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decision-science
model_mvp
Commits
45721de0
Commit
45721de0
authored
Apr 22, 2019
by
王家华
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parent
b5a3f366
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__init__.cpython-37.pyc
models/__pycache__/__init__.cpython-37.pyc
+0
-0
xgboost.cpython-37.pyc
models/__pycache__/xgboost.cpython-37.pyc
+0
-0
lightgbm.py
models/lightgbm.py
+51
-1
__init__.cpython-37.pyc
mvp/__pycache__/__init__.cpython-37.pyc
+0
-0
dhb.cpython-37.pyc
mvp/__pycache__/dhb.cpython-37.pyc
+0
-0
xgbreport.cpython-37.pyc
mvp/__pycache__/xgbreport.cpython-37.pyc
+0
-0
dhb.py
mvp/dhb.py
+240
-210
lgbreport.py
mvp/lgbreport.py
+2
-3
No files found.
models/__pycache__/__init__.cpython-37.pyc
0 → 100644
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45721de0
File added
models/__pycache__/xgboost.cpython-37.pyc
0 → 100644
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45721de0
File added
models/lightgbm.py
View file @
45721de0
import
lightgbm
as
lgb
import
lightgbm
as
lgb
from
sklearn.metrics
import
roc_auc_score
from
sklearn.metrics
import
roc_auc_score
from
sklearn.model_selection
import
GridSearchCV
from
sklearn.metrics
import
confusion_matrix
,
mean_squared_error
from
sklearn.metrics
import
confusion_matrix
,
mean_squared_error
import
numpy
import
numpy
import
pandas
import
pandas
...
@@ -21,8 +22,9 @@ params = {
...
@@ -21,8 +22,9 @@ params = {
'verbose'
:
1
# <0 显示致命的, =0 显示错误 (警告), >0 显示信息
'verbose'
:
1
# <0 显示致命的, =0 显示错误 (警告), >0 显示信息
}
}
'''
'''
instructions : training lightgbm model with specified params
instructions : training lightgbm model with specified params
Parameters :
Parameters :
...
@@ -33,5 +35,53 @@ Parameters :
...
@@ -33,5 +35,53 @@ Parameters :
'''
'''
def
lgb_train
(
params
,
training_set
,
features
,
target
):
def
lgb_train
(
params
,
training_set
,
features
,
target
):
lgb_train
=
lgb
.
Dataset
(
training_set
[
features
],
training_set
[
target
])
lgb_train
=
lgb
.
Dataset
(
training_set
[
features
],
training_set
[
target
])
#lgb.train(params,)
return
1
'''
instructions : build a lgb classifier
Params :
'''
def
buildClf
(
params
):
return
lgb
.
LGBMClassifier
(
params
)
'''
'''
def
automodelfit
(
clf
,
param_grid
,
dftrain
,
features
,
resp
,
kfold
=
10
,
scoring
=
'roc_auc'
):
# kflod=StratifiedKFold(n_splits=kfold,shuffle=True,random_state=7)
grid_search
=
GridSearchCV
(
clf
,
param_grid
,
scoring
=
scoring
,
n_jobs
=
2
,
cv
=
kfold
,
verbose
=
2
,
iid
=
True
,
refit
=
True
)
#== 模型训练
grid_search
.
fit
(
dftrain
[
features
],
dftrain
[
resp
])
#== 获取最优参数
return
grid_search
def
modelfit
(
clf
,
dftrain
,
features
,
resp
,
useTrainCV
=
True
,
kfold
=
10
,
eval_metric
=
'auc'
,
early_stopping_rounds
=
20
):
'''
模型训练
:type useTrainCV: object
:param clf:XGBClassifier
:param dftrain:训练集
:param features: 特征
:param resp:label
:param useTrainCV:if True call cv function,目的是调节参数 n_estimators
:param cv_folds: N 折交叉验证
:param early_stopping_rounds:添加数loss变化不大这个状态持续的轮数,达到这个数就退出训练过程
:param eval_metric 同 目标函数 objective 有关,取值https://xgboost.readthedocs.io/en/latest/python/python_api.html#
:return:
'''
if
useTrainCV
:
# kflod = StratifiedKFold(n_splits=kfold, shuffle=True, random_state=7)
xgb_param
=
clf
.
get_xgb_params
()
xgtrain
=
lgb
.
DMatrix
(
dftrain
[
features
]
.
values
,
label
=
dftrain
[
resp
]
.
values
)
cvresult
=
lgb
.
cv
(
xgb_param
,
xgtrain
,
num_boost_round
=
clf
.
get_params
()[
'n_estimators'
],
nfold
=
kfold
,
metrics
=
eval_metric
,
early_stopping_rounds
=
early_stopping_rounds
,
verbose_eval
=
True
)
clf
.
set_params
(
n_estimators
=
cvresult
.
shape
[
0
])
clf
.
fit
(
dftrain
[
features
],
dftrain
[
resp
],
eval_metric
=
eval_metric
)
return
clf
mvp/__pycache__/__init__.cpython-37.pyc
0 → 100644
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45721de0
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mvp/__pycache__/dhb.cpython-37.pyc
0 → 100644
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45721de0
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mvp/__pycache__/xgbreport.cpython-37.pyc
0 → 100644
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45721de0
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mvp/dhb.py
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This diff is collapsed.
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mvp/lgbreport.py
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45721de0
...
@@ -6,7 +6,6 @@ from data.analyis import datacal
...
@@ -6,7 +6,6 @@ from data.analyis import datacal
from
models
import
xgboost
from
models
import
xgboost
from
matplotlib
import
pyplot
as
plt
from
matplotlib
import
pyplot
as
plt
from
data.graph
import
drawplot
from
data.graph
import
drawplot
import
dhb
from
mvp
import
dhb
from
data.datasource
import
mysqldb
,
mongodb
dhb
=
dhb
()
df_dhb
=
dhb
.
dhb_features_extract
()
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