xgboost错误:检查失败:!auc_error AUC:数据集仅包含pos或neg样本

时间:2018-07-28 14:54:50

标签: python-3.x xgboost

我正在运行以下代码,没有问题:

churn_dmatrix = xgb.DMatrix(data = class_data.iloc[:, :-1], label = class_data.Churn)
params = {'objective' : 'binary:logistic' , 'max_depth' : 4}
cv_results = xgb.cv(dtrain = churn_dmatrix, params = params, nfold = 4, num_boost_round = 1, metrics = 'error', \
                    as_pandas = True)

print(cv_results)
 train-error-mean  train-error-std  test-error-mean  test-error-std
0          0.395833         0.108253            0.375        0.414578

但是,当我将指标更改为“ auc”时,会收到错误消息:

cv_results = xgb.cv(dtrain = churn_dmatrix, params = params, nfold = 4, num_boost_round = 5, metrics = 'auc', \
                    as_pandas = True)

---------------------------------------------------------------------------
XGBoostError                              Traceback (most recent call last)
<ipython-input-102-ea99ef0705b5> in <module>()
----> 1 cv_results = xgb.cv(dtrain = churn_dmatrix, params = params, nfold = 4, num_boost_round = 5, metrics = 'auc',                     as_pandas = True)

C:\ProgramData\Anaconda3\lib\site-packages\xgboost\training.py in cv(params, dtrain, num_boost_round, nfold, stratified, folds, metrics, obj, feval, maximize, early_stopping_rounds, fpreproc, as_pandas, verbose_eval, show_stdv, seed, callbacks, shuffle)
    405         for fold in cvfolds:
    406             fold.update(i, obj)
--> 407         res = aggcv([f.eval(i, feval) for f in cvfolds])
    408 
    409         for key, mean, std in res:

C:\ProgramData\Anaconda3\lib\site-packages\xgboost\training.py in <listcomp>(.0)
    405         for fold in cvfolds:
    406             fold.update(i, obj)
--> 407         res = aggcv([f.eval(i, feval) for f in cvfolds])
    408 
    409         for key, mean, std in res:

C:\ProgramData\Anaconda3\lib\site-packages\xgboost\training.py in eval(self, iteration, feval)
    220     def eval(self, iteration, feval):
    221         """"Evaluate the CVPack for one iteration."""
--> 222         return self.bst.eval_set(self.watchlist, iteration, feval)
    223 
    224 

C:\ProgramData\Anaconda3\lib\site-packages\xgboost\core.py in eval_set(self, evals, iteration, feval)
    953                                               dmats, evnames,
    954                                               c_bst_ulong(len(evals)),
--> 955                                               ctypes.byref(msg)))
    956         res = msg.value.decode()
    957         if feval is not None:

C:\ProgramData\Anaconda3\lib\site-packages\xgboost\core.py in _check_call(ret)
    128     """
    129     if ret != 0:
--> 130         raise XGBoostError(_LIB.XGBGetLastError())
    131 
    132 

XGBoostError: b'[14:27:23] src/metric/rank_metric.cc:135: Check failed: !auc_error AUC: the dataset only contains pos or neg samples'

似乎所有的预测都是正面的或负面的。我对么?有什么我可以做的吗?

您的建议将不胜感激。

1 个答案:

答案 0 :(得分:0)

xgboost尝试拆分以进行训练/验证时出现问题,并且在其中一个拆分中,没有负值或正值示例(在训练集或验证集中)。

我看到您可以采取2种快速方法:

  1. 您可以检查您有多少积极的事例和消极的事例 拥有并获得更多您想念的例子。 更加轻松和 为您服务,以复制您缺少的示例。例如,如果您有99%的否定示例和1%的肯定示例,则您可能希望将每个肯定的示例重复99次(这是99/1的乘积)。
  2. 您可以自己创建交叉验证,从而获得对拆分的控制,并对每个拆分强制使用否定和肯定的示例。