def fit_and_valid(self, X, Y, X_valid, Y_valid, watch=False):
"""
Parameters
------------
X : 2d array-like (n_samples, n_features)
Y : 1d array-like (n_samples, )
"""
n_features = X.shape[1]
n_samples = X.shape[0]
parameters = self.initialize_parameters(n_features)
w = parameters['w']
b = parameters['b']
X_T = X.T
Y_T = Y.reshape((1, -1))
self.init_mini_batches(X_T, Y_T)
for i in range(self.num_iterations):
self.parameters, grads, cost = self.optimize_single(w, b, X_T, Y_T)
w = self.parameters['w']
b = self.parameters['b']
this_loss = self.get_loss(X_valid, Y_valid)
train_loss = self.get_loss(X, Y)
self.information['test_loss'].append(this_loss)
self.information['train_loss'].append(train_loss)
self.information['cost'].append(cost)
if i % 50 == 0:
logger.info(
'train {}/{} current cost: {}, train: {} ,test: {}'.
format(i, self.num_iterations, cost, train_loss,
this_loss))
self.information['grads'] = grads
# self.parameters = parameters
return
def fit_and_valid(self, X, Y, X_valid, Y_valid, watch=False):
"""
Parameters
------------
X : 2d array-like (n_samples, n_features)
Y : 1d array-like (n_samples, )
"""
n_features = X.shape[1]
n_samples = X.shape[0]
parameters = self.initialize_parameters(n_features)
w = parameters['w']
X_reshaped = np.hstack([np.ones((n_samples, 1)), X])
# shape(n_samples, n_features+1)
Y_reshaped = Y.reshape((-1, 1))
# shape(n_samples, n_features+1)
# logger.debug('X_valid_reshape : {}'.format(X_valid_reshaped.shape))
# shape(n_samples, 1)
# print('train {}/{} current cost : {}'.format(i,self.n_estimators,cost))
for i in range(self.num_iterations):
self.parameters, grads, cost = self.optimize_single(
w, X_reshaped, Y_reshaped)
w = self.parameters['w']
this_loss = self.get_loss(X_valid, Y_valid)
train_loss = self.get_loss(X, Y)
self.information['test_loss'].append(this_loss)
self.information['train_loss'].append(train_loss)
logger.info(
'train {}/{} current cost: {}, train: {} ,test: {}'.format(
i, self.num_iterations, cost, train_loss, this_loss))
self.information['grads'] = grads
# self.parameters = parameters
return
def fit_and_valid(self, X, Y, X_valid, Y_valid, watch=False):
self.init_mini_batches(X, Y)
logger.debug('X : \n{} Y : {}'.format(X, Y))
init_estimator = self.base_estimator(
max_node_size=self.max_tree_node_size,
divide_way=self.base_divide_way)
init_estimator.fit(X, Y)
self.parameters['f'].append(init_estimator)
self.parameters['lr'].append(1)
for i in range(self.n_estimators):
if self.mini_batch == 0:
# 使用全部样例：
cost = self.optimizer(X, Y)
else:
# 使用mini_batch个样例：
X_batch, Y_batch = self.get_mini_batch()
cost = self.optimizer(X_batch, Y_batch)
if i % self.print_interval == 0:
this_loss = self.get_test_cost(X_valid, Y_valid)
train_loss = self.get_test_cost(X, Y)
self.information['valid_loss'].append(this_loss)
self.information['train_loss'].append(train_loss)
logger.info(
'train {}/{} current cost: {},train : {} valid : {}'.
format(i, self.n_estimators, cost, train_loss, this_loss))
# print('train {}/{} current cost : {}'.format(i,self.n_estimators,cost))
self.update_mini_batch()
def train(self):
for i in range(self.num_iterations):
cost, train_loss, valid_loss = self.train_one()
if i % self.print_intervel == 0:
logger.info(
'train {}/{} current cost: {}, train: {} ,valid: {}'.
format(i, self.num_iterations, cost, train_loss,
valid_loss))
def fit(self, X, Y, watch=False):
logger.debug('X : \n{} Y : {}'.format(X, Y))
init_estimator = self.base_estimator(
max_node_size=self.max_tree_node_size,
divide_way=self.base_divide_way)
init_estimator.fit(X, Y)
self.parameters['f'].append(init_estimator)
self.parameters['lr'].append(1)
for i in range(self.n_estimators):
cost = self.optimizer(X, Y)
if i % self.print_interval == 0:
logger.info('train {}/{} current cost: {}'.format(
i, self.n_estimators, cost))
def fit_data(self, sub_X, sub_Y, parent_class):
"""
sub_X : 2d array-like shape(n_samples, n_features)
sub_Y : 1d array-like shape(n_samples )
paranet_class : int
递归过程中，要先记一下父节点的属性，可能有用
"""
# TODO: 一些递归的返回条件
logger.info(
'training...\ncurrent id : {}\ncurrent data size : {}'.format(
self.id, sub_X.shape[0]))
logger.debug('X : \n{}\nY : {}'.format(sub_X, sub_Y) + '\n' +
'parent_class : {}'.format(parent_class))
# 如果此时数据集为空
if len(sub_X) == 0:
logger.debug('sub_X is empty ! ')
self.set_leaf(parent_class.item())
return
# 从sub_Y里面取均值，作为该节点的结果
self.current_node_value = np.mean(sub_Y).item()
logger.debug('self.current_node_value : {}'.format(
self.current_node_value))
# TODO: 可能还有其他的返回条件
# 若剩下没有分的样例就只剩下2个了，就不再去细分了，而是直接取这2个点的均值
if sub_X.shape[0] <= self.max_node_size:
logger.debug('sub_X is so small. n_samples : {}'.format(
sub_X.shape[0]))
self.set_leaf(self.current_node_value)
return
# 寻找数据集的最佳拆分点，寻找best_feature_name, best_feature_split_name
# 并且顺便将数据拆成左右两个分支
best_cost_value = 999999999
best_feature_column = None
best_split_point = None
for this_feature_index in range(0, len(self.feature_names)):
this_feature_values = np.unique(sub_X[:, this_feature_index])
# 获得当前feature最佳split_point的gini指数，并与当前最佳比较
# 得到这一个feature的所有可取的值
for this_feature_value in this_feature_values:
# 对可能取到的每一个值，我都要计算以这个值为分割点时的gini指数
n_samples = sub_X.shape[0]
# 输入数据默认是连续的
# TODO: 似乎不能够取到最右的端点,那如果等于直接跳过吧~
if this_feature_value == np.amax(sub_X[:, this_feature_index]):
continue
left_branch_Y = sub_Y[
sub_X[:, this_feature_index] <= this_feature_value]
right_branch_Y = sub_Y[
sub_X[:, this_feature_index] > this_feature_value]
# print(left_branch_Y)
# print(right_branch_Y)
this_feature_cost_value = len(
left_branch_Y) / n_samples * self.cost_func(
left_branch_Y) + len(
right_branch_Y) / n_samples * self.cost_func(
right_branch_Y)
# print(this_feature_index, ' ', this_feature_value, ' ', this_feature_cost_value)
# c = input()
# 如果以这个值为分割点的gini指数更小，那就更新best参数
if this_feature_cost_value < best_cost_value:
best_cost_value = this_feature_cost_value
best_feature_column = this_feature_index
best_split_point = this_feature_value
self.feature_column = best_feature_column
self.split_value = best_split_point
logger.debug('get the best split point : {}:{}/{}'.format(
self.feature_column, self.feature_names[self.feature_column],
self.split_value))
# print('self.feature_column:', self.feature_column)
# print('self.split_value', self.split_value)
# c=input()
# 划分数据集
# 如果当前列的flag说明是连续的
# 取得最好的数据集拆分方式
self.split_op = '<='
self.split_value = best_split_point
best_left_branch_X = sub_X[
sub_X[:, best_feature_column] <= best_split_point, :]
best_left_branch_Y = sub_Y[
sub_X[:, best_feature_column] <= best_split_point]
best_right_branch_X = sub_X[
sub_X[:, best_feature_column] > best_split_point, :]
best_right_branch_Y = sub_Y[
sub_X[:, best_feature_column] > best_split_point]
logger.debug('get left branch X : \n{}\nget left branch Y : {}'.format(
best_left_branch_X, best_left_branch_Y))
logger.debug(
'get right branch X : \n{}\nget right branch Y : {}'.format(
best_right_branch_X, best_right_branch_Y))
self.left_tree = CartTreeRegressionNode(
self.feature_names,
max_node_size=self.max_node_size,
cost_func=self.cost_func)
self.left_tree.fit_data(best_left_branch_X, best_left_branch_Y,
self.current_node_value)
self.right_tree = CartTreeRegressionNode(
self.feature_names,
max_node_size=self.max_node_size,
cost_func=self.cost_func)
self.right_tree.fit_data(best_right_branch_X, best_right_branch_Y,
self.current_node_value)
train_Y = train_ori_Y.values
# # 交叉验证
logger.setLevel(logging.INFO)
n_splits = 5
cv = ShuffleSplit(n_splits=n_splits)
for train_indices, test_indices in cv.split(train_X):
# lr = GradientBoostingRegression(learning_rate=0.1, n_estimators=100, max_tree_node_size=400)
lr = DecisionTreeRegressor(max_node_size=1000)
# lr.fit(train_X[train_indices], train_Y[train_indices], watch=True)
lr.fit(train_X[train_indices], train_Y[train_indices])
y_pred = lr.predict(train_X[test_indices])
logger.info(pearson_correlation(y_pred, train_Y[test_indices]))
# # 训练模型写入结果
lr = DecisionTreeRegressor(max_node_size=1000)
lr.fit(train_X, train_Y)
y_pred = lr.predict(test_X)
sub = pd.DataFrame(y_pred)
sub.to_csv('./results/' + 'CART-m1000-no_weight-add_tag_feat' +
str(datetime.datetime.now().strftime("%Y-%m-%d-%H-%M")) + ".csv",
index=0,
header=None,
index_label=None)
# # 记录提交结果
logger.setLevel(logging.INFO)
n_splits = 2
k_splits = 5
# cv = ShuffleSplit(n_splits=n_splits)
cv = KFold(k_splits=k_splits)
score = 0
models= []
for train_indices, test_indices in cv.split(train_X):
lr = GradientBoostingRegression(loss='lad', learning_rate=0.05, n_estimators=100, max_tree_node_size=50)
# lr.fit(train_X[train_indices], train_Y[train_indices], watch=True)
lr.fit_and_valid(train_X[train_indices], train_Y[train_indices],train_X[test_indices],train_Y[test_indices], mini_batch=4000 , watch=True)
y_pred = lr.predict(train_X[test_indices])
this_score = pearson_correlation(y_pred, train_Y[test_indices])
score += this_score
logger.info(this_score)
models.append(lr)
logger.info('score : {}'.format(score/k_splits))
i = lr
plt.plot(range(len(i.information['test_loss'])),i.information['test_loss'],label='test', )
plt.legend()
for i in models:
plt.plot(range(len(i.information['test_loss'])),i.information['test_loss'],label='test', )
plt.legend()
# # 训练模型写入结果
from pyml.logger import logger
logger.debug('test')
logger.info('t')
def functions():
logger.error('error')
functions()
