文章目录

• 1. Baseline
• 2. AUC评估要使用predict_proba
• 2.1 导入工具包
• 2.2 特征提取
• 2.3 训练+模型选择
• 2.4 网格/随机搜索 参数+提交
• 2.5 测试结果
• 3. 致谢

新人赛地址

1. Baseline

import pandas as pd
import numpy as np
import seaborn as sns
import matplotlib.pyplot as plt
%matplotlib inline
import seaborn as sns
from sklearn.model_selection import train_test_split
from sklearn.model_selection import StratifiedShuffleSplit
from sklearn.impute import SimpleImputer
from sklearn.preprocessing import LabelEncoder
from sklearn.preprocessing import OneHotEncoder
from sklearn.preprocessing import LabelBinarizer
from sklearn.base import BaseEstimator, TransformerMixin
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.pipeline import FeatureUnion
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import cross_val_score

train = pd.read_csv("./train_set.csv")
test = pd.read_csv("./test_set.csv")

train.info()

<class 'pandas.core.frame.DataFrame'>
RangeIndex: 25317 entries, 0 to 25316
Data columns (total 18 columns):
 # Column Non-Null Count Dtype 
---  ------     --------------  ----- 
 0   ID         25317 non-null  int64 
 1   age        25317 non-null  int64 
 2   job        25317 non-null  object
 3   marital    25317 non-null  object
 4   education  25317 non-null  object
 5   default    25317 non-null  object
 6   balance    25317 non-null  int64 
 7   housing    25317 non-null  object
 8   loan       25317 non-null  object
 9   contact    25317 non-null  object
 10  day        25317 non-null  int64 
 11  month      25317 non-null  object
 12  duration   25317 non-null  int64 
 13  campaign   25317 non-null  int64 
 14  pdays      25317 non-null  int64 
 15  previous   25317 non-null  int64 
 16  poutcome   25317 non-null  object
 17  y          25317 non-null  int64 
dtypes: int64(9), object(9)
memory usage: 3.5+ MB

• 相关系数

abs(train.corr()['y']).sort_values(ascending=False)

y           1.000000
ID          0.556627
duration    0.394746
pdays       0.107565
previous    0.088337
campaign    0.075173
balance     0.057564
day         0.031886
age         0.029916
Name: y, dtype: float64

• 绘制数字特征分布图

s = (train.dtypes == 'object')
object_col = list(s[s].index)
object_col
num_col = list(set(train.columns) - set(object_col))

plt.figure(figsize=(25,22))
for (i,col) in enumerate(num_col):
    plt.subplot(3,3,i+1)
    sns.distplot(train[col]) # kde=False 可不显示密度线
    plt.xlabel(col,size=20)
plt.show()  

• 分析下训练集 y 标签的比例

len(train[train['y']==1])/len(train['y'])
0.11695698542481336

只有 11% 的人会购买

• 新人赛，数据没有缺失的，直接用模型试试效果

X_train = train.drop(['ID','y'], axis=1)
X_test = test.drop(['ID'], axis=1)
y_train = train['y']
def num_cat_splitor(X_train):
    s = (X_train.dtypes == 'object')
    object_cols = list(s[s].index)
    num_cols = list(set(X_train.columns) - set(object_cols))
    return num_cols, object_cols
num_cols, object_cols = num_cat_splitor(X_train)

# 查看文字变量的种类
for col in object_col:
    print(col, sorted(train[col].unique()))
    print(col, sorted(test[col].unique()))

class DataFrameSelector(BaseEstimator, TransformerMixin):
    def __init__(self, attribute_names):
        self.attribute_names = attribute_names
    def fit(self, X, y=None):
        return self
    def transform(self, X):
        return X[self.attribute_names].values
        
num_pipeline = Pipeline([
        ('selector', DataFrameSelector(num_cols)),
        #('imputer', SimpleImputer(strategy="median")),
        ('std_scaler', StandardScaler()),
    ])
cat_pipeline = Pipeline([
        ('selector', DataFrameSelector(object_cols)),
        ('cat_encoder', OneHotEncoder(sparse=False,handle_unknown='ignore')),
    ])
full_pipeline = FeatureUnion(transformer_list=[
        ("num_pipeline", num_pipeline),
        ("cat_pipeline", cat_pipeline),
    ])
X_prepared = full_pipeline.fit_transform(X_train)

from sklearn.ensemble import RandomForestClassifier

prepare_select_and_predict_pipeline = Pipeline([
    ('preparation', full_pipeline),
    ('forst_reg', RandomForestClassifier(random_state=0))
])
param_grid = [{
    'forst_reg__n_estimators' : [50,100, 150, 200,250,300,330,350],
    'forst_reg__max_features':[45,50, 55, 65]
}]

grid_search_prep = GridSearchCV(prepare_select_and_predict_pipeline, param_grid, cv=7,
                                scoring='roc_auc', verbose=2, n_jobs=-1)

grid_search_prep.fit(X_train,y_train)
grid_search_prep.best_params_
final_model = grid_search_prep.best_estimator_
y_pred_test = final_model.predict(X_test) 
# AUC 评估准则，需要使用 predict_proba，这里错误！！！
result = pd.DataFrame()
result['ID'] = test['ID']
result['pred'] = y_pred_test
result.to_csv('buy_product_pred.csv',index=False)

排名结果

auc 得分：0.72439844

2. AUC评估要使用predict_proba

AUC 指标，在预测时，应该使用概率来预测，上面做法是错误的（未使用概率预测）。

• 机器学习之分类器性能指标之ROC曲线、AUC值 https://www.cnblogs.com/dlml/p/4403482.html
• 如何理解机器学习和统计中的AUC？ https://www.zhihu.com/question/39840928
• sklearn.metrics.roc_auc_score 介绍

AUC 评估模型的优点，在模型正负样本比例失衡的情况下，依然可以很好的评估模型

以下重新对代码进行优化

2.1 导入工具包

import pandas as pd
import numpy as np
import seaborn as sns
import matplotlib.pyplot as plt
%matplotlib inline
plt.rcParams['figure.facecolor']=(1,1,1,1) # pycharm 绘图白底，看得清坐标
from sklearn.model_selection import train_test_split
from sklearn.model_selection import StratifiedShuffleSplit
from sklearn.impute import SimpleImputer
from sklearn.preprocessing import LabelEncoder
from sklearn.preprocessing import OneHotEncoder
from sklearn.preprocessing import LabelBinarizer
from sklearn.base import BaseEstimator, TransformerMixin
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.pipeline import FeatureUnion
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import cross_val_score

train = pd.read_csv("./train_set.csv")
test = pd.read_csv("./test_set.csv")

2.2 特征提取

• 查看文字特征的值

for col in object_col:
    print(col, sorted(train[col].unique()))
    print(col, sorted(test[col].unique()))

job ['admin.', 'blue-collar', 'entrepreneur', 'housemaid', 'management', 'retired', 'self-employed', 'services', 'student', 'technician', 'unemployed', 'unknown']
job ['admin.', 'blue-collar', 'entrepreneur', 'housemaid', 'management', 'retired', 'self-employed', 'services', 'student', 'technician', 'unemployed', 'unknown']
marital ['divorced', 'married', 'single']
marital ['divorced', 'married', 'single']
education ['primary', 'secondary', 'tertiary', 'unknown']
education ['primary', 'secondary', 'tertiary', 'unknown']
default ['no', 'yes']
default ['no', 'yes']
housing ['no', 'yes']
housing ['no', 'yes']
loan ['no', 'yes']
loan ['no', 'yes']
contact ['cellular', 'telephone', 'unknown']
contact ['cellular', 'telephone', 'unknown']
month ['apr', 'aug', 'dec', 'feb', 'jan', 'jul', 'jun', 'mar', 'may', 'nov', 'oct', 'sep']
month ['apr', 'aug', 'dec', 'feb', 'jan', 'jul', 'jun', 'mar', 'may', 'nov', 'oct', 'sep']
poutcome ['failure', 'other', 'success', 'unknown']
poutcome ['failure', 'other', 'success', 'unknown']

• 二值特征转化为 0， 1

# 对 'default','housing','loan' 3列二值(yes,no)特征转为 0，1
def binaryFeature(data):
    data['default_']=0
    data['default_'][data['default']=='yes'] = 1
    data['housing_']=0
    data['housing_'][data['housing']=='yes'] = 1
    data['loan_']=0
    data['loan_'][data['loan']=='yes'] = 1
    return data.drop(['default','housing','loan'], axis=1)

X_train = binaryFeature(train)
X_test = binaryFeature(test)

• 训练集数据切分，用于本地测试

X_train = X_train.drop(['ID'], axis=1)
X_test = X_test.drop(['ID'], axis=1)

# 将训练集拆分一些出来做验证, 分层抽样
from sklearn.model_selection import StratifiedShuffleSplit
splt = StratifiedShuffleSplit(n_splits=1, test_size=0.2, random_state=1)
for train_idx, vaild_idx in splt.split(X_train, X_train['y']):
    train_part = X_train.loc[train_idx]
    valid_part = X_train.loc[vaild_idx]

# 训练集拆成两部分 本地测试
train_part_y = train_part['y']
valid_part_y = valid_part['y']
train_part = train_part.drop(['y'], axis=1)
valid_part = valid_part.drop(['y'], axis=1)

• 特征处理管道

def num_cat_splitor(X_train):
    s = (X_train.dtypes == 'object')
    object_cols = list(s[s].index)
    num_cols = list(set(X_train.columns) - set(object_cols))
    return num_cols, object_cols

num_cols, object_cols = num_cat_splitor(X_train)
num_cols.remove('y')

class DataFrameSelector(BaseEstimator, TransformerMixin):
    def __init__(self, attribute_names):
        self.attribute_names = attribute_names
    def fit(self, X, y=None):
        return self
    def transform(self, X):
        return X[self.attribute_names].values

num_pipeline = Pipeline([
        ('selector', DataFrameSelector(num_cols)),
# ('imputer', SimpleImputer(strategy="median")),
# ('std_scaler', StandardScaler()),
    ])
cat_pipeline = Pipeline([
        ('selector', DataFrameSelector(object_cols)),
        ('cat_encoder', OneHotEncoder(sparse=False, handle_unknown='ignore')),
    ])
full_pipeline = FeatureUnion(transformer_list=[
        ("num_pipeline", num_pipeline),
        ("cat_pipeline", cat_pipeline),
    ])

2.3 训练+模型选择

# 本地测试，选模型
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.ensemble import RandomForestClassifier
from sklearn.neighbors import KNeighborsClassifier
from sklearn.linear_model import LogisticRegression
from sklearn.svm import SVC
from sklearn.metrics import roc_auc_score

rf = RandomForestClassifier()
knn = KNeighborsClassifier()
lr = LogisticRegression()
svc = SVC(probability=True)
gbdt = GradientBoostingClassifier()

models = [knn, lr, svc, rf, gbdt]
param_grid_list = [
    # knn
    [{
        'model__n_neighbors' : [5,15,35,50,100],
        'model__leaf_size' : [10,20,30,40,50]
    }],
    # lr
    [{
        'model__penalty' : ['l1', 'l2'],
        'model__C' : [0.2, 0.5, 1, 1.2, 1.5],
        'model__max_iter' : [10000]
    }],
    # svc
    [{
        'model__C' : [0.2, 0.5, 1, 1.2],
        'model__kernel' : ['rbf']
    }],
    # rf
    [{
    # 'preparation__num_pipeline__imputer__strategy': ['mean', 'median', 'most_frequent'],
        'model__n_estimators' : [200,250,300,330,350],
        'model__max_features' : [20,30,40,50],
        'model__max_depth' : [5,7]
    }],
    # gbdt
    [{
        'model__learning_rate' : [0.1, 0.5],
        'model__n_estimators' : [130, 200, 300],
        'model__max_features' : ['sqrt'],
        'model__max_depth' : [5,7],
        'model__min_samples_split' : [500,1000,1200],
        'model__min_samples_leaf' : [60, 100],
        'model__subsample' : [0.8, 1]
    }],
]

for i, model in enumerate(models):
    pipe = Pipeline([
        ('preparation', full_pipeline),
        ('model', model)
    ])
    grid_search = GridSearchCV(pipe, param_grid_list[i], cv=3,
                                    scoring='roc_auc', verbose=2, n_jobs=-1)
    grid_search.fit(train_part, train_part_y)
    print(grid_search.best_params_)
    final_model = grid_search.best_estimator_
    pred = final_model.predict_proba(valid_part)[:,1] # roc 必须使用概率预测
    print("auc score: ", roc_auc_score(valid_part_y, pred))

• 注意 AUC 评分标准 要使用predict_proba方法 ！！！

Fitting 3 folds for each of 25 candidates, totalling 75 fits
{'model__leaf_size': 20, 'model__n_neighbors': 50}
auc score:  0.8212256518034133
Fitting 3 folds for each of 10 candidates, totalling 30 fits
{'model__C': 1.2, 'model__max_iter': 10000, 'model__penalty': 'l2'}
auc score:  0.9011510812019533
Fitting 3 folds for each of 4 candidates, totalling 12 fits
{'model__C': 0.2, 'model__kernel': 'rbf'}
auc score:  0.7192431208601267
Fitting 3 folds for each of 40 candidates, totalling 120 fits
{'model__max_depth': 7, 'model__max_features': 20, 'model__n_estimators': 350}
auc score:  0.913398647137746
Fitting 3 folds for each of 144 candidates, totalling 432 fits
{'model__learning_rate': 0.1, 'model__max_depth': 7, 'model__max_features': 'sqrt', 'model__min_samples_leaf': 60, 'model__min_samples_split': 500, 'model__n_estimators': 300, 'model__subsample': 1}
auc score:  0.9299485084368806

可以看见 GBDT 梯度提升下降树模型表现最好

2.4 网格/随机搜索 参数+提交

微调参数列表，使用全部的训练数据训练，使用 RF 和 GBDT 模型 对测试集进行预测

• 网格搜索

# 全量训练，网格搜索，提交
y_train = X_train['y']
X_train_ = X_train.drop(['y'], axis=1)

select_model = [rf, gbdt]
param_grid_list = [
    # rf
    [{
    # 'preparation__num_pipeline__imputer__strategy': ['mean', 'median', 'most_frequent'],
        'model__n_estimators' : [250,300,350,400],
        'model__max_features' : [7,8,10,15,20],
        'model__max_depth' : [7,9,10,11]
    }],
    # gbdt
    [{
        'model__learning_rate' : [0.03, 0.05, 0.1],
        'model__n_estimators' : [200, 300, 350],
        'model__max_features' : ['sqrt'],
        'model__max_depth' : [7,9,11],
        'model__min_samples_split' : [300, 400, 500],
        'model__min_samples_leaf' : [50,60,70],
        'model__subsample' : [0.8, 1, 1.2]
    }],
]

for i, model in enumerate(select_model):
    pipe = Pipeline([
        ('preparation', full_pipeline),
        ('model', model)
    ])
    grid_search = GridSearchCV(pipe, param_grid_list[i], cv=3,
                                    scoring='roc_auc', verbose=2, n_jobs=-1)
    grid_search.fit(X_train_, y_train)
    print(grid_search.best_params_)
    final_model = grid_search.best_estimator_
    pred = final_model.predict_proba(X_test)[:,1] # roc 必须使用概率预测
    print(model,'\n finished!')
    result = pd.DataFrame()
    result['ID'] = test['ID']
    result['pred'] = pred
    result.to_csv('{}_pred.csv'.format(i), index=False)

Fitting 3 folds for each of 80 candidates, totalling 240 fits
{'model__max_depth': 11, 'model__max_features': 15, 'model__n_estimators': 400}
RandomForestClassifier() 
 finished!
Fitting 3 folds for each of 729 candidates, totalling 2187 fits
{'model__learning_rate': 0.05, 'model__max_depth': 11, 'model__max_features': 'sqrt', 
'model__min_samples_leaf': 50, 'model__min_samples_split': 500, 
'model__n_estimators': 300, 'model__subsample': 1}
GradientBoostingClassifier() 
 finished!

• 随机搜索

# 随机搜索参数
y_train = X_train['y']
X_train_ = X_train.drop(['y'], axis=1)

from sklearn.model_selection import RandomizedSearchCV
from scipy.stats import randint
select_model = [rf, gbdt]
param_distribs = [
    # rf
    [{
    # 'preparation__num_pipeline__imputer__strategy': ['mean', 'median', 'most_frequent'],
        'model__n_estimators' : randint(low=250, high=500),
        'model__max_features' : randint(low=10, high=30),
        'model__max_depth' : randint(low=8, high=20)
    }],
    # gbdt
    [{
        'model__learning_rate' : np.linspace(0.01, 0.1, 10),
        'model__n_estimators' : randint(low=250, high=500),
        'model__max_features' : ['sqrt'],
        'model__max_depth' : randint(low=8, high=20),
        'model__min_samples_split' : randint(low=400, high=1000),
        'model__min_samples_leaf' : randint(low=40, high=80),
        'model__subsample' : np.linspace(0.5, 1.5, 10)
    }],
]

for i, model in enumerate(select_model):
    pipe = Pipeline([
        ('preparation', full_pipeline),
        ('model', model)
    ])
    rand_search = RandomizedSearchCV(pipe, param_distributions=param_distribs[i], cv=3,
                                    n_iter=20,scoring='roc_auc', verbose=2, n_jobs=-1)
    rand_search.fit(X_train_, y_train)
    print(rand_search.best_params_)
    final_model = rand_search.best_estimator_
    pred = final_model.predict_proba(X_test)[:,1] # roc 必须使用概率预测
    print(model,'\n finished!')
    result = pd.DataFrame()
    result['ID'] = test['ID']
    result['pred'] = pred
    result.to_csv('{}_pred.csv'.format(i), index=False)

Fitting 3 folds for each of 20 candidates, totalling 60 fits
{'model__max_depth': 18, 'model__max_features': 13, 'model__n_estimators': 481}
RandomForestClassifier() 
 finished!
Fitting 3 folds for each of 20 candidates, totalling 60 fits
{'model__learning_rate': 0.05000000000000001, 'model__max_depth': 15, 'model__max_features': 'sqrt', 
'model__min_samples_leaf': 68, 'model__min_samples_split': 905, 
'model__n_estimators': 362, 'model__subsample': 0.9444444444444444}
GradientBoostingClassifier() 
 finished!

2.5 测试结果

RF 模型得分：0.9229160811692528

GBDT 模型得分：0.9332932318964199

第二期排名，暂列第8

3. 致谢

感谢徐师兄一直以来的指点和帮助！
欢迎大家一起分享练习心得，一起继续加油！