RandomForestRegressor、GradientBoostingRegressor、Ridge、LGBMRegressor和XGBRegressor都可以用于预测连续数值的回归模型。 random_state=42), Ridge(random_state=42), LGBMRegressor(random_state=42), XGBRegressor LGBMRegressor': {'n_estimators': [10, 50, 100], 'max_depth': [5, 15, 30, 45, 60]}, 'XGBRegressor xgb_forecaster = ForecasterAutoreg( regressor = XGBRegressor(random_state=42 skforecast的特征来调整超参数,并为基本回归模型(如RandomForestRegressor, GradientBoostingRegressor, Ridge, LGBMRegressor和XGBRegressor
Network (MLP)): {:.2f} ({:.2f}, {:.2f})'.format(te[0], lb[0], ub[0])) xl = BaseXRegressor(learner=XGBRegressor using XGBoost): {:.2f} ({:.2f}, {:.2f})'.format(te[0], lb[0], ub[0])) rl = BaseRRegressor(learner=XGBRegressor Learner 基础模型 # Calling the Base Learner class and feeding in XGB learner_t = BaseTRegressor(learner=XGBRegressor score input # Calling the Base Learner class and feeding in XGB learner_x = BaseXRegressor(learner=XGBRegressor score input # Calling the Base Learner class and feeding in XGB learner_r = BaseRRegressor(learner=XGBRegressor
y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42) # 定义集成模型 xgb_model = xgb.XGBRegressor 以下是一个简单的示例: # 加载已训练好的模型 pretrained_model = xgb.XGBRegressor() pretrained_model.load_model('pretrained_model.model ') # 在新任务上进行迁移学习 xgb_model = xgb.XGBRegressor(n_estimators=100) xgb_model.set_params(**pretrained_model.get_params
《统计学习方法》提升方法(Boosting) extreme gradient boosting “梯度提升”是指对损失函数使用梯度下降来确定此新模型中的参数 from xgboost import XGBRegressor my_model = XGBRegressor(n_estimators=500) my_model.fit(X_train, y_train) from sklearn.metrics import 在这种情况下,连续5轮验证评分下降后停止 当使用early_stopping_rounds时,还需要预留一些数据来计算验证分数,这是通过设置eval_set参数来完成的 my_model = XGBRegressor 的数量 通常,学习率较高 且 estimators 多,会生成更精确的模型,但迭代次数较多,花费较长时间,默认情况下,XGBoost 设置 learning_rate = 0.1 my_model = XGBRegressor 运行较大数据集,并行更快地构建模型 通常将参数 n_jobs 设置为等于计算机上的内核数 在较小的数据集上,这无济于事 但是,在大型数据集中很有用,否则将花费很长时间在fit命令中等待 my_model = XGBRegressor
X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42) # 训练模型 xgb_model = xgb.XGBRegressor flask import Flask, request, jsonify import xgboost as xgb import numpy as np # 加载模型 xgb_model = xgb.XGBRegressor
concat from pandas import read_csv from sklearn.metrics import mean_absolute_error from xgboost import XGBRegressor input and output columns trainX, trainy = train[:, :-1], train[:, -1] # fit model model = XGBRegressor
使用 GPU 加速 'predictor': 'gpu_predictor' # 使用 GPU 进行预测 } # 创建 GPU 加速的 XGBoost 模型 gpu_model = xgb.XGBRegressor : 0.1, 'subsample': 0.8, 'colsample_bytree': 0.8 } # 创建 GPU 加速的 XGBoost 模型 gpu_model = xgb.XGBRegressor
sklearn.linear_model import BayesianRidge, ElasticNet from sklearn.svm import SVR from xgboost import XGBRegressor 'XGBR', 'ElasticNet', 'SVR', 'GBR'] # 不同模型的名称列表 model_br = BayesianRidge() # 贝叶斯岭回归 model_xgbr = XGBRegressor 这里以XGBR为例进行网格搜索+交叉验证 clf = XGBRegressor(random_state=0) # 建立GradientBoostingRegressor回归对象,该模型较好处理特征量纲与共线性问题
ExtraTreesRegressor(), RandomForestRegressor(), LinearSVR(), NuSVR(), SVR(), XGBRegressor image.png 从上面的运行结果可以看出,XGBRegressor模型比GradientBoostingRegressor模型略优,测试集预测结果标准差更小,花费时间也减少1/3。 import numpy as np import time xgb_model = XGBRegressor(nthread = 15) cv_split = ShuffleSplit(n_splits 8.结论 通过模型的对比,我们在波士顿房价预测项目后面阶段确定使用xgboost库中的XGBRegressor模型。 通过使用GridSearchCV方法做网格搜索,确定XGBRegressor模型使用{'learning_rate': 0.12, 'max_depth': 4, 'n_estimators': 200
import make_regression from sklearn.model_selection import train_test_split from xgboost.sklearn import XGBRegressor = train_test_split(X, y, test_size=0.25, random_state=1) # 调用XGBoost模型,使用训练集数据进行训练(拟合) my_model = XGBRegressor
import train_test_split from sklearn.linear_model import ElasticNetCV, ElasticNet from xgboost import XGBRegressor xgb_model1 = XGBRegressor() xgb_model1.fit(X_train, y_train, verbose=False) y_train_pred1 = xgb_model1 xgb_model2 = XGBRegressor(n_estimators=1000) xgb_model2.fit(X_train, y_train, early_stopping_rounds=5 xgb_model3 = XGBRegressor(n_estimators=1000, learning_rate=0.05) xgb_model3.fit(X_train, y_train, early_stopping_rounds y_train, y_test = train_test_split(train_x, train_y, test_size = 0.2, random_state = 0) xgb_model5 = XGBRegressor
以下是一个简单的示例: from sklearn.model_selection import GridSearchCV from xgboost import XGBRegressor # 定义模型 xgb_model = XGBRegressor() # 定义超参数网格 param_grid = { 'n_estimators': [100, 200, 300], 'max_depth
比如: model = xgb.XGBRegressor(**other_params) param_grid:值为字典或者列表,即需要最优化的参数的取值。 subsample': 0.8, 'colsample_bytree': 0.8, 'gamma': 0, 'reg_alpha': 0, 'reg_lambda': 1} model = xgb.XGBRegressor optimized_GBM.best_params_)) print('最佳模型得分:{0}'.format(optimized_GBM.best_score_)) 写到这里,需要提醒大家,在代码中有一处很关键:model = xgb.XGBRegressor 可能很多人不注意,再加上网上很多教程估计是从别人那里直接拷贝,没有运行结果,所以直接就用了model = xgb.XGBRegressor(other_params)。 def trainandTest(X_train, y_train, X_test): # XGBoost训练过程,下面的参数就是刚才调试出来的最佳参数组合 model = xgb.XGBRegressor
from xgboost import XGBRegressor from sklearn.linear_model import BayesianRidge, Ridge, ElasticNet from mean_squared_error from sklearn.model_selection import cross_val_score model_factory = [ RandomForestRegressor(), XGBRegressor model_factory = [ XGBRegressor(nthread=1), PseudoLabeler( XGBRegressor(nthread=1), test, features features, target) # List of all models to test model_factory = [ RandomForestRegressor(n_jobs=1), XGBRegressor
它将基础学习器XGBRegressor封装为单个机器学习算法。 #control_name=0 specifies the control group in the treatment variable s_learner = BaseSRegressor(XGBRegressor 使用Causalml实现T-Learner 下面的代码实现了T-Learner模型 learner_t = BaseTRegressor(XGBRegressor(), control_name=0) learner_x = BaseXRegressor(learner=XGBRegressor(), treatment_effect_learner
weighted', n_jobs=4, verbose=3, random_state=1001 )random_search.fit(X_train,y_train) 当我们使用XGBClassifier时,XGBRegressor scoring='f1_weighted', verbose=10) grid_search.fit(X_train,y_train) 跟上面一样,可以更改XGBClassifier()使其成为XGBRegressor
=50] print(X.shape) 上面一段代码的运行结果如下: (333, 61) (322, 61) 5.模型训练 from xgboost import XGBRegressor from sklearn.model_selection import GridSearchCV from sklearn.model_selection import ShuffleSplit xgb_model = XGBRegressor
0.01, 'n_estimators': 500, "missing": -1} multioutputregressor_xgb = MultiOutputRegressor(xgb.XGBRegressor
XGBoost模型可以使用包装类直接在scikit-learn框架中使用,XGBClassifier用于分类,XGBRegressor用于回归问题。
可以通过以下代码确认是否成功安装以及安装的版本: 执行以上代码,会看到如下的版本号,也有可能版本号更高: 虽然XGBoost库有自己的python接口,你也可以使用scikit-learn API中的XGBRegressor 可以如下定义这个方法: 可以用XGBRegressor类来做一步预测。xgboost_forecast()方法实现的是,以训练集、测试集的输入作为函数的输入,拟合模型,然后做一步长预测。 output columns trainX, trainy = train[:, :-1], train[:,-1] # fit model model =XGBRegressor # split into input andoutput columns trainX, trainy =train[:, :-1], train[:, -1] # fit model model =XGBRegressor