机器学习Sklearn实战——回归算法应用、xgboost、lightingGBM

回归算法补全人脸

import numpy as np
import matplotlib.pyplot as plt
 
#构建方程
from sklearn.linear_model import LinearRegression,Ridge,Lasso
 
#构建方程？？？
from sklearn.neighbors import KNeighborsRegressor
from sklearn.tree import DecisionTreeRegressor
 
from sklearn import datasets
from sklearn.model_selection import train_test_split

faces = datasets.fetch_olivetti_faces()
X = faces.data
images = faces.images    #X,images数据一样
y = faces.target
display(X.shape,y.shape,images.shape)

结果：

(400, 4096)
(400,)
(400, 64, 64)

plt.figure(figsize = (2,2))
index = np.random.randint(0,400,size = 1)[0]
img = images[index]
plt.imshow(img,cmap = plt.cm.gray)

结果：

#将X（人脸数据）分成上半张人脸和下半张人脸
X_up = X[:,:2048]
X_down = X[:,2048:]
 
index = np.random.randint(0,400,size = 1)[0]
 
axes = plt.subplot(1,3,1)
up_face = X_up[index].reshape(32,64)
axes.imshow(up_face,cmap = plt.cm.gray)
 
axes = plt.subplot(1,3,2)
down_face = X_down[index].reshape(32,64)
axes.imshow(down_face,cmap = plt.cm.gray)
 
axes = plt.subplot(1,3,3)
face = X[index].reshape(64,64)
axes.imshow(face,cmap = plt.cm.gray)

X_train,X_test,y_train,y_test = train_test_split(X_up,X_down,test_size = 30)
 
estimators = {}
estimators["linear"] = LinearRegression()
estimators["ridge"] = Ridge(alpha = 0.1)
estimators["lasso"] = Ridge(alpha = 1)
estimators["knn"] = KNeighborsRegressor(n_neighbors = 5)
estimators["tree"] = DecisionTreeRegressor()
 
result = {}
for key,model in estimators.items():
    model.fit(X_train,y_train)
    y_ = model.predict(X_test)  #预测的是下半张人脸
    result[key] = y_

###可视化####
plt.figure(figsize = (7*2,10*2))
for i in range(0,10):
#第一列，上半张人脸
    axes = plt.subplot(10,7,i*7+1)
    up_face = X_test[i].reshape(32,64)
    axes.imshow(up_face,cmap = plt.cm.gray)
    axes.axis("off")
    if i ==0:
        axes.set_title("up-face")
    
#第七列，整张人脸
    axes = plt.subplot(10,7,i*7+7)
    down_face = y_test[i].reshape(32,64)
    total_face = np.concatenate([up_face,down_face])
    axes.imshow(total_face,cmap = plt.cm.gray)
    axes.axis("off")
    if i ==0:
        axes.set_title("True-face")
    
#绘制第二列，到第六列，算法预测的数据在result，字典，key算法，value预测人脸
    for j,key in enumerate(result):   #j 0,1,2,3,4
        axes = plt.subplot(10,7,i*7+j+2)
        predict_down_face = result[key][i].reshape(32,64)
        predict_face = np.concatenate([up_face,predict_down_face])
        axes.imshow(predict_face,cmap = plt.cm.gray)
        axes.axis("off")
        if i ==0:
            axes.set_title(key)

不同回归算法比较

import numpy as np
import matplotlib.pyplot as plt
from sklearn.neighbors import KNeighborsRegressor
from sklearn.linear_model import LinearRegression
from sklearn.tree import DecisionTreeRegressor
 
X = np.linspace(0,2*np.pi,50).reshape(-1,1)
y = np.sin(X)
plt.scatter(X,y)

 线性回归

linear = LinearRegression()
linear.fit(X,y)
x = np.linspace(0,2*np.pi,150).reshape(-1,1)
y_ = linear.predict(x)
plt.scatter(X,y)
plt.plot(x,y_,c = "g")
print(linear.coef_,linear.intercept_)

KNN 

#KNN回归不是方程，更像是平均值，找5个邻居，计算5个邻居的平均值，穿过去
knn = KNeighborsRegressor(n_neighbors=1)
knn.fit(X,y)
x = np.linspace(0,2*np.pi,150).reshape(-1,1)
y_ = knn.predict(x)
plt.scatter(X,y)
plt.plot(x,y_,c = "g")

 决策树

model = DecisionTreeRegressor()
model.fit(X,y)
x = np.linspace(0,2*np.pi,150).reshape(-1,1)
y_ = model.predict(x)
plt.scatter(X,y)
plt.plot(x,y_,c = "g")

from sklearn import tree
plt.figure(figsize = (16,12))
tree.plot_tree(model,filled = True)

x = np.linspace(-np.pi,3*np.pi,200).reshape(-1,1)
linear = LinearRegression()
linear.fit(X,y)
y_ = linear.predict(x)
plt.scatter(X,y)
plt.plot(x,y_,c="g")

knn = KNeighborsRegressor()
knn.fit(X,y)
y_ = knn.predict(x)
plt.scatter(X,y)
plt.plot(x,y_,c="g")

dt = DecisionTreeRegressor()
dt.fit(X,y)
 
#！！！数据预处理
pre_x = x.copy()
 
cond = pre_x > 2*np.pi
pre_x[cond] -= 2*np.pi
 
cond2 = pre_x < 0
pre_x[cond2] += 2*np.pi
 
y_ = dt.predict(pre_x)
plt.scatter(X,y)
plt.plot(x,y_,c="g")

 

线性问题用线性回归好（包括一元二次等） （猜很重要）

f = lambda x:(x-3)**2 + 3.6*x +2.718
X = np.linspace(-2,4,50).reshape(-1,1)
y = f(X)
plt.scatter(X,y)

X = np.concatenate([X**2,X],axis = 1)
 
X_test = np.linspace(-4,8,200).reshape(-1,1)
X_test = np.concatenate([X_test**2,X_test],axis = 1)
Linear = LinearRegression()
linear.fit(X,y)
y_ = linear.predict(X_test)
plt.scatter(X[:,1],y)
plt.plot(X_test[:,1],y_,c="g")

xgboost算法

xgboost分类使用

XGBoost是一个优化的分布式梯度增强库，旨在高效、灵活和便携。它在梯度提升框架下实现了机器学习算法。XGBoost提供了并行树增强（也称为GBDT，GBM），以快速准确地解决许多数据科学问题。相同的代码在主要分布式环境（Hadoop、SGE、MPI）上运行，可以解决数十亿个示例以外的问题。

cpu复杂计算，gpu繁琐的计算，gpu的速度比cpu的速度快10倍

xgboost

import xgboost as xgb
import numpy as np
from xgboost import XGBClassifier,XGBRegressor
from sklearn import datasets
from sklearn.ensemble import RandomForestClassifier,ExtraTreesClassifier,AdaBoostClassifier,GradientBoostingClassifier
 
X,y = datasets.load_wine(True)
from sklearn.model_selection import train_test_split
X_train,X_test,y_train,y_test = train_test_split(X,y)
clf = XGBClassifier(n_estimators = 100,max_depth = 3)
clf.fit(X_train,y_train)
clf.score(X_test,y_test)

结果：

0.9555555555555556

随机森林

forest = RandomForestClassifier(max_depth=3,n_estimators=100)
forest.fit(X_train,y_train)
forest.score(X_test,y_test)

结果：

0.9777777777777777

adaboost

ada = AdaBoostClassifier(n_estimators=100)
ada.fit(X_train,y_train)
ada.score(X_test,y_test)

结果：

0.6

gbdtboost

gbdt = GradientBoostingClassifier(n_estimators=100,max_depth=3)
gbdt.fit(X_train,y_train)
gbdt.score(X_test,y_test)

结果：

0.9777777777777777

xgboost保存数据，稀松矩阵，有的存没有的不存，节省内存

xgboost回归使用

线性回归

import pandas as pd
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LinearRegression
from sklearn.metrics import mean_squared_error
 
train = pd.read_csv("/Users/zhucan/Desktop/zhengqi_train.txt",sep = "\t")
X = train.iloc[:,0:-1]
y = train["target"]
X_train,X_test,y_train,y_test = train_test_split(X,y,test_size = 0.2)
linear = LinearRegression()
linear.fit(X_train,y_train)
linear.score(X_test,y_test)  

结果：

0.8778958117853413

y_ = linear.predict(X_test)
mean_squared_error(y_,y_test)

结果：

0.11247900373481347

adaboost 

from sklearn.ensemble import AdaBoostRegressor
ada = AdaBoostRegressor()
ada.fit(X_train,y_train)
ada.score(X_test,y_test)  

结果：

0.8209707181954986

y_ = ada.predict(X_test)
mean_squared_error(y_,y_test)

结果：

0.16491682677852665

xgboost

from xgboost import XGBRegressor
xgb = XGBRegressor()
xgb.fit(X_train,y_train)
xgb.score(X_test,y_test)  

结果：

0.8682503016507106

y_ = xgb.predict(X_test)
mean_squared_error(y_,y_test)

结果：

0.12136418110931947

#保存数据
pd.Series(data).to_csv("",index = False)

lightingGBM算法

LightGBM是一个梯度增强框架，使用基于树的学习算法。它旨在具有以下优势的分布式和高效：

1. 更快的训练速度和更高的效率。

2. 降低内存使用率。

3. 更好的准确性。

4. 支持并行、分布式和GPU学习。

5. 能够处理大规模数据。

（1）无数据清洗xgboost和lightGBM对比

from lightgbm import LGBMRegressor
from xgboost import XGBRegressor
import numpy as np
import pandas as pd
train = pd.read_csv(r"C:\Users\dream\Documents\Tencent Files\1799785728\FileRecv\zhengqi_train的副本.txt",sep = "\t")
test = pd.read_csv(r"C:\Users\dream\Documents\Tencent Files\1799785728\FileRecv\zhengqi_test的副本.txt",sep = "\t")
X_train = train.iloc[:,:-1]
y_train = train["target"]
 
%%time
light = LGBMRegressor()
light.fit(X_train,y_train)
y_ = light.predict(test)
 
%%time
xgb = XGBRegressor()
xgb.fit(X_train,y_train)
y_ = xgb.predict(test)

结果：

Wall time: 273 ms
Wall time: 1.35 s
xgb score：0.1416
LGBM score：0.1399

（2）数据清洗后

cov = train.cov()
cov.loc["target"]
 
drop_labels = cov.index[cov.loc["target"].abs() < 0.1]
X_train.drop(drop_labels,axis = 1,inplace = True)
test.drop(drop_labels,axis = 1,inplace = True)

%%time
light = LGBMRegressor()
light.fit(X_train,y_train)
y_ = light.predict(test)
 
%%time
xgb = XGBRegressor()
xgb.fit(X_train,y_train)
y_ = xgb.predict(test)

 结果：

Wall time: 194 ms
Wall time: 610 ms
xgb score：
LGBM score：0.1491

将特征值目标值协方差小于0.1的特征值删除，可以提高算法的速度和准确率

#特征在训练和测试样本中分布不均匀
drop_labels = ["V5","V9","V11","V17","V22","V28"]
X_train = train.iloc[:,0:-1]
X_test = test.copy()
 
X_train.drop(drop_labels,axis = 1,inplace = True)
test.drop(drop_labels,axis = 1,inplace = True)

%%time
light = LGBMRegressor()
light.fit(X_train,y_train)
y_ = light.predict(test)
 
 
%%time
xgb = XGBRegressor()
xgb.fit(X_train,y_train)
y_ = xgb.predict(test)

结果：

Wall time: 148 ms
Wall time: 654 ms
xgb score：
LGBM score：0.1421