第三章 模型搭建和评估
经过前面的探索性数据分析我们可以很清楚的了解到数据集的情况
import pandas as pd
import numpy as np
import seaborn as sns
import matplotlib. pyplot as plt
from IPython. display import Image
% matplotlib inline
plt. rcParams[ 'font.sans-serif' ] = [ 'SimHei' ]
plt. rcParams[ 'axes.unicode_minus' ] = False
plt. rcParams[ 'figure.figsize' ] = ( 10 , 6 )
train= pd. read_csv( 'F:\Datewheel资料\hands-on-data-analysis-master\hands-on-data-analysis-master\第三章项目集合/train.csv' )
train. head( )
PassengerId Survived Pclass Name Sex Age SibSp Parch Ticket Fare Cabin Embarked 0 1 0 3 Braund, Mr. Owen Harris male 22.0 1 0 A/5 21171 7.2500 NaN S 1 2 1 1 Cumings, Mrs. John Bradley (Florence Briggs Th... female 38.0 1 0 PC 17599 71.2833 C85 C 2 3 1 3 Heikkinen, Miss. Laina female 26.0 0 0 STON/O2. 3101282 7.9250 NaN S 3 4 1 1 Futrelle, Mrs. Jacques Heath (Lily May Peel) female 35.0 1 0 113803 53.1000 C123 S 4 5 0 3 Allen, Mr. William Henry male 35.0 0 0 373450 8.0500 NaN S
train. shape
(891, 12)
特征工程
任务一:缺失值填充
对分类变量缺失值:填充某个缺失值字符(NA)、用最多类别的进行填充 对连续变量缺失值:填充均值、中位数、众数
train. info( )
<class 'pandas.core.frame.DataFrame'>
RangeIndex: 891 entries, 0 to 890
Data columns (total 12 columns):
PassengerId 891 non-null int64
Survived 891 non-null int64
Pclass 891 non-null int64
Name 891 non-null object
Sex 891 non-null object
Age 714 non-null float64
SibSp 891 non-null int64
Parch 891 non-null int64
Ticket 891 non-null object
Fare 891 non-null float64
Cabin 204 non-null object
Embarked 889 non-null object
dtypes: float64(2), int64(5), object(5)
memory usage: 83.7+ KB
train[ 'Cabin' ] = train[ 'Cabin' ] . fillna( 'NA' )
train[ 'Embarked' ] . value_counts( )
S 644
C 168
Q 77
Name: Embarked, dtype: int64
train[ 'Embarked' ] = train[ 'Embarked' ] . fillna( 'NA' )
train[ 'Age' ] = train[ 'Age' ] . fillna( train[ 'Age' ] . mean( ) )
train. isnull( ) . mean( ) . sort_values( ascending= False )
Embarked 0.0
Cabin 0.0
Fare 0.0
Ticket 0.0
Parch 0.0
SibSp 0.0
Age 0.0
Sex 0.0
Name 0.0
Pclass 0.0
Survived 0.0
PassengerId 0.0
dtype: float64
任务三:编码分类变量
data = train[ [ 'Pclass' , 'Sex' , 'Age' , 'SibSp' , 'Parch' , 'Fare' , 'Embarked' ] ]
data = pd. get_dummies( data)
data. head( )
Pclass Age SibSp Parch Fare Sex_female Sex_male Embarked_C Embarked_NA Embarked_Q Embarked_S 0 3 22.0 1 0 7.2500 0 1 0 0 0 1 1 1 38.0 1 0 71.2833 1 0 1 0 0 0 2 3 26.0 0 0 7.9250 1 0 0 0 0 1 3 1 35.0 1 0 53.1000 1 0 0 0 0 1 4 3 35.0 0 0 8.0500 0 1 0 0 0 1
模型搭建
处理完前面的数据我们就得到建模数据,下一步是选择合适模型 在进行模型选择之前我们需要先知道数据集最终是进行监督学习 还是无监督学习 除了根据我们任务来选择模型外,还可以根据数据样本量以及特征的稀疏性来决定 刚开始我们总是先尝试使用一个基本的模型来作为其baseline,进而再训练其他模型做对比,最终选择泛化能力或性能比较好的模型
思考0
Image( 'F:\Datewheel资料\hands-on-data-analysis-master\hands-on-data-analysis-master\第三章项目集合/20170624105439491.png' )
任务一:切割训练集和测试集
按比例切割训练集和测试集(一般测试集的比例有30%、25%、20%、15%和10%) 按目标变量分层进行等比切割 设置随机种子以便结果能复现
提示1
切割数据集是为了后续能评估模型泛化能力 sklearn中切割数据集的方法为train_test_split
查看函数文档可以在jupyter noteboo里面使用train_test_split?
后回车即可看到 分层和随机种子在参数里寻找
思考1
from sklearn. model_selection import train_test_split
x = data
y = train[ 'Survived' ]
x_train, x_test, y_train, y_test = train_test_split( x, y, stratify= y, random_state= 0 )
x_train. shape, x_test. shape
((668, 11), (223, 11))
任务二:模型创建
创建基于线性模型的分类模型(逻辑回归) 创建基于树的分类模型(决策树、随机森林) 查看模型的参数,并更改参数值,观察模型变化
提示2
逻辑回归不是回归模型而是分类模型,不要与LinearRegression
混淆 随机森林其实是决策树集成为了降低决策树过拟合的情况 线性模型所在的模块为sklearn.linear_model
树模型所在的模块为sklearn.ensemble
思考2
为什么线性模型可以进行分类任务,背后是怎么的数学关系 对于多分类问题,线性模型是怎么进行分类的
from sklearn. linear_model import LogisticRegression
from sklearn. ensemble import RandomForestClassifier
lr = LogisticRegression( max_iter= 5000 )
lr. fit( x_train, y_train)
LogisticRegression(max_iter=5000)
print ( "Training set score: {:.2f}" . format ( lr. score( x_train, y_train) ) )
print ( "Testing set score: {:.2f}" . format ( lr. score( x_test, y_test) ) )
Training set score: 0.80
Testing set score: 0.79
lr2 = LogisticRegression( C= 10 , max_iter= 5000 )
lr2. fit( x_train, y_train)
LogisticRegression(C=10, max_iter=5000)
print ( "Training set score: {:.2f}" . format ( lr2. score( x_train, y_train) ) )
print ( "Testing set score: {:.2f}" . format ( lr2. score( x_test, y_test) ) )
Training set score: 0.80
Testing set score: 0.79
rfc = RandomForestClassifier( )
rfc. fit( x_train, y_train)
RandomForestClassifier()
print ( "Training set score: {:.2f}" . format ( rfc. score( x_train, y_train) ) )
print ( "Testing set score: {:.2f}" . format ( rfc. score( x_test, y_test) ) )
Training set score: 0.99
Testing set score: 0.80
rfc2 = RandomForestClassifier( n_estimators= 100 , max_depth= 5 )
rfc2. fit( x_train, y_train)
RandomForestClassifier(max_depth=5)
print ( "Training set score: {:.2f}" . format ( rfc2. score( x_train, y_train) ) )
print ( "Testing set score: {:.2f}" . format ( rfc2. score( x_test, y_test) ) )
Training set score: 0.86
Testing set score: 0.83
任务三:输出模型预测结果
提示3
一般监督模型在sklearn里面有个predict
能输出预测标签,predict_proba
则可以输出标签概率
思考3
pred = lr. predict( x_train)
pred[ : 10 ]
array([0, 1, 1, 1, 0, 0, 1, 0, 1, 1], dtype=int64)
pred_proba = lr. predict_proba( x_train)
pred_proba[ : 10 ]
array([[0.60046592, 0.39953408],
[0.12741396, 0.87258604],
[0.46667199, 0.53332801],
[0.18628069, 0.81371931],
[0.86662804, 0.13337196],
[0.91141981, 0.08858019],
[0.11969977, 0.88030023],
[0.91035878, 0.08964122],
[0.04890936, 0.95109064],
[0.1327238 , 0.8672762 ]])
模型评估
模型评估是为了知道模型的泛化能力。 交叉验证(cross-validation)是一种评估泛化性能的统计学方法,它比单次划分训练集和测试集的方法更加稳定、全面。 在交叉验证中,数据被多次划分,并且需要训练多个模型。 最常用的交叉验证是 k 折交叉验证(k-fold cross-validation),其中 k 是由用户指定的数字,通常取 5 或 10。 准确率(precision)度量的是被预测为正例的样本中有多少是真正的正例 召回率(recall)度量的是正类样本中有多少被预测为正类 f-分数是准确率与召回率的调和平均
任务一:交叉验证
用10折交叉验证来评估逻辑回归模型 计算交叉验证精度的平均值
Image( 'F:\Datewheel资料\hands-on-data-analysis-master\hands-on-data-analysis-master\第三章项目集合/Snipaste_2020-01-05_16-37-56.png' )
提示4
交叉验证在sklearn中的模块为sklearn.model_selection
思考4
from sklearn. model_selection import cross_val_score
lr = LogisticRegression( C= 100 , max_iter= 5000 )
scores = cross_val_score( lr, x_train, y_train, cv= 10 )
scores
array([0.8358209 , 0.7761194 , 0.82089552, 0.79104478, 0.85074627,
0.86567164, 0.73134328, 0.86567164, 0.75757576, 0.71212121])
lr = LogisticRegression( C= 100 , max_iter= 5000 )
scores1 = cross_val_score( lr, x_train, y_train, cv= 5 )
scores1
array([0.80597015, 0.80597015, 0.85820896, 0.79699248, 0.7443609 ])
print ( "Average cross-validation score: {:.2f}" . format ( scores. mean( ) ) )
Average cross-validation score: 0.80
任务二:混淆矩阵
计算二分类问题的混淆矩阵 计算精确率、召回率以及f-分数
Image( 'F:\Datewheel资料\hands-on-data-analysis-master\hands-on-data-analysis-master\第三章项目集合/Snipaste_2020-01-05_16-38-26.png' )
Image( 'F:\Datewheel资料\hands-on-data-analysis-master\hands-on-data-analysis-master\第三章项目集合/Snipaste_2020-01-05_16-39-27.png' )
提示5
混淆矩阵的方法在sklearn中的sklearn.metrics
模块 混淆矩阵需要输入真实标签和预测标签
思考5
from sklearn. metrics import confusion_matrix
lr = LogisticRegression( C= 100 , max_iter= 5000 )
lr. fit( x_train, y_train)
LogisticRegression(C=100, max_iter=5000)
pred = lr. predict( x_train)
pred
array([0, 1, 1, 1, 0, 0, 1, 0, 1, 1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 1,
1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 1, 0, 0, 1, 0,
1, 0, 1, 0, 1, 1, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 1, 0, 0, 1,
0, 0, 0, 0, 1, 0, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0,
0, 0, 0, 0, 0, 0, 1, 1, 0, 1, 0, 0, 1, 1, 1, 1, 0, 0, 1, 0, 0, 0,
0, 1, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 1, 1, 1, 0,
1, 1, 1, 0, 0, 1, 1, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 1, 0, 1, 0, 0, 1, 1, 1,
0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1,
0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 1, 0, 1, 0, 0, 0, 1, 0, 1, 1, 0, 0,
0, 1, 1, 0, 0, 0, 1, 1, 0, 0, 1, 0, 0, 1, 0, 1, 1, 0, 1, 1, 0, 1,
0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 0, 0, 0, 0, 0, 0, 1,
1, 0, 1, 0, 1, 0, 1, 0, 0, 1, 1, 1, 0, 0, 0, 1, 0, 1, 1, 1, 0, 1,
0, 1, 0, 1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 1, 1,
0, 1, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 0, 1, 1, 0, 1, 0, 1, 1,
0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1,
1, 0, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 1, 0, 0, 0, 1,
1, 0, 0, 1, 0, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1,
0, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 0,
0, 1, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 1, 0, 0, 1, 0, 0,
1, 0, 0, 0, 0, 0, 0, 1, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 0, 1, 1,
1, 1, 0, 1, 0, 1, 1, 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 0, 0, 0, 1, 0,
0, 1, 0, 0, 0, 0, 1, 1, 0, 0, 1, 0, 1, 0, 1, 0, 1, 1, 0, 0, 1, 0,
0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 1, 0, 1, 0, 0,
0, 1, 0, 1, 0, 0, 0, 0, 1, 0, 1, 1, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0,
1, 1, 1, 1, 0, 0, 0, 1, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0,
0, 0, 0, 0, 1, 1, 1, 1, 0, 1, 0, 1, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0,
0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 1,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 1, 0, 0, 0, 0, 0,
1, 0, 0, 0, 0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 1, 1, 1,
0, 0, 0, 0, 0, 0, 0, 0], dtype=int64)
confusion_matrix( y_train, pred)
array([[350, 62],
[ 72, 184]], dtype=int64)
from sklearn. metrics import classification_report
print ( classification_report( y_train, pred) )
precision recall f1-score support
0 0.83 0.85 0.84 412
1 0.75 0.72 0.73 256
accuracy 0.80 668
macro avg 0.79 0.78 0.79 668
weighted avg 0.80 0.80 0.80 668
任务三:ROC曲线
提示6
ROC曲线在sklearn中的模块为sklearn.metrics
ROC曲线下面所包围的面积越大越好
思考6
from sklearn. metrics import roc_curve
fpr, tpr, thresholds = roc_curve( y_test, lr. decision_function( x_test) )
plt. plot( fpr, tpr, label= "ROC Curve" )
plt. xlabel( "FPR" )
plt. ylabel( "TPR (recall)" )
close_zero = np. argmin( np. abs ( thresholds) )
plt. plot( fpr[ close_zero] , tpr[ close_zero] , 'o' , markersize= 10 , label= "threshold zero" , fillstyle= "none" , c= 'k' , mew= 2 )
plt. legend( loc= 4 )
<matplotlib.legend.Legend at 0x23d9c66add8>