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| 1 | +#!/usr/bin/env python3 |
| 2 | +# -*- coding: utf-8 -*- |
| 3 | +""" |
| 4 | +Created on Mon Mar 12 22:41:38 2018 |
| 5 | +
|
| 6 | +@author: tinghai |
| 7 | +""" |
| 8 | + |
| 9 | +#LightGBM |
| 10 | + |
| 11 | +#%% 代码形式 |
| 12 | +import json |
| 13 | +import lightgbm as lgb |
| 14 | +import pandas as pd |
| 15 | +from sklearn.metrics import roc_auc_score |
| 16 | + |
| 17 | + |
| 18 | +#训练集与测试集 |
| 19 | +lgb_train = lgb.Dataset(X_train, y_train) |
| 20 | +lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train) |
| 21 | + |
| 22 | + |
| 23 | +#模型构建和预测1 |
| 24 | +params = { |
| 25 | + 'task': 'train', |
| 26 | + 'boosting_type': 'gbdt', |
| 27 | + 'objective': 'binary', |
| 28 | + 'metric': {'l2', 'auc'}, |
| 29 | + 'num_leaves': 31, |
| 30 | + 'learning_rate': 0.05, |
| 31 | + 'feature_fraction': 0.9, |
| 32 | + 'bagging_fraction': 0.8, |
| 33 | + 'bagging_freq': 5, |
| 34 | + 'verbose': 0 |
| 35 | +} |
| 36 | + |
| 37 | +gbm = lgb.train(params, |
| 38 | + lgb_train, |
| 39 | + num_boost_round=20, |
| 40 | + valid_sets=lgb_eval, |
| 41 | + early_stopping_rounds=5) |
| 42 | + |
| 43 | +gbm.save_model('lightgbm/model.txt') |
| 44 | + |
| 45 | +y_pred = gbm.predict(X_test, num_iteration=gbm.best_iteration) |
| 46 | + |
| 47 | + |
| 48 | +#模型构建和预测2 |
| 49 | +param = { |
| 50 | + 'max_depth':6, |
| 51 | + 'num_leaves':64, |
| 52 | + 'learning_rate':0.03, |
| 53 | + 'scale_pos_weight':1, |
| 54 | + 'num_threads':40, |
| 55 | + 'objective':'binary', |
| 56 | + 'bagging_fraction':0.7, |
| 57 | + 'bagging_freq':1, |
| 58 | + 'min_sum_hessian_in_leaf':100 |
| 59 | +} |
| 60 | + |
| 61 | +bst=lgb.cv(param,train_data, num_boost_round=1000, nfold=3, early_stopping_rounds=30) |
| 62 | + |
| 63 | +estimators = lgb.train(param,train_data,num_boost_round=len(bst['auc-mean'])) |
| 64 | + |
| 65 | +ypred = estimators.predict(dtest[predictors]) |
| 66 | + |
| 67 | + |
| 68 | +#结果评估 |
| 69 | +print('The roc of prediction is:', roc_auc_score(y_test, y_pred) ) |
| 70 | + |
| 71 | + |
| 72 | +# dump model to json (and save to file) |
| 73 | +model_json = gbm.dump_model() |
| 74 | + |
| 75 | +with open('lightgbm/model.json', 'w+') as f: |
| 76 | + json.dump(model_json, f, indent=4) |
| 77 | + |
| 78 | + |
| 79 | +#特征重要性 |
| 80 | +print('Feature names:', gbm.feature_name()) |
| 81 | +print('Feature importances:', list(gbm.feature_importance())) |
| 82 | + |
| 83 | + |
| 84 | + |
| 85 | + |
| 86 | +#%% 配置文件形式 |
| 87 | + |
| 88 | +#train.conf内容如下: |
| 89 | + |
| 90 | +# 配置目标是用于训练 |
| 91 | +task = train |
| 92 | + |
| 93 | +# 训练方式 |
| 94 | +boosting_type = gbdt |
| 95 | + |
| 96 | +#目标 二分类 |
| 97 | +objective = binary |
| 98 | + |
| 99 | +# 损失函数 |
| 100 | +metric = binary_logloss,auc |
| 101 | + |
| 102 | +# frequence for metric output |
| 103 | +metric_freq = 1 |
| 104 | + |
| 105 | +# true if need output metric for training data, alias: tranining_metric, train_metric |
| 106 | +is_training_metric = true |
| 107 | + |
| 108 | +# 特征最大分割 |
| 109 | +max_bin = 255 |
| 110 | + |
| 111 | +#训练数据地址 |
| 112 | +data = /Users/shuubiasahi/Documents/githup/LightGBM/examples/binary_classification/binary.train |
| 113 | + |
| 114 | +#测试数据 |
| 115 | +#valid_data = binary.test |
| 116 | + |
| 117 | +# 树的棵树 |
| 118 | +num_trees = 100 |
| 119 | + |
| 120 | +# 学习率 |
| 121 | +learning_rate = 0.1 |
| 122 | + |
| 123 | +# number of leaves for one tree, alias: num_leaf |
| 124 | +num_leaves = 63 |
| 125 | + |
| 126 | +tree_learner = serial |
| 127 | + |
| 128 | +# 最大线程个数 |
| 129 | +# num_threads = 8 |
| 130 | + |
| 131 | +# feature sub-sample, will random select 80% feature to train on each iteration |
| 132 | +# alias: sub_feature |
| 133 | +feature_fraction = 0.8 |
| 134 | + |
| 135 | +# Support bagging (data sub-sample), will perform bagging every 5 iterations |
| 136 | +bagging_freq = 5 |
| 137 | + |
| 138 | +# Bagging farction, will random select 80% data on bagging |
| 139 | +# alias: sub_row |
| 140 | +bagging_fraction = 0.8 |
| 141 | + |
| 142 | +# minimal number data for one leaf, use this to deal with over-fit |
| 143 | +# alias : min_data_per_leaf, min_data |
| 144 | +min_data_in_leaf = 50 |
| 145 | + |
| 146 | +# minial sum hessians for one leaf, use this to deal with over-fit |
| 147 | +min_sum_hessian_in_leaf = 5.0 |
| 148 | + |
| 149 | +# save memory and faster speed for sparse feature, alias: is_sparse |
| 150 | +is_enable_sparse = true |
| 151 | + |
| 152 | +# when data is bigger than memory size, set this to true. otherwise set false will have faster speed |
| 153 | +# alias: two_round_loading, two_round |
| 154 | +use_two_round_loading = false |
| 155 | + |
| 156 | +# true if need to save data to binary file and application will auto load data from binary file next time |
| 157 | +# alias: is_save_binary, save_binary |
| 158 | +is_save_binary_file = false |
| 159 | + |
| 160 | +# 模型输出文件 |
| 161 | +output_model = /Users/shuubiasahi/Documents/githup/LightGBM/examples/binary_classification/LightGBM_model.txt |
| 162 | +machine_list_file = /Users/shuubiasahi/Documents/githup/LightGBM/examples/binary_classification/ |
| 163 | + |
| 164 | +# end |
| 165 | + |
| 166 | + |
| 167 | + |
| 168 | +#模型训练 |
| 169 | +./lightgbm config=train.conf |
| 170 | + |
| 171 | + |
| 172 | + |
| 173 | + |
| 174 | + |
| 175 | + |
| 176 | + |
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