贝叶斯优化xgboost回归模型进行超参数寻优,并将训练好的模型进行预测,给出详细代码
时间: 2024-03-03 12:50:58 浏览: 152
好的,下面是使用贝叶斯优化xgboost回归模型进行超参数寻优,并将训练好的模型进行预测的详细代码:
```python
import xgboost as xgb
from bayes_opt import BayesianOptimization
from sklearn.metrics import mean_squared_error
import pandas as pd
import numpy as np
# 读取数据
data= pd.read_csv('Train_data.csv') # 测井数据
SP = data.values[:41, 2:3]
LLD = data.values[:41, 4:5]
LLS = data.values[:41, 5:6]
DEN = data.values[:41, 8:9]
TC = data.values[:41, 1:2]
# 构建训练和测试数据集
X=np.concatenate((SP,LLD,LLS,DEN),axis=1)
X_train, X_test, y_train, y_test = train_test_split(X, TC, test_size=0.4,random_state=1)
# 定义超参数搜索空间
params = {
'n_estimators': (100, 1000),
'max_depth': (1, 10),
'learning_rate': (0.001, 0.1),
'subsample': (0.1, 1),
'colsample_bytree': (0.1, 1),
'gamma': (0, 10),
'reg_alpha': (0, 10),
'reg_lambda': (0, 10)
}
# 定义优化函数
def xgb_cv(n_estimators, max_depth, learning_rate, subsample, colsample_bytree, gamma, reg_alpha, reg_lambda):
model = xgb.XGBRegressor(
n_estimators=int(n_estimators),
max_depth=int(max_depth),
learning_rate=learning_rate,
subsample=subsample,
colsample_bytree=colsample_bytree,
gamma=gamma,
reg_alpha=reg_alpha,
reg_lambda=reg_lambda,
random_state=1
)
mse = -np.mean(cross_val_score(model, X_train, y_train, cv=5, scoring='neg_mean_squared_error'))
return mse
# 进行贝叶斯优化
xgb_bo = BayesianOptimization(xgb_cv, params)
xgb_bo.maximize(init_points=5, n_iter=25, acq='ei')
# 输出最优参数
print(xgb_bo.max)
# 使用最优参数训练模型
model = xgb.XGBRegressor(
n_estimators=int(xgb_bo.max['params']['n_estimators']),
max_depth=int(xgb_bo.max['params']['max_depth']),
learning_rate=xgb_bo.max['params']['learning_rate'],
subsample=xgb_bo.max['params']['subsample'],
colsample_bytree=xgb_bo.max['params']['colsample_bytree'],
gamma=xgb_bo.max['params']['gamma'],
reg_alpha=xgb_bo.max['params']['reg_alpha'],
reg_lambda=xgb_bo.max['params']['reg_lambda'],
random_state=1
)
model.fit(X_train, y_train)
# 进行模型预测
y_pred = model.predict(X_test)
mse = mean_squared_error(y_test, y_pred)
print('MSE:', mse)
```
这段代码使用了xgboost作为回归模型,并使用贝叶斯优化算法进行超参数寻优。具体来说,首先读取了数据,并将其划分为训练集和测试集。然后,定义了超参数搜索空间和优化函数,并使用贝叶斯优化算法进行超参数寻优。最后,使用最优参数训练模型,并对测试集进行预测,并输出预测结果的均方误差(MSE)。
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