for each class class_names = np.unique(y_train) y_scores = tree.predict_proba(X_test) y_pred = tree.predict(X_test) macro_auc = roc_auc_score(y_test, y_scores, multi_class='ovo', average='macro') y_test = label_binarize(y_test, classes=range(3)) y_pred = label_binarize(y_pred, classes=range(3)) micro_auc = roc_auc_score(y_test, y_scores, average='micro') #micro_auc = roc_auc_score(y_test, y_scores, multi_class='ovr', average='micro') # calculate ROC curve fpr = dict() tpr = dict() roc_auc = dict() for i in range(3): # 遍历三个类别 fpr[i], tpr[i], _ = roc_curve(y_test[:, i], y_pred[:, i]) roc_auc[i] = auc(fpr[i], tpr[i]) return reports, matrices, micro_auc, macro_auc, fpr, tpr, roc_auc根据上述代码怎么调整下列代码fpr["micro"], tpr["micro"], _ = roc_curve(y_test.ravel(), y_pred.ravel()) roc_auc["micro"] = auc(fpr["micro"], tpr["micro"]) # Compute macro-average ROC curve and ROC area(方法一) # First aggregate all false positive rates all_fpr = np.unique(np.concatenate([fpr_avg[i] for i in range(3)])) # Then interpolate all ROC curves at this points mean_tpr = np.zeros_like(all_fpr) for i in range(3): mean_tpr += interp(all_fpr, fpr_avg[i], tpr_avg[i]) # Finally average it and compute AUC mean_tpr /= 3 fpr_avg["macro"] = all_fpr tpr_avg["macro"] = mean_tpr macro_auc_avg["macro"] = macro_auc_avg # Plot all ROC curves lw = 2 plt.figure() plt.plot(fpr_avg["micro"], tpr_avg["micro"], label='micro-average ROC curve (area = {0:0.2f})' ''.format(micro_auc_avg["micro"]), color='deeppink', linestyle=':', linewidth=4) plt.plot(fpr_avg["macro"], tpr_avg["macro"], label='macro-average ROC curve (area = {0:0.2f})' ''.format(macro_auc_avg["macro"]), color='navy', linestyle=':', linewidth=4) colors = cycle(['aqua', 'darkorange', 'cornflowerblue']) for i, color in zip(range(3), colors): plt.plot(fpr_avg[i], tpr_avg[i], color=color, lw=lw, label='ROC curve of class {0} (area = {1:0.2f})' ''.format(i, roc_auc_avg[i])) plt.plot([0, 1], [0, 1], 'k--', lw=lw) plt.xlim([0.0, 1.0]) plt.ylim([0.0, 1.05]) plt.xlabel('False Positive Rate') plt.ylabel('True Positive Rate') plt.title('DF') plt.legend(loc="lower right") plt.show()

时间: 2024-02-28 15:54:04 浏览: 293
根据上述代码,可以将下列代码进行如下调整: ```python fpr["micro"], tpr["micro"], _ = roc_curve(y_test.ravel(), y_pred.ravel()) roc_auc["micro"] = auc(fpr["micro"], tpr["micro"]) # Compute macro-average ROC curve and ROC area # First aggregate all false positive rates all_fpr = np.unique(np.concatenate([fpr[i] for i in range(3)])) # Then interpolate all ROC curves at this points mean_tpr = np.zeros_like(all_fpr) for i in range(3): mean_tpr += interp(all_fpr, fpr[i], tpr[i]) # Finally average it and compute AUC mean_tpr /= 3 fpr_avg["macro"] = all_fpr tpr_avg["macro"] = mean_tpr macro_auc_avg = roc_auc_score(y_test, y_scores, multi_class='ovo', average='macro') roc_auc_avg["macro"] = macro_auc_avg # Plot all ROC curves lw = 2 plt.figure() plt.plot(fpr_avg["micro"], tpr_avg["micro"], label='micro-average ROC curve (area = {0:0.2f})' ''.format(micro_auc), color='deeppink', linestyle=':', linewidth=4) plt.plot(fpr_avg["macro"], tpr_avg["macro"], label='macro-average ROC curve (area = {0:0.2f})' ''.format(macro_auc_avg), color='navy', linestyle=':', linewidth=4) colors = cycle(['aqua', 'darkorange', 'cornflowerblue']) for i, color in zip(range(3), colors): plt.plot(fpr_avg[i], tpr_avg[i], color=color, lw=lw, label='ROC curve of class {0} (area = {1:0.2f})'.format(i, roc_auc[i])) plt.plot([0, 1], [0, 1], 'k--', lw=lw) plt.xlim([0.0, 1.0]) plt.ylim([0.0, 1.05]) plt.xlabel('False Positive Rate') plt.ylabel('True Positive Rate') plt.title('DF') plt.legend(loc="lower right") plt.show() ``` 首先,`macro_auc_avg` 应该是一个变量,用来存储计算得到的宏平均 ROC AUC 值,因此需要对其进行定义和赋值。其次,`roc_auc_avg` 应该是一个字典,用来存储每个类别的 ROC AUC 值,因此需要将其定义为一个空字典。在计算宏平均 ROC 曲线和 ROC AUC 值时,应该使用 `roc_auc_score` 函数来计算。最后,在绘制 ROC 曲线时,变量名应该改为 `roc_auc`,而不是 `roc_auc_avg`。
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修改和补充下列代码得到十折交叉验证的平均每一折auc值和平均每一折aoc曲线,平均每一折分类报告以及平均每一折混淆矩阵 min_max_scaler = MinMaxScaler() X_train1, X_test1 = x[train_id], x[test_id] y_train1, y_test1 = y[train_id], y[test_id] # apply the same scaler to both sets of data X_train1 = min_max_scaler.fit_transform(X_train1) X_test1 = min_max_scaler.transform(X_test1) X_train1 = np.array(X_train1) X_test1 = np.array(X_test1) config = get_config() tree = gcForest(config) tree.fit(X_train1, y_train1) y_pred11 = tree.predict(X_test1) y_pred1.append(y_pred11 X_train.append(X_train1) X_test.append(X_test1) y_test.append(y_test1) y_train.append(y_train1) X_train_fuzzy1, X_test_fuzzy1 = X_fuzzy[train_id], X_fuzzy[test_id] y_train_fuzzy1, y_test_fuzzy1 = y_sampled[train_id], y_sampled[test_id] X_train_fuzzy1 = min_max_scaler.fit_transform(X_train_fuzzy1) X_test_fuzzy1 = min_max_scaler.transform(X_test_fuzzy1) X_train_fuzzy1 = np.array(X_train_fuzzy1) X_test_fuzzy1 = np.array(X_test_fuzzy1) config = get_config() tree = gcForest(config) tree.fit(X_train_fuzzy1, y_train_fuzzy1) y_predd = tree.predict(X_test_fuzzy1) y_pred.append(y_predd) X_test_fuzzy.append(X_test_fuzzy1) y_test_fuzzy.append(y_test_fuzzy1)y_pred = to_categorical(np.concatenate(y_pred), num_classes=3) y_pred1 = to_categorical(np.concatenate(y_pred1), num_classes=3) y_test = to_categorical(np.concatenate(y_test), num_classes=3) y_test_fuzzy = to_categorical(np.concatenate(y_test_fuzzy), num_classes=3) print(y_pred.shape) print(y_pred1.shape) print(y_test.shape) print(y_test_fuzzy.shape) # 深度森林 report1 = classification_report(y_test, y_prprint("DF",report1) report = classification_report(y_test_fuzzy, y_pred) print("DF-F",report) mse = mean_squared_error(y_test, y_pred1) rmse = math.sqrt(mse) print('深度森林RMSE:', rmse) print('深度森林Accuracy:', accuracy_score(y_test, y_pred1)) mse = mean_squared_error(y_test_fuzzy, y_pred) rmse = math.sqrt(mse) print('F深度森林RMSE:', rmse) print('F深度森林Accuracy:', accuracy_score(y_test_fuzzy, y_pred)) mse = mean_squared_error(y_test, y_pred) rmse = math.sqrt(mse)

x_train = train.drop(['id','label'], axis=1) y_train = train['label'] x_test=test.drop(['id'], axis=1) def abs_sum(y_pre,y_tru): y_pre=np.array(y_pre) y_tru=np.array(y_tru) loss=sum(sum(abs(y_pre-y_tru))) return loss def cv_model(clf, train_x, train_y, test_x, clf_name): folds = 5 seed = 2021 kf = KFold(n_splits=folds, shuffle=True, random_state=seed) test = np.zeros((test_x.shape[0],4)) cv_scores = [] onehot_encoder = OneHotEncoder(sparse=False) for i, (train_index, valid_index) in enumerate(kf.split(train_x, train_y)): print('************************************ {} ************************************'.format(str(i+1))) trn_x, trn_y, val_x, val_y = train_x.iloc[train_index], train_y[train_index], train_x.iloc[valid_index], train_y[valid_index] if clf_name == "lgb": train_matrix = clf.Dataset(trn_x, label=trn_y) valid_matrix = clf.Dataset(val_x, label=val_y) params = { 'boosting_type': 'gbdt', 'objective': 'multiclass', 'num_class': 4, 'num_leaves': 2 ** 5, 'feature_fraction': 0.8, 'bagging_fraction': 0.8, 'bagging_freq': 4, 'learning_rate': 0.1, 'seed': seed, 'nthread': 28, 'n_jobs':24, 'verbose': -1, } model = clf.train(params, train_set=train_matrix, valid_sets=valid_matrix, num_boost_round=2000, verbose_eval=100, early_stopping_rounds=200) val_pred = model.predict(val_x, num_iteration=model.best_iteration) test_pred = model.predict(test_x, num_iteration=model.best_iteration) val_y=np.array(val_y).reshape(-1, 1) val_y = onehot_encoder.fit_transform(val_y) print('预测的概率矩阵为:') print(test_pred) test += test_pred score=abs_sum(val_y, val_pred) cv_scores.append(score) print(cv_scores) print("%s_scotrainre_list:" % clf_name, cv_scores) print("%s_score_mean:" % clf_name, np.mean(cv_scores)) print("%s_score_std:" % clf_name, np.std(cv_scores)) test=test/kf.n_splits return test def lgb_model(x_train, y_train, x_test): lgb_test = cv_model(lgb, x_train, y_train, x_test, "lgb") return lgb_test lgb_test = lgb_model(x_train, y_train, x_test) 这段代码运用了什么学习模型

final_valid_predictions = {} final_test_predictions = [] scores = [] log_losses = [] balanced_log_losses = [] weights = [] for fold in range(5): train_df = df[df['fold'] != fold] valid_df = df[df['fold'] == fold] valid_ids = valid_df.Id.values.tolist() X_train, y_train = train_df.drop(['Id', 'Class', 'fold'], axis=1), train_df['Class'] X_valid, y_valid = valid_df.drop(['Id', 'Class', 'fold'], axis=1), valid_df['Class'] lgb = LGBMClassifier(boosting_type='goss', learning_rate=0.06733232950390658, n_estimators = 50000, early_stopping_round = 300, random_state=42, subsample=0.6970532011679706, colsample_bytree=0.6055755840633003, class_weight='balanced', metric='none', is_unbalance=True, max_depth=8) lgb.fit(X_train, y_train, eval_set=(X_valid, y_valid), verbose=1000, eval_metric=lgb_metric) y_pred = lgb.predict_proba(X_valid) preds_test = lgb.predict_proba(test_df.drop(['Id'], axis=1).values) final_test_predictions.append(preds_test) final_valid_predictions.update(dict(zip(valid_ids, y_pred))) logloss = log_loss(y_valid, y_pred) balanced_logloss = balanced_log_loss(y_valid, y_pred[:, 1]) log_losses.append(logloss) balanced_log_losses.append(balanced_logloss) weights.append(1/balanced_logloss) print(f"Fold: {fold}, log loss: {round(logloss, 3)}, balanced los loss: {round(balanced_logloss, 3)}") print() print("Log Loss") print(log_losses) print(np.mean(log_losses), np.std(log_losses)) print() print("Balanced Log Loss") print(balanced_log_losses) print(np.mean(balanced_log_losses), np.std(balanced_log_losses)) print() print("Weights") print(weights)

把这段代码的PCA换成LDA: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=1) 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) 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)])

解释以下代码:def cv_model(clf, train_x, train_y, test_x, clf_name): folds = 5 seed = 2021 kf = KFold(n_splits=folds, shuffle=True, random_state=seed) test = np.zeros((test_x.shape[0],4)) cv_scores = [] onehot_encoder = OneHotEncoder(sparse=False) for i, (train_index, valid_index) in enumerate(kf.split(train_x, train_y)): print('************************************ {} ************************************'.format(str(i+1))) trn_x, trn_y, val_x, val_y = train_x.iloc[train_index], train_y[train_index], train_x.iloc[valid_index], train_y[valid_index] if clf_name == "lgb": train_matrix = clf.Dataset(trn_x, label=trn_y) valid_matrix = clf.Dataset(val_x, label=val_y) params = { 'boosting_type': 'gbdt', 'objective': 'multiclass', 'num_class': 4, 'num_leaves': 2 ** 5, 'feature_fraction': 0.8, 'bagging_fraction': 0.8, 'bagging_freq': 4, 'learning_rate': 0.1, 'seed': seed, 'nthread': 28, 'n_jobs':24, 'verbose': -1, } model = clf.train(params, train_set=train_matrix, valid_sets=valid_matrix, num_boost_round=2000, verbose_eval=100, early_stopping_rounds=200) val_pred = model.predict(val_x, num_iteration=model.best_iteration) test_pred = model.predict(test_x, num_iteration=model.best_iteration) val_y=np.array(val_y).reshape(-1, 1) val_y = onehot_encoder.fit_transform(val_y) print('预测的概率矩阵为:') print(test_pred) test += test_pred score=abs_sum(val_y, val_pred) cv_scores.append(score) print(cv_scores) print("%s_scotrainre_list:" % clf_name, cv_scores) print("%s_score_mean:" % clf_name, np.mean(cv_scores)) print("%s_score_std:" % clf_name, np.std(cv_scores)) test=test/kf.n_splits return test

def cv_model(clf, train_x, train_y, test_x, clf_name='lgb'): folds = 5 seed = 2021 kf = KFold(n_splits=folds, shuffle=True, random_state=seed) train = np.zeros(train_x.shape[0]) test = np.zeros(test_x.shape[0]) cv_scores = [] for i, (train_index, valid_index) in enumerate(kf.split(train_x, train_y)): print('************ {} *************'.format(str(i+1))) trn_x, trn_y, val_x, val_y = train_x.iloc[train_index], train_y[train_index], train_x.iloc[valid_index], train_y[valid_index] train_matrix = clf.Dataset(trn_x, label=trn_y) valid_matrix = clf.Dataset(val_x, label=val_y) params = { 'boosting_type': 'gbdt', 'objective': 'binary', 'metric': 'auc', 'min_child_weight': 5, 'num_leaves': 2**6, 'lambda_l2': 10, 'feature_fraction': 0.9, 'bagging_fraction': 0.9, 'bagging_freq': 4, 'learning_rate': 0.01, 'seed': 2021, 'nthread': 28, 'n_jobs':-1, 'silent': True, 'verbose': -1, } model = clf.train(params, train_matrix, 50000, valid_sets=[train_matrix, valid_matrix], #categorical_feature = categorical_feature, verbose_eval=500,early_stopping_rounds=200) val_pred = model.predict(val_x, num_iteration=model.best_iteration) test_pred = model.predict(test_x, num_iteration=model.best_iteration) train[valid_index] = val_pred test += test_pred / kf.n_splits cv_scores.append(roc_auc_score(val_y, val_pred)) print(cv_scores) print("%s_scotrainre_list:" % clf_name, cv_scores) print("%s_score_mean:" % clf_name, np.mean(cv_scores)) print("%s_score_std:" % clf_name, np.std(cv_scores)) return train, test lgb_train, lgb_test = cv_model(lgb, x_train, y_train, x_test)这段代码什么意思,分类标签为0和1,属于二分类,预测结果点击率的数值是怎么来的

修改这段代码,使得输出训练集结果是可重复的:# 定义模型参数 input_dim = X_train.shape[1] epochs = 100 batch_size = 32 learning_rate = 0.001 dropout_rate = 0.1 # 定义模型结构 def create_model(): model = Sequential() model.add(Dense(64, input_dim=input_dim, activation='relu')) model.add(Dropout(dropout_rate)) model.add(Dense(32, activation='relu')) model.add(Dropout(dropout_rate)) model.add(Dense(1, activation='sigmoid')) optimizer = Adam(learning_rate=learning_rate) model.compile(loss='binary_crossentropy', optimizer=optimizer, metrics=['accuracy']) return model # 5折交叉验证 kf = KFold(n_splits=5, shuffle=True, random_state=42) cv_scores = [] for train_index, test_index in kf.split(X_train): # 划分训练集和验证集 X_train_fold, X_val_fold = X_train.iloc[train_index], X_train.iloc[test_index] y_train_fold, y_val_fold = y_train_forced_turnover_nolimited.iloc[train_index], y_train_forced_turnover_nolimited.iloc[test_index] # 创建模型 model = create_model() # 定义早停策略 #early_stopping = EarlyStopping(monitor='val_loss', patience=10, verbose=1) # 训练模型 model.fit(X_train_fold, y_train_fold, validation_data=(X_val_fold, y_val_fold), epochs=epochs, batch_size=batch_size,verbose=1) # 预测验证集 y_pred = model.predict(X_val_fold) # 计算AUC指标 auc = roc_auc_score(y_val_fold, y_pred) cv_scores.append(auc) # 输出交叉验证结果 print('CV AUC:', np.mean(cv_scores)) # 在全量数据上重新训练模型 model = create_model() model.fit(X_train, y_train_forced_turnover_nolimited, epochs=epochs, batch_size=batch_size, verbose=1) #测试集结果 test_pred = model.predict(X_test) test_auc = roc_auc_score(y_test_forced_turnover_nolimited, test_pred) test_f1_score = f1_score(y_test_forced_turnover_nolimited, np.round(test_pred)) test_accuracy = accuracy_score(y_test_forced_turnover_nolimited, np.round(test_pred)) print('Test AUC:', test_auc) print('Test F1 Score:', test_f1_score) print('Test Accuracy:', test_accuracy) #训练集结果 train_pred = model.predict(X_train) train_auc = roc_auc_score(y_train_forced_turnover_nolimited, train_pred) train_f1_score = f1_score(y_train_forced_turnover_nolimited, np.round(train_pred)) train_accuracy = accuracy_score(y_train_forced_turnover_nolimited, np.round(train_pred)) print('Train AUC:', train_auc) print('Train F1 Score:', train_f1_score) print('Train Accuracy:', train_accuracy)

将这段代码改为输出的AUC、f1_score、Accuracy是可重复的:# 定义模型参数 input_dim = X_train.shape[1] epochs = 100 batch_size = 32 learning_rate = 0.001 dropout_rate = 0.1 # 定义模型结构 def create_model(): model = Sequential() model.add(Dense(64, input_dim=input_dim, activation='relu')) model.add(Dropout(dropout_rate)) model.add(Dense(32, activation='relu')) model.add(Dropout(dropout_rate)) model.add(Dense(1, activation='sigmoid')) optimizer = Adam(learning_rate=learning_rate) model.compile(loss='binary_crossentropy', optimizer=optimizer, metrics=['accuracy']) return model # 5折交叉验证 kf = KFold(n_splits=5, shuffle=True, random_state=42) cv_scores = [] for train_index, test_index in kf.split(X_train): # 划分训练集和验证集 X_train_fold, X_val_fold = X_train.iloc[train_index], X_train.iloc[test_index] y_train_fold, y_val_fold = y_train_forced_turnover_nolimited.iloc[train_index], y_train_forced_turnover_nolimited.iloc[test_index] # 创建模型 model = create_model() # 定义早停策略 #early_stopping = EarlyStopping(monitor='val_loss', patience=10, verbose=1) # 训练模型 model.fit(X_train_fold, y_train_fold, validation_data=(X_val_fold, y_val_fold), epochs=epochs, batch_size=batch_size,verbose=1) # 预测验证集 y_pred = model.predict(X_val_fold) # 计算AUC指标 auc = roc_auc_score(y_val_fold, y_pred) cv_scores.append(auc) # 输出交叉验证结果 print('CV AUC:', np.mean(cv_scores)) # 在全量数据上重新训练模型 model = create_model() model.fit(X_train, y_train_forced_turnover_nolimited, epochs=epochs, batch_size=batch_size, verbose=1) #测试集结果 test_pred = model.predict(X_test) test_auc = roc_auc_score(y_test_forced_turnover_nolimited, test_pred) test_f1_score = f1_score(y_test_forced_turnover_nolimited, np.round(test_pred)) test_accuracy = accuracy_score(y_test_forced_turnover_nolimited, np.round(test_pred)) print('Test AUC:', test_auc) print('Test F1 Score:', test_f1_score) print('Test Accuracy:', test_accuracy) #训练集结果 train_pred = model.predict(X_train) train_auc = roc_auc_score(y_train_forced_turnover_nolimited, train_pred) train_f1_score = f1_score(y_train_forced_turnover_nolimited, np.round(train_pred)) train_accuracy = accuracy_score(y_train_forced_turnover_nolimited, np.round(train_pred)) print('Train AUC:', train_auc) print('Train F1 Score:', train_f1_score) print('Train Accuracy:', train_accuracy)

优化这段代码train_aucs=[] test_aucs=[]#train_aucs和test_aucs用来存储每次训练和测试的AUC值,AUC是一种常用的二分类模型性能评估指标 train_scores=[] test_scores=[]#train_scores和test_scores则是用来存储每次训练和测试的得分 loopn=5 #number of repetition while splitting train/test dataset with different random state. np.random.seed(10)#设置随机数生成器的种子,确保每次运行时生成的随机数一致。 random_states=np.random.choice(range(101), loopn, replace=False)#np.random.choice()用于从给定的范围内选择指定数量的随机数,range设置范围,loopn表示选择的随机数的数量,replace=False表示选择的随机数不可重复 scoring='f1'#设置性能指标 pca_comp=[]#设置空列表,储主成分分析(PCA)的组件 for i in range(loopn): train_X,test_X, train_y, test_y ,indices_train,indices_test= train_test_split(train, #通过train_test_split函数将数据集划分为训练集(train_X, train_y)和测试集(test_X, test_y),indices_train和indices_test返回索引 target,indices, test_size = 0.3,#数据集的70%,测试集占30% stratify=target, random_state=random_states[i]#随机状态(random_states[i])添加到random_states列表中 ) print("train_x.shpae:") print(train_X.shape) standardScaler = StandardScaler() standardScaler.fit(train_X) X_standard = standardScaler.transform(train_X) X_standard_test = standardScaler.transform(test_X) #calculate max n_components estimator = PCA(n_components=0.99,random_state=42) pca_X_train = estimator.fit_transform(X_standard) n_components=range(10,min(pca_X_train.shape),10) print(n_components) best_pca_train_aucs=[] best_pca_test_aucs=[] best_pca_train_scores=[] best_pca_test_scores=[]

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