贝叶斯优化xgboost回归模型进行超参数寻优,训练好最优模型,并调用训练好的模型对预测集Dataset for Predict TC.CSV进行预测,给出详细代码
时间: 2024-03-03 20:51:20 浏览: 74
xgboost分类以及回归预测代码实例,内涵实例代码及数据
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好的,以下是详细的代码实现过程:
首先,需要安装必要的库:
```python
!pip install bayesian-optimization
!pip install xgboost
!pip install pandas
!pip install numpy
```
接下来,我们可以使用以下代码读取并准备数据集:
```python
import pandas as pd
import numpy as np
df_train = pd.read_csv('train.csv')
df_test = pd.read_csv('test.csv')
X_train = df_train.drop(['y'], axis=1).values
y_train = df_train['y'].values
X_test = df_test.drop(['y'], axis=1).values
y_test = df_test['y'].values
```
然后,我们可以使用以下代码定义我们的目标函数和超参数搜索空间:
```python
import xgboost as xgb
from sklearn.metrics import mean_squared_error
# 定义目标函数
def xgb_cv(colsample_bytree, gamma, learning_rate, max_depth, min_child_weight, subsample):
params = {'colsample_bytree': colsample_bytree, 'gamma': gamma, 'learning_rate': learning_rate,
'max_depth': int(max_depth), 'min_child_weight': min_child_weight, 'subsample': subsample,
'objective': 'reg:squarederror'}
# 使用xgboost进行模型训练和预测
d_train = xgb.DMatrix(X_train, label=y_train)
d_test = xgb.DMatrix(X_test)
cv_result = xgb.cv(params, d_train, num_boost_round=1000, early_stopping_rounds=50,
nfold=5, metrics={'rmse'}, seed=0)
return -cv_result['test-rmse-mean'].iloc[-1]
# 定义超参数搜索空间
xgbBO = BayesianOptimization(xgb_cv,
{'colsample_bytree': (0.1, 1),
'gamma': (0, 0.3),
'learning_rate': (0.01, 0.3),
'max_depth': (3, 7),
'min_child_weight': (1, 10),
'subsample': (0.1, 1)})
```
接下来,我们可以使用以下代码运行超参数搜索:
```python
from bayes_opt import BayesianOptimization
# 运行超参数搜索
xgbBO.maximize(n_iter=10, init_points=10)
# 输出最优超参数
best_params = xgbBO.max['params']
print(best_params)
```
最后,我们可以使用以下代码训练最优模型并进行预测:
```python
# 训练最优模型
params = {'colsample_bytree': best_params['colsample_bytree'], 'gamma': best_params['gamma'],
'learning_rate': best_params['learning_rate'], 'max_depth': int(best_params['max_depth']),
'min_child_weight': best_params['min_child_weight'], 'subsample': best_params['subsample'],
'objective': 'reg:squarederror'}
xg_reg = xgb.train(params=params, dtrain=d_train, num_boost_round=100)
# 进行预测
y_pred = xg_reg.predict(d_test)
```
以上就是完整的代码实现过程。
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