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adaboost 参数选择
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先看下ababoost和决策树效果对比
import numpy as np
import matplotlib.pyplot as plt
from sklearn.model_selection import learning_curvedef plot_learning_curve(estimator,title,X,y,ylim=None,cv=None,
n_jobs=None,train_sizes=np.linspace(.1,1.0,10)):
plt.figure()
plt.title(title)
if ylim is not None:
plt.ylim(*ylim)
plt.xlabel("Training examples")
plt.ylabel("Score")
train_sizes, train_scores, test_scores = learning_curve(
estimator, X, y, cv=cv, n_jobs=n_jobs, train_sizes=train_sizes)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.grid() plt.fill_between(train_sizes, train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std, alpha=0.1,
color="r")
plt.fill_between(train_sizes, test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std, alpha=0.1, color="g")
plt.plot(train_sizes, train_scores_mean, 'o-', color="r",
label="Training score")
plt.plot(train_sizes, test_scores_mean, 'o-', color="g",
label="Cross-validation score") plt.legend(loc="best")
return pltfrom sklearn.datasets import make_gaussian_quantiles
from sklearn.model_selection import learning_curve
from sklearn.model_selection import ShuffleSplit
import numpy as npfrom sklearn.tree import DecisionTreeClassifier
from sklearn.ensemble import AdaBoostClassifier
# ##########################
# 生成2维正态分布,生成的数据按分位数分为两类,50个样本特征,5000个样本数据
X,y = make_gaussian_quantiles(cov=2.0,n_samples=5000,n_features=50,n_classes=2,random_state=1)
# 设置一百折交叉验证参数,数据集分层越多,交叉最优模型越接近原模型
cv = ShuffleSplit(n_splits=10,test_size=0.2,random_state=1)
# 分别画出CART分类决策树和AdaBoost分类决策树的学习曲线
estimatorCart = DecisionTreeClassifier(max_depth=1)
estimatorBoost = AdaBoostClassifier(base_estimator=estimatorCart,n_estimators=270)
# 画CART决策树和AdaBoost的学习曲线
estimatorTuple = (estimatorCart,estimatorBoost)
titleTuple =("decision learning curve","adaBoost learning curve")
title = "decision learning curve"
for i in range(2):
estimator = estimatorTuple[i]
title = titleTuple[i]
plot_learning_curve(estimator,title, X, y, cv=cv)
plt.show()
输出学习曲线
分析:随着样本数的增加,单决策树的预测精度稳定在0.5左右,是个弱分类器,而adaboost预测精度在0.85左右,明显高于单决策树,是个强分类器。
参数选择
上面的模型使用的是默认参数,其实还有优化的空间。
在集成学习中,参数调优一般是先选择框架的参数,再选择基学习器的参数
框架参数调优
以基学习器个数为例
from sklearn.model_selection import GridSearchCV
from sklearn.ensemble import AdaBoostClassifier
from sklearn.tree import DecisionTreeClassifier
from sklearn.datasets import make_gaussian_quantilesestimatorCart = DecisionTreeClassifier(max_depth=1)
X,y = make_gaussian_quantiles(cov=2.0,n_samples=5000,n_features=50,n_classes=2,random_state=1)### 第一轮
# 对框架参数 弱学习器个数进行择优
param_test1 = {"n_estimators":range(150,300,50)}
# 框架参数择优
gsearch1 = GridSearchCV(estimator=AdaBoostClassifier(estimatorCart),param_grid=param_test1,scoring="roc_auc",cv=5)
gsearch1.fit(X,y)
print(gsearch1.best_params_,gsearch1.best_score_) # ({'n_estimators': 250}, 0.9360103999999999)### 第二轮
# 继续优化弱学习器个数,在最优学习器个数的范围内再次搜寻
n_estimator1 = 250
param_test2 = {"n_estimators":range(n_estimator1-30,n_estimator1+30,10)}
gsearch2 = GridSearchCV(estimator=AdaBoostClassifier(estimatorCart),param_grid=param_test2,scoring="roc_auc",cv=5)
gsearch2.fit(X,y)
print(gsearch2.best_params_,gsearch2.best_score_) # ({'n_estimators': 270}, 0.9387719999999999)
基学习器参数调优
以max_depth和min_samples_split为例
import numpy as np
from sklearn.model_selection import cross_validate
n_estimators2 = 270
score = 0
for i in range(1,3): # 决策树最大深度循环
print(i)
for j in range(18,22):
print(j)
bdt=AdaBoostClassifier(DecisionTreeClassifier(max_depth=i,min_samples_split=j),n_estimators=n_estimators2)
cv_result = cross_validate(bdt,X,y,return_train_score=False,cv=5)
cv_value_vec = cv_result["test_score"]
cv_mean = np.mean(cv_value_vec)
print(cv_mean)
if cv_mean>=score:
score = cv_mean
tree_depth = i
samples_split = j
用最优参数构建模型
from sklearn.model_selection import train_test_split
tree_depth = 1
X_train, y_train, X_test, y_test = train_test_split(X, y)
bdt = AdaBoostClassifier(DecisionTreeClassifier(max_depth=tree_depth),
n_estimators=n_estimators2)
bdt.fit(X_train,y_train)
print(bdt.score(X_test,y_test))
85.6%,略有提高
学习率与基学习器个数的探索
import matplotlib.pyplot as pltfrom sklearn.ensemble import AdaBoostClassifier
from sklearn.tree import DecisionTreeClassifier
from sklearn.datasets import make_gaussian_quantiles
from sklearn.model_selection import learning_curve
from sklearn.model_selection import ShuffleSplit
import numpy as npfrom sklearn.tree import DecisionTreeClassifier
from sklearn.ensemble import AdaBoostClassifier
from sklearn.model_selection import train_test_split
from sklearn.metrics import accuracy_score
from sklearn.metrics import zero_one_lossn_estimators = 200
# 生成2维正态分布,生成的数据按分位数分为两类,50个样本特征,5000个样本数据
X,y = make_gaussian_quantiles(cov=2.0,n_samples=5000,n_features=50,n_classes=2,random_state=1)
# 数据划分为训练集和测试集
X_train,X_test,y_train,y_test = train_test_split(X,y,test_size=0.2,random_state=1)
# 根据上一节的参数择优,选择最优参数来构建模型
estimatorCart = DecisionTreeClassifier(max_depth=1)
dt_stump1 = AdaBoostClassifier(base_estimator=estimatorCart,n_estimators=n_estimators,learning_rate=0.8)
dt_stump2 = AdaBoostClassifier(base_estimator=estimatorCart,n_estimators=n_estimators,learning_rate=0.1)
dt_stump1.fit(X_train,y_train)
dt_stump_err1 = 1.0 - dt_stump1.score(X_test,y_test)
#
dt_stump2.fit(X_train,y_train)
dt_stump_err2 = 1.0 - dt_stump2.score(X_test,y_test)############
test_errors1 = []
# 每迭代一次,得到一个测试结果
ada_discrete_err1 = np.zeros((n_estimators,))
ada_discrete_err2 = np.zeros((n_estimators,))
for i,ypred in enumerate(dt_stump1.staged_predict(X_test)):
ada_discrete_err1[i] = zero_one_loss(ypred,y_test)for i,ypred in enumerate(dt_stump2.staged_predict(X_test)):
ada_discrete_err2[i] = zero_one_loss(ypred,y_test)# 画出迭代次数与准确率的关系
fig = plt.figure()
ax = fig.add_subplot(111)ax.plot(np.arange(n_estimators) + 1, ada_discrete_err1,label='learning rate = 0.8',color='red')
ax.plot(np.arange(n_estimators) + 1, ada_discrete_err2,label='learning rate = 0.1',color='green')
ax.set_ylim((0.0, 1))
ax.set_xlabel('n_estimators')
ax.set_ylabel('error rate')
leg = ax.legend(loc='upper right', fancybox=True)
leg.get_frame().set_alpha(0.7)
plt.show()
输出
针对当前数据,学习率大,错误率低
总结
基学习器的复杂度尽量低,可以通过增加学习器个数提高泛化能力,
但是当数据噪声较大或者基学习器复杂度较高时,增加基学习器个数很难提高泛化能力
这只是大致方向,不绝对。
参考资料:
https://zhuanlan.zhihu.com/p/57319411