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 10:51:30 浏览: 217
好的,接下来是完整的代码,包括训练最优模型和对预测集进行预测。
```python
import pandas as pd
import xgboost as xgb
from bayes_opt import BayesianOptimization
from sklearn.metrics import mean_squared_error
# 加载数据集
train_data = pd.read_csv('Train.csv')
test_data = pd.read_csv('Dataset for Predict TC.csv')
X_train = train_data.drop('target', axis=1)
y_train = train_data['target']
X_test = test_data.drop('target', axis=1)
y_test = test_data['target']
# 定义xgboost回归模型和评估函数
def xgb_evaluate(min_child_weight,
colsample_bytree,
max_depth,
subsample,
gamma,
alpha,
learning_rate):
params = {'eval_metric': 'rmse',
'min_child_weight': int(min_child_weight),
'cosample_bytree': colsample_bytree,
'max_depth': int(max_depth),
'subsample': subsample,
'gamma': gamma,
'alpha': alpha,
'learning_rate': learning_rate,
'n_estimators': 1000,
'silent': 1,
'n_jobs': -1}
xgb_model = xgb.XGBRegressor(**params)
xgb_model.fit(X_train, y_train)
y_pred = xgb_model.predict(X_test)
mse = mean_squared_error(y_test, y_pred)
return -mse
# 定义超参数空间并实例化BayesianOptimization类
xgb_bo = BayesianOptimization(xgb_evaluate,
{'min_child_weight': (1, 20),
'colsample_bytree': (0.1, 1),
'max_depth': (5, 20),
'subsample': (0.5, 1),
'gamma': (0, 10),
'alpha': (0, 10),
'learning_rate': (0.01, 0.3)})
# 进行超参数优化
xgb_bo.maximize(init_points=5, n_iter=25)
# 输出最优超参数组合
print(xgb_bo.max)
# 训练最优模型
best_params = xgb_bo.max['params']
xgb_model = xgb.XGBRegressor(eval_metric='rmse',
min_child_weight=int(best_params['min_child_weight']),
colsample_bytree=best_params['colsample_bytree'],
max_depth=int(best_params['max_depth']),
subsample=best_params['subsample'],
gamma=best_params['gamma'],
alpha=best_params['alpha'],
learning_rate=best_params['learning_rate'],
n_estimators=1000,
silent=1,
n_jobs=-1)
xgb_model.fit(X_train, y_train)
# 对预测集进行预测
y_pred = xgb_model.predict(X_test)
# 输出预测结果
print(y_pred)
```
请注意,这只是一个示例,你可能需要根据你的特定数据集和问题进行一些调整。此外,超参数优化可能需要较长的时间,具体取决于你的数据集和定义的超参数空间。
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