帮我写一个梯度提升回归算法的贝叶斯优化的python代码
时间: 2023-03-13 14:07:00 浏览: 127
我可以为你提供一些参考代码,但最好的做法是自己动手进行编码。下面是一个参考python代码:from sklearn.ensemble import GradientBoostingRegressor
from bayes_opt import BayesianOptimization# 定义贝叶斯优化函数
def bayes_parameter_opt_gbr(X, y, init_round=15, opt_round=25, n_folds=5, random_seed=6, n_estimators=100, learning_rate=0.1, max_depth=5, min_samples_split=2, min_samples_leaf=1, subsample=1):
# 定义一个函数来确定贝叶斯优化的参数
def gbr_param_opt(n_estimators, learning_rate, max_depth, min_samples_split, min_samples_leaf, subsample):
estimator = GradientBoostingRegressor(
n_estimators=int(n_estimators),
learning_rate=learning_rate,
max_depth=int(max_depth),
min_samples_split=int(min_samples_split),
min_samples_leaf=int(min_samples_leaf),
subsample=subsample,
random_state=random_seed)
# 使用交叉验证来评估模型
score = cross_val_score(estimator, X, y, cv=n_folds).mean()
return score
# 定义一个贝叶斯优化器
gbr_bo = BayesianOptimization(
gbr_param_opt,
{
'n_estimators': (100, 1000),
'learning_rate': (0.01, 0.3),
'max_depth': (3, 10),
'min_samples_split': (2, 10),
'min_samples_leaf': (1, 10),
'subsample': (0.3, 1.0)
}
)
# 进行参数优化
gbr_bo.maximize(init_points=init_round, n_iter=opt_round)
# 返回优化后的参数
return gbr_bo.max
阅读全文