加入 Gitee
与超过 1200万 开发者一起发现、参与优秀开源项目,私有仓库也完全免费 :)
免费加入
文件
克隆/下载
3.stacking.py 5.45 KB
一键复制 编辑 原始数据 按行查看 历史
yangLiu 提交于 2022-08-23 11:07 . first commit
import os
import numpy as np
import pandas as pd
import xgboost as xgb
import lightgbm as lgb
import catboost as ctb
from tqdm import tqdm
from scipy.stats import skew,kurtosis
from sklearn import preprocessing
from sklearn.model_selection import KFold, StratifiedKFold,train_test_split
from sklearn.metrics import mean_squared_error
from sklearn import linear_model
def get_submodel_result_xgb(train_path , test_path , xgb_paras):
train_xgb = pd.read_csv(train_path)
test_xgb = pd.read_csv(test_path)
tr_xgb = np.zeros((train_xgb.shape[0],))
te_xgb = np.zeros((test_xgb.shape[0],))
feature_col = [i for i in train_xgb.columns if i not in ['ID','Label']]
X = train_xgb.copy()
y = train_xgb['Label'].copy()
test = test_xgb.copy()
cv_score = []
skf = KFold(n_splits=10, random_state=2019, shuffle=True)
for index, (train_index, test_index) in enumerate(skf.split(X, y)):
print(index)
train_x, test_x, train_y, test_y = X.iloc[train_index],X.iloc[test_index], y.iloc[train_index], y.iloc[test_index]
train_set = xgb.DMatrix(train_x[feature_col], train_y)
test_set = xgb.DMatrix(test_x[feature_col], test_y)
xgb_model = xgb.train(xgb_paras,
train_set,
evals=[(train_set,'train'),(test_set,'test')],
early_stopping_rounds=100,
num_boost_round=10000,
verbose_eval=1000)
y_val = xgb_model.predict(xgb.DMatrix(test_x[feature_col]))
print( np.sqrt(mean_squared_error( test_y , y_val)) )
cv_score.append( np.sqrt(mean_squared_error( test_y , y_val)) )
tr_xgb[test_index,] = y_val
print(cv_score[index])
te_xgb += xgb_model.predict(xgb.DMatrix(test[feature_col])) / 10
print(np.mean(cv_score))
return tr_xgb , te_xgb
def get_submodel_result_lgb(train_path , test_path , lgb_paras):
train_lgb = pd.read_csv(train_path)
test_lgb = pd.read_csv(test_path)
tr_lgb = np.zeros((train_lgb.shape[0],))
te_lgb = np.zeros((test_lgb.shape[0],))
feature_col = [i for i in train_lgb.columns if i not in ['ID','Label']]
X = train_lgb.copy()
y = train_lgb['Label'].copy()
test = test_lgb.copy()
cv_score = []
skf = KFold(n_splits=10, random_state=2019, shuffle=True)
for index, (train_index, test_index) in enumerate(skf.split(X, y)):
print(index)
train_x, test_x, train_y, test_y = X.iloc[train_index],X.iloc[test_index], y.iloc[train_index], y.iloc[test_index]
train_set = lgb.Dataset(train_x[feature_col], train_y)
test_set = lgb.Dataset(test_x[feature_col], test_y)
lgb_model = lgb.train(lgb_paras,
train_set,
valid_sets=[train_set,test_set],
verbose_eval=100)
y_val = lgb_model.predict(test_x[feature_col])
print( np.sqrt(mean_squared_error( test_y , y_val)) )
cv_score.append( np.sqrt(mean_squared_error( test_y , y_val)) )
tr_lgb[test_index,] = y_val
print(cv_score[index])
te_lgb += lgb_model.predict(test[feature_col]) / 10
print(np.mean(cv_score))
return tr_lgb , te_lgb
def stacking(xgb_paras , lgb_paras , path = './Molecule_prediction_20200312'):
res_train = {}
res_test = {}
submit_examp = pd.read_csv(f'{path}/submit_examp_0312.csv')
df_train = pd.read_csv('df_train.csv')
df_test = pd.read_csv('df_test.csv')
print("getting the result of xgb-submodel...")
for xgb_feature_num in [200,300,400]:
res_train[f'xgb_{xgb_feature_num}'] , res_test[f'xgb_{xgb_feature_num}'] = get_submodel_result_xgb(f'xgb_train_{xgb_feature_num}.csv' , f'xgb_test_{xgb_feature_num}.csv' , xgb_paras)
print("getting the result of lgb-submodel...")
for lgb_feature_num in [300,400,500]:
res_train[f'lgb_{lgb_feature_num}'] , res_test[f'lgb_{lgb_feature_num}']= get_submodel_result_lgb(f'lgb_train_{lgb_feature_num}.csv' , f'lgb_test_{lgb_feature_num}.csv' , lgb_paras)
print("getting the result of fixed-feature-xgb-submodel...")
for xgb_feature_num in [304,404]:
res_train[f'xgb_{xgb_feature_num}'] , res_test[f'xgb_{xgb_feature_num}'] = get_submodel_result_xgb(f'xgb_train_{xgb_feature_num}.csv' , f'xgb_test_{xgb_feature_num}.csv' , xgb_paras)
print("Stacking...")
res_train = pd.DataFrame(res_train)
res_test = pd.DataFrame(res_test)
regr = linear_model.LinearRegression(fit_intercept=True)
regr.fit(res_train,df_train['Label'])
test_pred = regr.predict(res_test)
print("Producing submit-file...")
submit_examp['Label'] = test_pred
submit_examp.to_csv('stacking_submit.csv',index=False)
print('finished!!!')
return
xgb_paras = {'objective': 'reg:squarederror',
'tree_method': 'gpu_hist',
'eval_metric': 'rmse',
'learning_rate': 0.02,
'alpha': 0.30328974897294075,
'colsample_bytree': 0.5068082755866445,
'lambda': 72.2173472522586,
'max_depth': 9,
'min_child_weight': 5,
'subsample': 0.8170133539039669}
lgb_paras = {'objective': 'regression',
'metric': 'rmse',
'learning_rate': 0.02,
'num_threads': -1,
'early_stopping_rounds': 100,
'num_boost_round': 10000,
'bagging_fraction': 0.9978192061670864,
'bagging_freq': 1,
'feature_fraction': 0.5234178718477926,
'max_depth': 7,
'min_child_weight': 1,
'num_leaves': 41,
'reg_alpha': 0.1415592188002883,
'reg_lambda': 2.2724007900790895}
stacking(xgb_paras , lgb_paras)
Loading...
马建仓 AI 助手
尝试更多
代码解读
代码找茬
代码优化