Sklearn：天池新人实战赛o2o优惠券使用预测 part3

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人工智能AI：Keras PyTorch MXNet TensorFlow PaddlePaddle 深度学习实战（不定时更新）

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阿里云官网：天池新人实战赛o2o优惠券使用预测

数据集下载链接：https://pan.baidu.com/s/13OtaUv6j4x8dD7cgD4sL5g 
提取码：7tze 

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Sklearn：天池新人实战赛o2o优惠券使用预测 part1

Sklearn：天池新人实战赛o2o优惠券使用预测 part2

Sklearn：天池新人实战赛o2o优惠券使用预测 part3

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新特征工程XGboost_cv调优

In [1]:

import pandas as pd

import numpy as np

from xgboost.sklearn import XGBClassifier

import xgboost as xgb

from sklearn.preprocessing import MinMaxScaler

from sklearn.metrics import log_loss, roc_auc_score, auc, roc_curve

import datetime

import os

获取数据

缺失值处理

In [2]:

def get_processed_data():

    dataset1 = pd.read_csv('data_preprocessed_2/ProcessDataSet1.csv')

    dataset2 = pd.read_csv('data_preprocessed_2/ProcessDataSet2.csv')

    dataset3 = pd.read_csv('data_preprocessed_2/ProcessDataSet3.csv')

    dataset1.drop_duplicates(inplace=True)

    dataset2.drop_duplicates(inplace=True)

    dataset3.drop_duplicates(inplace=True)

    dataset12 = pd.concat([dataset1, dataset2], axis=0)

    dataset12.fillna(0, inplace=True)

    dataset3.fillna(0, inplace=True)

    return dataset12, dataset3

模型训练

训练集的处理

In [3]:

def train_xgb(dataset12, dataset3):

    predict_dataset = dataset3[['User_id', 'Coupon_id', 'Date_received']].copy()

    predict_dataset.Date_received = pd.to_datetime(predict_dataset.Date_received, format='%Y-%m-%d')

    predict_dataset.Date_received = predict_dataset.Date_received.dt.strftime('%Y%m%d')

    # 将数据转化为dmatric格式

    dataset12_x = dataset12.drop(

        columns=['User_id', 'Merchant_id', 'Discount_rate', 'Date_received', 'discount_rate_x', 'discount_rate_y',

                 'Date', 'Coupon_id', 'label'], axis=1)

    dataset3_x = dataset3.drop(

        columns=['User_id', 'Merchant_id', 'Discount_rate', 'Date_received', 'discount_rate_x', 'discount_rate_y',

                 'Coupon_id'], axis=1)

    train_dmatrix = xgb.DMatrix(dataset12_x, label=dataset12.label)

    predict_dmatrix = xgb.DMatrix(dataset3_x)

    params = {'booster': 'gbtree',

              'objective': 'binary:logistic',

              'eval_metric': 'auc',

              'gamma': 0.1,

              'min_child_weight': 1.1,

              'max_depth': 5,

              'lambda': 10,

              'subsample': 0.7,

              'colsample_bytree': 0.7,

              'colsample_bylevel': 0.7,

              'eta': 0.01,

              'tree_method': 'gpu_hist',

              'seed': 0,

              'nthread': cpu_jobs,

              'predictor': 'cpu_predictor'

              }

    # 使用xgb.cv优化num_boost_round参数

    cvresult = xgb.cv(params, train_dmatrix, num_boost_round=10000, nfold=2, metrics='auc', seed=0, callbacks=[

        xgb.callback.print_evaluation(show_stdv=False),

        xgb.callback.early_stop(50)

    ])

    num_round_best = cvresult.shape[0] - 1

    print('Best round num: ', num_round_best)

    # 使用优化后的num_boost_round参数训练模型

    watchlist = [(train_dmatrix, 'train')]

    model = xgb.train(params, train_dmatrix, num_boost_round=num_round_best, evals=watchlist)

    model.save_model('train_dir_2/xgbmodel_cv_new')

    params['predictor'] = 'cpu_predictor'

    model_cv = xgb.Booster(params)

    model_cv.load_model('train_dir_2/xgbmodel_cv_new')

    # predict test set

    dataset3_predict = predict_dataset.copy()

    dataset3_predict['label'] = model_cv.predict(predict_dmatrix)

    # 标签归一化

    dataset3_predict.label = MinMaxScaler(copy=True, feature_range=(0, 1)).fit_transform(

        dataset3_predict.label.values.reshape(-1, 1))

    dataset3_predict.sort_values(by=['Coupon_id', 'label'], inplace=True)

    dataset3_predict.to_csv("train_dir_2/xgb_cv_preds.csv", index=None, header=None)

    print(dataset3_predict.describe())

    # 在dataset12上计算auc

    # model = xgb.Booster()

    # model.load_model('train_dir_2/xgbmodel')

    temp = dataset12[['Coupon_id', 'label']].copy()

    temp['pred'] = model.predict(xgb.DMatrix(dataset12_x))

    temp.pred = MinMaxScaler(copy=True, feature_range=(0, 1)).fit_transform(temp['pred'].values.reshape(-1, 1))

    print(myauc(temp))

性能评价函数

In [4]:

# 性能评价函数

def myauc(test):

    testgroup = test.groupby(['Coupon_id'])

    aucs = []

    for i in testgroup:

        tmpdf = i[1]

        if len(tmpdf['label'].unique()) != 2:

            continue

        fpr, tpr, thresholds = roc_curve(tmpdf['label'], tmpdf['pred'], pos_label=1)

        aucs.append(auc(fpr, tpr))

    return np.average(aucs)

模型训练并保存-0.7983

In [ ]:

# 获取数据

dataset12, dataset3 = get_processed_data()

In [6]:

dataset12.head()

Out[6]:

	User_id	Merchant_id	Coupon_id	Discount_rate	Distance	Date_received	Date	discount_rate_x	discount_rate_y	discount_rate	...	on_u4	on_u5	on_u6	on_u7	on_u8	on_u9	on_u10	on_u11	on_u12	on_u13
0	1832624	3381	7610	200:20	0	2016-04-29	1970-01-01	200.0	20.0	0.900000	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
1	163606	1569	5054	200:30	10	2016-04-21	1970-01-01	200.0	30.0	0.850000	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
2	1113008	1361	11166	20:1	0	2016-05-15	2016-05-21	20.0	1.0	0.950000	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
3	4061024	3381	7610	200:20	10	2016-04-26	1970-01-01	200.0	20.0	0.900000	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
4	106443	450	3732	30:5	11	2016-04-29	1970-01-01	30.0	5.0	0.833333	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0

5 rows × 124 columns

In [8]:

dataset12.shape

Out[8]:

(383386, 124)

In [9]:

dataset12.info()

<class 'pandas.core.frame.DataFrame'>
Int64Index: 383386 entries, 0 to 252585
Columns: 124 entries, User_id to on_u13
dtypes: float64(96), int64(25), object(3)
memory usage: 375.6+ MB

In [11]:

dataset12.describe()

Out[11]:

	User_id	Merchant_id	Coupon_id	Distance	discount_rate_x	discount_rate_y	discount_rate	label	weekday	day	...	on_u4	on_u5	on_u6	on_u7	on_u8	on_u9	on_u10	on_u11	on_u12	on_u13
count	3.833860e+05	383386.000000	383386.000000	383386.000000	383386.000000	383386.000000	383386.000000	383386.000000	383386.000000	383386.000000	...	383386.000000	383386.000000	383386.000000	383386.000000	383386.0	383386.000000	383386.000000	383386.0	383386.000000	383386.000000
mean	3.683603e+06	3653.920730	6287.911630	3.216938	58.047151	8.606796	0.838597	0.082546	3.086717	17.428612	...	0.538374	0.165142	0.078388	0.019834	0.0	0.078388	0.041178	0.0	0.001983	0.001983
std	2.123219e+06	2577.836469	3938.971496	4.154925	59.771475	8.860719	0.092783	0.275195	1.984455	8.455349	...	1.979329	0.355102	0.502537	0.119940	0.0	0.502537	0.198702	0.0	0.032386	0.032386
min	4.000000e+00	2.000000	1.000000	0.000000	0.000000	0.000000	0.333333	0.000000	0.000000	1.000000	...	0.000000	0.000000	0.000000	0.000000	0.0	0.000000	0.000000	0.0	0.000000	0.000000
25%	1.843305e+06	1244.000000	2418.000000	0.000000	20.000000	5.000000	0.800000	0.000000	1.000000	11.000000	...	0.000000	0.000000	0.000000	0.000000	0.0	0.000000	0.000000	0.0	0.000000	0.000000
50%	3.685242e+06	3381.000000	5584.000000	1.000000	30.000000	5.000000	0.833333	0.000000	3.000000	19.000000	...	0.000000	0.000000	0.000000	0.000000	0.0	0.000000	0.000000	0.0	0.000000	0.000000
75%	5.522414e+06	5803.000000	9566.000000	6.000000	100.000000	10.000000	0.900000	0.000000	5.000000	24.000000	...	0.000000	0.000000	0.000000	0.000000	0.0	0.000000	0.000000	0.0	0.000000	0.000000
max	7.360961e+06	8856.000000	14045.000000	11.000000	300.000000	100.000000	0.990000	1.000000	6.000000	31.000000	...	319.000000	1.000000	64.000000	1.000000	0.0	64.000000	1.000000	0.0	0.985915	0.985915

8 rows × 121 columns

In [12]:

print([column for column in dataset12])

['User_id', 'Merchant_id', 'Coupon_id', 'Discount_rate', 'Distance', 'Date_received', 'Date', 'discount_rate_x', 'discount_rate_y', 'discount_rate', 'label', 'weekday', 'day', 'u2', 'u3', 'u19', 'u1', 'u4', 'u5', 'u25', 'u20', 'u6', 'u7', 'u8', 'u9', 'u10', 'u11', 'u21', 'u22', 'u23', 'u24', 'u45', 'u27', 'u28', 'u32', 'u47', 'u33', 'u34', 'u35', 'u36', 'u37', 'discount_type', 'u41', 'u42', 'u43', 'u44', 'u48', 'u49', 'm0', 'm1', 'm2', 'm3', 'm4', 'm7', 'm5', 'm6', 'm8', 'm9', 'm10', 'm11', 'm12', 'm13', 'm14', 'm15', 'm18', 'm19', 'm20', 'm21', 'm22', 'm23', 'c1', 'c2', 'c3', 'c4', 'c5', 'c6', 'c8', 'c9', 'c10', 'c11', 'c12', 'um1', 'um2', 'um3', 'um4', 'um5', 'um6', 'um7', 'um8', 'um9', 'um10', 'um11', 'um12', 'o1', 'o2', 'o17', 'o18', 'o3', 'o4', 'o5', 'o6', 'o7', 'o8', 'o9', 'o10', 'o11', 'o12', 'o13', 'o14', 'o15', 'o16', 'on_u1', 'on_u2', 'on_u3', 'on_u4', 'on_u5', 'on_u6', 'on_u7', 'on_u8', 'on_u9', 'on_u10', 'on_u11', 'on_u12', 'on_u13']

In [10]:

dataset3.shape

Out[10]:

(112803, 122)

In [5]:

start = datetime.datetime.now()

print(start.strftime('%Y-%m-%d %H:%M:%S'))

cpu_jobs = os.cpu_count() - 1

date_null = pd.to_datetime('1970-01-01', format='%Y-%m-%d')

dataset12, dataset3 = get_processed_data()

train_xgb(dataset12, dataset3)

print(datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S'))

print('time costed is: %s s' % (datetime.datetime.now() - start).seconds)

2020-03-06 13:07:29
[0]	train-auc:0.82972	test-auc:0.82835
Multiple eval metrics have been passed: 'test-auc' will be used for early stopping.

Will train until test-auc hasn't improved in 50 rounds.
[1]	train-auc:0.83615	test-auc:0.83513
[2]	train-auc:0.84745	test-auc:0.84609
[3]	train-auc:0.85015	test-auc:0.84850
[4]	train-auc:0.85415	test-auc:0.85298
[5]	train-auc:0.85444	test-auc:0.85324
[6]	train-auc:0.85859	test-auc:0.85735
[7]	train-auc:0.86065	test-auc:0.85951
[8]	train-auc:0.86068	test-auc:0.85961
[9]	train-auc:0.86198	test-auc:0.86090
[10]	train-auc:0.86290	test-auc:0.86175
。。。。。。。。。。。。
[6190]	train-auc:0.93079	test-auc:0.90374
[6191]	train-auc:0.93079	test-auc:0.90374
[6192]	train-auc:0.93079	test-auc:0.90374
[6193]	train-auc:0.93080	test-auc:0.90374
[6194]	train-auc:0.93080	test-auc:0.90374
[6195]	train-auc:0.93081	test-auc:0.90374
[6196]	train-auc:0.93081	test-auc:0.90374
[6197]	train-auc:0.93081	test-auc:0.90374
[6198]	train-auc:0.93082	test-auc:0.90374
[6199]	train-auc:0.93082	test-auc:0.90374
[6200]	train-auc:0.93083	test-auc:0.90375
[6201]	train-auc:0.93083	test-auc:0.90375
[6202]	train-auc:0.93083	test-auc:0.90375
[6203]	train-auc:0.93084	test-auc:0.90375
[6204]	train-auc:0.93084	test-auc:0.90375
[6205]	train-auc:0.93084	test-auc:0.90375
[6206]	train-auc:0.93085	test-auc:0.90375
[6207]	train-auc:0.93085	test-auc:0.90375
Stopping. Best iteration:
[6157]	train-auc:0.93068+0.00010	test-auc:0.90375+0.00058

Best round num:  6157
[0]	train-auc:0.84011
[1]	train-auc:0.84200
[2]	train-auc:0.85052
[3]	train-auc:0.85268
[4]	train-auc:0.85981
[5]	train-auc:0.85955
[6]	train-auc:0.86228
[7]	train-auc:0.86348
[8]	train-auc:0.86390
[9]	train-auc:0.86610
[10]	train-auc:0.86655

。。。。。。。。。。。。

[6120]	train-auc:0.92180
[6121]	train-auc:0.92180
[6122]	train-auc:0.92180
[6123]	train-auc:0.92181
[6124]	train-auc:0.92181
[6125]	train-auc:0.92181
[6126]	train-auc:0.92181
[6127]	train-auc:0.92181
[6128]	train-auc:0.92182
[6129]	train-auc:0.92182
[6130]	train-auc:0.92182
[6131]	train-auc:0.92182
[6132]	train-auc:0.92183
[6133]	train-auc:0.92183
[6134]	train-auc:0.92183
[6135]	train-auc:0.92183
[6136]	train-auc:0.92184
[6137]	train-auc:0.92184
[6138]	train-auc:0.92184
[6139]	train-auc:0.92184
[6140]	train-auc:0.92185
[6141]	train-auc:0.92185
[6142]	train-auc:0.92185
[6143]	train-auc:0.92185
[6144]	train-auc:0.92186
[6145]	train-auc:0.92186
[6146]	train-auc:0.92186
[6147]	train-auc:0.92187
[6148]	train-auc:0.92187
[6149]	train-auc:0.92187
[6150]	train-auc:0.92187
[6151]	train-auc:0.92188
[6152]	train-auc:0.92188
[6153]	train-auc:0.92188
[6154]	train-auc:0.92188
[6155]	train-auc:0.92189
[6156]	train-auc:0.92189
            User_id      Coupon_id          label
count  1.128030e+05  112803.000000  112803.000000
mean   3.684618e+06    9064.658006       0.085931
std    2.126358e+06    4147.283515       0.165224
min    2.090000e+02       3.000000       0.000000
25%    1.843824e+06    5035.000000       0.009209
50%    3.683073e+06    9983.000000       0.025507
75%    5.525176e+06   13602.000000       0.064142
max    7.361024e+06   14045.000000       1.000000
0.8090085946857051
2020-03-06 15:02:05
time costed is: 6875 s

---

xgboot_demo

In [4]:

import pandas as pd

import numpy as np

import pickle

import xgboost as xgb

from sklearn.preprocessing import MinMaxScaler

from sklearn.metrics import log_loss, roc_auc_score, auc, roc_curve

from sklearn.model_selection import train_test_split

读取处理后的特征值

In [5]:

dataset1 = pd.read_csv('./GenerateData1.csv')

dataset2 = pd.read_csv('./GenerateData2.csv')

dataset3 = pd.read_csv('./GenerateData3.csv') 

替换为0 的值

In [6]:

dataset1.label.replace(-1, 0, inplace=True)

dataset2.label.replace(-1, 0, inplace=True)

去重合并表格并删除不需要得表格

In [7]:

dataset1.drop_duplicates(inplace=True)

dataset2.drop_duplicates(inplace=True)

dataset12 = pd.concat([dataset1, dataset2], axis=0)

dataset12_y = dataset12.label

dataset12_x = dataset12.drop(['user_id', 'label', 'day_gap_before', 'coupon_id', 'day_gap_after'], axis=1)

In [8]:

dataset3.drop_duplicates(inplace=True)

dataset3_preds = dataset3[['user_id', 'coupon_id', 'date_received']]

dataset3_x = dataset3.drop(['user_id', 'coupon_id', 'date_received', 'day_gap_before', 'day_gap_after'], axis=1)

# 获取数据

dataTrain = xgb.DMatrix(dataset12_x, label=dataset12_y)

dataTest = xgb.DMatrix(dataset3_x)

In [9]:

def myauc(test):

    testgroup = test.groupby(['coupon_id'])

    aucs = []

    for i in testgroup:

        tmpdf = i[1]

        if len(tmpdf['label'].unique()) != 2:

            continue

        fpr, tpr, thresholds = roc_curve(tmpdf['label'], tmpdf['pred'], pos_label=1)

        aucs.append(auc(fpr, tpr))

    return np.average(aucs)

xgboot模型 score:0.7885

In [11]:

params = {'booster': 'gbtree',

          'objective': 'rank:pairwise',

          'eval_metric': 'auc',

          'gamma': 0.1,

          'min_child_weight': 1.1,

          'max_depth': 5,

          'lambda': 10,

          'subsample': 0.7,

          'colsample_bytree': 0.7,

          'colsample_bylevel': 0.7,

          'eta': 0.01,

          'tree_method': 'exact',

          'seed': 0,

          'nthread': 12

          }

In [12]:

watchlist = [(dataTrain, 'train')]

model = xgb.train(params, dataTrain, num_boost_round=3500, evals=watchlist)

[0]	train-auc:0.84293
[1]	train-auc:0.84883
[2]	train-auc:0.85255
[3]	train-auc:0.85333
[4]	train-auc:0.85568
[5]	train-auc:0.85745
[6]	train-auc:0.85878
[7]	train-auc:0.85870
[8]	train-auc:0.85880
[9]	train-auc:0.85984
[10]	train-auc:0.85987
。。。。。。。。。

[3487]	train-auc:0.90753
[3488]	train-auc:0.90754
[3489]	train-auc:0.90754
[3490]	train-auc:0.90755
[3491]	train-auc:0.90755
[3492]	train-auc:0.90755
[3493]	train-auc:0.90755
[3494]	train-auc:0.90756
[3495]	train-auc:0.90756
[3496]	train-auc:0.90756
[3497]	train-auc:0.90757
[3498]	train-auc:0.90757
[3499]	train-auc:0.90757

In [13]:

model.save_model('./xgbmodel')

In [12]:

model = xgb.Booster(params)

In [13]:

model.load_model('./xgbmodel')

In [17]:

dataset3_preds1 = dataset3_preds.copy()

dataset3_preds1['label'] = model.predict(dataTest)

In [19]:

dataset3_preds1.label.head()

Out[19]:

0   -1.927854
1    0.834743
2   -2.466245
3   -1.992080
4   -0.544283
Name: label, dtype: float32

In [21]:

dataset3_preds1.label = MinMaxScaler(copy=True, feature_range=(0, 1)).fit_transform(

    dataset3_preds1.label.values.reshape(-1, 1))

dataset3_preds1.sort_values(by=['coupon_id', 'label'], inplace=True)

dataset3_preds1.to_csv("./xgb_preds.csv", index=None, header=None)

print(dataset3_preds1.describe())

            user_id      coupon_id  date_received          label
count  1.128030e+05  112803.000000   1.128030e+05  112803.000000
mean   3.684618e+06    9064.658006   2.016072e+07       0.374507
std    2.126358e+06    4147.283515   9.017693e+00       0.130249
min    2.090000e+02       3.000000   2.016070e+07       0.000000
25%    1.843824e+06    5035.000000   2.016071e+07       0.292860
50%    3.683073e+06    9983.000000   2.016072e+07       0.355278
75%    5.525176e+06   13602.000000   2.016072e+07       0.443395
max    7.361024e+06   14045.000000   2.016073e+07       1.000000

In [22]:

dataset3_preds1.label.head()

Out[22]:

88774    0.201625
58111    0.210430
25100    0.218126
79286    0.224153
59129    0.241302
Name: label, dtype: float32

In [17]:

model = xgb.Booster()

model.load_model('./xgbmodel')

In [18]:

temp = dataset12[['coupon_id', 'label']].copy()

temp['pred'] = model.predict(xgb.DMatrix(dataset12_x))

temp.pred = MinMaxScaler(copy=True, feature_range=(0, 1)).fit_transform(temp['pred'].values.reshape(-1, 1))

print(myauc(temp))

0.7733047598560868

---

各模型训练

In [33]:

import numpy as np

import pandas as pd

import seaborn as sns

import matplotlib.pyplot as plt

import datetime as dt

from datetime import date

from sklearn.preprocessing import MinMaxScaler

from sklearn.ensemble import RandomForestClassifier, GradientBoostingClassifier

from sklearn.model_selection import train_test_split

from sklearn.metrics import log_loss, roc_auc_score, auc, roc_curve

from sklearn.linear_model import SGDClassifier, LogisticRegression

import lightgbm as lgb

获取数据

In [3]:

def get_processed_data():

    dataset1 = pd.read_csv('./GenerateData1.csv')

    dataset2 = pd.read_csv('./GenerateData2.csv')

    dataset3 = pd.read_csv('./GenerateData3.csv') 

    dataset1.label.replace(-1, 0, inplace=True)

    dataset2.label.replace(-1, 0, inplace=True)

    dataset1.drop_duplicates(inplace=True)

    dataset2.drop_duplicates(inplace=True)

    dataset3.drop_duplicates(inplace=True) 

    # 按照行或列进行合并,axis=0为列索引，axis=1为行索引 因为特征处理都一样, 所以按照列索引

    dataset12 = pd.concat([dataset1, dataset2], axis=0)

    dataset12.fillna(-1, inplace=True)

#     dataset3.fillna(0, inplace=True)

    return dataset12, dataset3

In [4]:

dataset12, dataset3 = get_processed_data()

In [5]:

predict_dataset = dataset3[['user_id', 'coupon_id', 'date_received']].copy()

dataset12_label = dataset12.label

# 降低维度, 把没有必要的字段删除

dataset12_x = dataset12.drop(['user_id','label','coupon_id','day_gap_before','day_gap_after'],axis=1)

dataset3.fillna(-1, inplace=True)

dataset3_x = dataset3.drop(['user_id','coupon_id','date_received','day_gap_before','day_gap_after'],axis=1)

数据分割

In [6]:

x_train, x_test, y_train, y_test = train_test_split(dataset12_x, dataset12_label, test_size=0.25, random_state=88)

In [7]:

x_train.shape, x_test.shape, y_train.shape, y_test.shape

Out[7]:

((328240, 52), (109414, 52), (328240,), (109414,))

模型训练

随机森林 score:0.7790

In [10]:

model = RandomForestClassifier(n_estimators=190, 

                               criterion='gini', 

                               bootstrap=True,  

                               max_depth=15, 

                               max_features=24, 

                               min_samples_leaf=5, 

                               oob_score=True, 

                               random_state=0, 

                               n_jobs=-1)

In [11]:

model.fit(x_train, y_train)

Out[11]:

RandomForestClassifier(bootstrap=True, ccp_alpha=0.0, class_weight=None,
                       criterion='gini', max_depth=15, max_features=24,
                       max_leaf_nodes=None, max_samples=None,
                       min_impurity_decrease=0.0, min_impurity_split=None,
                       min_samples_leaf=5, min_samples_split=2,
                       min_weight_fraction_leaf=0.0, n_estimators=190,
                       n_jobs=-1, oob_score=True, random_state=0, verbose=0,
                       warm_start=False)

In [13]:

model.score(x_test, y_test)

Out[13]:

0.9399071416820517

In [14]:

y_predict_proba = model.predict_proba(x_test)

In [17]:

y_predict_proba[:, 1].itemsize

Out[17]:

8

In [20]:

print("AUC",roc_auc_score(y_test,y_predict_proba[:,1]))

AUC 0.8979076720483452

In [21]:

dataset_preds = dataset3[['user_id','coupon_id','date_received']]

dataset_preds['label'] = model.predict_proba(dataset3_x)[:, 1]

dataset_preds.sort_values(by=['coupon_id','label'],inplace=True)

dataset_preds.to_csv("rdf_preds1.csv",index=None,header=None)

GBDT score:0.7297

In [24]:

model =GradientBoostingClassifier(learning_rate=0.1,

                                 n_estimators=190,

                                 min_samples_split=5,

                                 min_samples_leaf=5,

                                 max_depth=15,

                                 random_state=0,

                                 max_features=24,)

model.fit(x_train, y_train)

Out[24]:

GradientBoostingClassifier(ccp_alpha=0.0, criterion='friedman_mse', init=None,
                           learning_rate=0.1, loss='deviance', max_depth=15,
                           max_features=24, max_leaf_nodes=None,
                           min_impurity_decrease=0.0, min_impurity_split=None,
                           min_samples_leaf=5, min_samples_split=5,
                           min_weight_fraction_leaf=0.0, n_estimators=190,
                           n_iter_no_change=None, presort='deprecated',
                           random_state=0, subsample=1.0, tol=0.0001,
                           validation_fraction=0.1, verbose=0,
                           warm_start=False)

In [25]:

model.score(x_test, y_test)

Out[25]:

0.9373754729742081

In [32]:

x_test.shape

Out[32]:

(109414, 52)

In [28]:

y_predict_proba = model.predict_proba(x_test)

print("AUC准确率:", roc_auc_score(y_test,y_predict_proba[:,1]))

AUC准确率: 0.8692195079846718

In [30]:

y_predict_proba

Out[30]:

array([[4.16554643e-01, 5.83445357e-01],
       [9.98395049e-01, 1.60495139e-03],
       [9.87593646e-01, 1.24063544e-02],
       ...,
       [9.46224733e-01, 5.37752665e-02],
       [8.65366794e-01, 1.34633206e-01],
       [9.99404371e-01, 5.95628598e-04]])

In [31]:

y_predict_proba.itemsize

Out[31]:

8

In [29]:

dataset_preds = dataset3[['user_id','coupon_id','date_received']]

dataset_preds['label'] = model.predict_proba(dataset3_x)[:, 1]

dataset_preds.sort_values(by=['coupon_id','label'],inplace=True)

dataset_preds.to_csv("gbdt_preds2.csv",index=None,header=None)

lightGBM score:0.7869

In [34]:

# 1.boosting_type=‘gbdt’# 提升树的类型 gbdt,dart,goss,rf

# 2.num_leaves=32#树的最大叶子数，对比xgboost一般为2^(max_depth)

# 3.max_depth=-1#最大树的深度

# 4.learning_rate#学习率

# 5.n_estimators=10: 拟合的树的棵树，相当于训练轮数

# 6.subsample=1.0: 训练样本采样率 

# 7.colsample_bytree=1.0: 训练特征采样率 列

# 8.subsample_freq=1: 子样本频率

# 9.reg_alpha=0.0: L1正则化系数

# 10.reg_lambda=0.0: L2正则化系数

# 11.random_state=None: 随机种子数

# 12.n_jobs=-1: 并行运行多线程核心数

# 13.silent=True: 训练过程是否打印日志信息

# 14.min_split_gain=0.0: 最小分割增益

# 15.min_child_weight=0.001: 分支结点的最小权重

# 16.sub_feature: LightGBM将在每次迭代(树)中随机选择部分特性 即随机选择70%的特性

model = lgb.LGBMClassifier(

                    learning_rate = 0.01,

                    boosting_type = 'gbdt',

                    objective = 'binary',

                    metric = 'logloss',

                    max_depth = 5,

                    sub_feature = 0.7,

                    num_leaves = 3,

                    colsample_bytree = 0.7,

                    n_estimators = 5000,

                    early_stop = 50)

In [35]:

model.fit(x_train, y_train)

Out[35]:

LGBMClassifier(boosting_type='gbdt', class_weight=None, colsample_bytree=0.7,
               early_stop=50, importance_type='split', learning_rate=0.01,
               max_depth=5, metric='logloss', min_child_samples=20,
               min_child_weight=0.001, min_split_gain=0.0, n_estimators=5000,
               n_jobs=-1, num_leaves=3, objective='binary', random_state=None,
               reg_alpha=0.0, reg_lambda=0.0, silent=True, sub_feature=0.7,
               subsample=1.0, subsample_for_bin=200000, subsample_freq=0,
               verbose=-1)

In [36]:

model.score(x_test, y_test)

Out[36]:

0.9350448754272762

In [37]:

y_predict_proba = model.predict_proba(x_test)

In [38]:

print("AUC准确率:", roc_auc_score(y_test,y_predict_proba[:,1]))

AUC准确率: 0.8819782907036887

In [39]:

dataset_preds = dataset3[['user_id','coupon_id','date_received']]

dataset_preds['label'] = model.predict_proba(dataset3_x)[:, 1]

dataset_preds.sort_values(by=['coupon_id','label'],inplace=True)

dataset_preds.to_csv("lightGBM_preds.csv",index=None,header=None)

逻辑回归 score:0.6932

In [49]:

model = LogisticRegression(max_iter=1000, n_jobs=-1, l1_ratio=0.01, random_state=22)

In [50]:

model.fit(x_train, y_train)

Out[50]:

LogisticRegression(C=1.0, class_weight=None, dual=False, fit_intercept=True,
                   intercept_scaling=1, l1_ratio=0.01, max_iter=1000,
                   multi_class='auto', n_jobs=-1, penalty='l2', random_state=22,
                   solver='lbfgs', tol=0.0001, verbose=0, warm_start=False)

In [51]:

model.score(x_test, y_test)

Out[51]:

0.9256036704626465

In [52]:

y_predict_proba = model.predict_proba(x_test)

In [56]:

print("AUC准确率:", roc_auc_score(y_test,y_predict_proba[:,1]))

AUC准确率: 0.8190074583111724

In [57]:

dataset_preds = dataset3[['user_id','coupon_id','date_received']]

dataset_preds['label'] = model.predict_proba(dataset3_x)[:, 1]

dataset_preds.sort_values(by=['coupon_id','label'],inplace=True)

dataset_preds.to_csv("LOG_preds1.csv",index=None,header=None)

逻辑回归 SGDClassifier score:0.6119

In [58]:

#fit_intercept：是否计算偏置

model = SGDClassifier(

    loss='log',

    penalty='elasticnet',

    fit_intercept=True,

    max_iter=100,

    shuffle=True,

    alpha = 0.01,

    l1_ratio = 0.01,

    n_jobs=1)

In [59]:

model.fit(x_train, y_train)

Out[59]:

SGDClassifier(alpha=0.01, average=False, class_weight=None,
              early_stopping=False, epsilon=0.1, eta0=0.0, fit_intercept=True,
              l1_ratio=0.01, learning_rate='optimal', loss='log', max_iter=100,
              n_iter_no_change=5, n_jobs=1, penalty='elasticnet', power_t=0.5,
              random_state=None, shuffle=True, tol=0.001,
              validation_fraction=0.1, verbose=0, warm_start=False)

In [60]:

model.score(x_test, y_test)

Out[60]:

0.8991719524009725

In [61]:

y_predict_proba = model.predict_proba(x_test)

In [62]:

print("AUC准确率:", roc_auc_score(y_test,y_predict_proba[:,1]))

AUC准确率: 0.7653896044259063

In [63]:

dataset_preds = dataset3[['user_id','coupon_id','date_received']]

dataset_preds['label'] = model.predict_proba(dataset3_x)[:, 1]

dataset_preds.sort_values(by=['coupon_id','label'],inplace=True)

dataset_preds.to_csv("SGD_preds1.csv",index=None,header=None)

xgboost模型 XGBClassifier score:0.7551

In [64]:

from xgboost import XGBClassifier

In [65]:

# 可以使用一个参数, 其他参数不变进行调优. 类似于随机森林模型的调优方法

model = XGBClassifier(max_depth=15, learning_rate=0.01,eta=1, gamma=0, n_jobs=-1)

In [66]:

model.fit(x_train, y_train)

Out[66]:

XGBClassifier(base_score=0.5, booster=None, colsample_bylevel=1,
              colsample_bynode=1, colsample_bytree=1, eta=1, gamma=0, gpu_id=-1,
              importance_type='gain', interaction_constraints=None,
              learning_rate=0.01, max_delta_step=0, max_depth=15,
              min_child_weight=1, missing=nan, monotone_constraints=None,
              n_estimators=100, n_jobs=-1, num_parallel_tree=1,
              objective='binary:logistic', random_state=0, reg_alpha=0,
              reg_lambda=1, scale_pos_weight=1, subsample=1, tree_method=None,
              validate_parameters=False, verbosity=None)

In [67]:

model.score(x_test, y_test)

Out[67]:

0.939221671815307

In [68]:

y_predict_proba = model.predict_proba(x_test)

In [69]:

print("AUC准确率:", roc_auc_score(y_test,y_predict_proba[:,1]))

AUC准确率: 0.892734335681119

In [70]:

dataset_preds = dataset3[['user_id','coupon_id','date_received']]

dataset_preds['label'] = model.predict_proba(dataset3_x)[:, 1]

dataset_preds.sort_values(by=['coupon_id','label'],inplace=True)

dataset_preds.to_csv("XGBC_preds1.csv",index=None,header=None)