6.1.1 GridSearchCV
• sklearn.svc() 的参数
• C: float参数 默认值为1.0,惩罚系数
• kernel: str参数 默认为‘rbf’
• linear:线性核函数
• poly:多项式核函数
• rbf:径像核函数/高斯核
• sigmod:sigmod核函数
• degree: int型参数 默认为3,只对poly多项式生效
• gamma: float参数 默认为auto,对rbf,poly,sigmod有效
• coef0: float参数 默认为0.0,对poly和sigmod核函数的独立常数项有用
• max_iter : int参数 默认为-1。迭代次数,-1表示不限制
cv可以是整数或者交叉验证生成器或一个可迭代器,cv参数对应的4种输入列举如下:
None:默认参数,函数会使用默认的3折交叉验证
整数k:k折交叉验证。对于分类任务,使用StratifiedKFold(类别平衡,每类的训练集占比一样多,具体可以查看官方文档)。对于其他任务,使用KFold
交叉验证生成器:得自己写生成器,头疼,略
可以生成训练集与测试集的迭代器:同上,略
estimator:所使用的分类器,如estimator=RandomForestClassifier(min_samples_split=100,min_samples_leaf=20,max_depth=8,max_features=‘sqrt’,random_state=10), 并且传入除需要确定最佳的参数之外的其他参数。每一个分类器都需要一个scoring参数,或者score方法。
param_grid:值为字典或者列表,即需要最优化的参数的取值,param_grid =param_test1,param_test1 = {‘n_estimators’:range(10,71,10)}。
scoring :准确度评价标准,默认None,这时需要使用score函数;或者如scoring=‘roc_auc’,根据所选模型不同,评价准则不同。字符串(函数名),或是可调用对象,需要其函数签名形如:scorer(estimator, X, y);如果是None,则使用estimator的误差估计函数。
# 使用网格搜索进行超参数调优:
# 方式1:网格搜索GridSearchCV()
from sklearn.model_selection import GridSearchCV
from sklearn.svm import SVC
import time
start_time = time.time()
pipe_svc = make_pipeline(StandardScaler(),SVC(random_state=1))
param_range = [0.0001,0.001,0.01,0.1,1.0,10.0,100.0,1000.0]
param_grid = [{'svc__C':param_range,'svc__kernel':['linear']},{'svc__C':param_range,'svc__gamma':param_range,'svc__kernel':['rbf']}]
gs = GridSearchCV(estimator=pipe_svc,param_grid=param_grid,scoring='accuracy',cv=10,n_jobs=-1)
gs = gs.fit(X,y)
end_time = time.time()
print("网格搜索经历时间:%.3f S" % float(end_time-start_time))
print(gs.best_score_)
print(gs.best_params_)
# 方式2:随机网格搜索RandomizedSearchCV()
from sklearn.model_selection import RandomizedSearchCV
from sklearn.svm import SVC
import time
start_time = time.time()
pipe_svc = make_pipeline(StandardScaler(),SVC(random_state=1))
param_range = [0.0001,0.001,0.01,0.1,1.0,10.0,100.0,1000.0]
param_grid = [{'svc__C':param_range,'svc__kernel':['linear']},{'svc__C':param_range,'svc__gamma':param_range,'svc__kernel':['rbf']}]
# param_grid = [{'svc__C':param_range,'svc__kernel':['linear','rbf'],'svc__gamma':param_range}]
gs = RandomizedSearchCV(estimator=pipe_svc, param_distributions=param_grid,scoring='accuracy',cv=10,n_jobs=-1)
gs = gs.fit(X,y)
end_time = time.time()
print("随机网格搜索经历时间:%.3f S" % float(end_time-start_time))
print(gs.best_score_)
print(gs.best_params_)
当类别为两类时,可以绘制混淆矩阵与ROC曲线
# 混淆矩阵:
# 加载数据
df = pd.read_csv("http://archive.ics.uci.edu/ml/machine-learning-databases/breast-cancer-wisconsin/wdbc.data",header=None)
'''
乳腺癌数据集:569个恶性和良性肿瘤细胞的样本,M为恶性,B为良性
'''
# 做基本的数据预处理
from sklearn.preprocessing import LabelEncoder
X = df.iloc[:,2:].values
y = df.iloc[:,1].values
le = LabelEncoder() #将M-B等字符串编码成计算机能识别的0-1
y = le.fit_transform(y)
le.transform(['M','B'])
# 数据切分8:2
from sklearn.model_selection import train_test_split
X_train,X_test,y_train,y_test = train_test_split(X,y,test_size=0.2,stratify=y,random_state=1)
from sklearn.svm import SVC
pipe_svc = make_pipeline(StandardScaler(),SVC(random_state=1))
from sklearn.metrics import confusion_matrix
pipe_svc.fit(X_train,y_train)
y_pred = pipe_svc.predict(X_test)
confmat = confusion_matrix(y_true=y_test,y_pred=y_pred)
fig,ax = plt.subplots(figsize=(2.5,2.5))
ax.matshow(confmat, cmap=plt.cm.Blues,alpha=0.3)
for i in range(confmat.shape[0]):
for j in range(confmat.shape[1]):
ax.text(x=j,y=i,s=confmat[i,j],va='center',ha='center')
plt.xlabel('predicted label')
plt.ylabel('true label')
plt.show()
# 绘制ROC曲线:
from sklearn.metrics import roc_curve,auc
from sklearn.metrics import make_scorer,f1_score
scorer = make_scorer(f1_score,pos_label=0)
gs = GridSearchCV(estimator=pipe_svc,param_grid=param_grid,scoring=scorer,cv=10)
y_pred = gs.fit(X_train,y_train).decision_function(X_test)
#y_pred = gs.predict(X_test)
fpr,tpr,threshold = roc_curve(y_test, y_pred) ###计算真阳率和假阳率
roc_auc = auc(fpr,tpr) ###计算auc的值
plt.figure()
lw = 2
plt.figure(figsize=(7,5))
plt.plot(fpr, tpr, color='darkorange',
lw=lw, label='ROC curve (area = %0.2f)' % roc_auc) ###假阳率为横坐标,真阳率为纵坐标做曲线
plt.plot([0, 1], [0, 1], color='navy', lw=lw, linestyle='--')
plt.xlim([-0.05, 1.0])
plt.ylim([-0.05, 1.05])
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver operating characteristic ')
plt.legend(loc="lower right")
plt.show()