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chapter7.py 30.47 KB
一键复制 编辑 原始数据 按行查看 历史
天高云淡 提交于 2024年01月08日 21:29 +08:00 . 初始化
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from abc import ABC, abstractmethod
import numpy as np
import math
import re
import progressbar
from chapter5 import RegressionTree, DecisionTree, ClassificationTree
#########---Regularizer---######
class RegularizerBase(ABC):
def __init__(self, **kwargs):
super().__init__()
@abstractmethod
def loss(self, **kwargs):
raise NotImplementedError
@abstractmethod
def grad(self, **kwargs):
raise NotImplementedError
class L1Regularizer(RegularizerBase):
def __init__(self, lambd=0.001):
super().__init__()
self.lambd = lambd
def loss(self, params):
loss = 0
pattern = re.compile(r'^W\d+')
for key, val in params.items():
if pattern.match(key):
loss += 0.5 * np.sum(np.abs(val)) * self.lambd
return loss
def grad(self, params):
for key, val in params.items():
grad = self.lambd * np.sign(val)
return grad
class L2Regularizer(RegularizerBase):
def __init__(self, lambd=0.001):
super().__init__()
self.lambd = lambd
def loss(self, params):
loss = 0
for key, val in params.items():
loss += 0.5 * np.sum(np.square(val)) * self.lambd
return loss
def grad(self, params):
for key, val in params.items():
grad = self.lambd * val
return grad
class RegularizerInitializer(object):
def __init__(self, regular_name="l2"):
self.regular_name = regular_name
def __call__(self):
r = r"([a-zA-Z]*)=([^,)]*)"
regular_str = self.regular_name.lower()
kwargs = dict([(i, eval(j)) for (i, j) in re.findall(r, regular_str)])
if "l1" in regular_str.lower():
regular = L1Regularizer(**kwargs)
elif "l2" in regular_str.lower():
regular = L2Regularizer(**kwargs)
else:
raise ValueError("Unrecognized regular: {}".format(regular_str))
return regular
#######----Dataset Augmentation----####
class Image(object):
def __init__(self, image):
self._set_params(image)
def _set_params(self, image):
self.img = image
self.row = image.shape[0] # 图像高度
self.col = image.shape[1] # 图像宽度
self.transform = None
def Translation(self, delta_x, delta_y):
"""
平移。
参数说明:
delta_x:控制左右平移,若大于0左移,小于0右移
delta_y:控制上下平移,若大于0上移,小于0下移
"""
self.transform = np.array([[1, 0, delta_x],
[0, 1, delta_y],
[0, 0, 1]])
def Resize(self, alpha):
"""
缩放。
参数说明:
alpha:缩放因子,不进行缩放设置为1
"""
self.transform = np.array([[alpha, 0, 0],
[0, alpha, 0],
[0, 0, 1]])
def HorMirror(self):
"""
水平镜像。
"""
self.transform = np.array([[1, 0, 0],
[0, -1, self.col-1],
[0, 0, 1]])
def VerMirror(self):
"""
垂直镜像。
"""
self.transform = np.array([[-1, 0, self.row-1],
[0, 1, 0],
[0, 0, 1]])
def Rotate(self, angle):
"""
旋转。
参数说明:
angle:旋转角度
"""
self.transform = np.array([[math.cos(angle),-math.sin(angle),0],
[math.sin(angle), math.cos(angle),0],
[ 0, 0, 1]])
def operate(self):
temp = np.zeros(self.img.shape, dtype=self.img.dtype)
for i in range(self.row):
for j in range(self.col):
temp_pos = np.array([i, j, 1])
[x,y,z] = np.dot(self.transform, temp_pos)
x = int(x)
y = int(y)
if x>=self.row or y>=self.col or x<0 or y<0:
temp[i,j,:] = 0
else:
temp[i,j,:] = self.img[x,y]
return temp
def __call__(self, act):
r = r"([a-zA-Z]*)=([^,)]*)"
act_str = act.lower()
kwargs = dict([(i, eval(j)) for (i, j) in re.findall(r, act_str)])
if "translation" in act_str:
self.Translation(**kwargs)
elif "resize" in act_str:
self.Resize(**kwargs)
elif "hormirror" in act_str:
self.HorMirror(**kwargs)
elif "vermirror" in act_str:
self.VerMirror(**kwargs)
elif "rotate" in act_str:
self.Rotate(**kwargs)
return self.operate()
#######----Early Stopping----####
def early_stopping(valid):
"""
参数说明:
valid:验证集正确率列表
"""
if len(valid) > 5:
if valid[-1] < valid[-5] and valid[-2] < valid[-5] and valid[-3] < valid[-5] and valid[-4] < valid[-5]:
return True
return False
#####---Bagging--#####
def bootstrap_sample(X, Y):
N, M = X.shape
idxs = np.random.choice(N, N, replace=True)
return X[idxs], Y[idxs]
class BaggingModel(object):
def __init__(self, n_models):
"""
参数说明:
n_models:网络模型数目
"""
self.models = []
self.n_models = n_models
def fit(self, X, Y):
self.models = []
for i in range(self.n_models):
print("training {} base model:".format(i))
X_samp, Y_samp = bootstrap_sample(X, Y)
model = DFN(hidden_dims_1=200, hidden_dims_2=10)
model.fit(X_samp, Y_samp)
self.models.append(model)
def predict(self, X):
model_preds = np.array([[np.argmax(t.forward(x)[0]) for x in X] for t in self.models])
return self._vote(model_preds)
def _vote(self, predictions):
out = [np.bincount(x).argmax() for x in predictions.T]
return np.array(out)
def evaluate(self, X_test, y_test):
acc = 0.0
y_pred = self.predict(X_test)
y_true = np.argmax(y_test, axis=1)
acc += np.sum(y_pred == y_true)
return acc / X_test.shape[0]
#####----Dropout----#######
class Dropout(ABC):
def __init__(self, wrapped_layer, p):
"""
参数说明:
wrapped_layer:被 dropout 的层
p:神经元保留率
"""
super().__init__()
self._base_layer = wrapped_layer
self.p = p
self._init_wrapper_params()
def _init_wrapper_params(self):
self._wrapper_derived_variables = {"dropout_mask": None}
self._wrapper_hyperparams = {"wrapper": "Dropout", "p": self.p}
def flush_gradients(self):
"""
函数作用:调用 base layer 重置更新参数列表
"""
self._base_layer.flush_gradients()
def update(self):
"""
函数作用:调用 base layer 更新参数
"""
self._base_layer.update()
def forward(self, X, is_train=True):
"""
参数说明:
X:输入数组;
is_train:是否为训练阶段,bool型;
"""
mask = np.ones(X.shape).astype(bool)
if is_train:
mask = (np.random.rand(*X.shape) < self.p) / self.p
X = mask * X
self._wrapper_derived_variables["dropout_mask"] = mask
return self._base_layer.forward(X)
def backward(self, dLda):
return self._base_layer.backward(dLda)
@property
def hyperparams(self):
hp = self._base_layer.hyperparams
hpw = self._wrapper_hyperparams
if "wrappers" in hp:
hp["wrappers"].append(hpw)
else:
hp["wrappers"] = [hpw]
return hp
#####----Bagging----#######
# 进度条
bar_widgets = [
'Training: ', progressbar.Percentage(), ' ', progressbar.Bar(marker="-", left="[", right="]"),
' ', progressbar.ETA()
]
def get_random_subsets(X, y, n_subsets, replacements=True):
"""从训练数据中抽取数据子集 (默认可重复抽样)"""
n_samples = np.shape(X)[0]
# 将 X 和 y 拼接,并将元素随机排序
Xy = np.concatenate((X, y.reshape((1, len(y))).T), axis=1)
np.random.shuffle(Xy)
subsets = []
# 如果抽样时不重复抽样,可以只使用 50% 的训练数据;如果抽样时可重复抽样,使用全部的训练数据,默认可重复抽样
subsample_size = int(n_samples // 2)
if replacements:
subsample_size = n_samples
for _ in range(n_subsets):
idx = np.random.choice(
range(n_samples),
size=np.shape(range(subsample_size)),
replace=replacements)
X = Xy[idx][:, :-1]
y = Xy[idx][:, -1]
subsets.append([X, y])
return subsets
class Bagging():
"""
Bagging分类器。使用一组分类树,这些分类树使用特征训练数据的随机子集。
"""
def __init__(self, n_estimators=100, max_features=None, min_samples_split=2,
min_gain=0, max_depth=float("inf")):
self.n_estimators = n_estimators # 树的数目
self.min_samples_split = min_samples_split # 分割所需的最小样本数
self.min_gain = min_gain # 分割所需的最小纯度 (最小信息增益)
self.max_depth = max_depth # 树的最大深度
self.progressbar = progressbar.ProgressBar(widgets=bar_widgets)
# 初始化决策树
self.trees = []
for _ in range(n_estimators):
self.trees.append(
ClassificationTree(
min_samples_split=self.min_samples_split,
min_impurity=min_gain,
max_depth=self.max_depth))
def fit(self, X, y):
# 对每棵树选择数据集的随机子集
subsets = get_random_subsets(X, y, self.n_estimators)
for i in self.progressbar(range(self.n_estimators)):
X_subset, y_subset = subsets[i]
# 用特征子集和真实值训练一棵子模型 (这里的数据也是训练数据集的随机子集)
self.trees[i].fit(X_subset, y_subset)
def predict(self, X):
y_preds = np.empty((X.shape[0], len(self.trees)))
# 每棵决策树都在数据上预测
for i, tree in enumerate(self.trees):
# 基于特征做出预测
prediction = tree.predict(X)
y_preds[:, i] = prediction
y_pred = []
# 对每个样本,选择最常见的类别作为预测
for sample_predictions in y_preds:
y_pred.append(np.bincount(sample_predictions.astype('int')).argmax())
return y_pred
def score(self, X, y):
y_pred = self.predict(X)
accuracy = np.sum(y == y_pred, axis=0) / len(y)
return accuracy
#####----RandomForest----#######
class RandomForest():
"""
随机森林分类器。使用一组分类树,这些分类树使用特征的随机子集训练数据的随机子集。
"""
def __init__(self, n_estimators=100, max_features=None, min_samples_split=2,
min_gain=0, max_depth=float("inf")):
self.n_estimators = n_estimators # 树的数目
self.max_features = max_features # 每棵树的最大使用特征数
self.min_samples_split = min_samples_split # 分割所需的最小样本数
self.min_gain = min_gain # 分割所需的最小纯度 (最小信息增益)
self.max_depth = max_depth # 树的最大深度
self.progressbar = progressbar.ProgressBar(widgets=bar_widgets)
# 初始化决策树
self.trees = []
for _ in range(n_estimators):
self.trees.append(
ClassificationTree(
min_samples_split=self.min_samples_split,
min_impurity=min_gain,
max_depth=self.max_depth))
def fit(self, X, y):
n_features = np.shape(X)[1]
# 如果 max_features 没有定义,取默认值 sqrt(n_features)
if not self.max_features:
self.max_features = int(math.sqrt(n_features))
# 对每棵树选择数据集的随机子集
subsets = get_random_subsets(X, y, self.n_estimators)
for i in self.progressbar(range(self.n_estimators)):
X_subset, y_subset = subsets[i]
# 选择特征的随机子集
idx = np.random.choice(range(n_features), size=self.max_features, replace=True)
# 保存特征的索引用于预测
self.trees[i].feature_indices = idx
# 选择索引对应的特征
X_subset = X_subset[:, idx]
# 用特征子集和真实值训练一棵子模型 (这里的数据也是训练数据集的随机子集)
self.trees[i].fit(X_subset, y_subset)
def predict(self, X):
y_preds = np.empty((X.shape[0], len(self.trees)))
# 每棵决策树都在数据上预测
for i, tree in enumerate(self.trees):
# 使用该决策树训练使用的特征
idx = tree.feature_indices
# 基于特征做出预测
prediction = tree.predict(X[:, idx])
y_preds[:, i] = prediction
y_pred = []
# 对每个样本,选择最常见的类别作为预测
for sample_predictions in y_preds:
y_pred.append(np.bincount(sample_predictions.astype('int')).argmax())
return y_pred
def score(self, X, y):
y_pred = self.predict(X)
accuracy = np.sum(y == y_pred, axis=0) / len(y)
return accuracy
#####----Adaboost----#######
# 决策树桩,作为 Adaboost 算法的弱分类器 (基分类器)
class DecisionStump():
def __init__(self):
self.polarity = 1 # 表示决策树桩默认输出的类别为 1 或是 -1
self.feature_index = None # 用于分类的特征索引
self.threshold = None # 特征的阈值
self.alpha = None # 表示分类器准确性的值
class Adaboost():
"""
Adaboost 算法。
"""
def __init__(self, n_estimators=5):
self.n_estimators = n_estimators # 将使用的弱分类器的数量
self.progressbar = progressbar.ProgressBar(widgets=bar_widgets)
def fit(self, X, y):
n_samples, n_features = np.shape(X)
# 初始化权重 (上文中的 D),均为 1/N
w = np.full(n_samples, (1 / n_samples))
self.trees = []
# 迭代过程
for _ in self.progressbar(range(self.n_estimators)):
tree = DecisionStump()
min_error = float('inf') # 使用某一特征值的阈值预测样本的最小误差
# 迭代遍历每个 (不重复的) 特征值,查找预测 y 的最佳阈值
for feature_i in range(n_features):
feature_values = np.expand_dims(X[:, feature_i], axis=1)
unique_values = np.unique(feature_values)
# 将该特征的每个特征值作为阈值
for threshold in unique_values:
p = 1
# 将所有样本预测默认值可以设置为 1
prediction = np.ones(np.shape(y))
# 低于特征值阈值的预测改为 -1
prediction[X[:, feature_i] < threshold] = -1
# 计算错误率
error = sum(w[y != prediction])
# 如果错误率超过 50%,我们反转决策树桩默认输出的类别
# 比如 error = 0.8 => (1 - error) = 0.2,
# 原来计算的是输出到类别 1 的概率,类别 1 作为默认类别。反转后类别 0 作为默认类别
if error > 0.5:
error = 1 - error
p = -1
# 如果这个阈值导致最小的错误率,则保存
if error < min_error:
tree.polarity = p
tree.threshold = threshold
tree.feature_index = feature_i
min_error = error
# 计算用于更新样本权值的 alpha 值,也是作为基分类器的系数。
tree.alpha = 0.5 * math.log((1.0 - min_error) / (min_error + 1e-10))
# 将所有样本预测默认值设置为 1
predictions = np.ones(np.shape(y))
# 如果特征值低于阈值,则修改预测结果,这里还需要考虑弱分类器的默认输出类别
negative_idx = (tree.polarity * X[:, tree.feature_index] < tree.polarity * tree.threshold)
predictions[negative_idx] = -1
# 计算新权值,未正确分类样本的权值增大,正确分类样本的权值减小
w *= np.exp(-tree.alpha * y * predictions)
w /= np.sum(w)
# 保存分类器
self.trees.append(tree)
def predict(self, X):
n_samples = np.shape(X)[0]
y_pred = np.zeros((n_samples, 1))
# 用每一个基分类器预测样本
for tree in self.trees:
# 将所有样本预测默认值设置为 1
predictions = np.ones(np.shape(y_pred))
negative_idx = (tree.polarity * X[:, tree.feature_index] < tree.polarity * tree.threshold)
predictions[negative_idx] = -1
# 对基分类器加权求和,权重 alpha
y_pred += tree.alpha * predictions
# 返回预测结果 1 或 -1
y_pred = np.sign(y_pred).flatten()
return y_pred
def score(self, X, y):
y_pred = self.predict(X)
accuracy = np.sum(y == y_pred, axis=0) / len(y)
return accuracy
#####----GBDT----#######
class Loss(ABC):
def __init__(self):
super().__init__()
@abstractmethod
def loss(self, y_true, y_pred):
return NotImplementedError()
@abstractmethod
def grad(self, y, y_pred):
raise NotImplementedError()
class SquareLoss(Loss):
def __init__(self):
pass
def loss(self, y, y_pred):
pass
def grad(self, y, y_pred):
return -(y - y_pred)
def hess(self, y, y_pred):
return 1
class CrossEntropyLoss(Loss):
def __init__(self):
pass
def loss(self, y, y_pred):
pass
def grad(self, y, y_pred):
return - (y - y_pred)
def hess(self, y, y_pred):
return y_pred * (1-y_pred)
def softmax(x):
e_x = np.exp(x - np.max(x, axis=-1, keepdims=True))
return e_x / e_x.sum(axis=-1, keepdims=True)
def line_search(self, y, y_pred, h_pred):
Lp = 2 * np.sum((y - y_pred) * h_pred)
Lpp = np.sum(h_pred * h_pred)
return 1 if np.sum(Lpp) == 0 else Lp / Lpp
def to_categorical(x, n_classes=None):
"""
One-hot编码
"""
if not n_classes:
n_classes = np.amax(x) + 1
one_hot = np.zeros((x.shape[0], n_classes))
one_hot[np.arange(x.shape[0]), x] = 1
return one_hot
class GradientBoostingDecisionTree(object):
"""
GBDT 算法。用一组基学习器 (回归树) 学习损失函数的梯度。
"""
def __init__(self, n_estimators, learning_rate=1, min_samples_split=2,
min_impurity=1e-7, max_depth=float("inf"), is_regression=False, line_search=False):
self.n_estimators = n_estimators # 迭代的次数
self.learning_rate = learning_rate # 训练过程中沿着负梯度走的步长,也就是学习率
self.min_samples_split = min_samples_split # 分割所需的最小样本数
self.min_impurity = min_impurity # 分割所需的最小纯度
self.max_depth = max_depth # 树的最大深度
self.is_regression = is_regression # 分类问题或回归问题
self.line_search = line_search # 是否使用 line search
self.progressbar = progressbar.ProgressBar(widgets=bar_widgets)
# 回归问题采用基础的平方损失,分类问题采用交叉熵损失
self.loss = SquareLoss()
if not self.is_regression:
self.loss = CrossEntropyLoss()
def fit(self, X, Y):
# 分类问题将 Y 转化为 one-hot 编码
if not self.is_regression:
Y = to_categorical(Y.flatten())
else:
Y = Y.reshape(-1, 1) if len(Y.shape) == 1 else Y
self.out_dims = Y.shape[1]
self.trees = np.empty((self.n_estimators, self.out_dims), dtype=object)
Y_pred = np.full(np.shape(Y), np.mean(Y, axis=0))
self.weights = np.ones((self.n_estimators, self.out_dims))
self.weights[1:, :] *= self.learning_rate
# 迭代过程
for i in self.progressbar(range(self.n_estimators)):
for c in range(self.out_dims):
tree = RegressionTree(
min_samples_split=self.min_samples_split,
min_impurity=self.min_impurity,
max_depth=self.max_depth)
# 计算损失的梯度,并用梯度进行训练
if not self.is_regression:
Y_hat = softmax(Y_pred)
y, y_pred = Y[:, c], Y_hat[:, c]
else:
y, y_pred = Y[:, c], Y_pred[:, c]
neg_grad = -1 * self.loss.grad(y, y_pred)
tree.fit(X, neg_grad)
# 用新的基学习器进行预测
h_pred = tree.predict(X)
# line search
if self.line_search == True:
self.weights[i, c] *= line_search(y, y_pred, h_pred)
# 加法模型中添加基学习器的预测,得到最新迭代下的加法模型预测
Y_pred[:, c] += np.multiply(self.weights[i, c], h_pred)
self.trees[i, c] = tree
def predict(self, X):
Y_pred = np.zeros((X.shape[0], self.out_dims))
# 生成预测
for c in range(self.out_dims):
y_pred = np.array([])
for i in range(self.n_estimators):
update = np.multiply(self.weights[i, c], self.trees[i, c].predict(X))
y_pred = update if not y_pred.any() else y_pred + update
Y_pred[:, c] = y_pred
if not self.is_regression:
# 分类问题输出最可能类别
Y_pred = Y_pred.argmax(axis=1)
return Y_pred
def score(self, X, y):
y_pred = self.predict(X)
accuracy = np.sum(y == y_pred, axis=0) / len(y)
return accuracy
class GradientBoostingRegressor(GradientBoostingDecisionTree):
def __init__(self, n_estimators=200, learning_rate=1, min_samples_split=2,
min_impurity=1e-7, max_depth=float("inf"), is_regression=True, line_search=False):
super(GradientBoostingRegressor, self).__init__(n_estimators=n_estimators,
learning_rate=learning_rate,
min_samples_split=min_samples_split,
min_impurity=min_impurity,
max_depth=max_depth,
is_regression=is_regression,
line_search=line_search)
class GradientBoostingClassifier(GradientBoostingDecisionTree):
def __init__(self, n_estimators=200, learning_rate=1, min_samples_split=2,
min_impurity=1e-7, max_depth=float("inf"), is_regression=False, line_search=False):
super(GradientBoostingClassifier, self).__init__(n_estimators=n_estimators,
learning_rate=learning_rate,
min_samples_split=min_samples_split,
min_impurity=min_impurity,
max_depth=max_depth,
is_regression=is_regression,
line_search=line_search)
#####----XGBoost----#######
class XGBoostRegressionTree(DecisionTree):
"""
XGBoost 回归树。此处基于第五章介绍的决策树,故采用贪心算法找到特征上分裂点 (枚举特征上所有可能的分裂点)。
"""
def __init__(self, min_samples_split=2, min_impurity=1e-7,
max_depth=float("inf"), loss=None, gamma=0., lambd=0.):
super(XGBoostRegressionTree, self).__init__(min_impurity=min_impurity,
min_samples_split=min_samples_split,
max_depth=max_depth)
self.gamma = gamma # 叶子节点的数目的惩罚系数
self.lambd = lambd # 叶子节点的权重的惩罚系数
self.loss = loss # 损失函数
def _split(self, y):
# y 包含 y_true 在左半列,y_pred 在右半列
col = int(np.shape(y)[1]/2)
y, y_pred = y[:, :col], y[:, col:]
return y, y_pred
def _gain(self, y, y_pred):
# 计算信息
nominator = np.power((y * self.loss.grad(y, y_pred)).sum(), 2)
denominator = self.loss.hess(y, y_pred).sum()
return nominator / (denominator + self.lambd)
def _gain_by_taylor(self, y, y1, y2):
# 分割为左子树和右子树
y, y_pred = self._split(y)
y1, y1_pred = self._split(y1)
y2, y2_pred = self._split(y2)
true_gain = self._gain(y1, y1_pred)
false_gain = self._gain(y2, y2_pred)
gain = self._gain(y, y_pred)
# 计算信息增益
return 0.5 * (true_gain + false_gain - gain) - self.gamma
def _approximate_update(self, y):
y, y_pred = self._split(y)
# 计算叶节点权重
gradient = self.loss.grad(y, y_pred).sum()
hessian = self.loss.hess(y, y_pred).sum()
leaf_approximation = -gradient / (hessian + self.lambd)
return leaf_approximation
def fit(self, X, y):
self._impurity_calculation = self._gain_by_taylor
self._leaf_value_calculation = self._approximate_update
super(XGBoostRegressionTree, self).fit(X, y)
class XGBoost(object):
"""
XGBoost学习器。
"""
def __init__(self, n_estimators=200, learning_rate=0.001, min_samples_split=2,
min_impurity=1e-7, max_depth=2, is_regression=False, gamma=0., lambd=0.):
self.n_estimators = n_estimators # 树的数目
self.learning_rate = learning_rate # 训练过程中沿着负梯度走的步长,也就是学习率
self.min_samples_split = min_samples_split # 分割所需的最小样本数
self.min_impurity = min_impurity # 分割所需的最小纯度
self.max_depth = max_depth # 树的最大深度
self.gamma = gamma # 叶子节点的数目的惩罚系数
self.lambd = lambd # 叶子节点的权重的惩罚系数
self.is_regression = is_regression # 分类或回归问题
self.progressbar = progressbar.ProgressBar(widgets=bar_widgets)
# 回归问题采用基础的平方损失,分类问题采用交叉熵损失
self.loss = SquareLoss()
if not self.is_regression:
self.loss = CrossEntropyLoss()
def fit(self, X, Y):
# 分类问题将 Y 转化为 one-hot 编码
if not self.is_regression:
Y = to_categorical(Y.flatten())
else:
Y = Y.reshape(-1, 1) if len(Y.shape) == 1 else Y
self.out_dims = Y.shape[1]
self.trees = np.empty((self.n_estimators, self.out_dims), dtype=object)
Y_pred = np.zeros(np.shape(Y))
self.weights = np.ones((self.n_estimators, self.out_dims))
self.weights[1:, :] *= self.learning_rate
# 迭代过程
for i in self.progressbar(range(self.n_estimators)):
for c in range(self.out_dims):
tree = XGBoostRegressionTree(
min_samples_split=self.min_samples_split,
min_impurity=self.min_impurity,
max_depth=self.max_depth,
loss=self.loss,
gamma=self.gamma,
lambd=self.lambd)
# 计算损失的梯度,并用梯度进行训练
if not self.is_regression:
Y_hat = softmax(Y_pred)
y, y_pred = Y[:, c], Y_hat[:, c]
else:
y, y_pred = Y[:, c], Y_pred[:, c]
y, y_pred = y.reshape(-1, 1), y_pred.reshape(-1, 1)
y_and_ypred = np.concatenate((y, y_pred), axis=1)
tree.fit(X, y_and_ypred)
# 用新的基学习器进行预测
h_pred = tree.predict(X)
# 加法模型中添加基学习器的预测,得到最新迭代下的加法模型预测
Y_pred[:, c] += np.multiply(self.weights[i, c], h_pred)
self.trees[i, c] = tree
def predict(self, X):
Y_pred = np.zeros((X.shape[0], self.out_dims))
# 生成预测
for c in range(self.out_dims):
y_pred = np.array([])
for i in range(self.n_estimators):
update = np.multiply(self.weights[i, c], self.trees[i, c].predict(X))
y_pred = update if not y_pred.any() else y_pred + update
Y_pred[:, c] = y_pred
if not self.is_regression:
# 分类问题输出最可能类别
Y_pred = Y_pred.argmax(axis=1)
return Y_pred
def score(self, X, y):
y_pred = self.predict(X)
accuracy = np.sum(y == y_pred, axis=0) / len(y)
return accuracy
class XGBRegressor(XGBoost):
def __init__(self, n_estimators=200, learning_rate=1, min_samples_split=2,
min_impurity=1e-7, max_depth=float("inf"), is_regression=True,
gamma=0., lambd=0.):
super(XGBRegressor, self).__init__(n_estimators=n_estimators,
learning_rate=learning_rate,
min_samples_split=min_samples_split,
min_impurity=min_impurity,
max_depth=max_depth,
is_regression=is_regression,
gamma=gamma,
lambd=lambd)
class XGBClassifier(XGBoost):
def __init__(self, n_estimators=200, learning_rate=1, min_samples_split=2,
min_impurity=1e-7, max_depth=float("inf"), is_regression=False,
gamma=0., lambd=0.):
super(XGBClassifier, self).__init__(n_estimators=n_estimators,
learning_rate=learning_rate,
min_samples_split=min_samples_split,
min_impurity=min_impurity,
max_depth=max_depth,
is_regression=is_regression,
gamma=gamma,
lambd=lambd)
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