赛题
零基础入门数据挖掘 - 二手车交易价格预测。
链接:零基础入门数据挖掘 - 二手车交易价格预测
学习目标
了解常用的机器学习模型,并掌握机器学习模型的建模与调参流程。
内容介绍
- 线性回归模型:
(1)线性回归对于特征的要求;
(2)处理长尾分布;
(3)理解线性回归模型。 - 模型性能验证:
(1) 评价函数与目标函数;
(2) 交叉验证方法;
(3) 留一验证方法;
(4) 针对时间序列问题的验证;
(5) 绘制学习率曲线;
(6) 绘制验证曲线。 - 嵌入式特征选择:
(1) Lasso回归;
(2) Ridge回归;
(3) 决策树。 - 模型对比:
(1) 常用线性模型;
(2) 常用非线性模型。 - 模型调参:
(1) 贪心调参方法;
(2) 网格调参方法;
(3) 贝叶斯调参方法。
相关原理介绍与推荐
线性回归模型
决策树模型
GBDT模型
XGBoost模型
LightGBM模型
机器学习
统计学习方法
Python大战机器学习
面向机器学习的特征工程
数据科学家访谈录
代码
读取数据
import pandas as pd
import numpy as np
import warnings
warnings.filterwarnings('ignore')
#reduce_mem_usage函数通过调整数据类型,减少数据在内存中占用的空间。
def reduce_mem_usage(df):
""" iterate through all the columns of a dataframe and modify the data type
to reduce memory usage.
"""
start_mem = df.memory_usage().sum()
print('Memory usage of dataframe is {:.2f} MB'.format(start_mem))
for col in df.columns:
col_type = df[col].dtype
if col_type != object:
c_min = df[col].min()
c_max = df[col].max()
if str(col_type)[:3] == 'int':
if c_min > np.iinfo(np.int8).min and c_max < np.iinfo(np.int8).max:
df[col] = df[col].astype(np.int8)
elif c_min > np.iinfo(np.int16).min and c_max < np.iinfo(np.int16).max:
df[col] = df[col].astype(np.int16)
elif c_min > np.iinfo(np.int32).min and c_max < np.iinfo(np.int32).max:
df[col] = df[col].astype(np.int32)
elif c_min > np.iinfo(np.int64).min and c_max < np.iinfo(np.int64).max:
df[col] = df[col].astype(np.int64)
else:
if c_min > np.finfo(np.float16).min and c_max < np.finfo(np.float16).max:
df[col] = df[col].astype(np.float16)
elif c_min > np.finfo(np.float32).min and c_max < np.finfo(np.float32).max:
df[col] = df[col].astype(np.float32)
else:
df[col] = df[col].astype(np.float64)
else:
df[col] = df[col].astype('category')
end_mem = df.memory_usage().sum()
print('Memory usage after optimization is: {:.2f} MB'.format(end_mem))
print('Decreased by {:.1f}%'.format(100 * (start_mem - end_mem) / start_mem))
return df
线性回归&五折交叉验证&模拟真实业务情况
sample_feature = sample_feature.dropna().replace('-', 0).reset_index(drop=True)
sample_feature['notRepairedDamage'] = sample_feature['notRepairedDamage'].astype(np.float32)
train = sample_feature[continuous_feature_names + ['price']]
train_X = train[continuous_feature_names]
train_y = train['price']
#简单建模
from sklearn.linear_model import LinearRegression
model = LinearRegression(normalize=True)
model = model.fit(train_X, train_y)
#五折交叉验证
from sklearn.model_selection import cross_val_score
from sklearn.metrics import mean_absolute_error, make_scorer
def log_transfer(func):
def wrapper(y, yhat):
result = func(np.log(y), np.nan_to_num(np.log(yhat)))
return result
return wrapper
scores = cross_val_score(model, X=train_X, y=train_y, verbose=1, cv = 5, scoring=make_scorer(log_transfer(mean_absolute_error)))
#模拟真实业务情况
import datetime
sample_feature = sample_feature.reset_index(drop=True)
split_point = len(sample_feature) // 5 * 4
train = sample_feature.loc[:split_point].dropna()
val = sample_feature.loc[split_point:].dropna()
train_X = train[continuous_feature_names]
train_y_ln = np.log(train['price'] + 1)
val_X = val[continuous_feature_names]
val_y_ln = np.log(val['price'] + 1)
model = model.fit(train_X, train_y_ln)
#绘制学习率曲线与验证曲线
from sklearn.model_selection import learning_curve, validation_curve
? learning_curve
def plot_learning_curve(estimator, title, X, y, ylim=None, cv=None,n_jobs=1, train_size=np.linspace(.1, 1.0, 5 )):
plt.figure()
plt.title(title)
if ylim is not None:
plt.ylim(*ylim)
plt.xlabel('Training example')
plt.ylabel('score')
train_sizes, train_scores, test_scores = learning_curve(estimator, X, y, cv=cv, n_jobs=n_jobs, train_sizes=train_size, scoring = make_scorer(mean_absolute_error))
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.grid()#区域
plt.fill_between(train_sizes, train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std, alpha=0.1,
color="r")
plt.fill_between(train_sizes, test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std, alpha=0.1,
color="g")
plt.plot(train_sizes, train_scores_mean, 'o-', color='r',
label="Training score")
plt.plot(train_sizes, test_scores_mean,'o-',color="g",
label="Cross-validation score")
plt.legend(loc="best")
return plt
plot_learning_curve(LinearRegression(), 'Liner_model', train_X[:1000], train_y_ln[:1000], ylim=(0.0, 0.5), cv=5, n_jobs=1)