机器学习网格搜索寻找最优参数[通俗易懂]

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整理一下前阶段复习的关于网格搜索的知识：

程序及数据请到github 上下载 GridSearch练习

网格搜索是将训练集训练的一堆模型中，选取超参数的所有值（或者代表性的几个值），将这些选取的参数及值全部列出一个表格，并分别将其进行模拟，选出最优模型。

上面是数据集的可视化分布图，具体代码如下：

%matplotlib inline
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt

data = pd.read_csv('data/grid.csv',header=None)
X = data[[0,1]]
y = data[2]
#print(y)
X_blue = data[data[2]== 0]
X_red = data[data[2]== 1]
plt.scatter(X_blue[0],X_blue[1],c='blue',edgecolor='k',s=50)
plt.scatter(X_red[0],X_red[1],c='red',edgecolor='k',s=50)
plt.xlim(-2.05,2.05)
plt.ylim(-2.05,2.05)

采用决策树来训练数据

from sklearn.tree import DecisionTreeClassifier
clf = DecisionTreeClassifier(random_state=42)
clf.fit(X_train,y_train)

train_predictions = clf.predict(X_train)
test_predictions = clf.predict(X_test)
print(clf.get_params())

数据分类可视化自定义函数的代码如下：

def plot_model(X, y, clf):
    plt.scatter(X_blue[0],X_blue[1],c='blue',edgecolor='k',s=50)
    plt.scatter(X_red[0],X_red[1],c='red',edgecolor='k',s=50)

    plt.xlim(-2.05,2.05)
    plt.ylim(-2.05,2.05)
    plt.grid(False)
    plt.tick_params(
        axis='x',
        which='both',
        bottom='off',
        top='off')

    r = np.linspace(-2.1,2.1,300)
    s,t = np.meshgrid(r,r)
    s = np.reshape(s,(np.size(s),1))
    t = np.reshape(t,(np.size(t),1))
    h = np.concatenate((s,t),1)

    z = clf.predict(h)

    s = s.reshape((np.size(r),np.size(r)))
    t = t.reshape((np.size(r),np.size(r)))
    z = z.reshape((np.size(r),np.size(r)))

    plt.contourf(s,t,z,colors = ['blue','red'],alpha = 0.2,levels = range(-1,2))
    if len(np.unique(z)) > 1:
        plt.contour(s,t,z,colors = 'k', linewidths = 2)
    plt.show()

数据集分类的可视化显示：

plot_model(X, y, clf)

机器学习网格搜索寻找最优参数[通俗易懂]

从上面的界限可视化上来看是处于过拟合的状态，因为在训练数据的时候未设定参数，超参数 max_depth=None 时候，训练数据时候一直到决策树的最底层的叶子节点结束，所以就出现了过拟合的状态。

模型复杂度曲线可视化

from sklearn.model_selection import ShuffleSplit
from sklearn.model_selection import validation_curve
#from sklearn.tree import DecisionTreeRegressor

def ModelComplexity(X, y):
    """ Calculates the performance of the model as model complexity increases.
        The learning and testing errors rates are then plotted. """
    
    # Create 10 cross-validation sets for training and testing
    cv = ShuffleSplit(X.shape[0], test_size = 0.2, random_state = 42)

    # Vary the max_depth parameter from 1 to 10
    max_depth = np.arange(1,11)
    
    scorer = make_scorer(f1_score)

    # Calculate the training and testing scores
    train_scores, test_scores = validation_curve(DecisionTreeClassifier(), X, y, \
        param_name = "max_depth", param_range = max_depth, cv = cv, scoring =scorer)

    # Find the mean and standard deviation for smoothing
    train_mean = np.mean(train_scores, axis=1)
    train_std = np.std(train_scores, axis=1)
    test_mean = np.mean(test_scores, axis=1)
    test_std = np.std(test_scores, axis=1)

    # Plot the validation curve
    plt.figure(figsize=(7, 5))
    plt.title('Decision Tree Classifier Complexity Performance')
    plt.plot(max_depth, train_mean, 'o-', color = 'r', label = 'Training Score')
    plt.plot(max_depth, test_mean, 'o-', color = 'g', label = 'Validation Score')
    plt.fill_between(max_depth, train_mean - train_std, \
        train_mean + train_std, alpha = 0.15, color = 'r')
    plt.fill_between(max_depth, test_mean - test_std, \
        test_mean + test_std, alpha = 0.15, color = 'g')
    
    # Visual aesthetics
    plt.legend(loc = 'lower right')
    plt.xlabel('Maximum Depth')
    plt.ylabel('Score')
    plt.ylim([-0.05,1.05])
    plt.show()


ModelComplexity(X, y)

机器学习网格搜索寻找最优参数[通俗易懂]

从上面的复杂度曲线图可以看出，在max_depth=4 的时候，训练集和测试集的得分是最接近的，在向右的时候，测试集的得分就呈下降趋势，虽然此时训练集的得分很高，但训练集的得分下降了，这说明在测试集上模型没有很好的拟合数据，就是过拟合状态了。

下面来采用网格搜索来寻找最优参数，本例中以 max_depth 和min_samples_leaf 这两个参数来进行筛选

from sklearn.model_selection import GridSearchCV
clf = DecisionTreeClassifier(random_state=42)
scorer = make_scorer(f1_score)

parameters = {'max_depth':[2,4,6,8,10],'min_samples_leaf':[2,4,6,8,10], 'min_samples_split':[2,4,6,8,10]}
grid_obj = GridSearchCV(clf, parameters, scoring=scorer)
grid_obj.fit(X_train,y_train)

best_clf = grid_obj.best_estimator_
print(grid_obj.best_params_)

best_clf.fit(X_train,y_train)
best_train_predictions = best_clf.predict(X_train)
best_test_predictions = best_clf.predict(X_test)

print('The training F1 Score is', f1_score(best_train_predictions, y_train))
print('The testing F1 Score is', f1_score(best_test_predictions, y_test))
plot_model(X, y, best_clf)

机器学习网格搜索寻找最优参数[通俗易懂]