集成学习-task5-bagging

Bagging

什么是bootstraps

自助采样(bootstrap)，是有放回的从数据集中进行采样，意味着同样的一个样本可能被多次进行采样
　　（1） 采用重抽样技术从原始样本中抽取一定数量（自己给定）的样本，此过程允许重复抽样。
　　（2） 根据抽出的样本计算给定的统计量T。
　　（3） 重复上述N次（一般大于1000），得到N个统计量T。
　　（4） 计算上述N个统计量T的样本方差，得到统计量的方差。

bootstraps与bagging的联系

bagging是指从训练集从进行子抽样组成每个基模型所需要的子训练集，对所有基模型预测的结果进行综合产生最终的预测结果，抽取训练样本的时候采用的是bootstrap的方法

什么是bagging

bagging是指从训练集从进行子抽样组成每个基模型所需要的子训练集，对所有基模型预测的结果进行综合产生最终的预测结果

随机森林与bagging的联系和区别

区别在于

随机森林在采样时不仅“重采样”，而且只选了部分的“列”（特征）

联系在于

随机森林是分类树的组合，用Bagging方法产生各异的训练集，由于分类树是不稳定的算法，因此分类树与Bagging方法结合能有效减小方差，从而减小组合分类器的泛化误差。

使用偏差与方差理论阐述为什么bagging能提升模型的预测精度

bagging通过有放回的多次取样，抽样的样本数量越多，样本均值的方差越低，降低的误差方差>增加的误差偏差平方的原理来提升预测精度

请尝试使用bagging与基本分类模型或者回归模型做对比，观察bagging是否相对于基础模型的精度有所提高

import numpy as np
import matplotlib.pyplot as plt
from sklearn import datasets
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LogisticRegression
 
X, y = datasets.make_moons(n_samples=500, noise=0.3, random_state=42)
 
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
 
plt.scatter(X[y==0, 0], X[y==0, 1])
plt.scatter(X[y==1, 0], X[y==1, 1])
# plt.show()
 
from sklearn.tree import DecisionTreeClassifier
from sklearn.ensemble import BaggingClassifier
 
# 使用bagging+决策树分类
bagging_clf = BaggingClassifier(DecisionTreeClassifier(),
                               n_estimators=500, max_samples=200,
                               bootstrap=True)
bagging_clf.fit(X_train, y_train)
score1 = bagging_clf.score(X_test, y_test)
print("使用Bagging分类的准确率：", score1)
 
# 使用逻辑回归分类
logreg_clf = LogisticRegression(C=1e5)
logreg_clf.fit(X_train, y_train)
score2 = logreg_clf.score(X_test, y_test)
print("使用逻辑回归分类的准确率：",score2)

python+numpy+sklearn的基础模型来实现bagging

# Bagging Algorithm on the Sonar dataset
from random import seed
from random import randrange
from csv import reader
 
# Load a CSV file
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)
	return dataset
 
# Convert string column to float
def str_column_to_float(dataset, column):
	for row in dataset:
		row[column] = float(row[column].strip())
 
# Convert string column to integer
def str_column_to_int(dataset, column):
	class_values = [row[column] for row in dataset]
	unique = set(class_values)
	lookup = dict()
	for i, value in enumerate(unique):
		lookup[value] = i
	for row in dataset:
		row[column] = lookup[row[column]]
	return lookup
 
# Split a dataset into k folds
def cross_validation_split(dataset, n_folds):
	dataset_split = list()
	dataset_copy = list(dataset)
	fold_size = int(len(dataset) / n_folds)
	for i in range(n_folds):
		fold = list()
		while len(fold) < fold_size:
			index = randrange(len(dataset_copy))
			fold.append(dataset_copy.pop(index))
		dataset_split.append(fold)
	return dataset_split
 
# Calculate accuracy percentage
def accuracy_metric(actual, predicted):
	correct = 0
	for i in range(len(actual)):
		if actual[i] == predicted[i]:
			correct += 1
	return correct / float(len(actual)) * 100.0
 
# Evaluate an algorithm using a cross validation split
def evaluate_algorithm(dataset, algorithm, n_folds, *args):
	folds = cross_validation_split(dataset, n_folds)
	scores = list()
	for fold in folds:
		train_set = list(folds)
		train_set.remove(fold)
		train_set = sum(train_set, [])
		test_set = list()
		for row in fold:
			row_copy = list(row)
			test_set.append(row_copy)
			row_copy[-1] = None
		predicted = algorithm(train_set, test_set, *args)
		actual = [row[-1] for row in fold]
		accuracy = accuracy_metric(actual, predicted)
		scores.append(accuracy)
	return scores
 
# Split a dataset based on an attribute and an attribute value
def test_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
 
# Calculate the Gini index for a split dataset
def gini_index(groups, classes):
	# count all samples at split point
	n_instances = float(sum([len(group) for group in groups]))
	# sum weighted Gini index for each group
	gini = 0.0
	for group in groups:
		size = float(len(group))
		# avoid divide by zero
		if size == 0:
			continue
		score = 0.0
		# score the group based on the score for each class
		for class_val in classes:
			p = [row[-1] for row in group].count(class_val) / size
			score += p * p
		# weight the group score by its relative size
		gini += (1.0 - score) * (size / n_instances)
	return gini
 
# Select the best split point for a dataset
def get_split(dataset):
	class_values = list(set(row[-1] for row in dataset))
	b_index, b_value, b_score, b_groups = 999, 999, 999, None
	for index in range(len(dataset[0])-1):
		for row in dataset:
		# for i in range(len(dataset)):
		# 	row = dataset[randrange(len(dataset))]
			groups = test_split(index, row[index], dataset)
			gini = gini_index(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}
 
# Create a terminal node value
def to_terminal(group):
	outcomes = [row[-1] for row in group]
	return max(set(outcomes), key=outcomes.count)
 
# Create child splits for a node or make terminal
def split(node, max_depth, min_size, depth):
	left, right = node['groups']
	del(node['groups'])
	# check for a no split
	if not left or not right:
		node['left'] = node['right'] = to_terminal(left + right)
		return
	# check for max depth
	if depth >= max_depth:
		node['left'], node['right'] = to_terminal(left), to_terminal(right)
		return
	# process left child
	if len(left) <= min_size:
		node['left'] = to_terminal(left)
	else:
		node['left'] = get_split(left)
		split(node['left'], max_depth, min_size, depth+1)
	# process right child
	if len(right) <= min_size:
		node['right'] = to_terminal(right)
	else:
		node['right'] = get_split(right)
		split(node['right'], max_depth, min_size, depth+1)
 
# Build a decision tree
def build_tree(train, max_depth, min_size):
	root = get_split(train)
	split(root, max_depth, min_size, 1)
	return root
 
# Make a prediction with a decision tree
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']
 
# Create a random subsample from the dataset with replacement
def subsample(dataset, ratio):
	sample = list()
	n_sample = round(len(dataset) * ratio)
	while len(sample) < n_sample:
		index = randrange(len(dataset))
		sample.append(dataset[index])
	return sample
 
# Make a prediction with a list of bagged trees
def bagging_predict(trees, row):
	predictions = [predict(tree, row) for tree in trees]
	return max(set(predictions), key=predictions.count)
 
# Bootstrap Aggregation Algorithm
def bagging(train, test, max_depth, min_size, sample_size, n_trees):
	trees = list()
	for i in range(n_trees):
		sample = subsample(train, sample_size)
		tree = build_tree(sample, max_depth, min_size)
		trees.append(tree)
	predictions = [bagging_predict(trees, row) for row in test]
	return(predictions)
 
# Test bagging on the sonar dataset
seed(1)
# load and prepare data
filename = 'sonar.all-data.csv'
dataset = load_csv(filename)
# convert string attributes to integers
for i in range(len(dataset[0])-1):
	str_column_to_float(dataset, i)
# convert class column to integers
str_column_to_int(dataset, len(dataset[0])-1)
# evaluate algorithm
n_folds = 5
max_depth = 6
min_size = 2
sample_size = 0.50
for n_trees in [1, 5, 10, 50]:
	scores = evaluate_algorithm(dataset, bagging, n_folds, max_depth, min_size, sample_size, n_trees)
	print('Trees: %d' % n_trees)
	print('Scores: %s' % scores)
	print('Mean Accuracy: %.3f%%' % (sum(scores)/float(len(scores))))

引用

https://github.com/datawhalechina/ensemble-learning
https://blog.csdn.net/cookie222/article/details/119001508
https://blog.csdn.net/weixin_41215684/article/details/118978895