背景
锅炉燃烧效率包含众多影响因素,包括:锅炉的可调参数,如燃烧给量,一二次风,引风,返料风,给水水量;以及锅炉的工况,比如锅炉床温、床压,炉膛温度、压力,过热器的温度等。
数据信息
“V0-V37” 为38个特征变量,“target”作为目标变量,作为模型的预测数据。
“target” 作为目标变量,需要利用训练数据与训练模型。
评价指标
最终的评价指标为均方误差MSE,即:
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Score = \frac{1}{n} \sum_1 ^n (y_i - y ^*)^2
Score=n11∑n(yi−y∗)2
# 加载三方库
import warnings
warnings.filterwarnings("ignore")
import matplotlib.pyplot as plt
import seaborn as sns
# 模型
import pandas as pd
import numpy as np
from scipy import stats
from sklearn.model_selection import train_test_split
from sklearn.model_selection import GridSearchCV, RepeatedKFold, cross_val_score,cross_val_predict,KFold
from sklearn.metrics import make_scorer,mean_squared_error
from sklearn.linear_model import LinearRegression, Lasso, Ridge, ElasticNet
from sklearn.svm import LinearSVR, SVR
from sklearn.neighbors import KNeighborsRegressor
from sklearn.ensemble import RandomForestRegressor, GradientBoostingRegressor,AdaBoostRegressor
from sklearn.preprocessing import PolynomialFeatures,MinMaxScaler,StandardScaler
from xgboost import XGBRegressor
# 加载数据
data_train = pd.read_csv('train.txt',sep = '\t')
data_test = pd.read_csv('test.txt',sep = '\t')
# 合并训练数据和测试数据
data_train['oringin'] = 'train'
data_test['oringin'] = 'test'
data_all = pd.concat([data_train, data_test], axis=0, ignore_index=True)
# 显示前几组数据
data_all.head()
探索数据分布
传感器的数据为连续变量,所以使用kdeplot(核密度估计图)进行数据的初步分析,即EDA。
for column in data_all.columns[0:-2]:
# 核密度估计(kernel density estimation)是在概率论中用来估计未知的密度函数,属于非参数检验方法之一。
# 通过核密度估计图可以比较直观的看出数据样本本身的分布特征。
g = sns.kdeplot(data_all[column][(data_all["oringin"] == "train")], color="Red", shade = True)
g = sns.kdeplot(data_all[column][(data_all["oringin"] == "test")], ax=g, color="Blue", shade=True)
g.set_xlabel(column)
g.set_ylabel("Frequency")
g = g.legend(["train", "test"])
plt.show()
训练集和测试集分布均匀
训练集和测试集分布不均匀
删除分布不均匀的特征
# 部分特征训练集和测试机数据分布不均 删除部分特征数据
for column in ["V5","V9","V11","V17","V22","V28"]:
g = sns.kdeplot(data_all[column][(data_all["oringin"] == "train")], color="Red", shade = True)
g = sns.kdeplot(data_all[column][(data_all["oringin"] == "test")], ax =g, color="Blue", shade= True)
g.set_xlabel(column)
g.set_ylabel("Frequency")
g = g.legend(["train","test"])
plt.show()
data_all.drop(["V5","V9","V11","V17","V22","V28"],axis=1,inplace=True)
查看特征相关性
# 查看特征之间的相关性(相关程度)
data_train1 = data_all[data_all["oringin"]=="train"].drop("oringin",axis=1)
plt.figure(figsize=(20, 16)) # 指定绘图对象宽度和高度
colnm = data_train1.columns.tolist() # 列表头
mcorr = data_train1[colnm].corr(method="spearman") # 相关系数矩阵,即给出了任意两个变量之间的相关系数
mask = np.zeros_like(mcorr, dtype=np.bool) # 构造与mcorr同维数矩阵 为bool型
mask[np.triu_indices_from(mask)] = True # 角分线右侧为True
cmap = sns.diverging_palette(220, 10, as_cmap=True) # 返回matplotlib colormap对象,调色板
g = sns.heatmap(mcorr, mask=mask, cmap=cmap, square=True, annot=True, fmt='0.2f') # 热力图(看两两相似度)
plt.show()
与 ‘target’ 相关的特征相关系数矩阵:
# 进行降维操作 将相关性的绝对值小于阈值的特征进行删除
threshold = 0.1
corr_matrix = data_train1.corr().abs()
drop_col=corr_matrix[corr_matrix["target"]<threshold].index
data_all.drop(drop_col,axis=1,inplace=True)
归一化操作
# 进行归一化操作
cols_numeric = list(data_all.columns)
cols_numeric.remove("oringin")
def scale_minmax(col):
return (col-col.min())/(col.max()-col.min())
scale_cols = [col for col in cols_numeric if col!='target']
data_all[scale_cols] = data_all[scale_cols].apply(scale_minmax, axis=0)
data_all[scale_cols].describe()
特征工程
绘图显示Box-Cox变换对数据分布影响,Box-Cox用于连续的响应变量不满足正态分布的情况。在进行Box-Cox变换之后,可以一定程度上减小不可观测的误差和预测变量的相关性。
对于quantitle-quantile(q-q)图,参考1,参考2,参考3;
- 横坐标为数据在此数组中的分位数,纵坐标为查表的所得值;
- 若分布为正态分布,各点连线为一条斜率明显的直线。
- 由于数据产生时,产生过程存在累计差异,造成“强者越强 弱者越弱”;
- 大部分数据集中在某一部分,呈现拖尾现象;
fcols = 6
frows = len(cols_numeric)-1
plt.figure(figsize=(4*fcols,4*frows))
i=0
for var in cols_numeric:
if var!='target':
dat = data_all[[var, 'target']].dropna()
i+=1
plt.subplot(frows,fcols,i)
sns.distplot(dat[var] , fit=stats.norm);
plt.title(var+' Original')
plt.xlabel('')
i+=1
plt.subplot(frows,fcols,i)
_=stats.probplot(dat[var], plot=plt)
plt.title('skew='+'{:.4f}'.format(stats.skew(dat[var])))
plt.xlabel('')
plt.ylabel('')
i+=1
plt.subplot(frows,fcols,i)
plt.plot(dat[var], dat['target'],'.',alpha=0.5)
plt.title('corr='+'{:.2f}'.format(np.corrcoef(dat[var], dat['target'])[0][1]))
i+=1
plt.subplot(frows,fcols,i)
trans_var, lambda_var = stats.boxcox(dat[var].dropna()+1)
trans_var = scale_minmax(trans_var)
sns.distplot(trans_var , fit=stats.norm);
plt.title(var+' Tramsformed')
plt.xlabel('')
i+=1
plt.subplot(frows,fcols,i)
_=stats.probplot(trans_var, plot=plt)
plt.title('skew='+'{:.4f}'.format(stats.skew(trans_var)))
plt.xlabel('')
plt.ylabel('')
i+=1
plt.subplot(frows,fcols,i)
plt.plot(trans_var, dat['target'],'.',alpha=0.5)
plt.title('corr='+'{:.2f}'.format(np.corrcoef(trans_var,dat['target'])[0][1]))
# 进行Box-Cox变换
cols_transform=data_all.columns[0:-2]
for col in cols_transform:
# transform column
data_all.loc[:,col], _ = stats.boxcox(data_all.loc[:,col]+1)
print(data_all.target.describe())
plt.figure(figsize=(12,4))
plt.subplot(1,2,1)
sns.distplot(data_all.target.dropna() , fit=stats.norm);
plt.subplot(1,2,2)
_=stats.probplot(data_all.target.dropna(), plot=plt)
使用对数变换target目标值提升特征数据的正太性 参考资料
模型构建及机器学习
# 构建训练集和测试集
# 获得训练数据
def get_training_data():
# extract training samples
from sklearn.model_selection import train_test_split
df_train = data_all[data_all["oringin"]=="train"]
df_train["label"]=data_train.target
# split SalePrice and features
y = df_train.target
X = df_train.drop(["oringin","target","label"],axis=1)
X_train,X_valid,y_train,y_valid=train_test_split(X,y,test_size=0.3,random_state=100)
return X_train,X_valid,y_train,y_valid
# 提取测试数值
def get_test_data():
df_test = data_all[data_all["oringin"]=="test"].reset_index(drop=True)
return df_test.drop(["oringin","target"],axis=1)
# rmse、mse的评价函数
from sklearn.metrics import make_scorer
# 评价指标分析
def rmse(y_true, y_pred):
diff = y_pred - y_true
sum_sq = sum(diff**2)
n = len(y_pred)
return np.sqrt(sum_sq/n)
def mse(y_ture,y_pred):
return mean_squared_error(y_ture,y_pred)
# sklearn的计分器
rmse_scorer = make_scorer(rmse, greater_is_better=False)
#输入的score_func为记分函数时,该值为True(默认值);输入函数为损失函数时,该值为False
mse_scorer = make_scorer(mse, greater_is_better=False)
# 基于预测模型检测离群值
def find_outliers(model, X, y, sigma=3):
# predict y values using model
model.fit(X,y)
y_pred = pd.Series(model.predict(X), index=y.index)
# 计算模型真实值和y值间的残差
resid = y - y_pred
mean_resid = resid.mean()
std_resid = resid.std()
# 计算z分布 定义离群值在|z|>sigma范围内
z = (resid - mean_resid)/std_resid
outliers = z[abs(z)>sigma].index
# print and plot the results
print('R2=',model.score(X,y))
print('rmse=',rmse(y, y_pred))
print("mse=",mean_squared_error(y,y_pred))
print('---------------------------------------')
print('mean of residuals:',mean_resid)
print('std of residuals:',std_resid)
print('---------------------------------------')
print(len(outliers),'outliers:')
print(outliers.tolist())
plt.figure(figsize=(15,5))
ax_131 = plt.subplot(1,3,1)
plt.plot(y,y_pred,'.')
plt.plot(y.loc[outliers],y_pred.loc[outliers],'ro')
plt.legend(['Accepted','Outlier'])
plt.xlabel('y')
plt.ylabel('y_pred');
ax_132=plt.subplot(1,3,2)
plt.plot(y,y-y_pred,'.')
plt.plot(y.loc[outliers],y.loc[outliers]-y_pred.loc[outliers],'ro')
plt.legend(['Accepted','Outlier'])
plt.xlabel('y')
plt.ylabel('y - y_pred');
ax_133=plt.subplot(1,3,3)
z.plot.hist(bins=50,ax=ax_133)
z.loc[outliers].plot.hist(color='r',bins=50,ax=ax_133)
plt.legend(['Accepted','Outlier'])
plt.xlabel('z')
return outliers
# get training data
X_train, X_valid,y_train,y_valid = get_training_data()
test=get_test_data()
# find and remove outliers using a Ridge model
outliers = find_outliers(Ridge(), X_train, y_train)
X_outliers=X_train.loc[outliers]
y_outliers=y_train.loc[outliers]
X_t=X_train.drop(outliers)
y_t=y_train.drop(outliers)
# 进行模型的训练
def get_trainning_data_omitoutliers():
#获取训练数据省略异常值
y=y_t.copy()
X=X_t.copy()
return X,y
# 模型训练
def train_model(model, param_grid=[], X=[], y=[],
splits=5, repeats=5):
# 获取数据
if len(y)==0:
X,y = get_trainning_data_omitoutliers()
# 交叉验证
rkfold = RepeatedKFold(n_splits=splits, n_repeats=repeats)
# 网格搜索最佳参数
if len(param_grid)>0:
gsearch = GridSearchCV(model, param_grid, cv=rkfold,
scoring="neg_mean_squared_error",
verbose=1, return_train_score=True)
# 训练
gsearch.fit(X,y)
# 最好的模型
model = gsearch.best_estimator_
best_idx = gsearch.best_index_
print("-------- ", model)
# 获取交叉验证评价指标
grid_results = pd.DataFrame(gsearch.cv_results_)
cv_mean = abs(grid_results.loc[best_idx,'mean_test_score'])
cv_std = grid_results.loc[best_idx,'std_test_score']
# 没有网格搜索
else:
grid_results = []
cv_results = cross_val_score(model, X, y, scoring="neg_mean_squared_error", cv=rkfold)
cv_mean = abs(np.mean(cv_results))
cv_std = np.std(cv_results)
# 合并数据
cv_score = pd.Series({'mean':cv_mean,'std':cv_std})
# 预测
y_pred = model.predict(X)
# 模型性能的统计数据
print('----------------------')
print(model)
print('----------------------')
print('score=',model.score(X,y))
print('rmse=',rmse(y, y_pred))
print('mse=',mse(y, y_pred))
print('cross_val: mean=',cv_mean,', std=',cv_std)
# 残差分析与可视化
y_pred = pd.Series(y_pred,index=y.index)
resid = y - y_pred
mean_resid = resid.mean()
std_resid = resid.std()
z = (resid - mean_resid)/std_resid
n_outliers = sum(abs(z)>3)
outliers = z[abs(z)>3].index
return model, cv_score, grid_results
# 定义训练变量存储数据
opt_models = dict()
score_models = pd.DataFrame(columns=['mean','std'])
splits=5
repeats=5
岭回归
model = 'Ridge' #可替换,见案例分析一的各种模型
opt_models[model] = Ridge() #可替换,见案例分析一的各种模型
alph_range = np.arange(0.25,6,0.25)
param_grid = {'alpha': alph_range}
opt_models[model],cv_score,grid_results = train_model(opt_models[model], param_grid=param_grid,
splits=splits, repeats=repeats)
cv_score.name = model
score_models = score_models.append(cv_score)
plt.figure()
plt.errorbar(alph_range, abs(grid_results['mean_test_score']),
abs(grid_results['std_test_score'])/np.sqrt(splits*repeats))
plt.xlabel('alpha')
plt.ylabel('score')
# 预测函数
def model_predict(test_data,test_y=[]):
i=0
y_predict_total=np.zeros((test_data.shape[0],))
for model in opt_models.keys():
if model!="LinearSVR" and model!="KNeighbors":
y_predict=opt_models[model].predict(test_data)
y_predict_total+=y_predict
i+=1
if len(test_y)>0:
print("{}_mse:".format(model),mean_squared_error(y_predict,test_y))
y_predict_mean=np.round(y_predict_total/i,6)
if len(test_y)>0:
print("mean_mse:",mean_squared_error(y_predict_mean,test_y))
else:
y_predict_mean=pd.Series(y_predict_mean)
return y_predict_mean