734 lines
22 KiB
Python
734 lines
22 KiB
Python
import pandas as pd
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from sklearn.metrics import mean_absolute_error, mean_squared_error, mean_absolute_percentage_error, r2_score
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from sklearn.model_selection import train_test_split, cross_val_score, KFold,GridSearchCV
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import numpy as np
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import xgboost as xgb
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from sklearn.svm import SVR
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from sklearn.tree import DecisionTreeRegressor
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from sklearn.ensemble import RandomForestRegressor, AdaBoostRegressor,GradientBoostingRegressor
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from sklearn.pipeline import Pipeline
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from sklearn.preprocessing import StandardScaler, MinMaxScaler,RobustScaler
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from sklearn.linear_model import LinearRegression,Ridge,LogisticRegression, Lasso, ElasticNet
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from sklearn.neighbors import KNeighborsRegressor
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from sklearn.gaussian_process import GaussianProcessRegressor
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from sklearn.gaussian_process.kernels import RBF, Matern, ConstantKernel, WhiteKernel, DotProduct
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from sklearn.feature_selection import SelectKBest, f_regression
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import matplotlib.pyplot as plt
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from joblib import dump, load
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import os
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def get_ssa_data():
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train_data = pd.read_excel('./data/SSA.xlsx',sheet_name='sheet1')
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valid_data = pd.read_excel('./data/SSA.xlsx',sheet_name='sheet2')
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train_x = train_data.drop('SSA', axis=1)
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train_y = train_data['SSA']
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valid_x = valid_data.drop('SSA', axis=1)
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valid_y = valid_data['SSA']
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return train_x,train_y,valid_x,valid_y
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def evaluate_model_accuracy(predict,real):
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predict = np.array(predict)
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real = np.array(real)
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# 计算 MAE
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mae = mean_absolute_error(real, predict)
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# 计算 MSE
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mse = mean_squared_error(real, predict)
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# 计算 RMSE
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rmse = np.sqrt(mse)
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# 计算 MAPE
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mape = np.mean(np.abs((real - predict) / real)) * 100
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# 计算 R²
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r2 = r2_score(real, predict)
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# 返回结果
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return {
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'MAE': mae,
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'MSE': mse,
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'RMSE': rmse,
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'MAPE': mape,
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'R_2': r2
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}
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def draw_picture(y_test,y_pred,model_acc,save_path,title):
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plt.scatter(y_test, y_pred, c='blue', marker='o', label='Predicted vs Actual')
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plt.plot([min(y_test), max(y_test)], [min(y_test), max(y_test)], color='red', lw=2, label='y = x')
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plt.xlabel('Actual values',fontsize=16)
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plt.ylabel('Predicted values',fontsize=16)
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plt.title(title)
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plt.legend(loc='best')
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metrics_text = (f"MSE: {round(model_acc['MSE'], 2)}\n"
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f"RMSE: {round(model_acc['RMSE'], 2)}\n"
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f"MAE: {round(model_acc['MAE'], 2)}\n"
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f"MAPE: {round(model_acc['MAPE'], 2)}%\n"
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f"R_square: {round(model_acc['R_2'], 2)}")
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plt.metrics_text = (f"MSE: {round(model_acc['MSE'], 2)}\n"
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f"RMSE: {round(model_acc['RMSE'], 2)}\n"
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f"MAE: {round(model_acc['MAE'], 2)}\n"
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f"MAPE: {round(model_acc['MAPE'], 2)}%\n"
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f"R_square: {round(model_acc['R_2'], 2)}")
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plt.text(0.75, 0.25, metrics_text, transform=plt.gca().transAxes, fontsize=10, verticalalignment='top')
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# 获取当前图的边界
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# xlim = plt.gca().get_xlim()
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# ylim = plt.gca().get_ylim()
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if not os.path.exists(save_path):
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os.makedirs(save_path)
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name = title + '.png'
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path = os.path.join(save_path,name)
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plt.savefig(path)
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print(f"图形已保存到: {path}")
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plt.show()
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train_x,train_y,valid_x,valid_y = get_ssa_data()
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"""
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线性回归
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"""
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# # 假设训练时的 Pipeline
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# pipeline = Pipeline([
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# ('scaler', StandardScaler()),
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# ('regressor', LinearRegression())
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# ])
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# pipeline.fit(train_x, train_y)
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# # 保存模型
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# dump(pipeline, './model/SSA_LinearRegression.joblib')
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# # 预测
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# pred_y = pipeline.predict(valid_x)
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# # 验证
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# acc = evaluate_model_accuracy(pred_y,valid_y)
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# print(acc)
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# # 画图保存
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# draw_picture(valid_y,pred_y,acc,'./pic/ssa','LinearRegression')
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# # 加载模型
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# # loaded_pipeline = load('./model/SSA_LinearRegression.joblib')
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# # # 使用模型预测
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# # pred_y = loaded_pipeline.predict(valid_x)
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# # print(pred_y)
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"""
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岭回归
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"""
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# pipeline = Pipeline([
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# ('scaler', StandardScaler()), # 数据标准化
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# ('ridge', Ridge()) # 岭回归模型
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# ])
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# # 设置超参数网格
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# param_grid = {
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# 'ridge__alpha': [0.001, 0.01, 0.1, 1, 10, 100], # 正则化强度
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# 'ridge__solver': ['svd', 'cholesky', 'lsqr', 'sag'], # 求解器
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# 'ridge__max_iter': [100, 500, 1000], # 最大迭代次数
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# 'ridge__tol': [1e-4, 1e-3] # 收敛阈值
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# }
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# # 设置K折交叉验证
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# kfold = KFold(n_splits=5, shuffle=True, random_state=42)
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# # 创建GridSearchCV对象
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# grid_search = GridSearchCV(
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# estimator=pipeline,
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# param_grid=param_grid,
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# cv=kfold,
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# scoring='neg_mean_squared_error', # 使用负均方误差作为评分
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# n_jobs=-1, # 使用所有可用的CPU核心
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# verbose=1 # 显示详细过程
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# )
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# # 训练模型（自动进行超参数优化和交叉验证）
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# print("开始训练和超参数优化...")
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# grid_search.fit(train_x, train_y)
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# print("\n最佳参数组合:", grid_search.best_params_)
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# # 使用最佳模型进行预测
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# best_model = grid_search.best_estimator_
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# # 保存模型
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# dump(best_model, './model/SSA_Ridge.joblib')
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# pred_y = best_model.predict(valid_x)
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# # 验证
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# acc = evaluate_model_accuracy(pred_y,valid_y)
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# print(acc)
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# # 画图保存
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# draw_picture(valid_y,pred_y,acc,'./pic/ssa','Ridge')
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# # 加载模型
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# loaded_pipeline = load('./model/SSA_Ridge.joblib')
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# # 使用模型预测
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# pred_y = loaded_pipeline.predict(valid_x)
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# print(pred_y)
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"""
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高斯回归
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"""
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#定义更复杂的核函数组合
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# base_kernels = [
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# # RBF核 + 噪声
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# ConstantKernel(1.0, (1e-3, 1e3)) * RBF(1.0, (1e-2, 1e2)) + WhiteKernel(1e-5, (1e-8, 1e-1)),
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# # Matern核（ν=1.5，适用于中等平滑数据）
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# ConstantKernel(1.0, (1e-3, 1e3)) * Matern(length_scale=1.0, length_scale_bounds=(1e-2, 1e2), nu=1.5) + WhiteKernel(1e-5, (1e-8, 1e-1)),
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# # 组合核：RBF + 线性核
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# ConstantKernel(1.0, (1e-3, 1e3)) * (RBF(1.0, (1e-2, 1e2)) + DotProduct(sigma_0=1.0, sigma_0_bounds=(1e-2, 1e2))) + WhiteKernel(1e-5, (1e-8, 1e-1))
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# ]
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# # 创建Pipeline
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# pipeline = Pipeline([
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# ('scaler', StandardScaler()), # 可替换为MinMaxScaler()
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# ('gpr', GaussianProcessRegressor(n_restarts_optimizer=20))
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# ])
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# # 定义超参数网格（更广的范围）
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# param_grid = {
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# 'gpr__kernel': base_kernels,
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# 'gpr__alpha': [1e-6, 1e-5, 1e-4, 1e-3],
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# 'gpr__normalize_y': [True, False]
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# }
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# # 设置K折交叉验证和网格搜索
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# kf = KFold(n_splits=5, shuffle=True, random_state=42)
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# grid_search = GridSearchCV(pipeline, param_grid, cv=kf, scoring='neg_mean_squared_error',
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# n_jobs=-1, verbose=2)
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# # 训练模型
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# print("开始网格搜索...")
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# grid_search.fit(train_x, train_y)
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# print("\n最佳参数组合:", grid_search.best_params_)
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# # 使用最佳模型进行预测
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# best_model = grid_search.best_estimator_
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# # 保存模型
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# dump(best_model, './model/SSA_GaussianProcessRegressor.joblib')
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# pred_y = best_model.predict(valid_x)
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# # 验证
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# acc = evaluate_model_accuracy(pred_y,valid_y)
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# print(acc)
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# # 画图保存
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# draw_picture(valid_y,pred_y,acc,'./pic/ssa','GaussianProcessRegressor')
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# # 加载模型
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# loaded_pipeline = load('./model/SSA_GaussianProcessRegressor.joblib')
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# # 使用模型预测
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# pred_y = loaded_pipeline.predict(valid_x)
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# print(pred_y)
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"""
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Lasso 回归
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"""
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# # 创建Pipeline（标准化 + Lasso）
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# pipeline = Pipeline([
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# ('scaler', StandardScaler()), # 必须标准化，因为Lasso对尺度敏感
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# ('lasso', Lasso(max_iter=10000)) # 增加迭代次数确保收敛
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# ])
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# # 4. 定义超参数网格
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# param_grid = {
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# 'lasso__alpha': np.logspace(-6, 3, 50), # 正则化系数范围：0.0001到100
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# 'lasso__selection': ['cyclic', 'random'] # 优化算法选择
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# }
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# # 5. 设置5折交叉验证
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# kf = KFold(n_splits=5, shuffle=True, random_state=42)
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# # 6. 网格搜索（优化超参数）
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# grid_search = GridSearchCV(
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# pipeline,
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# param_grid,
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# cv=kf,
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# scoring='neg_mean_squared_error', # 最小化MSE
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# n_jobs=-1, # 使用所有CPU核心
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# verbose=2 # 打印进度
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# )
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# # 7. 训练模型
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# print("开始网格搜索优化...")
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# grid_search.fit(train_x, train_y)
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# print("\n最佳参数组合:", grid_search.best_params_)
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# # 使用最佳模型进行预测
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# best_model = grid_search.best_estimator_
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# # 保存模型
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# dump(best_model, './model/SSA_Lasso.joblib')
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# pred_y = best_model.predict(valid_x)
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# # 验证
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# acc = evaluate_model_accuracy(pred_y,valid_y)
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# print(acc)
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# # 画图保存
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# draw_picture(valid_y,pred_y,acc,'./pic/ssa','Lasso')
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# # 加载模型
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# loaded_pipeline = load('./model/SSA_Lasso.joblib')
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# # 使用模型预测
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# pred_y = loaded_pipeline.predict(valid_x)
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# print(pred_y)
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"""
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ElasticNet
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"""
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# # 创建Pipeline（标准化 + Lasso）
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# pipeline = Pipeline([
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# ('scaler', StandardScaler()), # 必须标准化，因为Lasso对尺度敏感
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# ('model', ElasticNet(max_iter=10000)) # 增加迭代次数确保收敛
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# ])
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# # 定义超参数网格
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# param_grid = {
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# 'model__alpha': np.logspace(-4, 2, 50),
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# 'model__l1_ratio': [0.1, 0.5, 0.7, 0.9, 0.95] # 控制L1/L2混合比例
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# }
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# # 设置5折交叉验证
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# kf = KFold(n_splits=5, shuffle=True, random_state=42)
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# # 网格搜索（优化超参数）
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# grid_search = GridSearchCV(
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# pipeline,
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# param_grid,
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# cv=kf,
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# scoring='neg_mean_squared_error', # 最小化MSE
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# n_jobs=-1, # 使用所有CPU核心
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# verbose=2 # 打印进度
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# )
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# # 训练模型
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# print("开始网格搜索优化...")
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# grid_search.fit(train_x, train_y)
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# print("\n最佳参数组合:", grid_search.best_params_)
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# # 使用最佳模型进行预测
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# best_model = grid_search.best_estimator_
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# # 保存模型
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# dump(best_model, './model/SSA_ElasticNet.joblib')
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# pred_y = best_model.predict(valid_x)
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# # 验证
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# acc = evaluate_model_accuracy(pred_y,valid_y)
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# print(acc)
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# # 画图保存
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# draw_picture(valid_y,pred_y,acc,'./pic/ssa','ElasticNet')
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# # 加载模型
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# loaded_pipeline = load('./model/SSA_ElasticNet.joblib')
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# # 使用模型预测
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# pred_y = loaded_pipeline.predict(valid_x)
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# print(pred_y)
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"""
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K近邻回归
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"""
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# # 创建Pipeline
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# pipeline = Pipeline([
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# ('scaler', StandardScaler()), # KNN对特征尺度敏感，必须标准化
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# ('knn', KNeighborsRegressor())
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# ])
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# # 定义超参数网格
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# param_grid = {
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# 'knn__n_neighbors': np.arange(1, 20), # 最近邻的数量
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# # 'knn__weights': ['uniform', 'distance'], # 权重函数
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# 'knn__algorithm': ['auto', 'ball_tree', 'kd_tree', 'brute'], # 计算算法
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# # 'knn__leaf_size': np.arange(1, 20), # 叶子节点大小
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# }
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# # 设置5折交叉验证
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# kf = KFold(n_splits=5, shuffle=True, random_state=42)
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# # 网格搜索（优化超参数）
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# grid_search = GridSearchCV(
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# pipeline,
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# param_grid,
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# cv=kf,
|
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# scoring='neg_mean_squared_error', # 最小化MSE
|
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# n_jobs=-1, # 使用所有CPU核心
|
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# verbose=2 # 打印进度
|
||
# )
|
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|
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# # 训练模型
|
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# print("开始网格搜索优化...")
|
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# grid_search.fit(train_x, train_y)
|
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# print("\n最佳参数组合:", grid_search.best_params_)
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# # 使用最佳模型进行预测
|
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# best_model = grid_search.best_estimator_
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|
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# # 保存模型
|
||
# dump(best_model, './model/SSA_KNeighborsRegressor.joblib')
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# pred_y = best_model.predict(valid_x)
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# # 验证
|
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# acc = evaluate_model_accuracy(pred_y,valid_y)
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# print(acc)
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# # 画图保存
|
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# draw_picture(valid_y,pred_y,acc,'./pic/ssa','KNeighborsRegressor')
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|
||
# # 加载模型
|
||
# loaded_pipeline = load('./model/SSA_KNeighborsRegressor.joblib')
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# # 使用模型预测
|
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# pred_y = loaded_pipeline.predict(valid_x)
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# print(pred_y)
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"""
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SVR
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||
"""
|
||
# # 创建Pipeline
|
||
# pipeline = Pipeline([
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||
# ('scaler', StandardScaler()), # 优先尝试StandardScaler
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||
# ('svr', SVR(max_iter=10000)) # 增加迭代次数确保收敛
|
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# ])
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||
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# # 定义超参数网格
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||
# param_grid = {
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# 'svr__kernel': ['rbf', 'poly', 'sigmoid'], # 核函数类型
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||
# 'svr__C': np.logspace(-2, 4, 20), # 正则化参数（0.01到10000）
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||
# 'svr__gamma': ['scale', 'auto'] + list(np.logspace(-3, 1, 10)), # 核系数
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||
# 'svr__epsilon': [0.01, 0.1, 0.5] # 控制对噪声的容忍度
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||
# }
|
||
|
||
|
||
# # 设置5折交叉验证
|
||
# kf = KFold(n_splits=5, shuffle=True, random_state=42)
|
||
|
||
# # 网格搜索（优化超参数）
|
||
# grid_search = GridSearchCV(
|
||
# pipeline,
|
||
# param_grid,
|
||
# cv=kf,
|
||
# scoring='neg_mean_squared_error', # 最小化MSE
|
||
# n_jobs=-1, # 使用所有CPU核心
|
||
# verbose=2 # 打印进度
|
||
# )
|
||
|
||
# # 训练模型
|
||
# print("开始网格搜索优化...")
|
||
# grid_search.fit(train_x, train_y)
|
||
# print("\n最佳参数组合:", grid_search.best_params_)
|
||
|
||
# # 使用最佳模型进行预测
|
||
# best_model = grid_search.best_estimator_
|
||
|
||
# # 保存模型
|
||
# dump(best_model, './model/SSA_SVR.joblib')
|
||
|
||
# pred_y = best_model.predict(valid_x)
|
||
|
||
# # 验证
|
||
# acc = evaluate_model_accuracy(pred_y,valid_y)
|
||
# print(acc)
|
||
# # 画图保存
|
||
# draw_picture(valid_y,pred_y,acc,'./pic/ssa','SVR')
|
||
|
||
# # 加载模型
|
||
# loaded_pipeline = load('./model/SSA_SVR.joblib')
|
||
|
||
# # 使用模型预测
|
||
# pred_y = loaded_pipeline.predict(valid_x)
|
||
# print(pred_y)
|
||
|
||
"""
|
||
决策树
|
||
"""
|
||
# # 创建Pipeline
|
||
# pipeline = Pipeline([
|
||
# ('scaler', StandardScaler()), # 虽然决策树不需要，但保留以便比较
|
||
# ('dtr', DecisionTreeRegressor(random_state=42))
|
||
# ])
|
||
|
||
# # 定义超参数网格
|
||
# param_grid = {
|
||
# 'dtr__criterion': ['squared_error', 'friedman_mse'], # 分裂标准
|
||
# 'dtr__max_depth': [None, 3, 5, 7, 10, 15, 20], # 树的最大深度
|
||
# 'dtr__min_samples_split': [2, 5, 10], # 分裂所需最小样本数
|
||
# 'dtr__min_samples_leaf': [1, 2, 4], # 叶节点最小样本数
|
||
# 'dtr__max_features': ['auto', 'sqrt', 'log2', None] # 考虑的特征数量
|
||
# }
|
||
|
||
# # 设置5折交叉验证
|
||
# kf = KFold(n_splits=5, shuffle=True, random_state=42)
|
||
|
||
# # 网格搜索（优化超参数）
|
||
# grid_search = GridSearchCV(
|
||
# pipeline,
|
||
# param_grid,
|
||
# cv=kf,
|
||
# scoring='neg_mean_squared_error', # 最小化MSE
|
||
# n_jobs=-1, # 使用所有CPU核心
|
||
# verbose=2 # 打印进度
|
||
# )
|
||
|
||
# # 训练模型
|
||
# print("开始网格搜索优化...")
|
||
# grid_search.fit(train_x, train_y)
|
||
# print("\n最佳参数组合:", grid_search.best_params_)
|
||
|
||
# # 使用最佳模型进行预测
|
||
# best_model = grid_search.best_estimator_
|
||
|
||
# # 保存模型
|
||
# dump(best_model, './model/SSA_DTR.joblib')
|
||
|
||
# pred_y = best_model.predict(valid_x)
|
||
|
||
# # 验证
|
||
# acc = evaluate_model_accuracy(pred_y,valid_y)
|
||
# print(acc)
|
||
# # 画图保存
|
||
# draw_picture(valid_y,pred_y,acc,'./pic/ssa','DTR')
|
||
|
||
# # 加载模型
|
||
# loaded_pipeline = load('./model/SSA_DTR.joblib')
|
||
|
||
# # 使用模型预测
|
||
# pred_y = loaded_pipeline.predict(valid_x)
|
||
# print(pred_y)
|
||
|
||
"""
|
||
随机森林
|
||
"""
|
||
# # 创建Pipeline
|
||
# pipeline = Pipeline([
|
||
# ('scaler', StandardScaler()), # 可选，随机森林对尺度不敏感
|
||
# ('rfr', RandomForestRegressor(random_state=42, n_jobs=-1))
|
||
# ])
|
||
|
||
# # 定义超参数网格
|
||
# param_grid = {
|
||
# 'rfr__n_estimators': np.arange(1, 50), # 树的数量
|
||
# 'rfr__max_depth': np.arange(1, 50), # 树的最大深度
|
||
# # 'rfr__min_samples_split': [2, 5, 10], # 分裂所需最小样本数
|
||
# # 'rfr__min_samples_leaf': [1, 2, 4], # 叶节点最小样本数
|
||
# # 'rfr__max_features': ['auto', 'sqrt', 'log2', 0.5, 0.8], # 考虑的特征比例
|
||
# # 'rfr__bootstrap': [True, False] # 是否使用bootstrap采样
|
||
# }
|
||
|
||
# # 设置5折交叉验证
|
||
# kf = KFold(n_splits=5, shuffle=True, random_state=42)
|
||
|
||
# # 网格搜索（优化超参数）
|
||
# grid_search = GridSearchCV(
|
||
# pipeline,
|
||
# param_grid,
|
||
# cv=kf,
|
||
# scoring='neg_mean_squared_error', # 最小化MSE
|
||
# n_jobs=-1, # 使用所有CPU核心
|
||
# verbose=2 # 打印进度
|
||
# )
|
||
|
||
# # 训练模型
|
||
# print("开始网格搜索优化...")
|
||
# grid_search.fit(train_x, train_y)
|
||
# print("\n最佳参数组合:", grid_search.best_params_)
|
||
|
||
# # 使用最佳模型进行预测
|
||
# best_model = grid_search.best_estimator_
|
||
|
||
# # 保存模型
|
||
# dump(best_model, './model/SSA_RFR.joblib')
|
||
|
||
# pred_y = best_model.predict(valid_x)
|
||
|
||
# # 验证
|
||
# acc = evaluate_model_accuracy(pred_y,valid_y)
|
||
# print(acc)
|
||
# # 画图保存
|
||
# draw_picture(valid_y,pred_y,acc,'./pic/ssa','RFR')
|
||
|
||
# # 加载模型
|
||
# loaded_pipeline = load('./model/SSA_RFR.joblib')
|
||
|
||
# # 使用模型预测
|
||
# pred_y = loaded_pipeline.predict(valid_x)
|
||
# print(pred_y)
|
||
|
||
"""
|
||
ADBT
|
||
"""
|
||
# # 创建Pipeline
|
||
# base_estimator = DecisionTreeRegressor(max_depth=3)
|
||
# pipeline = Pipeline([
|
||
# ('scaler', StandardScaler()),
|
||
# ('adb', AdaBoostRegressor(
|
||
# estimator=base_estimator, # 正确传递基础估计器
|
||
# random_state=42
|
||
# ))
|
||
# ])
|
||
|
||
|
||
# # 定义超参数网格
|
||
# param_grid = {
|
||
# 'adb__n_estimators': [50, 100, 200],
|
||
# 'adb__learning_rate': [0.01, 0.1, 0.5, 1.0],
|
||
# 'adb__loss': ['linear', 'square', 'exponential'],
|
||
# # 通过estimator参数传递决策树深度
|
||
# 'adb__estimator': [DecisionTreeRegressor(max_depth=d) for d in [1, 2, 3, 4]]
|
||
# }
|
||
|
||
# # 设置5折交叉验证
|
||
# kf = KFold(n_splits=5, shuffle=True, random_state=42)
|
||
|
||
# # 网格搜索（优化超参数）
|
||
# grid_search = GridSearchCV(
|
||
# pipeline,
|
||
# param_grid,
|
||
# cv=kf,
|
||
# scoring='neg_mean_squared_error', # 最小化MSE
|
||
# n_jobs=-1, # 使用所有CPU核心
|
||
# verbose=2 # 打印进度
|
||
# )
|
||
|
||
# # 训练模型
|
||
# print("开始网格搜索优化...")
|
||
# grid_search.fit(train_x, train_y)
|
||
# print("\n最佳参数组合:", grid_search.best_params_)
|
||
|
||
# # 使用最佳模型进行预测
|
||
# best_model = grid_search.best_estimator_
|
||
|
||
# # 保存模型
|
||
# dump(best_model, './model/SSA_ADB.joblib')
|
||
|
||
# pred_y = best_model.predict(valid_x)
|
||
|
||
# # 验证
|
||
# acc = evaluate_model_accuracy(pred_y,valid_y)
|
||
# print(acc)
|
||
# # 画图保存
|
||
# draw_picture(valid_y,pred_y,acc,'./pic/ssa','ADB')
|
||
|
||
# # 加载模型
|
||
# loaded_pipeline = load('./model/SSA_ADB.joblib')
|
||
|
||
# # 使用模型预测
|
||
# pred_y = loaded_pipeline.predict(valid_x)
|
||
# print(pred_y)
|
||
"""
|
||
XGB
|
||
"""
|
||
|
||
# 创建Pipeline
|
||
# base_estimator = DecisionTreeRegressor(max_depth=3)
|
||
# pipeline = Pipeline([
|
||
# ('scaler', StandardScaler()), # 可选
|
||
# ('xgb', xgb.XGBRegressor(objective='reg:squarederror',
|
||
# random_state=42,
|
||
# n_jobs=-1))
|
||
# ])
|
||
# # 定义超参数网格
|
||
# param_grid = {
|
||
# 'xgb__n_estimators': np.arange(1,150), # 树的数量
|
||
# # 'xgb__max_depth': [3, 4, 5], # 树的最大深度
|
||
# # 'xgb__learning_rate': [0.01, 0.05, 0.1], # 学习率
|
||
# # 'xgb__subsample': [0.6, 0.8, 1.0], # 样本采样比例
|
||
# # 'xgb__colsample_bytree': [0.6, 0.8, 1.0], # 特征采样比例
|
||
# # 'xgb__gamma': [0, 0.1, 0.2], # 最小分裂损失
|
||
# # 'xgb__reg_alpha': [0, 0.1, 1], # L1正则化
|
||
# # 'xgb__reg_lambda': [0.1, 1, 10] # L2正则化
|
||
# }
|
||
|
||
# # 设置5折交叉验证
|
||
# kf = KFold(n_splits=5, shuffle=True, random_state=42)
|
||
|
||
# # 网格搜索（优化超参数）
|
||
# grid_search = GridSearchCV(
|
||
# pipeline,
|
||
# param_grid,
|
||
# cv=kf,
|
||
# scoring='neg_mean_squared_error', # 最小化MSE
|
||
# n_jobs=-1, # 使用所有CPU核心
|
||
# verbose=2 # 打印进度
|
||
# )
|
||
|
||
# # 训练模型
|
||
# print("开始网格搜索优化...")
|
||
# grid_search.fit(train_x, train_y)
|
||
# print("\n最佳参数组合:", grid_search.best_params_)
|
||
|
||
# # 使用最佳模型进行预测
|
||
# best_model = grid_search.best_estimator_
|
||
|
||
# # 保存模型
|
||
# dump(best_model, './model/SSA_XGB.joblib')
|
||
|
||
# pred_y = best_model.predict(valid_x)
|
||
|
||
# # 验证
|
||
# acc = evaluate_model_accuracy(pred_y,valid_y)
|
||
# print(acc)
|
||
# # 画图保存
|
||
# draw_picture(valid_y,pred_y,acc,'./pic/ssa','XGB')
|
||
|
||
# # 加载模型
|
||
# loaded_pipeline = load('./model/SSA_XGB.joblib')
|
||
|
||
# # 使用模型预测
|
||
# pred_y = loaded_pipeline.predict(valid_x)
|
||
# print(pred_y)
|
||
|
||
|
||
|
||
"""GBDT"""
|
||
pipeline = Pipeline([
|
||
('scaler', StandardScaler()), # 可替换为MinMaxScaler()
|
||
('gbdt', GradientBoostingRegressor(random_state=42))
|
||
])
|
||
param_grid = {
|
||
'gbdt__n_estimators': [20, 30, 40, 50, 60, 70, 80,100], # 树的数量
|
||
'gbdt__learning_rate': [0.01, 0.1, 0.2], # 学习率
|
||
'gbdt__max_depth': [3, 5, 7], # 树的最大深度
|
||
'gbdt__min_samples_split': [2, 5], # 分裂所需最小样本数
|
||
'gbdt__min_samples_leaf': [1, 2,3,4,5], # 叶节点最小样本数
|
||
'gbdt__max_features': ['sqrt', 'log2'], # 特征选择方式
|
||
}
|
||
# 设置K折交叉验证和网格搜索
|
||
kf = KFold(n_splits=5, shuffle=True, random_state=42)
|
||
grid_search = GridSearchCV(pipeline, param_grid, cv=kf, scoring='neg_mean_squared_error',
|
||
n_jobs=-1, verbose=2)
|
||
|
||
# 训练模型
|
||
print("开始网格搜索...")
|
||
grid_search.fit(train_x, train_y)
|
||
|
||
print("\n最佳参数组合:", grid_search.best_params_)
|
||
|
||
#使用最佳模型进行预测
|
||
best_model = grid_search.best_estimator_
|
||
|
||
dump(best_model, './model/SSA_GDBT.joblib')
|
||
|
||
pred_y = best_model.predict(valid_x)
|
||
acc = evaluate_model_accuracy(pred_y,valid_y)
|
||
print(pred_y)
|
||
print("\n")
|
||
print(acc)
|
||
draw_picture(valid_y,pred_y,acc,'./pic/SSA','GDBT')
|
||
loaded_pipeline = load('./model/SSA_GDBT.joblib')
|
||
pred_y = loaded_pipeline.predict(valid_x)
|
||
print(pred_y) |