Datawhale AI 夏令营 siRNA药物药效预测 task03

1.lgm优化

1.1 低Remaining范围样本高权重

weight_ls = np.array(feats['mRNA_remaining_pct'].apply(lambda x:2 if ((x<=30)and(x>=0)) else 1))

1.2 使用官方评价指标作为损失函数

# calculate_metrics函数用于计算评估指标
def calculate_metrics(preds, data, threshold=30):
    y_pred = preds
    y_true = data.get_label()
    mae = np.mean(np.abs(y_true - y_pred))
    # if mae < 0: mae = 0
    # elif mae >100: mae = 100

    y_true_binary = ((y_true <= threshold) & (y_true >= 0)).astype(int)
    y_pred_binary = ((y_pred <= threshold) & (y_pred >= 0)).astype(int)

    mask = (y_pred >= 0) & (y_pred <= threshold)
    range_mae = (
        mean_absolute_error(y_true[mask], y_pred[mask]) if np.sum(mask) > 0 else 100
    )
    # if range_mae < 0: range_mae = 0
    # elif range_mae >100: range_mae = 100

    # precision = precision_score(y_true_binary, y_pred_binary, average="binary")
    # recall = recall_score(y_true_binary, y_pred_binary, average="binary")

    if np.sum(y_pred_binary) > 0:
        precision = (np.array(y_pred_binary) & y_true_binary).sum()/np.sum(y_pred_binary)
    else:
        precision = 0
    if np.sum(y_true_binary) > 0:
        recall = (np.array(y_pred_binary) & y_true_binary).sum()/np.sum(y_true_binary)
    else:
        recall = 0

    if precision + recall == 0:
        f1 = 0
    else:
        f1 = 2 * precision * recall / (precision + recall)
    score = (1 - mae / 100) * 0.5 + (1 - range_mae / 100) * f1 * 0.5
    return "custom_score", score, True  # True表示分数越高越好

1.3 自适应学习率

# adaptive_learning_rate函数用于自适应学习率
def adaptive_learning_rate(decay_rate=0.8, patience=50):
    best_score = float("-inf")  # 初始化为负无穷,因为分数越高越好
    wait = 0

    def callback(env):
        nonlocal best_score, wait
        current_score = env.evaluation_result_list[-1][2]  # 假设使用的是最后一个评估指标
        current_lr =  env.model.params.get('learning_rate')

        if current_score > best_score: 
            best_score = current_score
            # wait = 0 # 需要连续的score没有上升
        else:
            wait += 1

        if wait >= patience:
            new_lr = float(current_lr) * decay_rate
            wait = 0
            env.model.params['learning_rate'] = new_lr
            print(f"Learning rate adjusted to {env.model.params.get('learning_rate')}")

    return callback

1.4 多折交叉验证

# train函数用于训练模型
def train(feats, n_original):
    # 定义k折交叉验证
    n_splits = 10
    kf = KFold(n_splits=n_splits, shuffle=True, random_state=42)
    # 开始k折交叉验证
    gbms = []
    for fold, (train_idx, val_idx) in enumerate(
        kf.split(feats.iloc[:n_original, :]), 1
    ):
        # 准备训练集和验证集
        X_train, X_val = feats.iloc[train_idx, :-1], feats.iloc[val_idx, :-1]
        y_train, y_val = feats.iloc[train_idx, -1], feats.iloc[val_idx, -1]
        w_train = weight_ls[train_idx]
        

        # 创建LightGBM数据集
        train_data = lgb.Dataset(X_train, label=y_train, weight=w_train)
        val_data = lgb.Dataset(X_val, label=y_val, reference=train_data)

        boost_round = 25000
        early_stop_rounds = int(boost_round*0.1)

        # 显示metric
        lgb_log = lgb.log_evaluation(period=200, show_stdv=True)
        lgb_stop = lgb.early_stopping(stopping_rounds=early_stop_rounds, first_metric_only=True, verbose=True, min_delta=0.00001)

        # 设置LightGBM参数
        params = {
            "boosting_type": "gbdt",
            "objective": "regression",
            "metric": "None",
            # "metric": "root_mean_squared_error",
            "max_depth": 8,
            "num_leaves": 63,
            "min_data_in_leaf": 2,
            "learning_rate": 0.05,
            "feature_fraction": 0.9,
            "lambda_l1": 0.1,
            "lambda_l2": 0.2,
            "verbose": -1, # -1时不输出
            "early_stopping_round": early_stop_rounds,
            "num_threads": 8,
        }

        # 在训练时使用自适应学习率回调函数
        adaptive_lr = adaptive_learning_rate(decay_rate=0.9, patience=1000)
        gbm = lgb.train(
            params,
            train_data,
            num_boost_round=boost_round,
            valid_sets=[val_data],
            feval=calculate_metrics,  # 将自定义指标函数作为feval参数传入
            # callbacks=[print_validation_result, adaptive_lr, lgb_log, lgb_stop],
            callbacks=[adaptive_lr, lgb_log, lgb_stop],
        )
        valid_score = gbm.best_score["valid_0"]["custom_score"]
        print(f"best_valid_score: {valid_score}")
        gbms.append(gbm)

    return gbms

2.优化超参数

2.1 网格搜索（Grid Search）

from sklearn.model_selection import GridSearchCV
from lightgbm import LGBMRegressor

param_grid = {
    'max_depth': [3, 5, 7, 9],
    'learning_rate': [0.01, 0.02, 0.05, 0.1],
    'n_estimators': [100, 500, 1000, 2000],
    'min_child_samples': [20, 30, 50, 100]
}

lgbm_model = LGBMRegressor(objective='regression', metric='rmse')
grid_search = GridSearchCV(estimator=lgbm_model, param_grid=param_grid, cv=5, n_jobs=-1, verbose=2)
grid_search.fit(X_train, y_train)

print("Best parameters found: ", grid_search.best_params_)

2.2 随机搜索（Random Search）

from sklearn.model_selection import RandomizedSearchCV
from scipy.stats import randint as sp_randint

param_dist = {
    'max_depth': sp_randint(3, 10),
    'learning_rate': [0.01, 0.02, 0.05, 0.1],
    'n_estimators': sp_randint(100, 2000),
    'min_child_samples': sp_randint(20, 100)
}

random_search = RandomizedSearchCV(estimator=lgbm_model, param_distributions=param_dist, n_iter=100, cv=5, n_jobs=-1, verbose=2)
random_search.fit(X_train, y_train)

print("Best parameters found: ", random_search.best_params_)

2.3 贝叶斯优化

import optuna

def objective(trial):
    params = {
        'max_depth': trial.suggest_int('max_depth', 3, 10),
        'learning_rate': trial.suggest_loguniform('learning_rate', 1e-3, 1e-1),
        'n_estimators': trial.suggest_int('n_estimators', 100, 2000),
        'min_child_samples': trial.suggest_int('min_child_samples', 20, 100)
    }
    
    model = LGBMRegressor(**params)
    model.fit(X_train, y_train)
    return model.score(X_val, y_val)

study = optuna.create_study(direction='maximize')
study.optimize(objective, n_trials=100)

print('Best trial:')
trial = study.best_trial
print('Value: {}'.format(trial.value))
print('Params: ')
for key, value in trial.params.items():
    print('    {}: {}'.format(key, value))