如何使用贝叶斯优化(在Python中)在超参数空间上调整超参数?

时间:2020-07-05 22:01:49

标签: python scikit-learn hyperparameters hyperopt

我正在尝试使用贝叶斯优化来调整超参数,以便使用下面的代码在超参数空间上对随机森林进行回归,但是我得到一个错误提示

TypeError: init ()获得了意外的关键字参数'min_samples'

尝试以下代码时出现此错误:

# Import packages
import numpy as np
from sklearn.metrics import mean_squared_error
from sklearn import datasets
from sklearn.ensemble import RandomForestRegressor
from hyperopt import hp, tpe, fmin, Trials, STATUS_OK

# Create datasets
reg_prob = datasets.make_friedman1(n_samples=100, n_features=10, noise=1.0, random_state=None)
x_train = reg_prob[0][0:50]
y_train = reg_prob[1][0:50]
x_test = reg_prob[0][50:100]
y_test = reg_prob[1][50:100]


#Create Hyperparameter space
space= {'n_estimators':hp.choice('n_estimators', range(2, 150, 1)),
        'min_samples':hp.choice('min_samples', range(2, 100, 1)),
        'max_features':hp.choice('max_features', range(2, 100, 1)),
        'max_samples':hp.choice('max_samples', range(2, 100, 1)),
       }


#Define Objective Function
def objective(space):
    
    rf = RandomForestRegressor(**space)

    
    # fit Training model
    rf.fit(x_train, y_train)
    
    # Making predictions and find RMSE
    y_pred = rf.predict(x_test)
    mse = mean_squared_error(y_test,y_pred)
    rmse = np.sqrt(mse)
    
    
    # Return RMSE
    return rmse


#Surrogate Fn
trials = Trials()
best = fmin(objective,
    space=space,
    algo=tpe.suggest,
    max_evals=100,
    trials=trials)

print(best)
print(trials.results)

我还尝试使用下面的代码在目标函数中列出超参数,但出现以下错误

TypeError:objective()缺少3个必需的位置参数:“ min_samples”,“ max_features”和“ max_samples”

#Define Objective Function
def objective(n_estimators,min_samples,max_features,max_samples):
    
    rf = RandomForestRegressor(n_estimators, min_samples, max_features, max_samples)

    
    # fit Training model
    rf.fit(x_train, y_train)
    
    # Making predictions and find RMSE
    y_pred = rf.predict(x_test)
    mse = mean_squared_error(y_test,y_pred)
    rmse = np.sqrt(mse)
    
    
    # Return RMSE
    return rmse

您能建议我如何解决我的代码吗?

我能够使用以下代码调整单个超参数:

# Import packages
import numpy as np
import time
from sklearn.metrics import mean_squared_error
from sklearn import datasets
from sklearn.ensemble import RandomForestRegressor

from hyperopt import hp, tpe, fmin, Trials, STATUS_OK
from collections import OrderedDict

reg_prob = datasets.make_friedman1(n_samples=100, n_features=10, noise=1.0, random_state=None)
x_train = reg_prob[0][0:50]
y_train = reg_prob[1][0:50]
x_test = reg_prob[0][50:100]
y_test = reg_prob[1][50:100]

space= hp.choice('num_leaves', range(2, 100, 1))


def objective(num_leaves):
    
    rf = RandomForestRegressor(num_leaves)
    

    rf.fit(x_train, y_train)
    

    y_pred = rf.predict(x_test)
    mse = mean_squared_error(y_test,y_pred)
    rmse = np.sqrt(mse)
    

    
    # Return RMSE
    return rmse

trials = Trials()
best = fmin(objective,
    space=space,
    algo=tpe.suggest,
    max_evals=100,
    trials=trials)

print(best)
print(trials.results)

1 个答案:

答案 0 :(得分:1)

问题是min_samples中没有名为RandomForestClassifier的参数。参见here。可能您是说min_samples_leaf

只需将min_sample_leaf的上限保持在数据集中的样本数范围内即可。

否则,您的代码没有其他问题。

import matplotlib.pyplot as plt

# Import packages
import numpy as np
from sklearn.metrics import mean_squared_error
from sklearn import datasets
from sklearn.ensemble import RandomForestRegressor
from hyperopt import hp, tpe, fmin, Trials, STATUS_OK

# Create datasets
reg_prob = datasets.make_friedman1(n_samples=100, n_features=10, noise=1.0, random_state=None)
x_train = reg_prob[0][0:50]
y_train = reg_prob[1][0:50]
x_test = reg_prob[0][50:100]
y_test = reg_prob[1][50:100]


#Create Hyperparameter space
space= {'n_estimators':hp.choice('n_estimators', range(2, 150, 1)),
        'min_samples_leaf':hp.choice('min_samples', range(2, 50, 1)),
        'max_features':hp.choice('max_features', range(2, 10, 1)),
        'max_samples':hp.choice('max_samples', range(2, 50, 1)),
       }


#Define Objective Function
def objective(space):
    
    rf = RandomForestRegressor(**space)

    
    # fit Training model
    rf.fit(x_train, y_train)
    
    # Making predictions and find RMSE
    y_pred = rf.predict(x_test)
    mse = mean_squared_error(y_test,y_pred)
    rmse = np.sqrt(mse)
    
    
    # Return RMSE
    return rmse


#Surrogate Fn
trials = Trials()
best = fmin(objective,
    space=space,
    algo=tpe.suggest,
    max_evals=2,
    trials=trials)

print(best)
print(trials.results)