lr = LogisticRegression(penalty='l2',dual=False,solver='sag', C=1.0,max_iter=10000)
时间: 2024-05-26 15:15:26 浏览: 134
这是使用 scikit-learn 库中的逻辑回归模型(Logistic Regression)的一个示例。其中参数设置为:
- penalty='l2' 表示使用 L2 正则化项;
- dual=False 表示不使用对偶形式求解;
- solver='sag' 表示使用 Stochastic Average Gradient Descent (SAG) 求解器;
- C=1.0 表示正则化强度的倒数,值越小表示正则化强度越大;
- max_iter=10000 表示最大迭代次数为 10000。
相关问题
LogisticRegression(C=1.0,class_weight=None,dual=False,fit_intercept=True, intercept_scaling=1, max_iter=100,multi_class='multinomial' , n_jobs=None,penalty='12, random_state=None,solver='lbfgs ',tol=e.ee01,verbose=0,warm_start=False)
这是 `LogisticRegression` 类的构造函数的参数列表。以下是每个参数的解释:
- `C`:正则化强度的倒数。较小的值表示更强的正则化,默认值为1.0。
- `class_weight`:控制每个类别的权重。可以是字典、字符串 `balanced`(自动平衡权重)或者 `None`(所有类别权重相等)。默认为 `None`。
- `dual`:对偶或原始优化问题。当样本数大于特征数时,通常设置为 `False`。默认为 `False`。
- `fit_intercept`:是否计算截距项。如果设置为 `False`,则模型不会计算截距项。默认为 `True`。
- `intercept_scaling`:截距项的缩放因子。仅在 `fit_intercept=True` 时才生效。默认为1。
- `max_iter`:最大迭代次数。默认为100。
- `multi_class`:多分类问题的策略。可以是字符串 `ovr`(一对多)或 `multinomial`(多项式逻辑回归)。默认为 `multinomial`。
- `n_jobs`:并行运行的作业数。默认为 `None`,表示使用一个作业。
- `penalty`:正则化类型。可以是字符串 `l1`、`l2`、`elasticnet` 或 `none`。默认为 `l2`。
- `random_state`:随机数生成器的种子,用于重复可重复性实验。默认为 `None`。
- `solver`:优化算法。可以是字符串 `newton-cg`、`lbfgs`、`liblinear`、`sag` 或 `saga`。默认为 `lbfgs`。
- `tol`:收敛容忍度。默认为 `1e-4`。
- `verbose`:详细程度。默认为0,不输出信息。
- `warm_start`:是否使用前一次拟合的解作为初始值。默认为 `False`。
你可以根据自己的需求在创建 `LogisticRegression` 模型对象时调整这些参数。请注意,每个参数都有默认值,因此你可以只提供你想要更改的参数。
优化这段代码 for j in n_components: estimator = PCA(n_components=j,random_state=42) pca_X_train = estimator.fit_transform(X_standard) pca_X_test = estimator.transform(X_standard_test) cvx = StratifiedKFold(n_splits=5, shuffle=True, random_state=42) cost = [-5, -3, -1, 1, 3, 5, 7, 9, 11, 13, 15] gam = [3, 1, -1, -3, -5, -7, -9, -11, -13, -15] parameters =[{'kernel': ['rbf'], 'C': [2x for x in cost],'gamma':[2x for x in gam]}] svc_grid_search=GridSearchCV(estimator=SVC(random_state=42), param_grid=parameters,cv=cvx,scoring=scoring,verbose=0) svc_grid_search.fit(pca_X_train, train_y) param_grid = {'penalty':['l1', 'l2'], "C":[0.00001,0.0001,0.001, 0.01, 0.1, 1, 10, 100, 1000], "solver":["newton-cg", "lbfgs","liblinear","sag","saga"] # "algorithm":['auto', 'ball_tree', 'kd_tree', 'brute'] } LR_grid = LogisticRegression(max_iter=1000, random_state=42) LR_grid_search = GridSearchCV(LR_grid, param_grid=param_grid, cv=cvx ,scoring=scoring,n_jobs=10,verbose=0) LR_grid_search.fit(pca_X_train, train_y) estimators = [ ('lr', LR_grid_search.best_estimator_), ('svc', svc_grid_search.best_estimator_), ] clf = StackingClassifier(estimators=estimators, final_estimator=LinearSVC(C=5, random_state=42),n_jobs=10,verbose=0) clf.fit(pca_X_train, train_y) estimators = [ ('lr', LR_grid_search.best_estimator_), ('svc', svc_grid_search.best_estimator_), ] param_grid = {'final_estimator':[LogisticRegression(C=0.00001),LogisticRegression(C=0.0001), LogisticRegression(C=0.001),LogisticRegression(C=0.01), LogisticRegression(C=0.1),LogisticRegression(C=1), LogisticRegression(C=10),LogisticRegression(C=100), LogisticRegression(C=1000)]} Stacking_grid =StackingClassifier(estimators=estimators,) Stacking_grid_search = GridSearchCV(Stacking_grid, param_grid=param_grid, cv=cvx, scoring=scoring,n_jobs=10,verbose=0) Stacking_grid_search.fit(pca_X_train, train_y) var = Stacking_grid_search.best_estimator_ train_pre_y = cross_val_predict(Stacking_grid_search.best_estimator_, pca_X_train,train_y, cv=cvx) train_res1=get_measures_gridloo(train_y,train_pre_y) test_pre_y = Stacking_grid_search.predict(pca_X_test) test_res1=get_measures_gridloo(test_y,test_pre_y) best_pca_train_aucs.append(train_res1.loc[:,"AUC"]) best_pca_test_aucs.append(test_res1.loc[:,"AUC"]) best_pca_train_scores.append(train_res1) best_pca_test_scores.append(test_res1) train_aucs.append(np.max(best_pca_train_aucs)) test_aucs.append(best_pca_test_aucs[np.argmax(best_pca_train_aucs)].item()) train_scores.append(best_pca_train_scores[np.argmax(best_pca_train_aucs)]) test_scores.append(best_pca_test_scores[np.argmax(best_pca_train_aucs)]) pca_comp.append(n_components[np.argmax(best_pca_train_aucs)]) print("n_components:") print(n_components[np.argmax(best_pca_train_aucs)])
优化这段代码的几个方面:
1. 并行化:在进行网格搜索时,可以将n_jobs参数设置为-1,以利用所有可用的CPU核心进行并行计算,加快运行速度。
2. 提前定义参数字典:将参数字典定义在循环之外,避免在每次循环中重新定义参数。
3. 减少重复计算:在进行交叉验证和预测时,可以将最佳模型保存起来,避免重复计算。
4. 使用更高效的算法:可以考虑使用更高效的算法或模型来替代原有的模型,以提高性能和效率。
下面是优化后的代码示例:
```python
from sklearn.model_selection import GridSearchCV, StratifiedKFold, cross_val_predict
from sklearn.decomposition import PCA
from sklearn.svm import SVC
from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import StackingClassifier
from sklearn.svm import LinearSVC
import numpy as np
# 定义参数字典
param_grid_svc = {'kernel': ['rbf'], 'C': [2 * x for x in cost], 'gamma': [2 * x for x in gam]}
param_grid_lr = {'penalty': ['l1', 'l2'],
"C": [0.00001, 0.0001, 0.001, 0.01, 0.1, 1, 10, 100, 1000],
"solver": ["newton-cg", "lbfgs", "liblinear", "sag", "saga"]}
param_grid_stacking = {'final_estimator': [LogisticRegression(C=10 ** i) for i in range(-5, 4)]}
best_pca_train_aucs = []
best_pca_test_aucs = []
best_pca_train_scores = []
best_pca_test_scores = []
train_aucs = []
test_aucs = []
train_scores = []
test_scores = []
pca_comp = []
for j in n_components:
# PCA
estimator = PCA(n_components=j, random_state=42)
pca_X_train = estimator.fit_transform(X_standard)
pca_X_test = estimator.transform(X_standard_test)
# SVC模型训练
cvx = StratifiedKFold(n_splits=5, shuffle=True, random_state=42)
svc_grid_search = GridSearchCV(estimator=SVC(random_state=42), param_grid=param_grid_svc, cv=cvx, scoring=scoring,
verbose=0)
svc_grid_search.fit(pca_X_train, train_y)
# Logistic Regression模型训练
LR_grid = LogisticRegression(max_iter=1000, random_state=42)
LR_grid_search = GridSearchCV(LR_grid, param_grid=param_grid_lr, cv=cvx, scoring=scoring, n_jobs=-1, verbose=0)
LR_grid_search.fit(pca_X_train, train_y)
# Stacking模型训练
estimators = [
('lr', LR_grid_search.best_estimator_),
('svc', svc_grid_search.best_estimator_),
]
clf = StackingClassifier(estimators=estimators,
final_estimator=LinearSVC(C=5, random_state=42), n_jobs=-1, verbose=0)
clf.fit(pca_X_train, train_y)
# Stacking模型参数搜索
estimators = [
('lr', LR_grid_search.best_estimator_),
('svc', svc_grid_search.best_estimator_),
]
Stacking_grid = StackingClassifier(estimators=estimators,)
Stacking_grid_search = GridSearchCV(Stacking_grid, param_grid=param_grid_stacking, cv=cvx,
scoring=scoring, n_jobs=-1, verbose=0)
Stacking_grid_search.fit(pca_X_train, train_y)
var = Stacking_grid_search.best_estimator_
# 计算AUC和分数
train_pre_y = cross_val_predict(Stacking_grid_search.best_estimator_, pca_X_train, train_y, cv=cvx)
train_res1 = get_measures_gridloo(train_y, train_pre_y)
test_pre_y = Stacking_grid_search.predict(pca_X_test)
test_res1 = get_measures_gridloo(test_y, test_pre_y)
# 保存结果
best_pca_train_aucs.append(train_res1.loc[:, "AUC"])
best_pca_test_aucs.append(test_res1.loc[:, "AUC"])
best_pca_train_scores.append(train_res1)
best_pca_test_scores.append(test_res1)
train_aucs.append(np.max(best_pca_train_aucs))
test_aucs.append(best_pca_test_aucs[np.argmax(best_pca_train_aucs)].item())
train_scores.append(best_pca_train_scores[np.argmax(best_pca_train_aucs)])
test_scores.append(best_pca_test_scores[np.argmax(best_pca_train_aucs)])
pca_comp.append(n_components[np.argmax(best_pca_train_aucs)])
print("n_components:")
print(n_components[np.argmax(best_pca_train_aucs)])
```
请注意,这只是对代码的一种优化方法,具体的改进策略可能因具体问题而异。
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