如何用python代码实现麻雀算法优化xgboost参数
时间: 2024-05-02 22:20:12 浏览: 134
麻雀算法是一种基于群智能的优化算法,可以用于优化xgboost参数。以下是使用Python代码实现麻雀算法优化xgboost参数的基本步骤:
1. 导入必要的库和数据集
```
import numpy as np
import pandas as pd
import xgboost as xgb
from sklearn.model_selection import train_test_split
from sklearn.metrics import accuracy_score
# 加载数据
data = pd.read_csv('data.csv')
X = data.iloc[:, :-1].values
y = data.iloc[:, -1].values
```
2. 定义适应度函数
```
def fitness_score(X, y, params):
# 划分数据集
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
# 定义模型
model = xgb.XGBClassifier(**params)
# 拟合模型
model.fit(X_train, y_train)
# 预测并计算准确率
y_pred = model.predict(X_test)
accuracy = accuracy_score(y_test, y_pred)
return accuracy
```
3. 初始化种群
```
# 种群大小
pop_size = 10
# 初始化种群
population = []
for i in range(pop_size):
params = {
'max_depth': np.random.randint(1, 10),
'learning_rate': np.random.uniform(0.001, 0.1),
'n_estimators': np.random.randint(50, 500),
'gamma': np.random.uniform(0, 1),
'subsample': np.random.uniform(0.5, 1),
'colsample_bytree': np.random.uniform(0.5, 1),
'reg_alpha': np.random.uniform(0, 1),
'reg_lambda': np.random.uniform(0, 1)
}
population.append({'params': params, 'fitness': fitness_score(X, y, params)})
```
4. 定义选择函数
```
def roulette_wheel_selection(population):
total_fitness = sum(p['fitness'] for p in population)
r = np.random.uniform(0, total_fitness)
fitness_sum = 0
for p in population:
fitness_sum += p['fitness']
if fitness_sum > r:
return p
return population[-1]
```
5. 定义交叉函数和变异函数
```
def crossover(parent1, parent2):
child = {'params': {}, 'fitness': None}
for k, v in parent1['params'].items():
if np.random.random() > 0.5:
child['params'][k] = v
else:
child['params'][k] = parent2['params'][k]
return child
def mutate(parent, mutation_rate):
child = {'params': {}, 'fitness': None}
for k, v in parent['params'].items():
if np.random.random() < mutation_rate:
if k == 'max_depth':
child['params'][k] = np.random.randint(1, 10)
elif k == 'learning_rate':
child['params'][k] = np.random.uniform(0.001, 0.1)
elif k == 'n_estimators':
child['params'][k] = np.random.randint(50, 500)
elif k == 'gamma':
child['params'][k] = np.random.uniform(0, 1)
elif k == 'subsample':
child['params'][k] = np.random.uniform(0.5, 1)
elif k == 'colsample_bytree':
child['params'][k] = np.random.uniform(0.5, 1)
elif k == 'reg_alpha':
child['params'][k] = np.random.uniform(0, 1)
elif k == 'reg_lambda':
child['params'][k] = np.random.uniform(0, 1)
else:
child['params'][k] = v
return child
```
6. 定义迭代函数
```
def evolve(population, mutation_rate):
# 选择父代
parents = [roulette_wheel_selection(population) for i in range(len(population))]
# 交叉
offspring = [crossover(parents[i], parents[(i+1)%len(parents)]) for i in range(len(parents))]
# 变异
offspring = [mutate(offspring[i], mutation_rate) for i in range(len(offspring))]
# 计算新一代适应度
for p in offspring:
p['fitness'] = fitness_score(X, y, p['params'])
# 合并父代和子代
population += offspring
# 根据适应度排序
population.sort(key=lambda p: p['fitness'], reverse=True)
# 选择下一代
return population[:pop_size]
```
7. 进行迭代
```
# 迭代次数
num_iterations = 50
# 变异率
mutation_rate = 0.1
for i in range(num_iterations):
population = evolve(population, mutation_rate)
print(f'Iteration {i+1}, Best accuracy: {population[0]["fitness"]}')
```
运行完上面的代码,就可以得到优化后的xgboost参数。这里使用麻雀算法作为例子,实际上还有很多其他优化算法可以用于优化xgboost参数,比如遗传算法、粒子群算法等等。
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