實現多模型統一調參
解決問題:在復現GBDT+LR的經典結構的時候,發現需要對兩個模型一起進行調參,網上找不到相關代碼,研究之後實現LGB + LR的統一調參
需寫3個自定義管道流的類來完成, 兩個模型用於預測, 一個實現將GBDT的預測值作爲下一步LR的特徵的轉換
from sklearn.base import BaseEstimator, TransformerMixin
from lightgbm import LGBMClassifier
from sklearn.linear_model import LogisticRegression
class LgbmPipeline(BaseEstimator, TransformerMixin):
# 傳入lgb的模型參數, 詳細見下方調用
def __init__(self, other_params):
self.other_params = other_params
def fit(self, X, y=None):
lgb = LGBMClassifier(**self.other_params)
lgb.fit(X, y)
self.lgb = lgb
return self
def transform(self, X):
lgb_feature = self.lgb.predict(X, pred_leaf=True)
return lgb_feature
class GbdtMatrixPipeline(BaseEstimator, TransformerMixin):
# 傳入葉子數量
def __init__(self, num_leaf):
self.num_leaf = num_leaf
def fit(self, X, y=None):
return self
def transform(self, X):
transformed_matrix = np.zeros([len(X), len(X[0]) * self.num_leaf],
dtype=np.int8) # N * num_tress * num_leafs
for i in range(0, len(X)):
temp = np.arange(len(X[0])) * self.num_leaf + np.array(X[i])#計算onehot在100 * 64列當中的位置 arange(100)*64 + y_pred[i]
transformed_matrix[i][temp] += 1
return transformed_matrix
class LrPipeline(BaseEstimator, TransformerMixin):
def __init__(self, other_params):
self.other_params = other_params
def fit(self, X, y=None):
lr = LogisticRegression(**self.other_params)
lr.fit(X, y)
self.lr = lr
return self
def transform(self, X):
y_pred_scores = self.lr.predict_proba(X)
return y_pred_scores
管道流實現fit與調用, X_train_tr爲ndarry格式的數據
from sklearn.pipeline import Pipeline
other_params = {
'task': 'train',
'boosting_type': 'gbdt', # GBDT算法爲基礎
'objective': 'binary',
'metric': 'auc', # 評判指標
'max_bin': 255, # 大會有更準的效果,更慢的速度
'learning_rate': 0.1, # 學習率
'num_leaves': 32, # 大會更準,但可能過擬合
'max_depth': -1, # 小數據集下限制最大深度可防止過擬合,小於0表示無限制
'feature_fraction': 0.8, # 防止過擬合
'bagging_freq': 5, # 防止過擬合
'bagging_fraction': 0.8, # 防止過擬合
'min_data_in_leaf': 21, # 防止過擬合
'min_sum_hessian_in_leaf': 3.0, # 防止過擬合
'min_child_weight': 0.1,
'lambda_l1': 0.2,
'lambda_l2': 20,
'is_unbalance': True,
'n_estimators': 100
}
Lr_params = {
'class_weight':dict({0: 1, 1:8}),
'penalty': 'l2'
}
model_pipeline = Pipeline([
("lgb", LgbmPipeline(other_params)),
("matrix", GbdtMatrixPipeline(other_params['num_leaves'])),
("lr", LrPipeline(Lr_params))
])
# X_train_tr爲ndarry格式的數據
model_pipeline.fit(X_train_tr, y_train)
model_pipeline.transform(X_test_tr)
對pipeline進行網格調參步驟詳見:https://sklearn.apachecn.org/docs/master/38.html