与Imblearn管道和GridSearchCV进行交叉验证

时间:2019-11-12 08:49:17

标签: python-3.x scikit-learn pipeline imblearn

我正在尝试使用Pipelineimblearn中的GridSearchCV类来获取最佳参数,以对不平衡数据集进行分类。根据{{​​3}}中提到的答案,我想省略对验证集的重采样,而仅对训练集进行重采样,imblearn的{​​{1}}似乎正在这样做。但是,在实施接受的解决方案时出现错误。请让我知道我在做什么错。下面是我的实现:

Pipeline

参数:

def imb_pipeline(clf, X, y, params):

    model = Pipeline([
        ('sampling', SMOTE()),
        ('classification', clf)
    ])

    score={'AUC':'roc_auc', 
           'RECALL':'recall',
           'PRECISION':'precision',
           'F1':'f1'}

    gcv = GridSearchCV(estimator=model, param_grid=params, cv=5, scoring=score, n_jobs=12, refit='F1',
                       return_train_score=True)
    gcv.fit(X, y)

    return gcv

for param, classifier in zip(params, classifiers):
    print("Working on {}...".format(classifier[0]))
    clf = imb_pipeline(classifier[1], X_scaled, y, param) 
    print("Best parameter for {} is {}".format(classifier[0], clf.best_params_))
    print("Best `F1` for {} is {}".format(classifier[0], clf.best_score_))
    print('-'*50)
    print('\n')

分类器:

[{'penalty': ('l1', 'l2'), 'C': (0.01, 0.1, 1.0, 10)},
 {'n_neighbors': (10, 15, 25)},
 {'n_estimators': (80, 100, 150, 200), 'min_samples_split': (5, 7, 10, 20)}]

错误:

[('Logistic Regression',
  LogisticRegression(C=1.0, class_weight=None, dual=False, fit_intercept=True,
                     intercept_scaling=1, l1_ratio=None, max_iter=100,
                     multi_class='warn', n_jobs=None, penalty='l2',
                     random_state=None, solver='warn', tol=0.0001, verbose=0,
                     warm_start=False)),
 ('KNearestNeighbors',
  KNeighborsClassifier(algorithm='auto', leaf_size=30, metric='minkowski',
                       metric_params=None, n_jobs=None, n_neighbors=5, p=2,
                       weights='uniform')),
 ('Gradient Boosting Classifier',
  GradientBoostingClassifier(criterion='friedman_mse', init=None,
                             learning_rate=0.1, loss='deviance', max_depth=3,
                             max_features=None, max_leaf_nodes=None,
                             min_impurity_decrease=0.0, min_impurity_split=None,
                             min_samples_leaf=1, min_samples_split=2,
                             min_weight_fraction_leaf=0.0, n_estimators=100,
                             n_iter_no_change=None, presort='auto',
                             random_state=None, subsample=1.0, tol=0.0001,
                             validation_fraction=0.1, verbose=0,
                             warm_start=False))]

1 个答案:

答案 0 :(得分:2)

请检查此示例如何在管道中使用参数:  -https://scikit-learn.org/stable/auto_examples/compose/plot_compare_reduction.html#sphx-glr-auto-examples-compose-plot-compare-reduction-py

无论何时使用管道,您都需要以某种方式发送参数,以便管道可以了解哪个参数用于列表中的哪个步骤。为此,它使用您在管道初始化期间提供的名称。

在您的代码中,例如:

model = Pipeline([
        ('sampling', SMOTE()),
        ('classification', clf)
    ])

要将参数p1传递给SMOTE,您可以使用sampling__p1作为参数,而不是p1

您使用"classification"作为clf的名称,因此将其附加到本应用于clf的参数上。

尝试:

[{'classification__penalty': ('l1', 'l2'), 'classification__C': (0.01, 0.1, 1.0, 10)},
 {'classification__n_neighbors': (10, 15, 25)},
 {'classification__n_estimators': (80, 100, 150, 200), 'min_samples_split': (5, 7, 10, 20)}]

确保名称和参数之间有两个下划线。