集成学习笔记13-集成学习案例1

集成学习案例1-幸福感预测

该案例是一个数据挖掘类型的比赛——幸福感预测的baseline。具体来说，我们需要使用一些个体变量，例如年龄、性别、职业、地域、健康、婚姻状况与知识水平等，家庭变量例如父母、配偶、子女、家庭资本等、社会变量例如信用、公共服务等等139维度的信息来对幸福感的影响进行预测。

数据来源于国家官方的《中国综合社会调查（CGSS）》文件中的调查结果数据

数据信息

赛题要求
使用以上 139 维的特征，使用 8000 余组数据进行预测个人幸福感，（预测值从1到5，幸福感指数1代表最低，5代表最高）。 数据分为完整版和精简版两类。在这里我直接使用了完整版的数据。赛题也给出了index文件中包含每个变量对应的问卷题目，以及变量取值的含义；survey文件中为原版问卷，作为补充以方便理解问题背景。

评价指标

最终的评价指标使用均方误差MSE
$$Score=\frac{1}{n}\sum _1^n(y_i-y^{\ast }{)}^2$$

导入数据集

import pandas as pd
train = pd.read_csv("train.csv", parse_dates=['survey_time'],encoding='latin-1')
test = pd.read_csv("test.csv", parse_dates=['survey_time'],encoding='latin-1') #latin-1向下兼容ASCII
train = train[train["happiness"]!=-8].reset_index(drop=True)
train_data_copy = train.copy() #删去"happiness" 为-8的行
target_col = "happiness" #目标列
target = train_data_copy[target_col]
del train_data_copy[target_col] #去除目标列
data = pd.concat([train_data_copy,test],axis=0,ignore_index=True)

数据预处理

1. 首先对数据中的连续出现的负数值进行处理。由于数据中的负数值只有-1，-2，-3，-8这几种数值，对它们进行如下操作

#csv中有负数值：-1、-2、-3、-8，将他们视为有问题的特征，但是不删去
def getres1(row):
    return len([x for x in row.values if type(x)==int and x<0])
def getres2(row):
    return len([x for x in row.values if type(x)==int and x==-8])
def getres3(row):
    return len([x for x in row.values if type(x)==int and x==-1])
def getres4(row):
    return len([x for x in row.values if type(x)==int and x==-2])
def getres5(row):
    return len([x for x in row.values if type(x)==int and x==-3])
#检查数据
data['neg1'] = data[data.columns].apply(lambda row:getres1(row),axis=1)
data.loc[data['neg1']>20,'neg1'] = 20  #平滑处理,最多出现20次

data['neg2'] = data[data.columns].apply(lambda row:getres2(row),axis=1)
data['neg3'] = data[data.columns].apply(lambda row:getres3(row),axis=1)
data['neg4'] = data[data.columns].apply(lambda row:getres4(row),axis=1)
data['neg5'] = data[data.columns].apply(lambda row:getres5(row),axis=1)

2. 缺失值处理，在这里我们采取缺失值补全的方式处理，使用fillna(value)，其中value的数值根据具体的情况来确定。大部分缺失信息置为零，将家庭成员数缺失的置为1，将家庭收入这个特征设置为所有家庭的平均收入66365

#填充缺失值 共25列 去掉4列 填充21列
#以下的列都是缺省的，视情况填补
data['work_status'] = data['work_status'].fillna(0)
data['work_yr'] = data['work_yr'].fillna(0)
data['work_manage'] = data['work_manage'].fillna(0)
data['work_type'] = data['work_type'].fillna(0)

data['edu_yr'] = data['edu_yr'].fillna(0)
data['edu_status'] = data['edu_status'].fillna(0)

data['s_work_type'] = data['s_work_type'].fillna(0)
data['s_work_status'] = data['s_work_status'].fillna(0)
data['s_political'] = data['s_political'].fillna(0)
data['s_hukou'] = data['s_hukou'].fillna(0)
data['s_income'] = data['s_income'].fillna(0)
data['s_birth'] = data['s_birth'].fillna(0)
data['s_edu'] = data['s_edu'].fillna(0)
data['s_work_exper'] = data['s_work_exper'].fillna(0)

data['minor_child'] = data['minor_child'].fillna(0)
data['marital_now'] = data['marital_now'].fillna(0)
data['marital_1st'] = data['marital_1st'].fillna(0)
data['social_neighbor']=data['social_neighbor'].fillna(0)
data['social_friend']=data['social_friend'].fillna(0)
data['hukou_loc']=data['hukou_loc'].fillna(1) #最少为1，表示户口
data['family_income']=data['family_income'].fillna(66365) #删除问题值后的平均值

3. 特殊格式的信息需要另外处理，比如与时间有关的信息，这里主要分为两部分进行处理：首先是将“连续”的年龄，进行分层处理，即划分年龄段，具体地在这里我们将年龄分为了6个区间。其次是计算具体的年龄，在Excel表格中，只有出生年月以及调查时间等信息，我们根据此计算出每一位调查者的真实年龄。

#继续进行特殊的列进行数据处理
#读happiness_index.xlsx
data['survey_time'] = pd.to_datetime(data['survey_time'], format='%Y-%m-%d',errors='coerce')#防止时间格式不同的报错errors='coerce‘
data['survey_time'] = data['survey_time'].dt.year #仅仅是year，方便计算年龄
data['age'] = data['survey_time']-data['birth']
# print(data['age'],data['survey_time'],data['birth'])
#年龄分层
bins = [0,17,26,34,50,63,100]
data['age_bin'] = pd.cut(data['age'], bins, labels=[0,1,2,3,4,5]) 

#对‘宗教’处理
data.loc[data['religion']<0,'religion'] = 1 #1为不信仰宗教
data.loc[data['religion_freq']<0,'religion_freq'] = 1 #1为从来没有参加过
#对‘教育程度’处理
data.loc[data['edu']<0,'edu'] = 4 #初中
data.loc[data['edu_status']<0,'edu_status'] = 0
data.loc[data['edu_yr']<0,'edu_yr'] = 0
#对‘个人收入’处理
data.loc[data['income']<0,'income'] = 0 #认为无收入
#对‘政治面貌’处理
data.loc[data['political']<0,'political'] = 1 #认为是群众
#对体重处理
data.loc[(data['weight_jin']<=80)&(data['height_cm']>=160),'weight_jin']= data['weight_jin']*2
data.loc[data['weight_jin']<=60,'weight_jin']= data['weight_jin']*2  #个人的想法，哈哈哈，没有60斤的成年人吧
#对身高处理
data.loc[data['height_cm']<150,'height_cm'] = 150 #成年人的实际情况
#对‘健康’处理
data.loc[data['health']<0,'health'] = 4 #认为是比较健康
data.loc[data['health_problem']<0,'health_problem'] = 4
#对‘沮丧’处理
data.loc[data['depression']<0,'depression'] = 4 #一般人都是很少吧
#对‘媒体’处理
data.loc[data['media_1']<0,'media_1'] = 1 #都是从不
data.loc[data['media_2']<0,'media_2'] = 1
data.loc[data['media_3']<0,'media_3'] = 1
data.loc[data['media_4']<0,'media_4'] = 1
data.loc[data['media_5']<0,'media_5'] = 1
data.loc[data['media_6']<0,'media_6'] = 1
#对‘空闲活动’处理
data.loc[data['leisure_1']<0,'leisure_1'] = 1 #都是根据自己的想法
data.loc[data['leisure_2']<0,'leisure_2'] = 5
data.loc[data['leisure_3']<0,'leisure_3'] = 3

使用众数（代码中使用mode()来实现异常值的修正），由于这里的特征是空闲活动，所以采用众数对于缺失值进行处理比较合理。

data.loc[data['leisure_4']<0,'leisure_4'] = data['leisure_4'].mode() #取众数
data.loc[data['leisure_5']<0,'leisure_5'] = data['leisure_5'].mode()
data.loc[data['leisure_6']<0,'leisure_6'] = data['leisure_6'].mode()
data.loc[data['leisure_7']<0,'leisure_7'] = data['leisure_7'].mode()
data.loc[data['leisure_8']<0,'leisure_8'] = data['leisure_8'].mode()
data.loc[data['leisure_9']<0,'leisure_9'] = data['leisure_9'].mode()
data.loc[data['leisure_10']<0,'leisure_10'] = data['leisure_10'].mode()
data.loc[data['leisure_11']<0,'leisure_11'] = data['leisure_11'].mode()
data.loc[data['leisure_12']<0,'leisure_12'] = data['leisure_12'].mode()
data.loc[data['socialize']<0,'socialize'] = 2 #很少
data.loc[data['relax']<0,'relax'] = 4 #经常
data.loc[data['learn']<0,'learn'] = 1 #从不，哈哈哈哈
#对‘社交’处理
data.loc[data['social_neighbor']<0,'social_neighbor'] = 0
data.loc[data['social_friend']<0,'social_friend'] = 0
data.loc[data['socia_outing']<0,'socia_outing'] = 1
data.loc[data['neighbor_familiarity']<0,'social_neighbor']= 4
#对‘社会公平性’处理
data.loc[data['equity']<0,'equity'] = 4
#对‘社会等级’处理
data.loc[data['class_10_before']<0,'class_10_before'] = 3
data.loc[data['class']<0,'class'] = 5
data.loc[data['class_10_after']<0,'class_10_after'] = 5
data.loc[data['class_14']<0,'class_14'] = 2
#对‘工作情况’处理
data.loc[data['work_status']<0,'work_status'] = 0
data.loc[data['work_yr']<0,'work_yr'] = 0
data.loc[data['work_manage']<0,'work_manage'] = 0
data.loc[data['work_type']<0,'work_type'] = 0
#对‘社会保障’处理
data.loc[data['insur_1']<0,'insur_1'] = 1
data.loc[data['insur_2']<0,'insur_2'] = 1
data.loc[data['insur_3']<0,'insur_3'] = 1
data.loc[data['insur_4']<0,'insur_4'] = 1
data.loc[data['insur_1']==0,'insur_1'] = 0
data.loc[data['insur_2']==0,'insur_2'] = 0
data.loc[data['insur_3']==0,'insur_3'] = 0
data.loc[data['insur_4']==0,'insur_4'] = 0

取均值进行缺失值的补全（代码实现为means()），在这里因为家庭的收入是连续值，所以不能再使用取众数的方法进行处理，这里就直接使用了均值进行缺失值的补全。

#对家庭情况处理
family_income_mean = data['family_income'].mean()
data.loc[data['family_income']<0,'family_income'] = family_income_mean
data.loc[data['family_m']<0,'family_m'] = 2
data.loc[data['family_status']<0,'family_status'] = 3
data.loc[data['house']<0,'house'] = 1
data.loc[data['car']<0,'car'] = 0
data.loc[data['car']==2,'car'] = 0
data.loc[data['son']<0,'son'] = 1
data.loc[data['daughter']<0,'daughter'] = 0
data.loc[data['minor_child']<0,'minor_child'] = 0
#对‘婚姻’处理
data.loc[data['marital_1st']<0,'marital_1st'] = 0
data.loc[data['marital_now']<0,'marital_now'] = 0
#对‘配偶’处理
data.loc[data['s_birth']<0,'s_birth'] = 0
data.loc[data['s_edu']<0,'s_edu'] = 0
data.loc[data['s_political']<0,'s_political'] = 0
data.loc[data['s_hukou']<0,'s_hukou'] = 0
data.loc[data['s_income']<0,'s_income'] = 0
data.loc[data['s_work_type']<0,'s_work_type'] = 0
data.loc[data['s_work_status']<0,'s_work_status'] = 0
data.loc[data['s_work_exper']<0,'s_work_exper'] = 0
#对‘父母情况’处理
data.loc[data['f_birth']<0,'f_birth'] = 1945
data.loc[data['f_edu']<0,'f_edu'] = 1
data.loc[data['f_political']<0,'f_political'] = 1
data.loc[data['f_work_14']<0,'f_work_14'] = 2
data.loc[data['m_birth']<0,'m_birth'] = 1940
data.loc[data['m_edu']<0,'m_edu'] = 1
data.loc[data['m_political']<0,'m_political'] = 1
data.loc[data['m_work_14']<0,'m_work_14'] = 2
#和同龄人相比社会经济地位
data.loc[data['status_peer']<0,'status_peer'] = 2
#和3年前比社会经济地位
data.loc[data['status_3_before']<0,'status_3_before'] = 2
#对‘观点’处理
data.loc[data['view']<0,'view'] = 4
#对期望年收入处理
data.loc[data['inc_ability']<=0,'inc_ability']= 2
inc_exp_mean = data['inc_exp'].mean()
data.loc[data['inc_exp']<=0,'inc_exp']= inc_exp_mean #取均值

#部分特征处理，取众数
for i in range(1,9+1):
    data.loc[data['public_service_'+str(i)]<0,'public_service_'+str(i)] = data['public_service_'+str(i)].dropna().mode().values
for i in range(1,13+1):
    data.loc[data['trust_'+str(i)]<0,'trust_'+str(i)] = data['trust_'+str(i)].dropna().mode().values

数据增广

这一步，我们需要进一步分析每一个特征之间的关系，从而进行数据增广。经过思考，这里我添加了如下的特征：第一次结婚年龄、最近结婚年龄、是否再婚、配偶年龄、配偶年龄差、各种收入比（与配偶之间的收入比、十年后预期收入与现在收入之比等等）、收入与住房面积比（其中也包括10年后期望收入等等各种情况）、社会阶级（10年后的社会阶级、14年后的社会阶级等等）、悠闲指数、满意指数、信任指数等等。除此之外，我还考虑了对于同一省、市、县进行了归一化。例如同一省市内的收入的平均值等以及一个个体相对于同省、市、县其他人的各个指标的情况。同时也考虑了对于同龄人之间的相互比较，即在同龄人中的收入情况、健康情况等等。

#第一次结婚年龄 147
data['marital_1stbir'] = data['marital_1st'] - data['birth'] 
#最近结婚年龄 148
data['marital_nowtbir'] = data['marital_now'] - data['birth'] 
#是否再婚 149
data['mar'] = data['marital_nowtbir'] - data['marital_1stbir']
#配偶年龄 150
data['marital_sbir'] = data['marital_now']-data['s_birth']
#配偶年龄差 151
data['age_'] = data['marital_nowtbir'] - data['marital_sbir'] 

#收入比 151+7 =158
data['income/s_income'] = data['income']/(data['s_income']+1)
data['income+s_income'] = data['income']+(data['s_income']+1)
data['income/family_income'] = data['income']/(data['family_income']+1)
data['all_income/family_income'] = (data['income']+data['s_income'])/(data['family_income']+1)
data['income/inc_exp'] = data['income']/(data['inc_exp']+1)
data['family_income/m'] = data['family_income']/(data['family_m']+0.01)
data['income/m'] = data['income']/(data['family_m']+0.01)

#收入/面积比 158+4=162
data['income/floor_area'] = data['income']/(data['floor_area']+0.01)
data['all_income/floor_area'] = (data['income']+data['s_income'])/(data['floor_area']+0.01)
data['family_income/floor_area'] = data['family_income']/(data['floor_area']+0.01)
data['floor_area/m'] = data['floor_area']/(data['family_m']+0.01)

#class 162+3=165
data['class_10_diff'] = (data['class_10_after'] - data['class'])
data['class_diff'] = data['class'] - data['class_10_before']
data['class_14_diff'] = data['class'] - data['class_14']
#悠闲指数 166
leisure_fea_lis = ['leisure_'+str(i) for i in range(1,13)]
data['leisure_sum'] = data[leisure_fea_lis].sum(axis=1) #skew
#满意指数 167
public_service_fea_lis = ['public_service_'+str(i) for i in range(1,10)]
data['public_service_sum'] = data[public_service_fea_lis].sum(axis=1) #skew

#信任指数 168
trust_fea_lis = ['trust_'+str(i) for i in range(1,14)]
data['trust_sum'] = data[trust_fea_lis].sum(axis=1) #skew

#province mean 168+13=181
data['province_income_mean'] = data.groupby(['province'])['income'].transform('mean').values
data['province_family_income_mean'] = data.groupby(['province'])['family_income'].transform('mean').values
data['province_equity_mean'] = data.groupby(['province'])['equity'].transform('mean').values
data['province_depression_mean'] = data.groupby(['province'])['depression'].transform('mean').values
data['province_floor_area_mean'] = data.groupby(['province'])['floor_area'].transform('mean').values
data['province_health_mean'] = data.groupby(['province'])['health'].transform('mean').values
data['province_class_10_diff_mean'] = data.groupby(['province'])['class_10_diff'].transform('mean').values
data['province_class_mean'] = data.groupby(['province'])['class'].transform('mean').values
data['province_health_problem_mean'] = data.groupby(['province'])['health_problem'].transform('mean').values
data['province_family_status_mean'] = data.groupby(['province'])['family_status'].transform('mean').values
data['province_leisure_sum_mean'] = data.groupby(['province'])['leisure_sum'].transform('mean').values
data['province_public_service_sum_mean'] = data.groupby(['province'])['public_service_sum'].transform('mean').values
data['province_trust_sum_mean'] = data.groupby(['province'])['trust_sum'].transform('mean').values

#city   mean 181+13=194
data['city_income_mean'] = data.groupby(['city'])['income'].transform('mean').values
data['city_family_income_mean'] = data.groupby(['city'])['family_income'].transform('mean').values
data['city_equity_mean'] = data.groupby(['city'])['equity'].transform('mean').values
data['city_depression_mean'] = data.groupby(['city'])['depression'].transform('mean').values
data['city_floor_area_mean'] = data.groupby(['city'])['floor_area'].transform('mean').values
data['city_health_mean'] = data.groupby(['city'])['health'].transform('mean').values
data['city_class_10_diff_mean'] = data.groupby(['city'])['class_10_diff'].transform('mean').values
data['city_class_mean'] = data.groupby(['city'])['class'].transform('mean').values
data['city_health_problem_mean'] = data.groupby(['city'])['health_problem'].transform('mean').values
data['city_family_status_mean'] = data.groupby(['city'])['family_status'].transform('mean').values
data['city_leisure_sum_mean'] = data.groupby(['city'])['leisure_sum'].transform('mean').values
data['city_public_service_sum_mean'] = data.groupby(['city'])['public_service_sum'].transform('mean').values
data['city_trust_sum_mean'] = data.groupby(['city'])['trust_sum'].transform('mean').values

#county  mean 194 + 13 = 207
data['county_income_mean'] = data.groupby(['county'])['income'].transform('mean').values
data['county_family_income_mean'] = data.groupby(['county'])['family_income'].transform('mean').values
data['county_equity_mean'] = data.groupby(['county'])['equity'].transform('mean').values
data['county_depression_mean'] = data.groupby(['county'])['depression'].transform('mean').values
data['county_floor_area_mean'] = data.groupby(['county'])['floor_area'].transform('mean').values
data['county_health_mean'] = data.groupby(['county'])['health'].transform('mean').values
data['county_class_10_diff_mean'] = data.groupby(['county'])['class_10_diff'].transform('mean').values
data['county_class_mean'] = data.groupby(['county'])['class'].transform('mean').values
data['county_health_problem_mean'] = data.groupby(['county'])['health_problem'].transform('mean').values
data['county_family_status_mean'] = data.groupby(['county'])['family_status'].transform('mean').values
data['county_leisure_sum_mean'] = data.groupby(['county'])['leisure_sum'].transform('mean').values
data['county_public_service_sum_mean'] = data.groupby(['county'])['public_service_sum'].transform('mean').values
data['county_trust_sum_mean'] = data.groupby(['county'])['trust_sum'].transform('mean').values

#ratio 相比同省 207 + 13 =220
data['income/province'] = data['income']/(data['province_income_mean'])                                      
data['family_income/province'] = data['family_income']/(data['province_family_income_mean'])   
data['equity/province'] = data['equity']/(data['province_equity_mean'])       
data['depression/province'] = data['depression']/(data['province_depression_mean'])                                                
data['floor_area/province'] = data['floor_area']/(data['province_floor_area_mean'])
data['health/province'] = data['health']/(data['province_health_mean'])
data['class_10_diff/province'] = data['class_10_diff']/(data['province_class_10_diff_mean'])
data['class/province'] = data['class']/(data['province_class_mean'])
data['health_problem/province'] = data['health_problem']/(data['province_health_problem_mean'])
data['family_status/province'] = data['family_status']/(data['province_family_status_mean'])
data['leisure_sum/province'] = data['leisure_sum']/(data['province_leisure_sum_mean'])
data['public_service_sum/province'] = data['public_service_sum']/(data['province_public_service_sum_mean'])
data['trust_sum/province'] = data['trust_sum']/(data['province_trust_sum_mean']+1)

#ratio 相比同市 220 + 13 =233
data['income/city'] = data['income']/(data['city_income_mean'])                                      
data['family_income/city'] = data['family_income']/(data['city_family_income_mean'])   
data['equity/city'] = data['equity']/(data['city_equity_mean'])       
data['depression/city'] = data['depression']/(data['city_depression_mean'])                                                
data['floor_area/city'] = data['floor_area']/(data['city_floor_area_mean'])
data['health/city'] = data['health']/(data['city_health_mean'])
data['class_10_diff/city'] = data['class_10_diff']/(data['city_class_10_diff_mean'])
data['class/city'] = data['class']/(data['city_class_mean'])
data['health_problem/city'] = data['health_problem']/(data['city_health_problem_mean'])
data['family_status/city'] = data['family_status']/(data['city_family_status_mean'])
data['leisure_sum/city'] = data['leisure_sum']/(data['city_leisure_sum_mean'])
data['public_service_sum/city'] = data['public_service_sum']/(data['city_public_service_sum_mean'])
data['trust_sum/city'] = data['trust_sum']/(data['city_trust_sum_mean'])

#ratio 相比同个地区 233 + 13 =246
data['income/county'] = data['income']/(data['county_income_mean'])                                      
data['family_income/county'] = data['family_income']/(data['county_family_income_mean'])   
data['equity/county'] = data['equity']/(data['county_equity_mean'])       
data['depression/county'] = data['depression']/(data['county_depression_mean'])                                                
data['floor_area/county'] = data['floor_area']/(data['county_floor_area_mean'])
data['health/county'] = data['health']/(data['county_health_mean'])
data['class_10_diff/county'] = data['class_10_diff']/(data['county_class_10_diff_mean'])
data['class/county'] = data['class']/(data['county_class_mean'])
data['health_problem/county'] = data['health_problem']/(data['county_health_problem_mean'])
data['family_status/county'] = data['family_status']/(data['county_family_status_mean'])
data['leisure_sum/county'] = data['leisure_sum']/(data['county_leisure_sum_mean'])
data['public_service_sum/county'] = data['public_service_sum']/(data['county_public_service_sum_mean'])
data['trust_sum/county'] = data['trust_sum']/(data['county_trust_sum_mean'])

#age   mean 246+ 13 =259
data['age_income_mean'] = data.groupby(['age'])['income'].transform('mean').values
data['age_family_income_mean'] = data.groupby(['age'])['family_income'].transform('mean').values
data['age_equity_mean'] = data.groupby(['age'])['equity'].transform('mean').values
data['age_depression_mean'] = data.groupby(['age'])['depression'].transform('mean').values
data['age_floor_area_mean'] = data.groupby(['age'])['floor_area'].transform('mean').values
data['age_health_mean'] = data.groupby(['age'])['health'].transform('mean').values
data['age_class_10_diff_mean'] = data.groupby(['age'])['class_10_diff'].transform('mean').values
data['age_class_mean'] = data.groupby(['age'])['class'].transform('mean').values
data['age_health_problem_mean'] = data.groupby(['age'])['health_problem'].transform('mean').values
data['age_family_status_mean'] = data.groupby(['age'])['family_status'].transform('mean').values
data['age_leisure_sum_mean'] = data.groupby(['age'])['leisure_sum'].transform('mean').values
data['age_public_service_sum_mean'] = data.groupby(['age'])['public_service_sum'].transform('mean').values
data['age_trust_sum_mean'] = data.groupby(['age'])['trust_sum'].transform('mean').values

# 和同龄人相比259 + 13 =272
data['income/age'] = data['income']/(data['age_income_mean'])                                      
data['family_income/age'] = data['family_income']/(data['age_family_income_mean'])   
data['equity/age'] = data['equity']/(data['age_equity_mean'])       
data['depression/age'] = data['depression']/(data['age_depression_mean'])                                                
data['floor_area/age'] = data['floor_area']/(data['age_floor_area_mean'])
data['health/age'] = data['health']/(data['age_health_mean'])
data['class_10_diff/age'] = data['class_10_diff']/(data['age_class_10_diff_mean'])
data['class/age'] = data['class']/(data['age_class_mean'])
data['health_problem/age'] = data['health_problem']/(data['age_health_problem_mean'])
data['family_status/age'] = data['family_status']/(data['age_family_status_mean'])
data['leisure_sum/age'] = data['leisure_sum']/(data['age_leisure_sum_mean'])
data['public_service_sum/age'] = data['public_service_sum']/(data['age_public_service_sum_mean'])
data['trust_sum/age'] = data['trust_sum']/(data['age_trust_sum_mean'])

经过如上的操作后，最终我们的特征从一开始的131维，扩充为了272维的特征。接下来考虑特征工程、训练模型以及模型融合的工作。

我们还应该删去有效样本数很少的特征，例如负值太多的特征或者是缺失值太多的特征，这里我一共删除了包括“目前的最高教育程度”在内的9类特征，得到了最终的263维的特征

#删除数值特别少的和之前用过的特征
del_list=['id','survey_time','edu_other','invest_other','property_other','join_party','province','city','county']
use_feature = [clo for clo in data.columns if clo not in del_list]
data.fillna(0,inplace=True) #还是补0
train_shape = train.shape[0] #一共的数据量，训练集
features = data[use_feature].columns #删除后所有的特征
X_train_263 = data[:train_shape][use_feature].values
y_train = target
X_test_263 = data[train_shape:][use_feature].values
X_train_263.shape #最终一种263个特征

这里选择了最重要的49个特征

imp_fea_49 = ['equity','depression','health','class','family_status','health_problem','class_10_after',
           'equity/province','equity/city','equity/county',
           'depression/province','depression/city','depression/county',
           'health/province','health/city','health/county',
           'class/province','class/city','class/county',
           'family_status/province','family_status/city','family_status/county',
           'family_income/province','family_income/city','family_income/county',
           'floor_area/province','floor_area/city','floor_area/county',
           'leisure_sum/province','leisure_sum/city','leisure_sum/county',
           'public_service_sum/province','public_service_sum/city','public_service_sum/county',
           'trust_sum/province','trust_sum/city','trust_sum/county',
           'income/m','public_service_sum','class_diff','status_3_before','age_income_mean','age_floor_area_mean',
           'weight_jin','height_cm',
           'health/age','depression/age','equity/age','leisure_sum/age'
          ]
train_shape = train.shape[0]
X_train_49 = data[:train_shape][imp_fea_49].values
X_test_49 = data[train_shape:][imp_fea_49].values
X_train_49.shape #最重要的49个特征

选择需要进行onehot编码的离散变量进行one-hot编码，再合成为第三类特征，共383维。

cat_fea = ['survey_type','gender','nationality','edu_status','political','hukou','hukou_loc','work_exper','work_status','work_type',
           'work_manage','marital','s_political','s_hukou','s_work_exper','s_work_status','s_work_type','f_political','f_work_14',
           'm_political','m_work_14']
noc_fea = [clo for clo in use_feature if clo not in cat_fea]

onehot_data = data[cat_fea].values
enc = preprocessing.OneHotEncoder(categories = 'auto')
oh_data=enc.fit_transform(onehot_data).toarray()
oh_data.shape #变为onehot编码格式

X_train_oh = oh_data[:train_shape,:]
X_test_oh = oh_data[train_shape:,:]
X_train_oh.shape #其中的训练集

X_train_383 = np.column_stack([data[:train_shape][noc_fea].values,X_train_oh])#先是noc，再是cat_fea
X_test_383 = np.column_stack([data[train_shape:][noc_fea].values,X_test_oh])
X_train_383.shape

特征建模

首先我们对于原始的263维的特征，使用lightGBM进行处理，这里我们使用5折交叉验证的方法：

1. lightGBM

#lightGBM决策树
lgb_263_param = {
'num_leaves': 7, 
'min_data_in_leaf': 20, #叶子可能具有的最小记录数
'objective':'regression',
'max_depth': -1,
'learning_rate': 0.003,
"boosting": "gbdt", #用gbdt算法
"feature_fraction": 0.18, #例如 0.18时，意味着在每次迭代中随机选择18％的参数来建树
"bagging_freq": 1,
"bagging_fraction": 0.55, #每次迭代时用的数据比例
"bagging_seed": 14,
"metric": 'mse',
"lambda_l1": 0.1005,
"lambda_l2": 0.1996, 
"verbosity": -1}
folds = StratifiedKFold(n_splits=5, shuffle=True, random_state=4)   #交叉切分：5
oof_lgb_263 = np.zeros(len(X_train_263))
predictions_lgb_263 = np.zeros(len(X_test_263))

for fold_, (trn_idx, val_idx) in enumerate(folds.split(X_train_263, y_train)):

    print("fold n°{}".format(fold_+1))
    trn_data = lgb.Dataset(X_train_263[trn_idx], y_train[trn_idx])
    val_data = lgb.Dataset(X_train_263[val_idx], y_train[val_idx])#train:val=4:1

    num_round = 10000
    lgb_263 = lgb.train(lgb_263_param, trn_data, num_round, valid_sets = [trn_data, val_data], verbose_eval=500, early_stopping_rounds = 800)
    oof_lgb_263[val_idx] = lgb_263.predict(X_train_263[val_idx], num_iteration=lgb_263.best_iteration)
    predictions_lgb_263 += lgb_263.predict(X_test_263, num_iteration=lgb_263.best_iteration) / folds.n_splits

print("CV score: {:<8.8f}".format(mean_squared_error(oof_lgb_263, target)))

2. XGBoost

#xgboost
xgb_263_params = {'eta': 0.02,  #lr
              'max_depth': 6,  
              'min_child_weight':3,#最小叶子节点样本权重和
              'gamma':0, #指定节点分裂所需的最小损失函数下降值。
              'subsample': 0.7,  #控制对于每棵树，随机采样的比例
              'colsample_bytree': 0.3,  #用来控制每棵随机采样的列数的占比 (每一列是一个特征)。
              'lambda':2,
              'objective': 'reg:linear', 
              'eval_metric': 'rmse', 
              'silent': True, 
              'nthread': -1}


folds = KFold(n_splits=5, shuffle=True, random_state=2019)
oof_xgb_263 = np.zeros(len(X_train_263))
predictions_xgb_263 = np.zeros(len(X_test_263))

for fold_, (trn_idx, val_idx) in enumerate(folds.split(X_train_263, y_train)):
    print("fold n°{}".format(fold_+1))
    trn_data = xgb.DMatrix(X_train_263[trn_idx], y_train[trn_idx])
    val_data = xgb.DMatrix(X_train_263[val_idx], y_train[val_idx])

    watchlist = [(trn_data, 'train'), (val_data, 'valid_data')]
    xgb_263 = xgb.train(dtrain=trn_data, num_boost_round=3000, evals=watchlist, early_stopping_rounds=600, verbose_eval=500, params=xgb_263_params)
    oof_xgb_263[val_idx] = xgb_263.predict(xgb.DMatrix(X_train_263[val_idx]), ntree_limit=xgb_263.best_ntree_limit)
    predictions_xgb_263 += xgb_263.predict(xgb.DMatrix(X_test_263), ntree_limit=xgb_263.best_ntree_limit) / folds.n_splits

print("CV score: {:<8.8f}".format(mean_squared_error(oof_xgb_263, target)))

3. 随机森林

#RandomForestRegressor随机森林
folds = KFold(n_splits=5, shuffle=True, random_state=2019)
oof_rfr_263 = np.zeros(len(X_train_263))
predictions_rfr_263 = np.zeros(len(X_test_263))

for fold_, (trn_idx, val_idx) in enumerate(folds.split(X_train_263, y_train)):
    print("fold n°{}".format(fold_+1))
    tr_x = X_train_263[trn_idx]
    tr_y = y_train[trn_idx]
    rfr_263 = rfr(n_estimators=1600,max_depth=9, min_samples_leaf=9, min_weight_fraction_leaf=0.0,
            max_features=0.25,verbose=1,n_jobs=-1)
    #verbose = 0 为不在标准输出流输出日志信息
#verbose = 1 为输出进度条记录
#verbose = 2 为每个epoch输出一行记录
    rfr_263.fit(tr_x,tr_y)
    oof_rfr_263[val_idx] = rfr_263.predict(X_train_263[val_idx])
    
    predictions_rfr_263 += rfr_263.predict(X_test_263) / folds.n_splits

print("CV score: {:<8.8f}".format(mean_squared_error(oof_rfr_263, target)))

4. 梯度提升决策树GBRT

#GradientBoostingRegressor梯度提升决策树
folds = StratifiedKFold(n_splits=5, shuffle=True, random_state=2018)
oof_gbr_263 = np.zeros(train_shape)
predictions_gbr_263 = np.zeros(len(X_test_263))

for fold_, (trn_idx, val_idx) in enumerate(folds.split(X_train_263, y_train)):
    print("fold n°{}".format(fold_+1))
    tr_x = X_train_263[trn_idx]
    tr_y = y_train[trn_idx]
    gbr_263 = gbr(n_estimators=400, learning_rate=0.01,subsample=0.65,max_depth=7, min_samples_leaf=20,
            max_features=0.22,verbose=1)
    gbr_263.fit(tr_x,tr_y)
    oof_gbr_263[val_idx] = gbr_263.predict(X_train_263[val_idx])
    
    predictions_gbr_263 += gbr_263.predict(X_test_263) / folds.n_splits

print("CV score: {:<8.8f}".format(mean_squared_error(oof_gbr_263, target)))