ML之Xgboost：利用Xgboost模型对数据集(比马印第安人糖尿病)进行二分类预测(5年内是否患糖尿病)
ML之Xgboost：利用Xgboost模型对数据集(比马印第安人糖尿病)进行二分类预测(5年内是否患糖尿病)
输出结果
X_train内容：
[[ 3. 102. 44. ... 30.8 0.4 26. ]
[ 1. 77. 56. ... 33.3 1.251 24. ]
[ 9. 124. 70. ... 35.4 0.282 34. ]
...
[ 0. 57. 60. ... 21.7 0.735 67. ]
[ 1. 105. 58. ... 24.3 0.187 21. ]
[ 8. 179. 72. ... 32.7 0.719 36. ]]
y_train内容：
[0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 1. 0. 0. 1. 0. 0. 0. 0. 0. 0. 1. 0. 1.
0. 0. 1. 0. 1. 0. 0. 0. 0. 0. 0. 0. 1. 1. 0. 0. 0. 1. 1. 0. 0. 0. 0. 0.
1. 0. 0. 1. 1. 1. 0. 0. 0. 1. 0. 0. 0. 1. 1. 0. 1. 0. 0. 0. 1. 0. 1. 1.
1. 0. 0. 0. 0. 0. 0. 1. 1. 0. 0. 0. 0. 1. 0. 1. 0. 1. 1. 0. 0. 0. 0. 0.
0. 1. 1. 0. 0. 1. 0. 0. 1. 0. 1. 1. 0. 0. 1. 1. 0. 1. 0. 0. 0. 0. 0. 1.
0. 0. 0. 1. 1. 0. 0. 0. 1. 0. 0. 0. 1. 1. 1. 0. 0. 0. 0. 0. 0. 0. 1. 0.
0. 1. 1. 0. 0. 0. 0. 0. 1. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.
1. 1. 0. 0. 0. 1. 0. 0. 0. 1. 0. 0. 0. 1. 0. 0. 0. 1. 1. 1. 1. 1. 0. 1.
0. 0. 1. 0. 1. 1. 0. 0. 0. 0. 0. 0. 1. 0. 1. 1. 1. 0. 1. 0. 1. 1. 0. 0.
0. 0. 1. 1. 0. 1. 1. 1. 0. 0. 1. 0. 1. 0. 1. 0. 0. 1. 1. 0. 1. 1. 1. 1.
0. 0. 0. 0. 0. 1. 1. 1. 0. 1. 0. 0. 0. 0. 1. 0. 0. 1. 0. 1. 0. 0. 1. 0.
0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 1. 0. 0. 1. 0. 0.
0. 1. 1. 0. 1. 1. 1. 1. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 1. 0. 0. 1. 1.
1. 0. 0. 0. 1. 0. 0. 1. 0. 1. 0. 1. 1. 1. 0. 1. 0. 0. 1. 0. 0. 1. 0. 1.
1. 0. 1. 0. 0. 1. 1. 1. 0. 1. 0. 1. 0. 0. 1. 0. 0. 0. 0. 0. 0. 1. 0. 0.
1. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0.
0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 1. 0. 0. 0. 0. 0. 0. 1. 1.
0. 1. 0. 0. 0. 1. 1. 0. 0. 1. 1. 0. 1. 0. 0. 0. 0. 0. 0. 1. 1. 0. 0. 0.
0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 1. 1. 0. 0. 0. 0. 1. 1. 1. 1. 0. 0. 1.
1. 0. 0. 0. 1. 1. 1. 0. 0. 0. 1. 1. 0. 1. 0. 0. 1. 1. 0. 0. 0. 0. 0. 0.
1. 0. 1. 0. 0. 1. 0. 0. 0. 1. 1. 0. 0. 0. 1. 0. 0. 0. 1. 0. 1. 0. 1. 1.
0. 1. 0. 0. 0. 1. 1. 0. 0. 1.]
设计思路
核心代码
class XGBClassifier Found at: xgboost.sklearn
class XGBClassifier(XGBModel, XGBClassifierBase):
# pylint: disable=missing-docstring,too-many-arguments,invalid-name
__doc__ = "Implementation of the scikit-learn API for XGBoost classification.\n\n" + '\n'.join
(XGBModel.__doc__.split('\n')[2:])
def __init__(self, max_depth=3, learning_rate=0.1,
n_estimators=100, silent=True,
objective="binary:logistic", booster='gbtree',
n_jobs=1, nthread=None, gamma=0, min_child_weight=1,
max_delta_step=0, subsample=1, colsample_bytree=1, colsample_bylevel=1,
reg_alpha=0, reg_lambda=1, scale_pos_weight=1,
base_score=0.5, random_state=0, seed=None, missing=None, **kwargs):
super(XGBClassifier, self).__init__(max_depth, learning_rate, n_estimators, silent,
objective, booster, n_jobs, nthread, gamma, min_child_weight, max_delta_step, subsample,
colsample_bytree, colsample_bylevel, reg_alpha, reg_lambda, scale_pos_weight,
base_score, random_state, seed, missing, **kwargs)
def fit(self, X, y, sample_weight=None, eval_set=None, eval_metric=None,
early_stopping_rounds=None, verbose=True, xgb_model=None,
sample_weight_eval_set=None, callbacks=
# pylint: disable = attribute-defined-outside-init,arguments-differ
None):
"""
Fit gradient boosting classifier
Parameters
----------
X : array_like
Feature matrix
y : array_like
Labels
sample_weight : array_like
Weight for each instance
eval_set : list, optional
A list of (X, y) pairs to use as a validation set for
early-stopping
sample_weight_eval_set : list, optional
A list of the form [L_1, L_2, ..., L_n], where each L_i is a list of
instance weights on the i-th validation set.
eval_metric : str, callable, optional
If a str, should be a built-in evaluation metric to use. See
doc/parameter.rst. If callable, a custom evaluation metric. The call
signature is func(y_predicted, y_true) where y_true will be a
DMatrix object such that you may need to call the get_label
method. It must return a str, value pair where the str is a name
for the evaluation and value is the value of the evaluation
function. This objective is always minimized.
early_stopping_rounds : int, optional
Activates early stopping. Validation error needs to decrease at
least every <early_stopping_rounds> round(s) to continue training.
Requires at least one item in evals. If there's more than one,
will use the last. If early stopping occurs, the model will have
three additional fields: bst.best_score, bst.best_iteration and
bst.best_ntree_limit (bst.best_ntree_limit is the ntree_limit parameter
default value in predict method if not any other value is specified).
(Use bst.best_ntree_limit to get the correct value if num_parallel_tree
and/or num_class appears in the parameters)
verbose : bool
If `verbose` and an evaluation set is used, writes the evaluation
metric measured on the validation set to stderr.
xgb_model : str
file name of stored xgb model or 'Booster' instance Xgb model to be
loaded before training (allows training continuation).
callbacks : list of callback functions
List of callback functions that are applied at end of each iteration.
It is possible to use predefined callbacks by using :ref:`callback_api`.
Example:
.. code-block:: python
[xgb.callback.reset_learning_rate(custom_rates)]
"""
evals_result = {}
self.classes_ = np.unique(y)
self.n_classes_ = len(self.classes_)
xgb_options = self.get_xgb_params()
if callable(self.objective):
obj = _objective_decorator(self.objective)
# Use default value. Is it really not used ?
xgb_options["objective"] = "binary:logistic"
else:
obj = None
if self.n_classes_ > 2:
# Switch to using a multiclass objective in the underlying XGB instance
xgb_options["objective"] = "multi:softprob"
xgb_options['num_class'] = self.n_classes_
feval = eval_metric if callable(eval_metric) else None
if eval_metric is not None:
if callable(eval_metric):
eval_metric = None
else:
xgb_options.update({"eval_metric":eval_metric})
self._le = XGBLabelEncoder().fit(y)
training_labels = self._le.transform(y)
if eval_set is not None:
if sample_weight_eval_set is None:
sample_weight_eval_set = [None] * len(eval_set)
evals = list(
DMatrix(eval_set[i][0], label=self._le.transform(eval_set[i][1]),
missing=self.missing, weight=sample_weight_eval_set[i],
nthread=self.n_jobs) for
i in range(len(eval_set)))
nevals = len(evals)
eval_names = ["validation_{}".format(i) for i in range(nevals)]
evals = list(zip(evals, eval_names))
else:
evals = ()
self._features_count = X.shape[1]
if sample_weight is not None:
train_dmatrix = DMatrix(X, label=training_labels, weight=sample_weight,
missing=self.missing, nthread=self.n_jobs)
else:
train_dmatrix = DMatrix(X, label=training_labels,
missing=self.missing, nthread=self.n_jobs)
self._Booster = train(xgb_options, train_dmatrix, self.n_estimators,
evals=evals,
early_stopping_rounds=early_stopping_rounds,
evals_result=evals_result, obj=obj, feval=feval,
verbose_eval=verbose, xgb_model=xgb_model,
callbacks=callbacks)
self.objective = xgb_options["objective"]
if evals_result:
for val in evals_result.items():
evals_result_key = list(val[1].keys())[0]
evals_result[val[0]][evals_result_key] = val[1][evals_result_key]
self.evals_result_ = evals_result
if early_stopping_rounds is not None:
self.best_score = self._Booster.best_score
self.best_iteration = self._Booster.best_iteration
self.best_ntree_limit = self._Booster.best_ntree_limit
return self
def predict(self, data, output_margin=False, ntree_limit=None, validate_features=True):
"""
Predict with `data`.
.. note:: This function is not thread safe.
For each booster object, predict can only be called from one thread.
If you want to run prediction using multiple thread, call ``xgb.copy()`` to make copies
of model object and then call ``predict()``.
.. note:: Using ``predict()`` with DART booster
If the booster object is DART type, ``predict()`` will perform dropouts, i.e. only
some of the trees will be evaluated. This will produce incorrect results if ``data`` is
not the training data. To obtain correct results on test sets, set ``ntree_limit`` to
a nonzero value, e.g.
.. code-block:: python
preds = bst.predict(dtest, ntree_limit=num_round)
Parameters
----------
data : DMatrix
The dmatrix storing the input.
output_margin : bool
Whether to output the raw untransformed margin value.
ntree_limit : int
Limit number of trees in the prediction; defaults to best_ntree_limit if defined
(i.e. it has been trained with early stopping), otherwise 0 (use all trees).
validate_features : bool
When this is True, validate that the Booster's and data's feature_names are identical.
Otherwise, it is assumed that the feature_names are the same.
Returns
-------
prediction : numpy array
"""
test_dmatrix = DMatrix(data, missing=self.missing, nthread=self.n_jobs)
if ntree_limit is None:
ntree_limit = getattr(self, "best_ntree_limit", 0)
class_probs = self.get_booster().predict(test_dmatrix,
output_margin=output_margin,
ntree_limit=ntree_limit,
validate_features=validate_features)
if output_margin:
# If output_margin is active, simply return the scores
return class_probs
if len(class_probs.shape) > 1:
column_indexes = np.argmax(class_probs, axis=1)
else:
column_indexes = np.repeat(0, class_probs.shape[0])
column_indexes[class_probs > 0.5] = 1
return self._le.inverse_transform(column_indexes)
def predict_proba(self, data, ntree_limit=None, validate_features=True):
"""
Predict the probability of each `data` example being of a given class.
.. note:: This function is not thread safe
For each booster object, predict can only be called from one thread.
If you want to run prediction using multiple thread, call ``xgb.copy()`` to make copies
of model object and then call predict
Parameters
----------
data : DMatrix
The dmatrix storing the input.
ntree_limit : int
Limit number of trees in the prediction; defaults to best_ntree_limit if defined
(i.e. it has been trained with early stopping), otherwise 0 (use all trees).
validate_features : bool
When this is True, validate that the Booster's and data's feature_names are identical.
Otherwise, it is assumed that the feature_names are the same.
Returns
-------
prediction : numpy array
a numpy array with the probability of each data example being of a given class.
"""
test_dmatrix = DMatrix(data, missing=self.missing, nthread=self.n_jobs)
if ntree_limit is None:
ntree_limit = getattr(self, "best_ntree_limit", 0)
class_probs = self.get_booster().predict(test_dmatrix,
ntree_limit=ntree_limit,
validate_features=validate_features)
if self.objective == "multi:softprob":
return class_probs
else:
classone_probs = class_probs
classzero_probs = 1.0 - classone_probs
return np.vstack((classzero_probs, classone_probs)).transpose()
def evals_result(self):
"""Return the evaluation results.
If **eval_set** is passed to the `fit` function, you can call
``evals_result()`` to get evaluation results for all passed **eval_sets**.
When **eval_metric** is also passed to the `fit` function, the
**evals_result** will contain the **eval_metrics** passed to the `fit` function.
Returns
-------
evals_result : dictionary
Example
-------
.. code-block:: python
param_dist = {'objective':'binary:logistic', 'n_estimators':2}
clf = xgb.XGBClassifier(**param_dist)
clf.fit(X_train, y_train,
eval_set=[(X_train, y_train), (X_test, y_test)],
eval_metric='logloss',
verbose=True)
evals_result = clf.evals_result()
The variable **evals_result** will contain
.. code-block:: python
{'validation_0': {'logloss': ['0.604835', '0.531479']},
'validation_1': {'logloss': ['0.41965', '0.17686']}}
"""
if self.evals_result_:
evals_result = self.evals_result_
else:
raise XGBoostError('No results.')
return evals_result 赞 (0)