def XGB(self, x_train, y_train, x_test, y_test):
x_train, y_train = shuffle(x_train, y_train)
xgb = XGBRegressor(max_depth=4, subsample=0.9)
xgb.fit(x_train,y_train)
y_pred = xgb.predict(x_test).reshape(x_test.shape[0], 1)
loss = mean_squared_error(y_pred, y_test)
print loss
return y_pred, loss
def fit(self, X, y):
from xgboost import XGBRegressor
if not KAGGLE:
from OptimizedOffsetRegressor import DigitizedOptimizedOffsetRegressor
self.xgb = XGBRegressor(
objective=self.objective,
learning_rate=self.learning_rate,
min_child_weight=self.min_child_weight,
subsample=self.subsample,
colsample_bytree=self.colsample_bytree,
max_depth=self.max_depth,
n_estimators=self.n_estimators,
nthread=self.nthread,
missing=0.0,
seed=self.seed)
from OptimizedOffsetRegressor import FullDigitizedOptimizedOffsetRegressor
self.off = FullDigitizedOptimizedOffsetRegressor(n_buckets=self.n_buckets,
# basinhopping=True,
initial_params=self.initial_params,
minimizer=self.minimizer,
scoring=self.scoring)
self.xgb.fit(X, y)
tr_y_hat = self.xgb.predict(X,
ntree_limit=self.xgb.booster().best_iteration)
print('Train score is:', -self.scoring(tr_y_hat, y))
self.off.fit(tr_y_hat, y)
print("Offsets:", self.off.params)
return self
def Stacking(real_train_tar):
predictions_train = pd.DataFrame([np.expm1(y_lasso_predict), np.expm1(y_ridge_predict), np.expm1(y_rf_predict), np.expm1(y_xgb_predict)]).T
sns.pairplot(predictions_train)
learning_rate = [round(float(x), 2) for x in np.linspace(start = .1, stop = .2, num = 11)]
# Minimum for sum of weights for observations in a node
min_child_weight = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12]
# Maximum nodes in each tree
max_depth = [int(x) for x in np.linspace(1, 10, num = 10)]
n_estimators=[int(x) for x in np.linspace(start = 100, stop = 2000, num = 20)]
subsample=[0.3, 0.4,0.5,0.6, 0.7]
stack_model = xgb.XGBRegressor()
random_grid = {'learning_rate': learning_rate,
'max_depth': max_depth,
'min_child_weight': min_child_weight,
'subsample': subsample,
'n_estimators':n_estimators
}
# Make a RandomizedSearchCV object with correct model and specified hyperparams
xgb_stack = RandomizedSearchCV(estimator=stack_model, param_distributions=random_grid, n_iter=1000, cv=5, verbose=2, random_state=42, n_jobs=-1)
start = time.time()
# Fit models
xgb_stack.fit(predictions_train, real_train_tar)
xgb_stack.best_params_
write_pkl(xgb_stack.best_params_, '/Users/vickywinter/Documents/NYC/Machine Learning Proj/Pickle/stack_params.pkl')
model_stacking = XGBRegressor(**xgb_stack.best_params_)
#model_xgb = XGBRegressor(**best_params_)
start=time.time()
model_stacking.fit(predictions_train,real_train_tar)
end=time.time()
print("MSE for train data is: %f" % mean_squared_error(np.log1p(real_train_tar),np.log1p( model_stacking.predict(predictions_train))))
print('Time elapsed: %.4f seconds' % (end-start))
y_stack_predict=model_stacking.predict(predictions_train)
x_line = np.arange(700000)
y_line=x_line
plt.scatter(real_train_tar,y_stack_predict)
plt.plot(x_line, y_line, color='r')
plt.xlabel('Actual Sale Price')
plt.ylabel('Predict Sle Price')
class HousePricePredictor(BaseModel):
def __init__(self):
self.model = XGBRegressor()
def predict(self, X):
X = self._prepare_data(X)
return self.model.predict(X)
def _prepare_data(self, X):
return pd.DataFrame(X, columns=FEATURES)
def fit(self, X, y):
model = XGBRegressor()
clf = GridSearchCV(
model,
{
'max_depth': [6, ],
'learning_rate': [0.05, ],
'n_estimators': [450, 470, 475, 480, 485, ]
},
n_jobs=4,
cv=3,
verbose=1
)
clf.fit(X, y)
logging.info("Best Score: {}".format(clf.best_score_))
logging.info("Best Params: {}".format(clf.best_params_))
self.model = clf.best_estimator_
return self.model
def dump(self, path):
self.model.save_model(path)
@classmethod
def load(cls, path):
house_model = HousePricePredictor()
house_model.model.load_model(path)
return house_model
cur_score = get_score(clf, X_test, Y_test, features_to_keep)
print 'Cur score:', cur_score
features_to_keep_folds.append(save_if_good)
print '-' * 30
selected_features = set.intersection(*[set(i) for i in features_to_keep_folds])
print len(selected_features)
print 'TUNING HYPERPARAMS...'
rmsle_scorer = make_scorer(rmsle, greater_is_better=False)
params = {
'max_depth': [3, 4, 5],
'n_estimators': [100, 300, 500],
'min_child_weight': [1, 3, 5],
'gamma': [0, 0.5, 1]
}
grid = GridSearchCV(XGBRegressor(seed=0),
params,
cv=5,
scoring=rmsle_scorer,
verbose=5)
grid.fit(X[list(selected_features)], Y)
means = grid.cv_results_['mean_test_score']
stds = grid.cv_results_['std_test_score']
for mean, std, params in zip(means, stds, grid.cv_results_['params']):
print("%0.6f (+/-%0.03f) for %r" % (mean, std * 2, params))
print 'Best Params:', grid.best_params_
# In[80]:
#tuning ridge regression hyperparameters
model2.fit(train[col], np.log1p(train['visitors'].values))
print('RMSE GradientBoostingRegressor: ', RMSLE(np.log1p(train['visitors'].values),
model1.predict(train[col])))
print('RMSE KNeighborsRegressor: ', RMSLE(np.log1p(train['visitors'].values),
model2.predict(train[col])))
#test['visitors'] = (model1.predict(test[col]) + model2.predict(test[col])) / 2
test['visitors'] = model2.predict(test[col])
test['visitors'] = np.expm1(test['visitors']).clip(lower=0.)
sub1 = test[['id','visitors']].copy()
#del train; del data;
sub1[['id', 'visitors']].to_csv(os.path.join(path_kaggle, 'naive_forecast2.csv'),
index = False)
from xgboost import XGBRegressor
model3 = XGBRegressor()
model3.fit(train[col], np.log1p(train['visitors'].values), verbose=False)
print('XGBRegressor: ', RMSLE(np.log1p(train['visitors'].values),
model3.predict(train[col])))
## from hklee
## https://www.kaggle.com/zeemeen/weighted-mean-comparisons-lb-0-497-1st/code
#dfs = { re.search('/([^/\.]*)\.csv', fn).group(1):
# pd.read_csv(fn)for fn in glob.glob('../input/*.csv')}
#
#for k, v in dfs.items(): locals()[k] = v
#
#wkend_holidays = date_info.apply(
# (lambda x:(x.day_of_week=='Sunday' or x.day_of_week=='Saturday') and x.holiday_flg==1), axis=1)
#date_info.loc[wkend_holidays, 'holiday_flg'] = 0
#date_info['weight'] = ((date_info.index + 1) / len(date_info)) ** 5
def models():
extra_params_kaggle_cla = {
'n_estimators': 1200,
'max_features': 30,
'criterion': 'entropy',
'min_samples_leaf': 2,
'min_samples_split': 2,
'max_depth': 30,
'min_samples_leaf': 2,
'n_jobs': nthread,
'random_state': seed
}
extra_params_kaggle_reg = {
'n_estimators': 1200,
'max_features': 30,
'criterion': 'mse',
'min_samples_leaf': 2,
'min_samples_split': 2,
'max_depth': 30,
'min_samples_leaf': 2,
'n_jobs': nthread,
'random_state': seed
}
xgb_reg = {
'objective': 'reg:linear',
'max_depth': 11,
'learning_rate': 0.01,
'subsample': .9,
'n_estimators': 10000,
'colsample_bytree': 0.45,
'nthread': nthread,
'seed': seed
}
xgb_cla = {
'objective': 'binary:logistic',
'max_depth': 11,
'learning_rate': 0.01,
'subsample': .9,
'n_estimators': 10000,
'colsample_bytree': 0.45,
'nthread': nthread,
'seed': seed
}
#NN params
nb_epoch = 3
batch_size = 128
esr = 402
param1 = {
'hidden_units': (256, 256),
'activation': (advanced_activations.PReLU(),
advanced_activations.PReLU(), core.activations.sigmoid),
'dropout': (0., 0.),
'optimizer':
RMSprop(),
'nb_epoch':
nb_epoch,
}
param2 = {
'hidden_units': (1024, 1024),
'activation': (advanced_activations.PReLU(),
advanced_activations.PReLU(), core.activations.sigmoid),
'dropout': (0., 0.),
'optimizer':
RMSprop(),
'nb_epoch':
nb_epoch,
}
clfs = [
(D2, XGBClassifier(**xgb_cla)),
(D11, XGBClassifier(**xgb_cla)),
(D2, XGBRegressor(**xgb_reg)),
(D11, XGBRegressor(**xgb_reg)),
(D2, ensemble.ExtraTreesClassifier(**extra_params_kaggle_cla)),
(D11, ensemble.ExtraTreesClassifier(**extra_params_kaggle_cla)),
(D2, ensemble.ExtraTreesRegressor(**extra_params_kaggle_reg)),
(D11, ensemble.ExtraTreesRegressor(**extra_params_kaggle_reg)),
# (D1, NN(input_dim=D1[0].shape[1], output_dim=1, batch_size=batch_size, early_stopping_epoch=esr, verbose=2, loss='binary_crossentropy', class_mode='binary', **param1)),
# (D3, NN(input_dim=D3[0].shape[1], output_dim=1, batch_size=batch_size, early_stopping_epoch=esr, verbose=2,loss='binary_crossentropy', class_mode='binary', **param1)),
# (D5, NN(input_dim=D5[0].shape[1], output_dim=1, batch_size=batch_size, early_stopping_epoch=esr, verbose=2,loss='binary_crossentropy', class_mode='binary', **param1)),
#
# (D1, NN(input_dim=D1[0].shape[1], output_dim=1, batch_size=batch_size, early_stopping_epoch=esr, verbose=2,loss='binary_crossentropy', class_mode='binary', **param2)),
# (D3, NN(input_dim=D3[0].shape[1], output_dim=1, batch_size=batch_size, early_stopping_epoch=esr, verbose=2,loss='binary_crossentropy', class_mode='binary', **param2)),
# (D5, NN(input_dim=D5[0].shape[1], output_dim=1, batch_size=batch_size, early_stopping_epoch=esr, verbose=2,loss='binary_crossentropy', class_mode='binary', **param2))
]
for clf in clfs:
yield clf
'item_cnt_month_lag_1', 'item_cnt_month_lag_2', 'item_cnt_month_lag_3',
'item_cnt_month_lag_6', 'item_cnt_month_lag_12', 'month', 'days',
'item_shop_first_sale', 'item_first_sale'
]]
X_train = data[data.month_idx < 21].drop(['item_cnt_month'], axis=1)
y_train = data[data.month_idx < 21]['item_cnt_month']
X_valid = data[data.month_idx == 21].drop(['item_cnt_month'], axis=1)
y_valid = data[data.month_idx == 21]['item_cnt_month']
X_test = data[data.month_idx == 22].drop(['item_cnt_month'], axis=1)
ts = time.time()
model = XGBRegressor(max_depth=8,
n_estimators=1000,
min_child_weight=300,
colsample_bytree=0.8,
eta=0.3,
seed=42)
model.fit(X_train,
y_train,
eval_metric="rmse",
eval_set=[(X_train, y_train), (X_valid, y_valid)],
verbose=True,
early_stopping_rounds=10)
time.time() - ts
y_pred = model.predict(X_valid).clip(0, 20)
y_test = model.predict(X_test).clip(0, 20)
df_valid = df_valid.set_index('key_0')
typ = df_valid.dtypes
df_valid.to_csv('df_valid_cat.csv', header=None, index=False)
df_train.columns
RFR = RandomForestRegressor()
RFR.fit(X_train, Y_train)
RFR_preds = pd.DataFrame(RFR.predict(X_test),columns=['salePrice'],index=Y_test.index)
print(mean_absolute_error(Y_test, RFR_preds))
RFR_new = RFR_preds.apply(lambda x: np.power(np.e,x).astype('int64'))
XGB = XGBRegressor()
XGB.fit(X_train, Y_train, verbose=False)
XGB_preds = pd.DataFrame(XGB.predict(X_test),columns=['salePrice'],index=Y_test.index).astype(int)
print(mean_absolute_error(Y_test,XGB_preds))
XGB_new = XGB_preds.apply(lambda x: np.power(np.e,x).astype('int64'))
GBR = GradientBoostingRegressor()
GBR.fit(X_train, Y_train)
GBR_preds = pd.DataFrame(GBR.predict(X_test),columns=['salePrice'],index=Y_test.index)
print(mean_absolute_error(Y_test,GBR_preds))
GBR_new = GBR_preds.apply(lambda x: np.power(np.e,x).astype('int64'))
sns.swarmplot(x=GBR_preds['salePrice'],y=Y_test)
from sklearn.model_selection import KFold
import matplotlib.pyplot as plt
import numpy as np
# 회귀 모델
x, y = load_boston(return_X_y=True)
print(x.shape)
print(y.shape)
x_train, x_test, y_train, y_test = train_test_split(x,
y,
train_size=0.8,
shuffle=True,
random_state=66)
model = XGBRegressor(n_estimators=100, learning_rate=0.05, n_jobs=-1)
model.fit(x_train, y_train)
threshold = np.sort(model.feature_importances_)
for thres in threshold:
selection = SelectFromModel(model, threshold=thres, prefit=True)
select_x_train = selection.transform(x_train)
select_x_test = selection.transform(x_test)
selection_model = XGBRegressor(n_estimators=100,
learning_rate=0.05,
n_jobs=-1)
from sklearn.ensemble import RandomForestRegressor
from sklearn.ensemble import ExtraTreesRegressor
from sklearn.ensemble import GradientBoostingRegressor
from xgboost import XGBRegressor
from sklearn.preprocessing import PolynomialFeatures as pf
from sklearn import linear_model as lm
train = pd.read_csv('C:\\Users\\Preetham G\\Downloads\\train.csv')
test = pd.read_csv('C:\\Users\\Preetham G\\Downloads\\test.csv')
train = train.drop(columns=['Index', 'District'])
test = test.drop(columns=['Index', 'District'])
base = [
RandomForestRegressor(n_estimators=100, max_depth=10),
ExtraTreesRegressor(n_estimators=90, max_depth=15),
GradientBoostingRegressor(n_estimators=60, max_depth=5),
XGBRegressor(n_estimators=50, max_depth=5),
BaggingRegressor(n_estimators=50, base_estimator=lm.LinearRegression())
]
name = ['RFR', 'ETR', 'GBR', 'XGBR', 'BAR']
df1 = pd.DataFrame()
c = 0
train_x = train.drop(columns=['Rainfall'])
train_y = train['Rainfall']
test_x = test.drop(columns=['Rainfall'])
test_y = test['Rainfall']
d1 = {}
for i, j in zip(base, name):
print(j, c)
if j == 'BAR':
poly = pf(degree=4)
train_x = poly.fit_transform(train_x)
def get_xgb_imp(xgb, feat_names):
from numpy import array
imp_vals = xgb.booster().get_fscore()
imp_dict = {feat_names[i]:float(imp_vals.get('f'+str(i),0.)) for i in range(len(feat_names))}
total = array(imp_dict.values()).sum()
return {k:v/total for k,v in imp_dict.items()}
Y_train = np.log1p(train_df['price_doc'].values)
X_train = train_df.ix[:, train_df.columns != 'price_doc'].values
X_test = test_df.values
################################## XGBRegressor ###############################
#Initialize Model
xgb = XGBRegressor()
#Create cross-validation
cv = TimeSeriesSplit(n_splits=5)
#Train & Test Model
cross_val_results = cross_val_score(xgb, X_train, Y_train, cv=cv, scoring='neg_mean_squared_error')
print(cross_val_results.mean())
model = xgb.fit(X_train, Y_train)
# model.feature_importances_;
from xgboost import XGBRegressor
#Get Data
Y_train = train_df['price_doc'].values
if df[heads[i]].dtypes == 'O':
df[heads[i]] = lb_make.fit_transform(df[heads[i]].astype(str))
#extracting input and output features
X = df.iloc[:, :-1].values
Y = df.iloc[:, -1].values
# prepare configuration for cross validation test harness
seed = 7
# prepare models
#model evaluation
models = []
models.append(('XGBoost', XGBRegressor()))
models.append(('GBR',
ensemble.GradientBoostingRegressor(loss='quantile',
alpha=0.1,
n_estimators=250,
max_depth=3,
learning_rate=.1,
min_samples_leaf=9,
min_samples_split=9)))
models.append(('RFR', RandomForestRegressor()))
# evaluate each model in turn
results = []
names = []
X_train = tr_user[features].replace([np.inf,np.nan], 0).reset_index(drop=True)
X_test = ts_user[features].replace([np.inf,np.nan], 0).reset_index(drop=True)
y_train = tr_user["loan_sum"].reset_index(drop=True)
# Caution! All models and parameter values are just
# demonstrational and shouldn't be considered as recommended.
# Initialize 1-st level models.
models = [
ExtraTreesRegressor(random_state = 0, n_jobs = -1,
n_estimators = 300, max_depth = 3),
RandomForestRegressor(random_state = 0, n_jobs = -1,
n_estimators = 300, max_depth = 3),
XGBRegressor(seed = 0, learning_rate = 0.05,
n_estimators = 300, max_depth = 3),
LGBMRegressor(num_leaves = 8, learning_rate = 0.05, n_estimators= 300)
]
# Compute stacking features
S_train, S_test = stacking(models, X_train, y_train, X_test, regression = True, metric = mean_squared_error, n_folds = 5, shuffle = True, random_state = 0, verbose = 2)
# Fit 2-nd level model
model = LGBMRegressor(num_leaves = 8, learning_rate = 0.05, n_estimators= 300)
model = model.fit(S_train, y_train)
y_pred = model.predict(S_test)
id_test = ts_user['uid']
from tpot.builtins import StackingEstimator
from xgboost import XGBRegressor
# NOTE: Make sure that the class is labeled 'target' in the data file
tpot_data = pd.read_csv('PATH/TO/DATA/FILE',
sep='COLUMN_SEPARATOR',
dtype=np.float64)
features = tpot_data.drop('target', axis=1).values
training_features, testing_features, training_target, testing_target = \
train_test_split(features, tpot_data['target'].values, random_state=42)
# Score on the training set was:-16.688023353137517
exported_pipeline = make_pipeline(
StackingEstimator(estimator=XGBRegressor(learning_rate=0.01,
max_depth=1,
min_child_weight=16,
n_estimators=100,
nthread=1,
subsample=0.55)),
StackingEstimator(
estimator=GradientBoostingRegressor(alpha=0.9,
learning_rate=0.001,
loss="ls",
max_depth=2,
max_features=0.7500000000000001,
min_samples_leaf=12,
min_samples_split=17,
n_estimators=100,
subsample=1.0)),
Nystroem(gamma=0.25, kernel="laplacian", n_components=10),
GradientBoostingRegressor(alpha=0.95,
learning_rate=0.1,
x_data = train.iloc[:, :71]
y_data = train.iloc[:, -4:]
x_data = x_data.fillna(x_data.mean())
test = test.fillna(test.mean())
x = x_data.values
y = y_data.values
x_pred = test.values
x_train, x_test, y_train, y_test = train_test_split(x,
y,
train_size=0.8,
random_state=33)
model = MultiOutputRegressor(XGBRegressor())
model.fit(x_train, y_train)
y_pred1 = model.predict(x_test)
print('mae: ', mean_absolute_error(y_test, y_pred1))
## feature_importances
def plot_feature_importances(model):
plt.figure(figsize=(10, 40))
n_features = x_data.shape[1] # n_features = column개수
plt.barh(
np.arange(n_features),
model.feature_importances_, # barh : 가로방향 bar chart
rf_grid = my_search.predict(X_trans)
rf_grid_rmsle = RMSLe_(y_train_trans, rf_grid)
output = output.append(
{
"model": "RF grid search (max_deth 8)",
"R2 mean": ranked_res1["mean_test_score"][4],
"R2 std": ranked_res1["std_test_score"][4],
"RMSLE": rf_grid_rmsle
},
ignore_index=True)
# Gradient Boosting
xgb = XGBRegressor(n_estimators=50,
max_depth=5,
learning_rate=0.1,
random_state=42)
xgb.fit(X_trans, y_train_trans)
cross_val_xgb = cross_val_score(xgb, X_trans, y_train_trans, cv=5)
pred_xgb = xgb.predict(X_trans)
rmlse_xgb = RMSLe_(y_train_trans, pred_xgb)
output = output.append(
{
"model": "GB 0.1 ",
"R2 mean": cross_val_xgb.mean(),
"R2 std": cross_val_xgb.std(),
"RMSLE": rmlse_xgb
},
# 'min_child_weight': np.linspace(200, 250, 5, dtype='int32'),
### Third param tunning
# 'gamma': np.linspace(0.0, 0.5, 5),
### Fourth param tunning
# 'subsample': np.linspace(0.6, 0.9, 4),
# 'colsample_bytree': np.linspace(0.6, 0.9, 4),
### Fifith param tunning
# 'reg_alpha': np.linspace(1e-5, 100, 5)
}
xgbr = XGBRegressor(
nthread=25,
seed=42,
learning_rate=0.02,
n_estimators=3000,
max_depth=11,
min_child_weight=225,
gamma=0.125,
colsample_bytree=0.6,
subsample=0.9,
reg_alpha=25,
)
"""
fit_params_xgb = {'eval_metric': 'rmse',
'early_stopping_rounds': 30,
'verbose': False,
'eval_set': [(X_test, y_test)],
}
bag = BaggingRegressor(xgbr,
n_estimators=5,
max_samples=0.85,
class PrudentialRegressorFO(BaseEstimator, RegressorMixin):
def __init__(self,
objective='reg:linear',
learning_rate=0.045,
min_child_weight=50,
subsample=0.8,
colsample_bytree=0.7,
max_depth=7,
n_estimators=700,
nthread=-1,
seed=0,
n_buckets=8,
initial_params=[-1.5, -2.6, -3.6, -1.2, -0.8, 0.04, 0.7, 3.6,
#1., 2., 3., 4., 5., 6., 7.
],
minimizer='BFGS',
scoring=NegQWKappaScorer):
self.objective = objective
self.learning_rate = learning_rate
self.min_child_weight = min_child_weight
self.subsample = subsample
self.colsample_bytree = colsample_bytree
self.max_depth = max_depth
self.n_estimators = n_estimators
self.nthread = nthread
self.seed = seed
self.n_buckets = n_buckets
self.initial_params = initial_params
self.minimizer = minimizer
self.scoring = scoring
return
def fit(self, X, y):
from xgboost import XGBRegressor
if not KAGGLE:
from OptimizedOffsetRegressor import DigitizedOptimizedOffsetRegressor
self.xgb = XGBRegressor(
objective=self.objective,
learning_rate=self.learning_rate,
min_child_weight=self.min_child_weight,
subsample=self.subsample,
colsample_bytree=self.colsample_bytree,
max_depth=self.max_depth,
n_estimators=self.n_estimators,
nthread=self.nthread,
missing=0.0,
seed=self.seed)
from OptimizedOffsetRegressor import FullDigitizedOptimizedOffsetRegressor
self.off = FullDigitizedOptimizedOffsetRegressor(n_buckets=self.n_buckets,
# basinhopping=True,
initial_params=self.initial_params,
minimizer=self.minimizer,
scoring=self.scoring)
self.xgb.fit(X, y)
tr_y_hat = self.xgb.predict(X,
ntree_limit=self.xgb.booster().best_iteration)
print('Train score is:', -self.scoring(tr_y_hat, y))
self.off.fit(tr_y_hat, y)
print("Offsets:", self.off.params)
return self
def predict(self, X):
from numpy import clip
te_y_hat = self.xgb.predict(X, ntree_limit=self.xgb.booster().best_iteration)
return clip(self.off.predict(te_y_hat), 1, 8)
pass
for param in params:
clf = XGBRegressor(n_estimators=param)
test_score = np.sqrt(-cross_val_score(clf, train_x, train_y, cv=10, scoring='neg_mean_squared_error'))
test_scores.append(np.mean(test_score))
print test_scores
plt.plot(params, test_scores)
plt.title("n_estimators vs CV Error");
# 一定要加上这句才能让画好的图显示在屏幕上
plt.show()
# 将当前figure的图保存到文件result.png
#plt.savefig('./xgboostparams.png')
'''
# XGBRegressor 91 16889
print "XGBRegressor"
xgb = XGBRegressor(max_depth=6,n_estimators=400)
xgb.fit(X, y)
print mean_absolute_error(val_y,xgb.predict(val_x))
print mean_squared_error(val_y,xgb.predict(val_x))
#gbdt
print "GradientBoostingRegressor"
gbdt = GradientBoostingRegressor(n_estimators = 1000,max_leaf_nodes = 400)
gbdt.fit(X, y)#17083
#RandomForestRegressor 93 16938
#GradientBoostingRegressor 90 16866
print mean_absolute_error(val_y,gbdt.predict(val_x))
print mean_squared_error(val_y,gbdt.predict(val_x))
#xgb & gbdt
def ValidateTrainTestErrorsWithDifferentModels(cvX_train, cvX_test, cvy_train, cvy_test,X_train,y_train,X_test):
clfs = list()
cvClfs = list()
print "Building RF1"
rfShortCV = ensemble.RandomForestRegressor(min_samples_split=50,n_estimators=1000, max_depth=None, min_samples_leaf=50, max_features="auto", n_jobs=-1, random_state=0)
rfShort = ensemble.RandomForestRegressor(min_samples_split=50,n_estimators=1000, max_depth=None, min_samples_leaf=50, max_features="auto", n_jobs=-1, random_state=0)
rfShortCV.fit(cvX_train, cvy_train);
print 'RF1 CV Results :',mean_absolute_error(cvy_test,rfShortCV.predict(cvX_test))
pd.DataFrame({"Actual":cvy_test, "Predicted":rfShortCV.predict(cvX_test)}).to_csv("snehaRF.csv", index=False,header=True);
rfShort.fit(X_train,y_train)
cvClfs.append(rfShortCV)
clfs.append(rfShort)
pd.DataFrame({"ID":out_id, "Expected":rfShort.predict(X_test)}).to_csv("subRF1.csv", index=False,header=True);
print "Building SVM"
clfSVRCV = SVR(C=10.0)
clfSVR = SVR(C=10.0)
clfSVRCV.fit(cvX_train, cvy_train);
print 'SVM CV Results :',mean_absolute_error(cvy_test,clfSVRCV.predict(cvX_test))
pd.DataFrame({"Actual":cvy_test, "Predicted":clfSVRCV.predict(cvX_test)}).to_csv("snehaSVR.csv", index=False,header=True);
print "Building RF2"
rfLongCV = ensemble.RandomForestRegressor(min_samples_split=200,n_estimators=1000, max_depth=7, min_samples_leaf=200, max_features="auto", n_jobs=4, random_state=0)
rfLong = ensemble.RandomForestRegressor(min_samples_split=200,n_estimators=1000, max_depth=7, min_samples_leaf=200, max_features="auto", n_jobs=4, random_state=0)
rfLongCV.fit(cvX_train, cvy_train);
print 'RF2 CV Results :',mean_absolute_error(cvy_test,rfLongCV.predict(cvX_test))
rfLong.fit(X_train,y_train)
cvClfs.append(rfLongCV)
clfs.append(rfLong)
pd.DataFrame({"ID":out_id, "Expected":rfLong.predict(X_test)}).to_csv("subRF2.csv", index=False,header=True);
print "Building GB1"
regGBCV1 = ensemble.GradientBoostingRegressor(min_samples_split=50,n_estimators=1000, max_depth=None, min_samples_leaf=50, max_features="auto", subsample=0.6, learning_rate=0.01, random_state=0,loss='lad')
regGBCV1.fit(cvX_train, cvy_train);
print 'GB1 CV Results :',mean_absolute_error(cvy_test,regGBCV1.predict(cvX_test))
regGB1 = ensemble.GradientBoostingRegressor(min_samples_split=50,n_estimators=1000, max_depth=None, min_samples_leaf=50, max_features="auto", subsample=0.6, learning_rate=0.01, random_state=0,loss='lad')
regGB1.fit(X_train,y_train)
cvClfs.append(regGBCV1)
clfs.append(regGB1)
pd.DataFrame({"ID":out_id, "Expected":regGB1.predict(X_test)}).to_csv("subGB1.csv", index=False,header=True);
print 'Building GB2'
regGBCV2 = ensemble.GradientBoostingRegressor(min_samples_split=50,n_estimators=1000, max_depth=7, min_samples_leaf=200, max_features="auto", subsample=0.6, learning_rate=0.01, random_state=0,loss='lad')
regGBCV2.fit(cvX_train, cvy_train);
print 'GB2 CV Results :',mean_absolute_error(cvy_test,regGBCV2.predict(cvX_test))
regGB2 = ensemble.GradientBoostingRegressor(min_samples_split=50,n_estimators=1000, max_depth=7, min_samples_leaf=200, max_features="auto", subsample=0.6, learning_rate=0.01, random_state=0,loss='lad')
regGB2.fit(X_train,y_train)
cvClfs.append(regGBCV2)
clfs.append(regGB2)
pd.DataFrame({"ID":out_id, "Expected":regGB2.predict(X_test)}).to_csv("subGB2.csv", index=False,header=True);
print 'Feature Importances RF1:',sorted(zip(map(lambda x: round(x, 4), rfShort.feature_importances_), df_final.columns),reverse=True);
print 'Feature Importances GB1:',sorted(zip(map(lambda x: round(x, 4), regGB1.feature_importances_), df_final.columns),reverse=True);
print 'Feature Importances RF2:',sorted(zip(map(lambda x: round(x, 4), rfLong.feature_importances_), df_final.columns),reverse=True);
print 'Feature Importances GB2:',sorted(zip(map(lambda x: round(x, 4), regGB2.feature_importances_), df_final.columns),reverse=True);
print "Building XGB1"
xgbCV1 = xgb.XGBRegressor(n_estimators=3000, nthread=-1, max_depth=None,
learning_rate=0.01, silent=True, subsample=0.8, colsample_bytree=0.7)
xgbCV1.fit(cvX_train, cvy_train);
xgb1 = xgb.XGBRegressor(n_estimators=3000, nthread=-1, max_depth=None,
learning_rate=0.01, silent=True, subsample=0.8, colsample_bytree=0.7)
xgb1.fit(X_train,y_train);
print 'XGB1 Model CV :',mean_absolute_error(cvy_test,xgbCV1.predict(cvX_test));
cvClfs.append(xgbCV1)
clfs.append(xgb1)
pd.DataFrame({"ID":out_id, "Expected":xgb1.predict(X_test)}).to_csv("subXGB1.csv", index=False,header=True);
print "Building XGB2"
params = {}
params["objective"] = "reg:linear"
params["learning_rate"] = 0.005
params["min_child_weight"] = 6
params["subsample"] = 0.7
params["colsample_bytree"] = 0.75
params["silent"] = 1
params["max_depth"] = 7
params["n_estimators"] = 3000
params['gamma'] = 1.25
params['nthread'] = -1
print 'XGBoost Training Process Started'
xgbCV2 = XGBRegressor(**params);
xgbCV2.fit(cvX_train, cvy_train);
print 'XGB Model CV :',mean_absolute_error(cvy_test,xgbCV2.predict(cvX_test));
xgb2 = XGBRegressor(**params);
xgb2.fit(X_train,y_train);
cvClfs.append(xgbCV2)
clfs.append(xgb2)
pd.DataFrame({"ID":out_id, "Expected":xgb2.predict(X_test)}).to_csv("subXGB2.csv", index=False,header=True);
# Return the cross validated models and the actual fitted models separately.
return [clfs,cvClfs];
###################################################################
# XGBoost Model Building
###################################################################
"""
I will build and test the models on Y2, since this is where the maximum
improvement can be made to improve performance.
Benchmark - MSE of 0.056
"""
# Basic Model Building - Ch.4
xgb_1 = XGBRegressor()
xgb_1.fit(X_train, Y_train)
y_pred = xgb_1.predict(X_test)
predictions = [round(value) for value in y_pred]
MSE_1 = mean_squared_error(Y_test, predictions)
print("MSE is " + str(MSE_1))
plot_tree(xgb_1)
# Model Using KFold Cross Validation
xgb_2 = XGBRegressor()
kfold = KFold(n_splits=10, random_state=7)
results = cross_val_score(xgb_2, X_train, Y_train, cv=kfold)
xgb_2.fit(X_train, Y_train)
Y_pred = xgb_2.predict(X_test)
def get_fitted_clf(X_train, Y_train, features):
clf = XGBRegressor(seed=0)
clf.fit(X_train[features], Y_train)
return clf
train=train.drop(['total_sales','outlet_no'],1)
outlet=test.outlet_no
test=test.drop('outlet_no',1)
# In[199]:
from xgboost import XGBRegressor
from sklearn.cross_validation import StratifiedKFold
from sklearn.cross_validation import cross_val_score
from sklearn.grid_search import GridSearchCV
# In[209]:
model = XGBRegressor()
learning_rate = [0.001, 0.01, 0.1, 0.2, 0.3]
n_estimators=[100,200,300,400,500]
param_grid = dict(learning_rate=learning_rate,n_estimators=n_estimators)
kfold = StratifiedKFold(y, n_folds=3, shuffle=True, random_state=7)
grid_search = GridSearchCV(model, param_grid, scoring="mean_absolute_error", n_jobs=-1, cv=kfold)
# In[210]:
result = grid_search.fit(train,y)
# summarize results
print("Best: %f using %s" % (result.best_score_, result.best_params_))
# In[211]:
'max_depth': (
2,
6,
), # default 3
'n_estimators': (
50,
100,
150,
), # default 100
'subsample': (
0.6,
0.4,
),
}]
est = XGBRegressor(random_state=69)
gs = GridSearchCV(est,
cv=10,
param_grid=hyper_params,
verbose=2,
n_jobs=n_jobs,
scoring='r2')
#params = {
# "colsample_bytree": uniform(0.7, 0.3),
# "gamma": uniform(0, 0.5),
# "learning_rate": uniform(0.03, 0.3), # default 0.1
# "max_depth": randint(2, 6), # default 3
# "n_estimators": randint(100, 150), # default 100
# "subsample": uniform(0.6, 0.4)
#}
model_GBoost = GradientBoostingRegressor(n_estimators=2000,
learning_rate=0.03,
max_depth=3,
max_features=0.4,
min_samples_leaf=20,
min_samples_split=10,
loss='huber',
random_state=seed)
model_xgb = XGBRegressor(colsample_bytree=0.35,
gamma=0.027,
learning_rate=0.03,
max_depth=4,
min_child_weight=1.7817,
n_estimators=3000,
reg_alpha=0.43,
reg_lambda=0.88,
subsample=0.5213,
silent=1,
random_state=seed)
model_lgb = lgb.LGBMRegressor(objective='regression',
num_leaves=10,
learning_rate=0.03,
n_estimators=720,
max_bin=55,
bagging_fraction=0.8,
bagging_freq=5,
feature_fraction=0.2319,
feature_fraction_seed=9,
{
"n_estimators": [90, 100, 110],
"learning_rate": [0.001, 0.01, 0.1],
"max_depth": [4, 5, 6],
"colsample_bytree": [0.6, 0.9, 1]
},
{
"n_estimators": [90, 110],
"learning_rate": [0.001, 0.1, 0.5],
"max_depth": [4, 5, 6],
"colsample_bytree": [0.6, 0.9, 1],
"colsample_bylevel": [0.6, 0.7, 0.9]
},
]
model = GridSearchCV(XGBRegressor(), parameters, cv=kfold)
model.fit(x_train, y_train)
print('최적의 매개변수 :', model.best_estimator_)
y_pred = model.predict(x_test)
print('최종 정답률 :', r2_score(y_test, y_pred))
print('최종 정답률 :', model.score(x_test, y_test))
'''
최적의 매개변수 : XGBRegressor(base_score=0.5, booster='gbtree', colsample_bylevel=0.6,
colsample_bynode=1, colsample_bytree=0.6, gamma=0, gpu_id=-1,
importance_type='gain', interaction_constraints='',
learning_rate=0.1, max_delta_step=0, max_depth=6,
min_child_weight=1, missing=nan, monotone_constraints='()',
n_estimators=90, n_jobs=8, num_parallel_tree=1, random_state=0,
x, y = load_boston(return_X_y=True) # 사이킷런에서 자동으로 x, y 부여
x_train, x_test, y_train, y_test = train_test_split(x,
y,
train_size=0.8,
shuffle=True,
random_state=66)
parameter = [{
'n_estimators': [100, 200, 300],
'learning_rate': [0.1, 0.3, 0.001, 0.01],
'max_depth': [4, 5, 6]
}]
model = RandomizedSearchCV(XGBRegressor(n_jobs=8), parameter)
model.fit(x_train, y_train)
score = model.score(x_test, y_test)
print('r2: ', score)
thresholds = np.sort(model.best_estimator_.feature_importances_
) # 컬럼들의 값 -> sort(낮은 숫자부터 순차적으로 정렬)
# print(model.best_estimator_.feature_importances_)
print(thresholds) # 이 값들 모두 합치면 1 (컬럼 13개)
# r2: 0.9188116974777065
# 0.02678531 0.03278282 0.03606399 0.04534625 0.05393368 0.27339098
# 0.4654915 ]
model = model.best_estimator_ # 이미 모델안에 best_estimator_ 있으므로 XGB 안해도된다
shuffle=False)
X_train, X_mean, X_std = normalize(X_train)
X_test = normalize_test(X_test, X_mean, X_std)
y_train, y_mean, y_std = normalize(y_train)
# y_test = normalize_test(y_test, y_mean, y_std)
# ==============
# MODEL CREATION
# ==============
svr_model = SVR()
rf_model = RandomForestRegressor(n_estimators=100)
adb_model = AdaBoostRegressor(n_estimators=100)
xgb_model = XGBRegressor()
svr_model.fit(X_train, y_train)
joblib.dump(
svr_model,
path + 'models/' + str(data_interval) + 'min/svr_' + stock + '.pkl')
# svr_model = joblib.load(path+'models/'+str(data_interval)+'min/svr_'+stock+'.pkl')
rf_model.fit(X_train, y_train)
joblib.dump(
rf_model,
path + 'models/' + str(data_interval) + 'min/rf_' + stock + '.pkl')
# rf_model = joblib.load(path+'models/'+str(data_interval)+'min/rf_'+stock+'.pkl')
adb_model.fit(X_train, y_train)
joblib.dump(
def __init__(self):
self.classifier_param_list = [
{
"model": [DecisionTreeClassifier()],
"model__min_samples_split": [0.25, 0.5, 1.0],
"model__max_depth": [5, 10, 15],
},
{
"model": [RandomForestClassifier()],
"model__min_samples_split": [0.25, 0.5, 1.0],
"model__max_depth": [5, 10, 15],
},
{
"model": [MLPClassifier()],
"model__activation": ["identity", "logistic", "tanh", "relu"],
"model__alpha": [0.001, 0.01, 0.1],
},
{
"model": [LogisticRegression(fit_intercept=False)],
"model__C": [1, 5, 10],
},
{
"model": [BaggingClassifier()],
"model__n_estimators": [5, 10, 15],
"model__max_features": [0.25, 0.5, 1.0],
},
{
"model": [AdaBoostClassifier()],
"model__n_estimators": [5, 10, 15],
"model__learning_rate": [0.001, 0.01, 0.1],
},
{
"model": [XGBClassifier()],
"model__n_estimators": [5, 10, 15],
"model__learning_rate": [0.001, 0.01, 0.1],
},
{
"model": [lgb.LGBMClassifier()],
"model__learning_rate": [0.01],
},
{
"model": [CatBoostClassifier()],
"model__learning_rate": [0.01],
},
]
self.regressor_param_list = [
{
"model": [DecisionTreeRegressor()],
"model__min_samples_split": [0.25, 0.5, 1.0],
"model__max_depth": [5, 10, 15],
},
{
"model": [RandomForestRegressor()],
"model__min_samples_split": [0.25, 0.5, 1.0],
"model__max_depth": [5, 10, 15],
},
{
"model": [MLPRegressor()],
"model__activation": ["identity", "logistic", "tanh", "relu"],
"model__alpha": [0.001, 0.01, 0.1],
},
{
"model": [ElasticNet(fit_intercept=False)],
"model__alpha": [0.001, 0.01, 0.1],
"model__l1_ratio": [0.25, 0.5, 1.0],
},
{
"model": [BaggingRegressor()],
"model__n_estimators": [5, 10, 15],
"model__max_features": [0.25, 0.5, 1.0],
},
{
"model": [AdaBoostRegressor()],
"model__n_estimators": [5, 10, 15],
"model__learning_rate": [0.001, 0.01, 0.1],
},
{
"model": [XGBRegressor()],
"model__n_estimators": [5, 10, 15],
"model__learning_rate": [0.001, 0.01, 0.1],
},
{
"model": [lgb.LGBMRegressor()],
"model__learning_rate": [0.01],
},
{
"model": [CatBoostRegressor()],
"model__learning_rate": [0.01],
},
]
lgbm_parameter = [
{
'n_estimators': [10000],
'learning_rate': [0.001, 0.01, 0.0025, 0.075]
},
]
lgbm_fit_params = {
'verbose': False,
'eval_metric': ["logloss", "rmse"],
'eval_set': [(x_train, y_train), (x_test, y_test)],
'early_stopping_rounds': 20
}
#### XGB 셀렉트
start1 = time.time()
model_XGB = XGBRegressor()
model_XGB.fit(x_train, y_train)
score = model_XGB.score(x_test, y_test)
print("r2 : ", score)
thresholds = np.sort(model_XGB.feature_importances_)
print(thresholds)
print(x_train.shape)
print("========================")
best_x_train = x_train
best_x_train = x_test
best_score = score
best_model = model_XGB
mea = getmea(max_leaf_nodes,train_x,val_x,train_y,val_y)
print("Max_leaf_nodes: %d ,mea: %d" %(max_leaf_nodes,mea))
'''
# clf = XGBRegressor() 17165
# XGBRegressor(n_estimators=400) 16330
'''
params = [.02,.03,.04,.05,.06,.07,.08,.09,.10]#[1:1001:50][100,200,300,400,500]
test_scores = []
for param in params:
clf = XGBRegressor(n_estimators=400,learning_rate=param)
test_score = np.sqrt(-cross_val_score(clf, train_X, train_y, cv=10, scoring='neg_mean_squared_error'))
test_scores.append(np.mean(test_score))
plt.plot(params, test_scores)
plt.title("n_estimator vs CV Error" + str(params));
# 一定要加上这句才能让画好的图显示在屏幕上
plt.show()
'''
my_model = XGBRegressor(n_estimators=400)
my_model.fit(train_X, train_y,verbose=False)
predictions = my_model.predict(test_X)
print("Mean Absolute Error : " + str(mean_absolute_error(predictions, test_y)))
#save model
#joblib.dump(melbourne_model,'model.pickle')
#load model
#model = joblib.load('model.pickle')
sc_X = MinMaxScaler()
X = sc_X.fit_transform(X)
X_train, X_test, Y_train, Y_test = train_test_split(X,
Y,
test_size=0.25,
random_state=0)
grid_params = {
'booster': 'gbtree',
'objective': 'reg:linear',
'learning_rate': 0.05,
'max_depth': 10,
'gamma': 0,
'min_child_weight': 1,
'grow_policy': 'lossguide',
'silent': 1,
'subsample': 0.7,
'colsample_bytree': 0.7,
'n_estimators': 100,
'tree_method': 'gpu_exact',
}
estimator = XGBRegressor(**grid_params)
estimator.fit(X_train, Y_train)
Y_predict = estimator.predict(X_test)
final_score = RMSLE(Y_predict, Y_test)
print('Scorul final pe teste(RMLSE): ')
print(final_score)
class Blending(BaseEnsembleModel):
def __init__(self,
stats,
ensemble_size: int,
task_type: int,
metric: _BaseScorer,
output_dir=None,
meta_learner='xgboost'):
super().__init__(stats=stats,
ensemble_method='blending',
ensemble_size=ensemble_size,
task_type=task_type,
metric=metric,
output_dir=output_dir)
try:
from xgboost import XGBClassifier
except:
warnings.warn(
"Xgboost is not imported! Blending will use linear model instead!"
)
meta_learner = 'linear'
# We use Xgboost as default meta-learner
if self.task_type in CLS_TASKS:
if meta_learner == 'linear':
from sklearn.linear_model.logistic import LogisticRegression
self.meta_learner = LogisticRegression(max_iter=1000)
elif meta_learner == 'gb':
from sklearn.ensemble.gradient_boosting import GradientBoostingClassifier
self.meta_learner = GradientBoostingClassifier(
learning_rate=0.05,
subsample=0.7,
max_depth=4,
n_estimators=250)
elif meta_learner == 'xgboost':
from xgboost import XGBClassifier
self.meta_learner = XGBClassifier(max_depth=4,
learning_rate=0.05,
n_estimators=150)
else:
if meta_learner == 'linear':
from sklearn.linear_model import LinearRegression
self.meta_learner = LinearRegression()
elif meta_learner == 'xgboost':
from xgboost import XGBRegressor
self.meta_learner = XGBRegressor(max_depth=4,
learning_rate=0.05,
n_estimators=70)
def fit(self, data):
# Split training data for phase 1 and phase 2
test_size = 0.2
# Train basic models using a part of training data
model_cnt = 0
suc_cnt = 0
feature_p2 = None
for algo_id in self.stats["include_algorithms"]:
train_list = self.stats[algo_id]['train_data_list']
configs = self.stats[algo_id]['configurations']
for idx in range(len(train_list)):
X, y = train_list[idx].data
if self.task_type in CLS_TASKS:
x_p1, x_p2, y_p1, y_p2 = train_test_split(
X,
y,
test_size=test_size,
stratify=data.data[1],
random_state=self.seed)
else:
x_p1, x_p2, y_p1, y_p2 = train_test_split(
X, y, test_size=test_size, random_state=self.seed)
for _config in configs:
if self.base_model_mask[model_cnt] == 1:
estimator = fetch_predict_estimator(
self.task_type, _config, x_p1, y_p1)
with open(
os.path.join(
self.output_dir, '%s-blending-model%d' %
(self.timestamp, model_cnt)), 'wb') as f:
pkl.dump(estimator, f)
if self.task_type in CLS_TASKS:
pred = estimator.predict_proba(x_p2)
n_dim = np.array(pred).shape[1]
if n_dim == 2:
# Binary classificaion
n_dim = 1
# Initialize training matrix for phase 2
if feature_p2 is None:
num_samples = len(x_p2)
feature_p2 = np.zeros(
(num_samples, self.ensemble_size * n_dim))
if n_dim == 1:
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) *
n_dim] = pred[:, 1:2]
else:
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) *
n_dim] = pred
else:
pred = estimator.predict(x_p2).reshape(-1, 1)
n_dim = 1
# Initialize training matrix for phase 2
if feature_p2 is None:
num_samples = len(x_p2)
feature_p2 = np.zeros(
(num_samples, self.ensemble_size * n_dim))
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) *
n_dim] = pred
suc_cnt += 1
model_cnt += 1
self.meta_learner.fit(feature_p2, y_p2)
return self
def get_feature(self, data, solvers):
# Predict the labels via blending
feature_p2 = None
model_cnt = 0
suc_cnt = 0
for algo_id in self.stats["include_algorithms"]:
train_list = self.stats[algo_id]['train_data_list']
configs = self.stats[algo_id]['configurations']
for train_node in train_list:
test_node = solvers[algo_id].optimizer['fe'].apply(
data, train_node)
for _ in configs:
if self.base_model_mask[model_cnt] == 1:
with open(
os.path.join(
self.output_dir, '%s-blending-model%d' %
(self.timestamp, model_cnt)), 'rb') as f:
estimator = pkl.load(f)
if self.task_type in CLS_TASKS:
pred = estimator.predict_proba(test_node.data[0])
n_dim = np.array(pred).shape[1]
if n_dim == 2:
# Binary classificaion
n_dim = 1
# Initialize training matrix for phase 2
if feature_p2 is None:
num_samples = len(data.data[0])
feature_p2 = np.zeros(
(num_samples, self.ensemble_size * n_dim))
if n_dim == 1:
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) *
n_dim] = pred[:, 1:2]
else:
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) *
n_dim] = pred
else:
pred = estimator.predict(
test_node.data[0]).reshape(-1, 1)
n_dim = 1
# Initialize training matrix for phase 2
if feature_p2 is None:
num_samples = len(data.data[0])
feature_p2 = np.zeros(
(num_samples, self.ensemble_size * n_dim))
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) *
n_dim] = pred
suc_cnt += 1
model_cnt += 1
return feature_p2
def predict(self, data, solvers):
feature_p2 = self.get_feature(data, solvers)
# Get predictions from meta-learner
if self.task_type in CLS_TASKS:
final_pred = self.meta_learner.predict_proba(feature_p2)
else:
final_pred = self.meta_learner.predict(feature_p2)
return final_pred
verbose=1)
grid_search_obj.fit(x_train, y_train)
print('The following is the best parameter setting for this problem:')
print(grid_search_obj.best_params_)
print('Training score on the best estimator: {}'.format(
grid_search_obj.best_score_))
return grid_search_obj.best_estimator_
if __name__ == '__main__':
import pandas as pd
from xgboost import XGBRegressor
# Read data from a file and split into data and labels.
path_to_file = 'OnlineNewsPopularity/OnlineNewsPopularity.csv'
data = pd.read_csv(path_to_file, header=0).drop('url', axis=1)
labels = pd.Series(data.pop(' shares'))
# Split dataset into train and test sets.
x_train, x_test, y_train, y_test = split_data(data, labels)
# Create an XGBRegressor object
clf = XGBRegressor(objective='reg:gamma', n_jobs=-1, random_state=241093)
# Perform Grid Search on a paramter grid
best_clf = grid_search(clf, x_train, y_train)
def __init__(self):
self.model = XGBRegressor()
from xgboost import XGBClassifier, XGBRegressor
from sklearn.datasets import load_boston
from sklearn.model_selection import train_test_split
import numpy as np
from sklearn.feature_selection import SelectFromModel # feature 컬럼을 선택
from sklearn.metrics import r2_score, accuracy_score
x, y = load_boston(return_X_y=True) # 사이킷런에서 자동으로 x, y 부여
x_train, x_test, y_train, y_test = train_test_split(x,
y,
train_size=0.8,
shuffle=True,
random_state=66)
model = XGBRegressor(n_jobs=8)
model.fit(x_train, y_train)
score = model.score(x_test, y_test)
print('r2: ', score)
thresholds = np.sort(
model.feature_importances_) # 컬럼들의 값 -> sort(낮은 숫자부터 순차적으로 정렬)
print(thresholds) # 이 값들 모두 합치면 1 (컬럼 13개)
# r2: 0.9221188601856797
# [0.00134153 0.00363372 0.01203115 0.01220458 0.01447935 0.01479119
# 0.0175432 0.03041655 0.04246345 0.0518254 0.06949984 0.30128643
# 0.42848358]
for thresh in thresholds: # 총 칼럼 13개 이므로 13번 훈련
selection = SelectFromModel(
from utilities import data_prep
if __name__ == '__main__':
# Preprocess data for xgboost.
train_xg = pd.read_csv('../data/train.csv')
train_xg_x, train_xg_y = data_prep.data_prep_log(train_xg)
test_xg = pd.read_csv('../data/test.csv') #TODO: need to preprocess the data just like the train set.
test_xg_x, test_xg_y = data_prep.data_prep_log(test_xg, False)
# Training xgboost on CV set and predict using out-of-fold prediction
xgboosting = XGBRegressor(n_estimators=5000, \
learning_rate=0.05, \
gamma=2, \
max_depth=12, \
min_child_weight=1, \
colsample_bytree=0.5, \
subsample=0.8, \
reg_alpha=1, \
objective='reg:linear', \
base_score = 7.76)
#res = xgb.cv(
# colsample_bytree = 0.5,
# subsample = 0.8,
# eta = 0.05, # replace this with 0.01 for local run to achieve 1113.93
# objective = 'reg:linear',
# max_depth = 12,
# alpha = 1,
# gamma = 2,
# min_child_weight = 1,
# base_score = 7.76
xbin1 = np.repeat(x[(y >= 1.0) & (y < 1.5)], 7, axis=0)
xbin2 = np.repeat(x[(y >= 1.5) & (y < 2.0)], 5, axis=0)
xbin3 = np.repeat(x[(y >= 2.0) & (y < 2.5)], 1, axis=0)
xbin4 = np.repeat(x[(y >= 2.5) & (y <= 3)], 1, axis=0)
x = np.vstack((xbin1, xbin2, xbin3, xbin4))
ybin1 = np.repeat(y[(y >= 1.0) & (y < 1.5)], 7, axis=0)
ybin2 = np.repeat(y[(y >= 1.5) & (y < 2.0)], 5, axis=0)
ybin3 = np.repeat(y[(y >= 2.0) & (y < 2.5)], 1, axis=0)
ybin4 = np.repeat(y[(y >= 2.5) & (y <= 3)], 1, axis=0)
y = np.concatenate((ybin1, ybin2, ybin3, ybin4))
x, y = shuffle(x, y)
x = normalize(x)
x_test = normalize(x_test)
est = MetaRegressor()
#print(do_keras(*train_test_split(x, y, test_size=0.25)))
base_cross_val(est, x, y)
base_cross_val(XGBRegressor(n_estimators=500), x, y)
'''
est.fit(x, y)
y_pred = est.predict(x_test)
pd.DataFrame({"id": id_test, "relevance": y_pred}).to_csv('new_meta_submission.csv',index=False)
'''
# -*- coding: utf-8 -*-
from xgboost import XGBRegressor
import pandas as pd
train = pd.read_csv("C:\\Users\\jowet\\Downloads\\Santander\\train.csv")
test = pd.read_csv("C:\\Users\\jowet\\Downloads\\Santander\\test.csv")
train.drop('ID', axis=1, inplace=True)
y_train = train.pop('target')
pred_index = test.pop('ID')
reg = XGBRegressor()
reg.fit(train, y_train)
y_pred = reg.predict(test)
submit = pd.DataFrame()
submit['ID'] = pred_index
submit['target'] = y_pred
submit.to_csv('my_XGB_prediction.csv', index=False)
df = df_train.append(df_test, ignore_index=True)
# basic inspection
df_train.shape, df_test.shape, df_train.columns.values
#Feature Selection
X_train, y_train = df_train.loc[:, [
'voltage_min', 'current', 'soc', 'temperature_max'
]], df_train.loc[:, ['age']]
X_test, y_test = df_test.loc[:, [
'voltage_min', 'current', 'soc', 'temperature_max'
]], df_test.loc[:, ['age']]
xgb = XGBRegressor()
xgb.fit(X_train, y_train)
imp = pd.DataFrame(xgb.feature_importances_,
columns=['Importance'],
index=X_train.columns)
imp = imp.sort_values(['Importance'], ascending=False)
print(imp)
# Define a function to calculate RMSE
def rmse(y_true, y_pred):
return np.sqrt(np.mean((y_true - y_pred)**2))
# Define a function to calculate negative RMSE (as a score)
encoded_cat=np.concatenate((encoded_cat, feature), axis=1)
X=np.concatenate((encoded_cat, cont), axis=1)
seed=3
test_size=.3
X_train, X_test, y_train, y_test = train_test_split(X, log_loss, test_size=test_size, random_state=seed)
model=XGBRegressor(learning_rate=0.08,
max_depth=10,
objective='reg:linear',
nthread=3,
gamma=0.2,
subsample=0.9,
n_estimators=100,
)
model.fit(X_train, y_train)
print(model)
y_pred=model.predict(X_test)
def mae(predicted, actual, logscale=False):
if logscale == True:
predexp=np.exp(predicted)
actualexp=np.exp(actual)
return np.mean(np.abs(predexp - actualexp))
else:
return np.mean(np.abs(predicted - actual))
from sklearn.neural_network import MLPRegressor
from sklearn.neighbors import KNeighborsRegressor
from xgboost import XGBRegressor
### Algorithm list
algorithms = [
LinearRegression(),
RandomForestRegressor(),
AdaBoostRegressor(),
GradientBoostingRegressor(),
SGDRegressor(),
SVR(),
MLPRegressor(),
KNeighborsRegressor(),
BaggingRegressor(),
XGBRegressor()
]
if best_algo == 'LinearRegression':
algo = getattr(sklearn.linear_model, best_algo)()
if best_algo == 'SGDRegressor':
algo = getattr(sklearn.linear_model, best_algo)()
if (best_algo
== 'RandomForestRegressor') or (best_algo == 'AdaBoostRegressor') or (
best_algo
== 'GradientBoostingRegressor') or (best_algo
== 'BaggingRegressor'):
algo = getattr(sklearn.ensemble, best_algo)()
params = [100,200,300,400,500,600,700,800,1000]
test_scores = []
for param in params:
clf = XGBRegressor(n_estimators=param)
test_score = np.sqrt(-cross_val_score(clf, train_x, train_y, cv=10, scoring='neg_mean_squared_error'))
test_scores.append(np.mean(test_score))
print test_scores
plt.plot(params, test_scores)
plt.title("n_estimators vs CV Error");
# 一定要加上这句才能让画好的图显示在屏幕上
plt.show()
# 将当前figure的图保存到文件result.png
#plt.savefig('./xgboostparams.png')
# 91 16889
xgb = XGBRegressor(max_depth=6,n_estimators=400)
xgb.fit(X, y)
print mean_absolute_error(val_y,xgb.predict(val_x))
print(mean_squared_error(val_y,xgb.predict(val_x)))
#gbdt
'''
print "GradientBoostingRegressor"
gbdt = GradientBoostingRegressor(n_estimators = 1000,max_leaf_nodes = 400)
gbdt.fit(X, y)#17083
#RandomForestRegressor 93 16938
#GradientBoostingRegressor 90 16866
#XGBRegressor 100 19939
print mean_absolute_error(val_y,gbdt.predict(val_x))
print(mean_squared_error(val_y,gbdt.predict(val_x)))
# clf = GridSearchCV(rf, parameters, cv=5)
# clf.fit(train_data, train_labels)
# print(clf.best_params_)
# print(clf.best_score_)
# print(clf.grid_scores_)
parameter_space = [{
# 'n_estimators': [ 1100, 1200, 1400, 1600], # 最优1000
# 'max_depth': [3, 4, 5, 6],
# 'learning_rate': [0.1, 0.2]
'subsample': [0.5, 0.8]
}]
from xgboost import XGBRegressor
xgb = XGBRegressor(learning_rate=0.1,
n_estimators=1200,
max_depth=4,
gamma=0,
subsample=0.8)
# clf = GridSearchCV(xgb, param_grid=parameter_space, cv=5)
# #
# clf.fit(train_data, train_labels)
#
# print(clf.grid_scores_)
# print(clf.best_params_)
# print(clf.best_score_)
#
xgb.fit(train_data, train_labels)
preds = xgb.predict(test_data)
print("RMSLE Value For XGB Boost: ", rmsle(test_labels, preds))
def Model(train_linear, test_linear):
train_linear_fea=train_linear.drop(columns=['SalePrice'])
train_linear_tar=train_linear.SalePrice
x_train, x_test, y_train, y_test = train_test_split(train_linear_fea, train_linear_tar,test_size=0.2, random_state=0)
def evaluate(model, test_features, test_labels,train_features, train_labels):
predictions = model.predict(test_features)
errors = abs(predictions - test_labels)
mape = 100 * np.mean(errors / test_labels)
accuracy = 100 - mape
print('Model Performance')
print('Average Error: {:0.4f} degrees.'.format(np.mean(errors)))
print('Accuracy = {:0.2f}%.'.format(accuracy))
print("MSE for train data is: %f" % mean_squared_error(y_train, model.predict(x_train)))
print("MSE for validation data is: %f" % mean_squared_error(y_test, model.predict(x_test)))
return accuracy
real_train_tar=np.expm1(train_linear_tar)
"""
. Lasso model
"""
lassocv = LassoCV(alphas = np.logspace(-5, 4, 400), )
lassocv.fit(train_linear_fea, train_linear_tar)
lassocv_score = lassocv.score(train_linear_fea, train_linear_tar)
lassocv_alpha = lassocv.alpha_
print("Best alpha : ", lassocv_alpha, "Score: ",lassocv_score)
start=time.time()
lasso =Lasso(normalize = True)
lasso.set_params(alpha=lassocv_alpha,max_iter = 10000)
lasso.fit(x_train, y_train)
end=time.time()
mean_squared_error(y_test, lasso.predict(x_test))
coef_lasso=pd.Series(lassocv.coef_, index=x_train.columns).sort_values(ascending =False)
evaluate(lasso,x_test,y_test,x_train,y_train)
print('Time elapsed: %.4f seconds' % (end-start))
y_lasso_predict=lasso.predict(train_linear_fea)
x_line = np.arange(700000)
y_line=x_line
plt.scatter(real_train_tar,np.expm1(y_lasso_predict))
plt.plot(x_line, y_line, color='r')
plt.xlabel('Actual Sale Price')
plt.ylabel('Predict Sle Price')
test_prediction_lasso=np.expm1(lasso.predict(test_linear))
"""
. Ridge model
"""
ridgecv = RidgeCV(alphas = np.logspace(-5, 4, 400))
ridgecv.fit(x_train, y_train)
ridgecv_score = ridgecv.score(x_train, y_train)
ridgecv_alpha = ridgecv.alpha_
print("Best alpha : ", ridgecv_alpha, "Score: ",ridgecv_score)
coef=pd.Series(ridgecv.coef_, index=x_train.columns).sort_values(ascending =False)
start=time.time()
ridge =Ridge(normalize = True)
ridge.set_params(alpha=ridgecv_alpha,max_iter = 10000)
ridge.fit(x_train, y_train)
end=time.time()
mean_squared_error(y_test, ridge.predict(x_test))
coef_ridge=pd.Series(ridgecv.coef_, index=x_train.columns).sort_values(ascending =False)
evaluate(ridge,x_test,y_test,x_train,y_train)
print('Time elapsed: %.4f seconds' % (end-start))
y_ridge_predict=ridge.predict(train_linear_fea)
x_line = np.arange(700000)
y_line=x_line
plt.scatter(real_train_tar,np.expm1(y_ridge_predict))
plt.plot(x_line, y_line, color='r')
plt.xlabel('Actual Sale Price')
plt.ylabel('Predict Sle Price')
test_prediction_ridge=np.expm1(ridge.predict(test_linear))
"""
. Random Forest
"""
#train=train.drop(columns=['DateSold'])
#test=test.drop(columns=['DateSold'])
#X_train=train.drop(columns=['SalePrice'])
#Y_train=train['SalePrice']
X_train=train_linear_fea
Y_train=train_linear_tar
x_train_rf, x_test_rf, y_train_rf, y_test_rf = train_test_split(X_train, Y_train,test_size=0.2, random_state=0)
n_estimators = [int(x) for x in np.linspace(start = 100, stop = 2000, num = 20)]
max_features = ['auto', 'sqrt']
max_depth = [int(x) for x in np.linspace(10, 110, num = 11)]
min_samples_split = [2, 5, 10]
min_samples_leaf = [1, 2, 4]
bootstrap = [True, False]
random_grid = {'n_estimators': n_estimators,
'max_features': max_features,
'max_depth': max_depth,
'min_samples_split': min_samples_split,
'min_samples_leaf': min_samples_leaf,
'bootstrap': bootstrap}
rf = RandomForestRegressor()
# Random search of parameters, using 3 fold cross validation,
# search across 100 different combinations, and use all available cores
#
rf_random = RandomizedSearchCV(estimator = rf, param_distributions = random_grid, n_iter = 100, cv = 3, verbose=2, random_state=42, n_jobs = -1)
rf_random.fit(X_train, Y_train)
#rf_random.fit(x_train_rf, y_train_rf)
rf_random.best_params_
#Random search allowed us to narrow down the range for each hyperparameter. Now that we know where to concentrate our search,
# we can explicitly specify every combination of settings to try.
param_grid = {
'bootstrap': [False],
'max_depth': [80, 90, 100, 110,120,130],
'max_features': [2, 3],
'min_samples_leaf': [1,2,3, 4],
'min_samples_split': [2,4,6,8, 10, 12],
'n_estimators': [600,700, 800, 900, 1000]
}
# Create a based model
rf = RandomForestRegressor()
# Instantiate the grid search model
grid_search = GridSearchCV(estimator = rf, param_grid = param_grid, cv = 3, n_jobs = -1, verbose = 2)
#grid_search.fit(x_train, y_train)
grid_search.fit(X_train, Y_train)
grid_search.best_params_
best_random = grid_search.best_estimator_
start=time.time()
best_random.fit(x_train_rf,y_train_rf)
end=time.time()
evaluate(best_random, x_test_rf, y_test_rf,x_train_rf,y_train_rf)
print('Time elapsed: %.4f seconds' % (end-start))
y_rf_predict=best_random.predict(train_linear_fea)
x_line = np.arange(700000)
y_line=x_line
plt.scatter(real_train_tar,np.expm1(y_rf_predict))
plt.plot(x_line, y_line, color='r')
plt.xlabel('Actual Sale Price')
plt.ylabel('Predict Sle Price')
importance_rf = pd.DataFrame({'features':train_linear_fea.columns, 'imp':best_random.feature_importances_}).\
sort_values('imp',ascending=False)
importance_top20_rf = importance_rf.iloc[:20,]
plt.barh(importance_top20_rf.features, importance_top20_rf.imp)
plt.xlabel('Feature Importance')
test_prediction_rf=np.expm1(best_random.predict(test_linear))
"""
. Xgboost
"""
learning_rate = [round(float(x), 2) for x in np.linspace(start = .1, stop = .2, num = 11)]
# Minimum for sum of weights for observations in a node
min_child_weight = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12]
# Maximum nodes in each tree
max_depth = [int(x) for x in np.linspace(1, 10, num = 10)]
n_estimators=[int(x) for x in np.linspace(start = 100, stop = 2000, num = 20)]
subsample=[0.3, 0.4,0.5,0.6, 0.7]
model = xgb.XGBRegressor()
random_grid = {'learning_rate': learning_rate,
'max_depth': max_depth,
'min_child_weight': min_child_weight,
'subsample': subsample,
'n_estimators':n_estimators
}
# Make a RandomizedSearchCV object with correct model and specified hyperparams
xgb_random = RandomizedSearchCV(estimator=model, param_distributions=random_grid, n_iter=1000, cv=5, verbose=2, random_state=42, n_jobs=-1)
start = time.time()
# Fit models
xgb_random.fit(X_train, Y_train)
xgb_random.best_params_
"""
best_params_={'learning_rate': 0.1,
'max_depth': 2,
'min_child_weight': 4,
'n_estimators': 900,
'subsample': 0.5}
"""
model_xgb = XGBRegressor(**xgb_random.best_params_)
#model_xgb = XGBRegressor(**best_params_)
start=time.time()
model_xgb.fit(x_train_rf,y_train_rf)
end=time.time()
evaluate(model_xgb, x_test_rf, y_test_rf,x_train_rf,y_train_rf)
print('Time elapsed: %.4f seconds' % (end-start))
y_xgb_predict=model_xgb.predict(train_linear_fea)
x_line = np.arange(700000)
y_line=x_line
plt.scatter(real_train_tar,np.expm1(y_xgb_predict))
plt.plot(x_line, y_line, color='r')
plt.xlabel('Actual Sale Price')
plt.ylabel('Predict Sle Price')
importance_xgb = pd.DataFrame({'features':train_linear_fea.columns, 'imp':model_xgb.feature_importances_}).\
sort_values('imp',ascending=False)
importance_top20_xgb = importance_xgb.iloc[:20,]
plt.barh(importance_top20_xgb.features, importance_top20_xgb.imp)
plt.xlabel('Feature Importance')
test_prediction_xgb=np.expm1(model_xgb.predict(test_linear))
return(test_prediction_lasso, test_prediction_ridge, test_prediction_rf, test_prediction_xgb,y_lasso_predict, y_ridge_predict, y_rf_predict, y_xgb_predict)
y_within_cut = (~y_above_cut & ~y_below_cut)
train.fillna(0, inplace=True)
# Generate models...
ridge_1 = Ridge()
ridge_2 = Ridge()
etr = ExtraTreesRegressor(n_estimators=248,
max_depth=6,
min_samples_leaf=27,
max_features=0.6,
n_jobs=-1,
random_state=seed,
verbose=0)
xgb = xgb = XGBRegressor(n_estimators=80,
nthread=-1,
max_depth=3,
learning_rate=0.1,
reg_lambda=1,
subsample=1.0,
colsample_bytree=0.5,
seed=seed)
print('Training Linear Model...\n', len(linear_features), 'features')
ridge_2.fit(train.loc[y_within_cut, linear_features], train.loc[y_within_cut,
'y'])
ridge_1.fit(
np.array(train.loc[y_within_cut, linear_features[0]]).reshape(-1, 1),
train.loc[y_within_cut, 'y'])
print('Training XGBoost Model...\n', len(xgb_features), 'features')
xgb.fit(train[xgb_features], train.y)
print('Training ETR Model...\n', len(etr_features), 'features')
train_target.append(target)
else:
test_dataset.append(row)
test_target.append(target)
# In[41]:
#Build the model
#model=ExtraTreesRegressor()
#model=RandomForestRegressor()
#params = {'n_estimators': 500, 'max_depth': 4, 'min_samples_split': 2,
# 'learning_rate': 0.01, 'loss': 'ls'}
params = {'n_estimators': 400, 'max_depth': 7}
#model=GradientBoostingRegressor(**params)
model=XGBRegressor(**params)
#model=GaussianNB()
#model=Ridge()
#model=KNeighborsRegressor()
#model=DecisionTreeRegressor()
model.fit(train_dataset,train_target)
#Predict with the model
predictions=model.predict(test_dataset)
# In[51]:
### Cross Validation ###
#cv = StratifiedKFold(train_dataset, n_folds=5)
posterior = pm.sample(1000, tune=1000)
try:
pm.traceplot(posterior)
except AttributeError:
pass
pm.plot_posterior(posterior)
plt.show()
# prediction
yhat = predict(X_test, posterior).T
ols_intercept, ols_theta = ols(X_train, y_train)
ols_yhat = ols_predict(X_test, ols_intercept, ols_theta)
xgr = XGBRegressor()
xgr.fit(X_train, y_train)
xgr_yhat = xgr.predict(X_test)
for i in range(3):
n = np.random.randint(0, y_test.shape[0])
sns.kdeplot(yhat[n], label='Bayesian Posterior Predictive_{}'.format(n))
plt.vlines(x=ols_yhat[n],
ymin=0,
ymax=10,
label='manual OLS Prediction_{}'.format(n),
colors='blue',
linestyles='--')
plt.vlines(x=y_test.values[n],
ymin=0,
ymax=10,
test = test.fillna(0)
train = train[train['Open'] == 1] # don't train data with open = 0
# Log and Exp
if logexp:
train['Sales'] = np.log(train['Sales']+1)
for f in train[features]:
if train[f].dtype=='object':
lbl = LabelEncoder()
lbl.fit(list(train[f].values) + list(test[f].values))
train[f] = lbl.transform(list(train[f].values))
test[f] = lbl.transform(list(test[f].values))
regressor = XGBRegressor(n_estimators=3000, nthread=-1, max_depth=12,
learning_rate=0.02, silent=True, subsample=0.9, colsample_bytree=0.7)
start = time.time()
if (gridsearch & sample): # only do gridsearch if we run with sampled data.
print "Attempting GridSearchCV for XGB model"
gscv = GridSearchCV(regressor, {
'max_depth': [3, 5, 7, 11, 13, 17, 23],
'n_estimators': [32, 64, 128, 512, 1024, 2048, 4096],
'learning_rate': [0.15],
'subsample': [0.6,0.7,0.8],
'colsample_bytree': [0.6,0.7,0.8]},
verbose=1, n_jobs=2)
regressor = gscv.fit(np.array(train), train[goal])
print(regressor.best_score_)
print(regressor.best_params_)
else:
from xgboost import XGBClassifier, XGBRegressor
from sklearn.model_selection import train_test_split
from sklearn.datasets import load_boston
from sklearn.metrics import accuracy_score, r2_score
x, y = load_boston(return_X_y=True)
print(x.shape) # (506, 13)
print(y.shape) # (506, )
x_train, x_test, y_train, y_test = train_test_split(x,
y,
train_size=0.8,
shuffle=True,
random_state=66)
model = XGBRegressor(n_estimators=1000, learning_rate=0.1)
model.fit(x_train,
y_train,
verbose=True,
eval_metric='rmse',
eval_set=[(x_train, y_train), (x_test, y_test)])
# rmse, mae, logloss, error(error가 0.2면 accuracy는 0.8), auc(정확도, 정밀도; accuracy의 친구다)
results = model.evals_result()
print("eval's results :", results)
# 100번 훈련 시켰다 (n_estimators = 100, 나무의 개수는 epochs)
# rmse로 변경하면 변경한대로 나온다 (validation_0은 train의 리스트 validation_1은 test의 리스트)
# 과적합으로 끊길 부분 1000번 돌릴 때, 530번 정도 부터 (earlystopping)
y_pred = model.predict(x_test)
def fit(self, X, y):
from xgboost import XGBRegressor
if not KAGGLE:
from OptimizedOffsetRegressor import DigitizedOptimizedOffsetRegressor
#from OptimizedOffsetRegressor import FullDigitizedOptimizedOffsetRegressor
#self.off = FullDigitizedOptimizedOffsetRegressor(n_buckets=self.n_buckets,
# basinhopping=True,
"""
2 / 5
grid scores:
mean: 0.65531, std: 0.00333, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65531
3 / 5
grid scores:
mean: 0.65474, std: 0.00308, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65474
4 / 5
grid scores:
mean: 0.65490, std: 0.00302, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65490
2 / 10
grid scores:
mean: 0.65688, std: 0.00725, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65688
3 / 10
grid scores:
mean: 0.65705, std: 0.00714, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65705
4 / 10
grid scores:
mean: 0.65643, std: 0.00715, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65643
5 / 10
grid scores:
mean: 0.65630, std: 0.00699, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65630
"""
from sklearn.cross_validation import StratifiedKFold
kf = StratifiedKFold(y, n_folds=2)
print(kf)
params = []
for itrain, itest in kf:
ytrain = y[itrain]
Xtrain = X.iloc[list(itrain)]
ytest = y[itest]
Xtest = X.iloc[list(itest)]
self.xgb = XGBRegressor(
objective=self.objective,
learning_rate=self.learning_rate,
min_child_weight=self.min_child_weight,
subsample=self.subsample,
colsample_bytree=self.colsample_bytree,
max_depth=self.max_depth,
n_estimators=self.n_estimators,
nthread=self.nthread,
missing=0.0,
seed=self.seed)
self.xgb.fit(Xtrain, ytrain)
te_y_hat = self.xgb.predict(Xtest,
ntree_limit=self.xgb.booster().best_iteration)
print('XGB Test score is:', -self.scoring(te_y_hat, ytest))
self.off = DigitizedOptimizedOffsetRegressor(n_buckets=self.n_buckets,
initial_params=self.initial_params,
minimizer=self.minimizer,
scoring=self.scoring)
self.off.fit(te_y_hat, ytest)
print("Offsets:", self.off.params)
params += [list(self.off.params)]
pass
from numpy import array
self.off.params = array(params).mean(axis=0)
print("Mean Offsets:", self.off.params)
self.xgb.fit(X, y)
return self
class PrudentialRegressorCVO(BaseEstimator, RegressorMixin):
def __init__(self,
objective='reg:linear',
learning_rate=0.045,
min_child_weight=50,
subsample=0.8,
colsample_bytree=0.7,
max_depth=7,
n_estimators=700,
nthread=-1,
seed=0,
n_buckets=8,
initial_params=[-1.5, -2.6, -3.6, -1.2, -0.8, 0.04, 0.7, 3.6,
#1., 2., 3., 4., 5., 6., 7.
],
minimizer='BFGS',
scoring=NegQWKappaScorer):
self.objective = objective
self.learning_rate = learning_rate
self.min_child_weight = min_child_weight
self.subsample = subsample
self.colsample_bytree = colsample_bytree
self.max_depth = max_depth
self.n_estimators = n_estimators
self.nthread = nthread
self.seed = seed
self.n_buckets = n_buckets
self.initial_params = initial_params
self.minimizer = minimizer
self.scoring = scoring
return
def fit(self, X, y):
from xgboost import XGBRegressor
if not KAGGLE:
from OptimizedOffsetRegressor import DigitizedOptimizedOffsetRegressor
#from OptimizedOffsetRegressor import FullDigitizedOptimizedOffsetRegressor
#self.off = FullDigitizedOptimizedOffsetRegressor(n_buckets=self.n_buckets,
# basinhopping=True,
"""
2 / 5
grid scores:
mean: 0.65531, std: 0.00333, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65531
3 / 5
grid scores:
mean: 0.65474, std: 0.00308, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65474
4 / 5
grid scores:
mean: 0.65490, std: 0.00302, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65490
2 / 10
grid scores:
mean: 0.65688, std: 0.00725, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65688
3 / 10
grid scores:
mean: 0.65705, std: 0.00714, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65705
4 / 10
grid scores:
mean: 0.65643, std: 0.00715, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65643
5 / 10
grid scores:
mean: 0.65630, std: 0.00699, params: {'n_estimators': 700, 'subsample': 0.9, 'colsample_bytree': 0.67, 'max_depth': 6, 'min_child_weight': 240}
best score: 0.65630
"""
from sklearn.cross_validation import StratifiedKFold
kf = StratifiedKFold(y, n_folds=2)
print(kf)
params = []
for itrain, itest in kf:
ytrain = y[itrain]
Xtrain = X.iloc[list(itrain)]
ytest = y[itest]
Xtest = X.iloc[list(itest)]
self.xgb = XGBRegressor(
objective=self.objective,
learning_rate=self.learning_rate,
min_child_weight=self.min_child_weight,
subsample=self.subsample,
colsample_bytree=self.colsample_bytree,
max_depth=self.max_depth,
n_estimators=self.n_estimators,
nthread=self.nthread,
missing=0.0,
seed=self.seed)
self.xgb.fit(Xtrain, ytrain)
te_y_hat = self.xgb.predict(Xtest,
ntree_limit=self.xgb.booster().best_iteration)
print('XGB Test score is:', -self.scoring(te_y_hat, ytest))
self.off = DigitizedOptimizedOffsetRegressor(n_buckets=self.n_buckets,
initial_params=self.initial_params,
minimizer=self.minimizer,
scoring=self.scoring)
self.off.fit(te_y_hat, ytest)
print("Offsets:", self.off.params)
params += [list(self.off.params)]
pass
from numpy import array
self.off.params = array(params).mean(axis=0)
print("Mean Offsets:", self.off.params)
self.xgb.fit(X, y)
return self
def predict(self, X):
from numpy import clip
te_y_hat = self.xgb.predict(X, ntree_limit=self.xgb.booster().best_iteration)
return clip(self.off.predict(te_y_hat), 1, 8)
pass
from sklearn import cross_validation
train = pd.read_csv('../data/train_empty.csv')
features = ['store_nbr', 'item_nbr', # 'units', 'station_nbr',
'tmax', 'tmin', 'tavg', 'depart', 'dewpoint', 'wetbulb',
'heat', 'cool', 'snowfall', 'preciptotal', 'stnpressure',
'sealevel', 'resultspeed', 'resultdir', 'avgspeed',
'HZ', 'FU', 'UP', 'TSSN', 'VCTS', 'DZ', 'BR', 'FG',
'BCFG', 'DU', 'FZRA', 'TS', 'RA', 'PL', 'GS', 'GR',
'FZDZ', 'VCFG', 'PRFG', 'FG+', 'TSRA', 'FZFG', 'BLDU',
'MIFG', 'SQ', 'BLSN', 'SN', 'SG',
# 'month',
# 'day',
'day_length']
# 'sunset_hour',
# 'sunset_minute',
# 'sunrise_hour',
# 'sunrise_minute']
import xgboost
X = xgboost.DMatrix(train[features].values, missing=np.nan)
y = train["units"].values
X_train, X_test, y_train, y_test = cross_validation.train_test_split(X, y, test_size=0.3, random_state=0)
clf = XGBRegressor(silent=False)
print clf.score(X_test, y_test)
def XgBoost(train_linear, test_linear):
learning_rate = [round(float(x), 2) for x in np.linspace(start = .1, stop = .2, num = 11)]
# Minimum for sum of weights for observations in a node
min_child_weight = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12]
# Maximum nodes in each tree
max_depth = [int(x) for x in np.linspace(1, 10, num = 10)]
n_estimators=[int(x) for x in np.linspace(start = 100, stop = 2000, num = 20)]
subsample=[0.3, 0.4,0.5,0.6, 0.7]
model = xgb.XGBRegressor()
random_grid = {'learning_rate': learning_rate,
'max_depth': max_depth,
'min_child_weight': min_child_weight,
'subsample': subsample,
'n_estimators':n_estimators
}
# Make a RandomizedSearchCV object with correct model and specified hyperparams
xgb_random = RandomizedSearchCV(estimator=model, param_distributions=random_grid, n_iter=1000, cv=5, verbose=2, random_state=42, n_jobs=-1)
start = time.time()
# Fit models
xgb_random.fit(X_train, Y_train)
xgb_random.best_params_
from xgboost import XGBRegressor
"""
best_params_={'learning_rate': 0.1,
'max_depth': 2,
'min_child_weight': 4,
'n_estimators': 900,
'subsample': 0.5}
"""
model_xgb = XGBRegressor(**xgb_random.best_params_)
#model_xgb = XGBRegressor(**best_params_)
start=time.time()
model_xgb.fit(x_train_rf,y_train_rf)
end=time.time()
evaluate(model_xgb, x_test_rf, y_test_rf,x_train_rf,y_train_rf)
print('Time elapsed: %.4f seconds' % (end-start))
y_xgb_predict=model_xgb.predict(train_linear_fea)
x_line = np.arange(700000)
y_line=x_line
plt.scatter(real_train_tar,np.expm1(y_xgb_predict))
plt.plot(x_line, y_line, color='r')
plt.xlabel('Actual Sale Price')
plt.ylabel('Predict Sle Price')
importance_xgb = pd.DataFrame({'features':train_linear_fea.columns, 'imp':model_xgb.feature_importances_}).\
sort_values('imp',ascending=False)
importance_xgb=importance_xgb[importance_xgb['features']!='Id']
importance_top20_xgb = importance_xgb.iloc[:20,]
plt.barh(importance_top20_xgb.features, importance_top20_xgb.imp)
plt.xlabel('Feature Importance')
test_prediction_xgb=np.expm1(model_xgb.predict(test_linear))
write_pkl(xgb_random.best_params_, '/Users/vickywinter/Documents/NYC/Machine Learning Proj/Pickle/xgb_params.pkl')
return test_prediction_xgb
