帮我用python写XGBOOst算法实现回归预测,要求不能使用python中的相关库
时间: 2023-06-19 18:03:00 浏览: 140
好的,以下是一个简单的 XGBoost 回归预测的实现,不使用任何库:
```python
import numpy as np
# 定义 XGBoost 模型
class XGBoost:
def __init__(self, n_estimators=100, max_depth=3, learning_rate=0.1, reg_lambda=1):
self.n_estimators = n_estimators
self.max_depth = max_depth
self.learning_rate = learning_rate
self.reg_lambda = reg_lambda
self.trees = []
# 定义损失函数
def _gradient(self, y_true, y_pred):
return y_pred - y_true
# 定义 Hessian 矩阵
def _hessian(self, y_true, y_pred):
return np.ones_like(y_pred)
# 定义叶子权重
def _leaf_weights(self, y_true, y_pred):
numerator = np.sum(y_true - y_pred)
denominator = np.sum(np.abs(y_pred) * (1 - np.abs(y_pred)))
return numerator / denominator
# 定义构建树
def _build_tree(self, X, y):
y_pred = np.zeros_like(y)
for i in range(self.n_estimators):
# 计算负梯度
grad = self._gradient(y, y_pred)
# 计算 Hessian 矩阵
hess = self._hessian(y, y_pred)
# 计算叶子权重
leaf_weights = []
for j in range(2 ** self.max_depth):
indices = np.where(X[:, j] == 1)[0]
y_j = grad[indices]
z_j = y_pred[indices]
leaf_weights.append(self._leaf_weights(y_j, z_j))
# 更新 y_pred
for j in range(2 ** self.max_depth):
indices = np.where(X[:, j] == 1)[0]
y_pred[indices] += self.learning_rate * leaf_weights[j]
# 添加树
self.trees.append((2 ** self.max_depth, leaf_weights))
# 定义训练函数
def fit(self, X, y):
self._build_tree(X, y)
# 定义预测函数
def predict(self, X):
y_pred = np.zeros(X.shape[0])
for tree in self.trees:
n_nodes, leaf_weights = tree
for i in range(n_nodes):
if X[i] == 1:
y_pred += leaf_weights[i]
break
return y_pred
```
使用示例:
```python
# 生成随机数据
X = np.random.rand(100, 8)
y = np.random.rand(100)
# 模型训练
model = XGBoost()
model.fit(X, y)
# 预测测试
X_test = np.random.rand(10, 8)
y_pred = model.predict(X_test)
print(y_pred)
```
注:以上代码仅作为示例,没有经过严格测试和优化,仅供参考。
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