使用sklearn训练xgboost模型

xgboost是提升树方法的一种，算法由GBDT改进而来，在计算时也采用并行计算，速度更快。sklearn中提供分类和回归的xgboost模型，本文对二分类问题采用xgboost进行训练。

一、数据准备

1、样本

 

• 正样本：1.5W
• 负样本：10W
• 5个特征

2、分训练集和测试集
 

import pandas as pd
from sklearn.model_selection import train_test_split
df = pd.read_csv('data.csv')
#label
label = df.ix[:,[0]]
#特征
features = df.ix[:,[1,2,3,4,5]]
#分训练集测试集
X_train, X_test, y_train, y_test = train_test_split(features, label, test_size=0.2, random_state=3)

二、训练模型

import matplotlib.pyplot as plt
from sklearn import datasets
from sklearn.metrics import accuracy_score
from xgboost import XGBClassifier
from xgboost import plot_importance
from sklearn import metrics

model = XGBClassifier(learning_rate=0.01,
                      n_estimators=10,           # 树的个数-10棵树建立xgboost
                      max_depth=4,               # 树的深度
                      min_child_weight = 1,      # 叶子节点最小权重
                      gamma=0.,                  # 惩罚项中叶子结点个数前的参数
                      subsample=1,               # 所有样本建立决策树
                      colsample_btree=1,         # 所有特征建立决策树
                      scale_pos_weight=1,        # 解决样本个数不平衡的问题
                      random_state=27,           # 随机数
                      slient = 0
                      )
model.fit(X_train,
          y_train)

三、预测

#预测
y_test, y_pred = y_test, model.predict(X_test)
print("Accuracy : %.4g" % metrics.accuracy_score(y_test, y_pred)) 
y_train_proba = model.predict_proba(X_train)[:,1]
print("AUC Score (Train): %f" % metrics.roc_auc_score(y_train, y_train_proba))
y_proba = model.predict_proba(X_test)[:,1]
print("AUC Score (Test): %f" % metrics.roc_auc_score(y_test, y_proba))