我想知道我的分类模型(二元模型)是否遭受过度拟合的困扰,并且获得了学习曲线。数据集为:6836个实例,其中1006个实例为正类。
1)如果我使用SMOTE来平衡类和RandomForest作为技术,则会获得此曲线,并具有以下比率:TPR = 0.887 y FPR = 0.041:
请注意,训练误差是平坦的,几乎为0。
2)如果我使用函数“ balanced_subsample”(最后附有)来平衡类和RandomForest作为技术,则会获得此曲线,其比率为:TPR = 0.866 y FPR = 0.14:
请注意,在这种情况下,测试错误是平坦的。
The function "balanced_subsample":
def balanced_subsample(x,y,subsample_size):
class_xs = []
min_elems = None
for yi in np.unique(y):
elems = x[(y == yi)]
class_xs.append((yi, elems))
if min_elems == None or elems.shape[0] < min_elems:
min_elems = elems.shape[0]
use_elems = min_elems
if subsample_size < 1:
use_elems = int(min_elems*subsample_size)
xs = []
ys = []
for ci,this_xs in class_xs:
if len(this_xs) > use_elems:
np.random.shuffle(this_xs)
x_ = this_xs[:use_elems]
y_ = np.empty(use_elems)
y_.fill(ci)
xs.append(x_)
ys.append(y_)
xs = np.concatenate(xs)
ys = np.concatenate(ys)
return xs,ys
EDIT1: More info about the code ans the process
X = data
y = X.pop('myclass')
#There is categorical and numerical attributes in my data set, so here I vectorize the categorical attributes
arrX = vectorize_attributes(X)
#Here I use some code to balance my class using SMOTE or "balanced_subsample" approach
X_train_balanced, y_train_balanced=mySMOTEfunc(arrX, y)
#X_train_balanced, y_train_balanced=balanced_subsample(arrX, y)
#TRAIN/TEST SPLIT (STRATIFIED K_FOLD is implicit)
X_train,X_test,y_train,y_test = train_test_split(X_train_balanced,y_train_balanced,test_size=0.25)
#Estimator
clf=RandomForestClassifier(random_state=np.random.seed())
param_grid = { 'n_estimators': [10,50,100,200,300],'max_features': ['auto', 'sqrt', 'log2']}
#Grid search
score_func = metrics.f1_score
CV_clf = GridSearchCV(estimator=clf, param_grid=param_grid, cv=10)
start = time()
CV_clf.fit(X_train, y_train)
#FIT & PREDICTION
model = CV_clf.best_estimator_
y_pred = model.predict(X_test)
EDIT2: In this case, I try it with Gradient Boosting Classifier (GBC) in 3 scenarios: 1) GBC + SMOTE, 2) GBC + SMOTE + feature selection, and 3) GBC + SMOTE + feature selection + normalization
X = data
y = X.pop('myclass')
#There is categorical and numerical attributes in my data set, so here I vectorize the categorical attributes
arrX = vectorize_attributes(X)
#FOR SCENARIO 3: Normalization
standardized_X = preprocessing.normalize(arrX)
#FOR SCENARIO 2 y 3: Removing all but the k highest scoring features
arrX_features_selected = SelectKBest(chi2, k=5).fit_transform(standardized_X , y)
#Here I use some code to balance my class using SMOTE or "balanced_subsample" approach
X_train_balanced, y_train_balanced=mySMOTEfunc(arrX_features_selected , y)
#X_train_balanced, y_train_balanced=balanced_subsample(arrX_features_selected , y)
#TRAIN/TEST SPLIT (STRATIFIED K_FOLD is implicit)
X_train,X_test,y_train,y_test = train_test_split(X_train_balanced,y_train_balanced,test_size=0.25)
#Estimator
clf=RandomForestClassifier(random_state=np.random.seed())
param_grid = { 'n_estimators': [10,50,100,200,300],'max_features': ['auto', 'sqrt', 'log2']}
#Grid search
score_func = metrics.f1_score
CV_clf = GridSearchCV(estimator=clf, param_grid=param_grid, cv=10)
start = time()
CV_clf.fit(X_train, y_train)
#FIT & PREDICTION
model = CV_clf.best_estimator_
y_pred = model.predict(X_test)
The learning curves of the 3 proposed scenarios are:
因此,您的第一个曲线很有意义。您期望随着训练次数的增加,测试错误会减少。当您有一个没有最大深度和100%最大样本的随机树木森林时,您会期望均匀地接近0的火车误差。您可能过度适应,但使用RandomForests可能不会变得更好(或者,取决于数据集,其他任何因素)。
您的第二条曲线没有意义。您应该再次遇到接近0的火车错误,除非发生了完全不正确的事情(例如真正损坏的输入集)。我看不到您的代码有什么问题,我运行了您的函数;似乎工作正常。没有您发布带有代码的完整工作示例,我无能为力。
本文收集自互联网,转载请注明来源。
如有侵权,请联系[email protected] 删除。
我来说两句