# 二分类执行两次，相当于*2

return gini

'''找最佳分叉点'''

def get_split(dataset, n_features):

class_values = list(set(row[-1] for row in dataset))# 类别标签集合

b_index, b_value, b_score, b_groups = 999, 999, 999, None

# 随机选取特征子集，包含n_features个特征

features = list()

while len(features) < n_features:

# 随机选取特征

# 特征索引

index = randint(0, len(dataset[0]) - 2) # 往features添加n_features个特征（n_feature等于特征数的根号），特征索引从dataset中随机取

if index not in features:

features.append(index)

for index in features: # 对每一个特征

# 计算Gini指数

for row in dataset: # 按照每个记录的该特征的取值划分成两个子集，计算对于的Gini（D，A），取最小的

groups = data_split(index, row[index], dataset)

gini = calc_gini(groups, class_values)

if gini < b_score:

b_index, b_value, b_score, b_groups = index, row[index], gini, groups

return {'index': b_index, 'value': b_value, 'groups': b_groups} # 每个节点由字典组成

'''多数表决'''

def to_terminal(group):

outcomes = [row[-1] for row in group]

return max(set(outcomes), key=outcomes.count)

'''分枝'''

def split(node, max_depth, min_size, n_features, depth):

left, right = node['groups'] # 自动分包/切片

del (node['groups'])

if not left or not right: # left或者right为空时

node['left'] = node['right'] = to_terminal(left + right) # 叶节点不好理解

return

if depth >= max_depth:

node['left'], node['right'] = to_terminal(left), to_terminal(right)

return

# 左子树

if len(left) <= min_size:

node['left'] = to_terminal(left)

else:

node['left'] = get_split(left, n_features)

split(node['left'], max_depth, min_size, n_features, depth + 1)

# 右子树

if len(right) <= min_size: # min_size最小的的分枝样本数

node['right'] = to_terminal(right)

else:

node['right'] = get_split(right, n_features)

split(node['right'], max_depth, min_size, n_features, depth + 1)

'''建立一棵树'''

def build_one_tree(train, max_depth, min_size, n_features):

# 寻找最佳分裂点作为根节点

root = get_split(train, n_features)

split(root, max_depth, min_size, n_features, 1)

return root

'''用森林里的一棵树来预测'''

def predict(node, row):

if row[node['index']] < node['value']:

if isinstance(node['left'], dict):

return predict(node['left'], row)

else:

return node['left']

else:

if isinstance(node['right'], dict):

return predict(node['right'], row)

else:

return node['right']

# 随机森林类

class randomForest:

def __init__(self,trees_num, max_depth, leaf_min_size, sample_ratio, feature_ratio):

self.trees_num = trees_num # 森林的树的数目

self.max_depth = max_depth # 树深

self.leaf_min_size = leaf_min_size # 建立树时，停止的分枝样本最小数目

self.samples_split_ratio = sample_ratio # 采样，创建子集的比例（行采样）

self.feature_ratio = feature_ratio # 特征比例（列采样）

self.trees = list() # 森林

'''有放回的采样，创建数据子集'''

def sample_split(self, dataset):

sample = list()

n_sample = round(len(dataset) * self.samples_split_ratio) #每棵树的采样数

while len(sample) < n_sample:

index = randint(0, len(dataset) - 2) #随机有放回的采样

sample.append(dataset[index])

return sample

##############***Out-of-Bag***################################

# 进行袋外估计等相关函数的实现,需要注意并不是每个样本都可能出现在随机森林的袋外数据中

# 因此进行oob估计时需要注意估计样本的数量

def OOB(self, oobdata, train, trees):

'''输入为：袋外数据dict,训练集,tree_list

return oob准确率'''

n_rows = []

count = 0

n_trees = len(trees) # 森林中树的棵树

for key, item in oobdata.items():

n_rows.append(item)

# print(len(n_rows)) # 所有trees中的oob数据的合集

n_rows_list = sum(n_rows, [])

unique_list = []

for l1 in n_rows_list: # 从oob合集中计算独立样本数量

if l1 not in unique_list:

unique_list.append(l1)

n = len(unique_list)

# print(n)

# 对训练集中的每个数据，进行遍历，寻找其作为oob数据时的所有trees,并进行多数投票

for row in train:

pre = []

for i in range(n_trees):

if row not in oobdata[i]:

# print('row: ',row)

# print('trees[i]: ', trees[i])

pre.append(predict(trees[i], row))

if len(pre) > 0:

label = max(set(pre), key=pre.count)

if label == row[-1]:

count += 1

return (float(count) / n) * 100

'''建立随机森林'''

def build_randomforest(self, train):

temp_flag = 0

max_depth = self.max_depth # 树深

min_size = self.leaf_min_size # 建立树时，停止的分枝样本最小数目

n_trees = self.trees_num # 森林的树的数目

n_features = int(self.feature_ratio * (len(train[0])-1)) #列采样，从M个feature中，选择m个(m<

# print('特征值为 : ',n_features)

oobs = {} # ----------------------

for i in range(n_trees): # 建立n_trees棵决策树

sample = self.sample_split(train) # 有放回的采样，创建数据子集

oobs[i] = sample # ----------------

tree = build_one_tree(sample, max_depth, min_size, n_features) # 建立决策树

self.trees.append(tree)

temp_flag += 1

# print(i,tree)

oob_score = self.OOB(oobs, train, self.trees) # oob准确率---------

print("oob_score is ", oob_score) # 打印oob准确率---------

return self.trees

'''随机森林预测的多数表决'''

def bagging_predict(self, onetestdata):

predictions = [predict(tree, onetestdata) for tree in self.trees]

return max(set(predictions), key=predictions.count)

'''计算建立的森林的精确度'''

def accuracy_metric(self, testdata):

correct = 0

for i in range(len(testdata)):

predicted = self.bagging_predict(testdata[i])

if testdata[i][-1] == predicted:

correct += 1

return correct / float(len(testdata)) * 100.0

# 数据处理

'''导入数据'''

def load_csv(filename):

dataset = list()

with open(filename, 'r') as file:

csv_reader = reader(file)

for row in csv_reader:

if not row:

continue

# dataset.append(row)

dataset.append(row[:-1])

# return dataset

return dataset[1:], dataset[0]

'''划分训练数据与测试数据'''

def split_train_test(dataset, ratio=0.3):

#ratio = 0.2 # 取百分之二十的数据当做测试数据

num = len(dataset)

train_num = int((1-ratio) * num)

dataset_copy = list(dataset)

traindata = list()

while len(traindata) < train_num:

index = randint(0,len(dataset_copy)-1)

traindata.append(dataset_copy.pop(index))

testdata = dataset_copy

return traindata, testdata

'''分析树，将向量内积写入list'''

def analyListTree(node, tag, result):

# 叶子节点的父节点

if (isinstance(node['left'], dict)):

# 计算node与node[tag]的内积

tag="left"

re = Inner_product(node, tag)

result.append(re)

analyListTree(node['left'], 'left', result)

return

elif (isinstance(node['right'], dict)):

# 计算node与node[tag]的内积

tag = "right"

re = Inner_product(node, tag)

result.append(re)

analyListTree(node['right'], 'right', result)

return

else:

return

'''求向量内积'''

# 计算node与node[tag]的内积

def Inner_product(node ,tag):

a = mat([[float(node['index'])], [float(node['value'])]])

b = mat([[float(node[tag]['index'])], [float(node[tag]['value'])]])

return (a.T * b)[0,0]

'''相似度优化'''

''' same_value = 20 # 向量内积的差（小于此值认为相似）

same_rate = 0.63 # 树的相似度（大于此值认为相似）

返回新的森林（已去掉相似度高的树）'''

def similarity_optimization(newforest, samevalue, samerate):

res = list() # 存储森林的内积

result = list() # 存储某棵树的内积

i = 1

for tree in newforest:

# 分析树，将向量内积写入list

# result 存储tree的内积

analyListTree(tree, None, result)

res.append(result)

# print('第',i,'棵树：',len(result),result)

result = []

# print('res = ',len(res),res)

# 取一棵树的单个向量内积与其他树的单个向量内积做完全对比（相似度）

# 遍历列表的列

for i in range(0, len(res) - 1):

# 保证此列未被置空、

if not newforest[i] == None:

# 遍历做对比的树的列

for k in range(i + 1, len(res)):

if not newforest[k] == None:

# time用于统计相似的次数，在每次更换对比树时重置为0

time = 0

# 遍历列表的当前行

for j in range(0, len(res[i])):

# 当前两颗树对比次数

all_contrast = (res[ i].__len__() * res[k].__len__())

# 遍历做对比的树的行

for l in range(0, len(res[k])):

# 如果向量的内积相等，计数器加一

if res[i][j] - res[k][l] < samevalue:

time = time + 1

# 如果相似度大于设定值

real_same_rate = time / all_contrast

if (real_same_rate > samerate):

# 将对比树置空

newforest[k] = None

result_forest = list()

for i in range(0, newforest.__len__()):

if not newforest[i] == None:

result_forest.append(newforest[i])

return result_forest

'''auc优化method'''

def auc_optimization(auclist,trees_num,trees):

# 为auc排序，获取从大到小的与trees相对应的索引列表

b = sorted(enumerate(auclist), key=lambda x: x[1], reverse=True)

index_list = [x[0] for x in b]

auc_num = int(trees_num * 2 / 3)

# 取auc高的前auc_num个

print('auc: ', auc_num, index_list)

newTempForest = list()

for i in range(auc_num):

# myRF.trees.append(tempForest[i])

# newTempForest.append(myRF.trees[index_list[i]])

newTempForest.append(trees[index_list[i]])

return newTempForest

'''得到森林中决策树的最佳深度'''

def getBestDepth(min_size,sample_ratio,trees_num,feature_ratio,traindata,testdata):

max_depth = np.linspace(1, 15, 15, endpoint=True)

# max_depth=[5,6,7,8,9,10,11,12,13,14,15]

scores_final = []

i=0

for depth in max_depth:

# 初始化随机森林

# print('=========>',i,'<=============')

myRF_ = randomForest(trees_num, depth, min_size, sample_ratio, feature_ratio)

# 生成随机森林

myRF_.build_randomforest(traindata)

# 测试评估

acc = myRF_.accuracy_metric(testdata[:-1])

# print('模型准确率：', acc, '%')

# scores_final.append(acc.mean())

scores_final.append(acc*0.01)

i=i+1

# print('scores_final: ',scores_final)

# 找到深度小且准确率高的值

best_depth = 0

temp_score = 0

for i in range(len(scores_final)):

if scores_final[i] > temp_score:

temp_score = scores_final[i]

best_depth = max_depth[i]

# print('best_depth:',np.mean(scores_final),best_depth)

# plt.plot(max_depth, scores_final, 'r-', lw=2)

# # plt.plot(max_depth, list(range(0,max(scores_final))), 'r-', lw=2)

# plt.xlabel('max_depth')

# plt.ylabel('CV scores')

# plt.ylim(bottom=0.0,top=1.0)

# plt.grid()

# plt.show()

return best_depth

'''对比不同树个数时的模型正确率'''

def getMyRFAcclist(treenum_list):

seed(1) # 每一次执行本文件时都能产生同一个随机数

filename = 'DataSet3.csv' #SMOTE处理过的数据

min_size = 1

sample_ratio = 1

feature_ratio = 0.3 # 尽可能小，但是要保证 int(self.feature_ratio * (len(train[0])-1)) 大于1

same_value = 20 # 向量内积的差（小于此值认为相似）

same_rate = 0.63 # 树的相似度（大于此值认为相似）

# 加载数据

dataset, features = load_csv(filename)

traindata, testdata = split_train_test(dataset, feature_ratio)

# 森林中不同树个数的对比

# treenum_list = [20, 30, 40, 50, 60]

acc_num_list = list()

acc_list=list()

for trees_num in treenum_list:

# 优化1-获取最优深度

max_depth = getBestDepth(min_size, sample_ratio, trees_num, feature_ratio, traindata, testdata)

print('max_depth is ', max_depth)

# 初始化随机森林

myRF = randomForest(trees_num, max_depth, min_size, sample_ratio, feature_ratio)

# 生成随机森林

myRF.build_randomforest(traindata)

print('Tree_number: ', myRF.trees.__len__())

# 计算森林中每棵树的AUC

auc_list = caculateAUC_1.caculateRFAUC(testdata, myRF.trees)

# 选取AUC高的决策数形成新的森林(auc优化)

newTempForest = auc_optimization(auc_list,trees_num,myRF.trees)

# 相似度优化

myRF.trees = similarity_optimization(newTempForest, same_value, same_rate)

# 测试评估

acc = myRF.accuracy_metric(testdata[:-1])

print('myRF1_模型准确率：', acc, '%')

acc_num_list.append([myRF.trees.__len__(), acc])

acc_list.append(acc)

print('trees_num from 20 to 60: ', acc_num_list)

return acc_list

if __name__ == '__main__':

start = time.clock()

seed(1) # 每一次执行本文件时都能产生同一个随机数

filename = 'DataSet3.csv' # 这里是已经利用SMOTE进行过预处理的数据集

max_depth = 15 # 调参（自己修改） #决策树深度不能太深，不然容易导致过拟合

min_size = 1

sample_ratio = 1

trees_num = 20

feature_ratio = 0.3 # 尽可能小，但是要保证 int(self.feature_ratio * (len(train[0])-1)) 大于1

same_value = 20 # 向量内积的差（小于此值认为相似）

same_rate = 0.82 # 树的相似度（大于此值认为相似）

# 加载数据

dataset,features = load_csv(filename)

traindata,testdata = split_train_test(dataset, feature_ratio)

# 优化1-获取最优深度

# max_depth = getBestDepth(min_size, sample_ratio, trees_num, feature_ratio, traindata, testdata)

# print('max_depth is ',max_depth)

# 初始化随机森林

myRF = randomForest(trees_num, max_depth, min_size, sample_ratio, feature_ratio)

# 生成随机森林

myRF.build_randomforest(traindata)

print('Tree_number: ', myRF.trees.__len__())

acc = myRF.accuracy_metric(testdata[:-1])

print('传统RF模型准确率：',acc,'%')

# 画出某棵树用以可视化观察（这里是第一棵树）

# plotTree.creatPlot(myRF.trees[0], features)

# 计算森林中每棵树的AUC

auc_list = caculateAUC_1.caculateRFAUC(testdata,myRF.trees)

# 画出每棵树的auc——柱状图

# plotTree.plotAUCbar(auc_list.__len__(),auc_list)

# 选取AUC高的决策数形成新的森林(auc优化)

newTempForest = auc_optimization(auc_list,trees_num,myRF.trees)

# 相似度优化

myRF.trees=similarity_optimization(newTempForest, same_value, same_rate)

print('优化后Tree_number: ', myRF.trees.__len__())

# 测试评估

acc = myRF.accuracy_metric(testdata[:-1])

# print('优化后模型准确率：', acc, '%')

print('myRF1_模型准确率：', acc, '%')

# 画出某棵树用以可视化观察（这里是第一棵树）

# plotTree.creatPlot(myRF.trees[0], features)

# 计算森林中每棵树的AUC

auc_list = caculateAUC_1.caculateRFAUC(testdata, myRF.trees)

# 画出每棵树的auc——柱状图

plotTree.plotAUCbar(auc_list.__len__(), auc_list)

end = time.clock()

print('The end!')

print(end-start)

以上就是本文的全部内容，希望对大家的学习有所帮助，也希望大家多多支持脚本之家。