本章分以下几块来讲解
XGBoost的作者把所有的参数分成了三类,这里只介绍我们常用的一些参数,不常用的不做介绍
通用参数:宏观函数控制。
Booster参数:控制每一步的booster(tree/regression)。
学习目标参数:控制训练目标的表现。
尽管有两种booster可供选择,我这里只介绍tree booster,因为它的表现远远胜过linear booster,所以linear booster很少用到。
*决定最小叶子节点样本权重和。
这个参数用来控制理想的优化目标和每一步结果的度量方法。
它使用sklearn形式的参数命名方式,对应关系如下:
The following parameters are only used in the console version of xgboost
本章以优惠券推荐数据为例对xgboost结合skleran与直接采用xgboost进行实现
import pandas as pd, numpy as np
from sklearn.model_selection import train_test_split, GridSearchCV
from sklearn import metrics
import catboost as cb
import xgboost as xgb
from xgboost.sklearn import XGBClassifier
import os
import joblib
from sklearn.preprocessing import LabelEncoder
from collections import defaultdict
data=pd.read_excel('car_coupon.xlsx')
data.head(5)
ID | destination | passanger | toCoupon_GEQ15min | toCoupon_GEQ25min | direction_same | direction_opp | gender | age | maritalStatus | ... | Bar | CoffeeHouse | CarryAway | RestaurantLessThan20 | Restaurant20To50 | weather | time | coupon | expiration | Y | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | 11263 | No Urgent Place | Friend(s) | 0 | 0 | 0 | 1 | Male | 55 | Widowed | ... | 0 | 0 | 1 | 1 | 1 | Sunny | 14 | Coffee House | 24 | 1 |
1 | 20136 | Work | Alone | 1 | 0 | 1 | 0 | Female | 26 | Married partner | ... | 0 | 0 | 3 | 3 | 3 | Sunny | 7 | Bar | 24 | 0 |
2 | 14763 | Work | Alone | 1 | 0 | 0 | 1 | Female | 55 | Single | ... | 0 | 0 | 1 | 1 | 1 | Sunny | 7 | Coffee House | 24 | 0 |
3 | 12612 | No Urgent Place | Kid(s) | 1 | 0 | 0 | 1 | Female | 41 | Married partner | ... | 0 | 3 | 3 | 3 | 3 | Sunny | 10 | Carry out & Take away | 2 | 0 |
4 | 17850 | No Urgent Place | Partner | 1 | 0 | 0 | 1 | Female | 31 | Married partner | ... | 1 | 1 | 10 | 10 | 10 | Snowy | 14 | Coffee House | 2 | 0 |
5 rows × 23 columns
d = defaultdict(LabelEncoder)
data[['destination', 'passanger','gender','maritalStatus','education', 'occupation', \
'weather','coupon' ]]=data[['destination', 'passanger','gender','maritalStatus','education', 'occupation', \
'weather','coupon' ]].apply(lambda x: d[x.name].fit_transform(x))
data.head(5)
ID | destination | passanger | toCoupon_GEQ15min | toCoupon_GEQ25min | direction_same | direction_opp | gender | age | maritalStatus | ... | Bar | CoffeeHouse | CarryAway | RestaurantLessThan20 | Restaurant20To50 | weather | time | coupon | expiration | Y | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | 11263 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 55 | 4 | ... | 0 | 0 | 1 | 1 | 1 | 2 | 14 | 2 | 24 | 1 |
1 | 20136 | 2 | 0 | 1 | 0 | 1 | 0 | 0 | 26 | 1 | ... | 0 | 0 | 3 | 3 | 3 | 2 | 7 | 0 | 24 | 0 |
2 | 14763 | 2 | 0 | 1 | 0 | 0 | 1 | 0 | 55 | 2 | ... | 0 | 0 | 1 | 1 | 1 | 2 | 7 | 2 | 24 | 0 |
3 | 12612 | 1 | 2 | 1 | 0 | 0 | 1 | 0 | 41 | 1 | ... | 0 | 3 | 3 | 3 | 3 | 2 | 10 | 1 | 2 | 0 |
4 | 17850 | 1 | 3 | 1 | 0 | 0 | 1 | 0 | 31 | 1 | ... | 1 | 1 | 10 | 10 | 10 | 1 | 14 | 2 | 2 | 0 |
5 rows × 23 columns
train, test, y_train, y_test = train_test_split(data.drop(["Y"], axis=1), data["Y"],
random_state=10, test_size=0.3)
print(type(data))
print(type(train))
print(type( test))
print(type(y_train))
print(type(y_test))
def model_eval2(m, train, test):
print('train_roc_auc_score:',metrics.roc_auc_score(y_train, m.predict_proba(train)[:, 1]))
print('test_roc_auc_score:',metrics.roc_auc_score(y_test, m.predict_proba(test)[:, 1]))
print('train_accuracy_score:',metrics.accuracy_score(y_train, m.predict(train)))
print('test_accuracy_score:',metrics.accuracy_score(y_test, m.predict(test)))
print('train_precision_score:',metrics.precision_score(y_train, m.predict(train)))
print('test__precision_score:',metrics.precision_score(y_test, m.predict(test)))
print('train_recall_score:',metrics.recall_score(y_train, m.predict(train)))
print('test_recall_score:',metrics.recall_score(y_test, m.predict(test)))
print('train_f1_score:',metrics.f1_score(y_train, m.predict(train)))
print('test_f1_score:',metrics.f1_score(y_test, m.predict(test)))
from xgboost.sklearn import XGBClassifier
xgboost_model = XGBClassifier()
eval_set = [(test.values, y_test.values)]
#拟合模型
xgboost_model.fit(train.values,
y_train.values,
early_stopping_rounds=300,
eval_metric="logloss", # 损失函数的类型,分类一般都是用对数作为损失函数
eval_set=eval_set,
verbose=False)
D:\dprograme\Anaconda3\lib\site-packages\xgboost\sklearn.py:793: UserWarning: `eval_metric` in `fit` method is deprecated for better compatibility with scikit-learn, use `eval_metric` in constructor or`set_params` instead.
warnings.warn(
D:\dprograme\Anaconda3\lib\site-packages\xgboost\sklearn.py:793: UserWarning: `early_stopping_rounds` in `fit` method is deprecated for better compatibility with scikit-learn, use `early_stopping_rounds` in constructor or`set_params` instead.
warnings.warn(
XGBClassifier(base_score=0.5, booster='gbtree', callbacks=None,In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook.colsample_bylevel=1, colsample_bynode=1, colsample_bytree=1, early_stopping_rounds=None, enable_categorical=False, eval_metric=None, gamma=0, gpu_id=-1, grow_policy='depthwise', importance_type=None, interaction_constraints='', learning_rate=0.300000012, max_bin=256, max_cat_to_onehot=4, max_delta_step=0, max_depth=6, max_leaves=0, min_child_weight=1, missing=nan, monotone_constraints='()', n_estimators=100, n_jobs=0, num_parallel_tree=1, predictor='auto', random_state=0, reg_alpha=0, reg_lambda=1, ...)
On GitHub, the HTML representation is unable to render, please try loading this page with nbviewer.org.
XGBClassifier(base_score=0.5, booster='gbtree', callbacks=None, colsample_bylevel=1, colsample_bynode=1, colsample_bytree=1, early_stopping_rounds=None, enable_categorical=False, eval_metric=None, gamma=0, gpu_id=-1, grow_policy='depthwise', importance_type=None, interaction_constraints='', learning_rate=0.300000012, max_bin=256, max_cat_to_onehot=4, max_delta_step=0, max_depth=6, max_leaves=0, min_child_weight=1, missing=nan, monotone_constraints='()', n_estimators=100, n_jobs=0, num_parallel_tree=1, predictor='auto', random_state=0, reg_alpha=0, reg_lambda=1, ...)
model_eval2(xgboost_model, train.values, test.values)
train_roc_auc_score: 0.890295988831706
test_roc_auc_score: 0.7178983466569767
train_accuracy_score: 0.8007142857142857
test_accuracy_score: 0.6683333333333333
train_precision_score: 0.7965116279069767
test__precision_score: 0.704225352112676
train_recall_score: 0.8681875792141952
test_recall_score: 0.7267441860465116
train_f1_score: 0.8308065494238933
test_f1_score: 0.7153075822603719
y_test_pred = xgboost_model.predict( test.values )
y_trian_prod = xgboost_model.predict_proba( train.values )
joblib.dump(xgboost_model , r'D:\Ensemble_Learning\xgboostinfo\xgboostsklearnsingle.model')
load_model=joblib.load(r'D:\Ensemble_Learning\xgboostinfo\xgboostsklearnsingle.model')
load_model.predict( test.values )
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print(type(data.values))
print(type(train.values))
print(type( test.values))
print(type(y_train.values))
print(type(y_test.values))
params={'alpha': 0.09,
'booster': 'gbtree',
'colsample_bylevel': 0.4,
'colsample_bytree': 0.7,
'eval_metric': 'logloss',
'gamma': 0.85,
'learning_rate': 0.1,
'max_depth': 7,
'min_child_weight': 20,
'n_estimator': 40,
'objective': 'binary:logistic',
'reg_lambda': 0.1,
'seed': 1,
'subsample': 0.6}
dtrain = xgb.DMatrix(train, label=y_train,feature_names=list(train.columns))
dtest = xgb.DMatrix(test)
validation = xgb.DMatrix(test,y_test)
watchlist = [(validation,'train')]
model = xgb.train(params,
dtrain,
num_boost_round= 2000, # 迭代的次数,及弱学习器的个数
evals= watchlist)
[21:06:30] WARNING: C:/Users/administrator/workspace/xgboost-win64_release_1.6.0/src/learner.cc:627:
Parameters: { "n_estimator" } might not be used.
This could be a false alarm, with some parameters getting used by language bindings but
then being mistakenly passed down to XGBoost core, or some parameter actually being used
but getting flagged wrongly here. Please open an issue if you find any such cases.
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[1934] train-logloss:0.63269
[1935] train-logloss:0.63312
[1936] train-logloss:0.63253
[1937] train-logloss:0.63222
[1938] train-logloss:0.63223
[1939] train-logloss:0.63224
[1940] train-logloss:0.63252
[1941] train-logloss:0.63260
[1942] train-logloss:0.63329
[1943] train-logloss:0.63331
[1944] train-logloss:0.63432
[1945] train-logloss:0.63457
[1946] train-logloss:0.63454
[1947] train-logloss:0.63421
[1948] train-logloss:0.63418
[1949] train-logloss:0.63412
[1950] train-logloss:0.63373
[1951] train-logloss:0.63307
[1952] train-logloss:0.63306
[1953] train-logloss:0.63307
[1954] train-logloss:0.63296
[1955] train-logloss:0.63289
[1956] train-logloss:0.63286
[1957] train-logloss:0.63286
[1958] train-logloss:0.63286
[1959] train-logloss:0.63268
[1960] train-logloss:0.63289
[1961] train-logloss:0.63299
[1962] train-logloss:0.63288
[1963] train-logloss:0.63288
[1964] train-logloss:0.63280
[1965] train-logloss:0.63254
[1966] train-logloss:0.63272
[1967] train-logloss:0.63287
[1968] train-logloss:0.63327
[1969] train-logloss:0.63324
[1970] train-logloss:0.63324
[1971] train-logloss:0.63336
[1972] train-logloss:0.63382
[1973] train-logloss:0.63386
[1974] train-logloss:0.63427
[1975] train-logloss:0.63428
[1976] train-logloss:0.63462
[1977] train-logloss:0.63443
[1978] train-logloss:0.63445
[1979] train-logloss:0.63453
[1980] train-logloss:0.63466
[1981] train-logloss:0.63527
[1982] train-logloss:0.63546
[1983] train-logloss:0.63513
[1984] train-logloss:0.63484
[1985] train-logloss:0.63482
[1986] train-logloss:0.63484
[1987] train-logloss:0.63513
[1988] train-logloss:0.63536
[1989] train-logloss:0.63516
[1990] train-logloss:0.63468
[1991] train-logloss:0.63452
[1992] train-logloss:0.63448
[1993] train-logloss:0.63460
[1994] train-logloss:0.63451
[1995] train-logloss:0.63422
[1996] train-logloss:0.63409
[1997] train-logloss:0.63412
[1998] train-logloss:0.63406
[1999] train-logloss:0.63402
ytrain=model.predict(dtrain)
ytrain_class = (ytrain>= 0.5)*1
ytest=model.predict(dtest)
y_pred = (ytest >= 0.5)*1
print(‘train_roc_auc_score:’,metrics.roc_auc_score(y_train,ytrain))
print(‘test_roc_auc_score:’,metrics.roc_auc_score(y_test, ytest))
print(‘train_accuracy_score:’,metrics.accuracy_score(y_train, ytrain_class))
print(‘test_accuracy_score:’,metrics.accuracy_score(y_test,y_pred ))
joblib.dump(model , r'D:\Ensemble_Learning\xgboostinfo\xgboost01.model')
load_model=joblib.load(r'D:\Ensemble_Learning\xgboostinfo\xgboost01.model')
ytest=load_model.predict(dtest)
ytest[0:5]
array([0.265046 , 0.39359182, 0.82298654, 0.07664716, 0.28468448],
dtype=float32)
from sklearn.model_selection import GridSearchCV
## 定义参数取值范围
learning_rate = [0.1] #0.15,0.11
subsample = [ 0.65] #0.7,0.8
colsample_bytree = [0.6] #0.7, 0.5
colsample_bylevel=[0.7] #0.8,
colsample_bynode=[0.7] #0.8,
max_depth = [6] #,7
n_estimators=[1000] #,900
gamma=[0,0.1]
reg_alpha=[1,2]
reg_lambda=[2,3]
min_child_weight=[30,50]
max_bin=[12,16]
base_score=[0.4,0.5,0.6]
parameters = {
'learning_rate': learning_rate,
'subsample': subsample,
'colsample_bytree':colsample_bytree,
'colsample_bylevel':colsample_bylevel,
'colsample_bynode':colsample_bynode,
'max_depth': max_depth,
'n_estimators':n_estimators,
'gamma':gamma,
'reg_alpha':reg_alpha,
'reg_lambda':reg_lambda,
'min_child_weight':min_child_weight,
'max_bin':max_bin,
'base_score':base_score,
}
model = XGBClassifier( eval_metric="logloss")
clf = GridSearchCV(model, parameters, cv=2, scoring='accuracy',verbose=1,n_jobs=-1)
clf = clf.fit(train.values, y_train.values,eval_set=eval_set)
Fitting 2 folds for each of 96 candidates, totalling 192 fits
[0] validation_0-logloss:0.68822
[1] validation_0-logloss:0.68488
[2] validation_0-logloss:0.67979
[3] validation_0-logloss:0.67770
[4] validation_0-logloss:0.67431
[5] validation_0-logloss:0.67095
[6] validation_0-logloss:0.66894
[7] validation_0-logloss:0.66736
[8] validation_0-logloss:0.66269
[9] validation_0-logloss:0.65911
[10] validation_0-logloss:0.65691
[11] validation_0-logloss:0.65429
[12] validation_0-logloss:0.64994
[13] validation_0-logloss:0.64843
[14] validation_0-logloss:0.64748
[15] validation_0-logloss:0.64628
[16] validation_0-logloss:0.64424
[17] validation_0-logloss:0.64260
[18] validation_0-logloss:0.64172
[19] validation_0-logloss:0.64020
[20] validation_0-logloss:0.63933
[21] validation_0-logloss:0.63795
[22] validation_0-logloss:0.63296
[23] validation_0-logloss:0.63192
[24] validation_0-logloss:0.63157
[25] validation_0-logloss:0.63006
[26] validation_0-logloss:0.62925
[27] validation_0-logloss:0.62915
[28] validation_0-logloss:0.62914
[29] validation_0-logloss:0.62940
[30] validation_0-logloss:0.62872
[31] validation_0-logloss:0.62866
[32] validation_0-logloss:0.62860
[33] validation_0-logloss:0.62812
[34] validation_0-logloss:0.62823
[35] validation_0-logloss:0.62819
[36] validation_0-logloss:0.62489
[37] validation_0-logloss:0.62490
[38] validation_0-logloss:0.62293
[39] validation_0-logloss:0.62222
[40] validation_0-logloss:0.62102
[41] validation_0-logloss:0.61937
[42] validation_0-logloss:0.61839
[43] validation_0-logloss:0.61829
[44] validation_0-logloss:0.61782
[45] validation_0-logloss:0.61781
[46] validation_0-logloss:0.61763
[47] validation_0-logloss:0.61733
[48] validation_0-logloss:0.61704
[49] validation_0-logloss:0.61602
[50] validation_0-logloss:0.61585
[51] validation_0-logloss:0.61632
[52] validation_0-logloss:0.61601
[53] validation_0-logloss:0.61658
[54] validation_0-logloss:0.61598
[55] validation_0-logloss:0.61581
[56] validation_0-logloss:0.61530
[57] validation_0-logloss:0.61455
[58] validation_0-logloss:0.61557
[59] validation_0-logloss:0.61533
[60] validation_0-logloss:0.61390
[61] validation_0-logloss:0.61426
[62] validation_0-logloss:0.61365
[63] validation_0-logloss:0.61269
[64] validation_0-logloss:0.61244
[65] validation_0-logloss:0.61196
[66] validation_0-logloss:0.61196
[67] validation_0-logloss:0.61175
[68] validation_0-logloss:0.61179
[69] validation_0-logloss:0.61195
[70] validation_0-logloss:0.61165
[71] validation_0-logloss:0.61130
[72] validation_0-logloss:0.61112
[73] validation_0-logloss:0.61133
[74] validation_0-logloss:0.61152
[75] validation_0-logloss:0.61118
[76] validation_0-logloss:0.61160
[77] validation_0-logloss:0.61167
[78] validation_0-logloss:0.61175
[79] validation_0-logloss:0.61156
[80] validation_0-logloss:0.61164
[81] validation_0-logloss:0.61126
[82] validation_0-logloss:0.61166
[83] validation_0-logloss:0.61163
[84] validation_0-logloss:0.61156
[85] validation_0-logloss:0.61177
[86] validation_0-logloss:0.61271
[87] validation_0-logloss:0.61074
[88] validation_0-logloss:0.61048
[89] validation_0-logloss:0.60983
[90] validation_0-logloss:0.60992
[91] validation_0-logloss:0.60904
[92] validation_0-logloss:0.60858
[93] validation_0-logloss:0.60805
[94] validation_0-logloss:0.60787
[95] validation_0-logloss:0.60836
[96] validation_0-logloss:0.60857
[97] validation_0-logloss:0.60862
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[99] validation_0-logloss:0.60815
[100] validation_0-logloss:0.60815
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[106] validation_0-logloss:0.60659
[107] validation_0-logloss:0.60623
[108] validation_0-logloss:0.60603
[109] validation_0-logloss:0.60549
[110] validation_0-logloss:0.60546
[111] validation_0-logloss:0.60535
[112] validation_0-logloss:0.60451
[113] validation_0-logloss:0.60451
[114] validation_0-logloss:0.60397
[115] validation_0-logloss:0.60426
[116] validation_0-logloss:0.60452
[117] validation_0-logloss:0.60424
[118] validation_0-logloss:0.60428
[119] validation_0-logloss:0.60379
[120] validation_0-logloss:0.60408
[121] validation_0-logloss:0.60420
[122] validation_0-logloss:0.60399
[123] validation_0-logloss:0.60389
[124] validation_0-logloss:0.60441
[125] validation_0-logloss:0.60494
[126] validation_0-logloss:0.60457
[127] validation_0-logloss:0.60444
[128] validation_0-logloss:0.60442
[129] validation_0-logloss:0.60438
[130] validation_0-logloss:0.60436
[131] validation_0-logloss:0.60378
[132] validation_0-logloss:0.60310
[133] validation_0-logloss:0.60328
[134] validation_0-logloss:0.60349
[135] validation_0-logloss:0.60336
[136] validation_0-logloss:0.60355
[137] validation_0-logloss:0.60356
[138] validation_0-logloss:0.60385
[139] validation_0-logloss:0.60383
[140] validation_0-logloss:0.60363
[141] validation_0-logloss:0.60288
[142] validation_0-logloss:0.60319
[143] validation_0-logloss:0.60344
[144] validation_0-logloss:0.60350
[145] validation_0-logloss:0.60393
[146] validation_0-logloss:0.60399
[147] validation_0-logloss:0.60408
[148] validation_0-logloss:0.60428
[149] validation_0-logloss:0.60439
[150] validation_0-logloss:0.60444
[151] validation_0-logloss:0.60460
[152] validation_0-logloss:0.60519
[153] validation_0-logloss:0.60553
[154] validation_0-logloss:0.60516
[155] validation_0-logloss:0.60552
[156] validation_0-logloss:0.60554
[157] validation_0-logloss:0.60521
[158] validation_0-logloss:0.60540
[159] validation_0-logloss:0.60549
[160] validation_0-logloss:0.60561
[161] validation_0-logloss:0.60576
[162] validation_0-logloss:0.60609
[163] validation_0-logloss:0.60591
[164] validation_0-logloss:0.60582
[165] validation_0-logloss:0.60576
[166] validation_0-logloss:0.60607
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[168] validation_0-logloss:0.60565
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[170] validation_0-logloss:0.60641
[171] validation_0-logloss:0.60640
[172] validation_0-logloss:0.60609
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[174] validation_0-logloss:0.60604
[175] validation_0-logloss:0.60608
[176] validation_0-logloss:0.60609
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[179] validation_0-logloss:0.60601
[180] validation_0-logloss:0.60543
[181] validation_0-logloss:0.60482
[182] validation_0-logloss:0.60460
[183] validation_0-logloss:0.60465
[184] validation_0-logloss:0.60453
[185] validation_0-logloss:0.60450
[186] validation_0-logloss:0.60447
[187] validation_0-logloss:0.60442
[188] validation_0-logloss:0.60432
[189] validation_0-logloss:0.60451
[190] validation_0-logloss:0.60469
[191] validation_0-logloss:0.60473
[192] validation_0-logloss:0.60455
[193] validation_0-logloss:0.60426
[194] validation_0-logloss:0.60474
[195] validation_0-logloss:0.60463
[196] validation_0-logloss:0.60473
[197] validation_0-logloss:0.60477
[198] validation_0-logloss:0.60532
[199] validation_0-logloss:0.60515
[200] validation_0-logloss:0.60518
[201] validation_0-logloss:0.60515
[202] validation_0-logloss:0.60500
[203] validation_0-logloss:0.60524
[204] validation_0-logloss:0.60522
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[206] validation_0-logloss:0.60473
[207] validation_0-logloss:0.60459
[208] validation_0-logloss:0.60468
[209] validation_0-logloss:0.60497
[210] validation_0-logloss:0.60538
[211] validation_0-logloss:0.60584
[212] validation_0-logloss:0.60534
[213] validation_0-logloss:0.60530
[214] validation_0-logloss:0.60557
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[216] validation_0-logloss:0.60610
[217] validation_0-logloss:0.60636
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[219] validation_0-logloss:0.60661
[220] validation_0-logloss:0.60655
[221] validation_0-logloss:0.60701
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[223] validation_0-logloss:0.60700
[224] validation_0-logloss:0.60750
[225] validation_0-logloss:0.60757
[226] validation_0-logloss:0.60762
[227] validation_0-logloss:0.60722
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[229] validation_0-logloss:0.60686
[230] validation_0-logloss:0.60654
[231] validation_0-logloss:0.60657
[232] validation_0-logloss:0.60676
[233] validation_0-logloss:0.60664
[234] validation_0-logloss:0.60668
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[236] validation_0-logloss:0.60680
[237] validation_0-logloss:0.60677
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[239] validation_0-logloss:0.60630
[240] validation_0-logloss:0.60609
[241] validation_0-logloss:0.60574
[242] validation_0-logloss:0.60603
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[244] validation_0-logloss:0.60588
[245] validation_0-logloss:0.60599
[246] validation_0-logloss:0.60576
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[249] validation_0-logloss:0.60657
[250] validation_0-logloss:0.60696
[251] validation_0-logloss:0.60693
[252] validation_0-logloss:0.60653
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[254] validation_0-logloss:0.60658
[255] validation_0-logloss:0.60608
[256] validation_0-logloss:0.60590
[257] validation_0-logloss:0.60587
[258] validation_0-logloss:0.60539
[259] validation_0-logloss:0.60528
[260] validation_0-logloss:0.60510
[261] validation_0-logloss:0.60560
[262] validation_0-logloss:0.60583
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[264] validation_0-logloss:0.60591
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[266] validation_0-logloss:0.60535
[267] validation_0-logloss:0.60566
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[270] validation_0-logloss:0.60554
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[272] validation_0-logloss:0.60563
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[274] validation_0-logloss:0.60529
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[276] validation_0-logloss:0.60551
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[278] validation_0-logloss:0.60546
[279] validation_0-logloss:0.60526
[280] validation_0-logloss:0.60515
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[285] validation_0-logloss:0.60400
[286] validation_0-logloss:0.60428
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[290] validation_0-logloss:0.60400
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[301] validation_0-logloss:0.60457
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[908] validation_0-logloss:0.60665
[909] validation_0-logloss:0.60660
[910] validation_0-logloss:0.60646
[911] validation_0-logloss:0.60655
[912] validation_0-logloss:0.60660
[913] validation_0-logloss:0.60635
[914] validation_0-logloss:0.60667
[915] validation_0-logloss:0.60676
[916] validation_0-logloss:0.60678
[917] validation_0-logloss:0.60682
[918] validation_0-logloss:0.60632
[919] validation_0-logloss:0.60579
[920] validation_0-logloss:0.60602
[921] validation_0-logloss:0.60611
[922] validation_0-logloss:0.60623
[923] validation_0-logloss:0.60628
[924] validation_0-logloss:0.60643
[925] validation_0-logloss:0.60628
[926] validation_0-logloss:0.60611
[927] validation_0-logloss:0.60583
[928] validation_0-logloss:0.60574
[929] validation_0-logloss:0.60544
[930] validation_0-logloss:0.60559
[931] validation_0-logloss:0.60561
[932] validation_0-logloss:0.60572
[933] validation_0-logloss:0.60564
[934] validation_0-logloss:0.60589
[935] validation_0-logloss:0.60591
[936] validation_0-logloss:0.60569
[937] validation_0-logloss:0.60572
[938] validation_0-logloss:0.60552
[939] validation_0-logloss:0.60558
[940] validation_0-logloss:0.60522
[941] validation_0-logloss:0.60468
[942] validation_0-logloss:0.60427
[943] validation_0-logloss:0.60452
[944] validation_0-logloss:0.60500
[945] validation_0-logloss:0.60481
[946] validation_0-logloss:0.60507
[947] validation_0-logloss:0.60503
[948] validation_0-logloss:0.60505
[949] validation_0-logloss:0.60494
[950] validation_0-logloss:0.60439
[951] validation_0-logloss:0.60454
[952] validation_0-logloss:0.60453
[953] validation_0-logloss:0.60467
[954] validation_0-logloss:0.60456
[955] validation_0-logloss:0.60452
[956] validation_0-logloss:0.60464
[957] validation_0-logloss:0.60494
[958] validation_0-logloss:0.60493
[959] validation_0-logloss:0.60518
[960] validation_0-logloss:0.60535
[961] validation_0-logloss:0.60534
[962] validation_0-logloss:0.60530
[963] validation_0-logloss:0.60515
[964] validation_0-logloss:0.60497
[965] validation_0-logloss:0.60475
[966] validation_0-logloss:0.60487
[967] validation_0-logloss:0.60496
[968] validation_0-logloss:0.60503
[969] validation_0-logloss:0.60510
[970] validation_0-logloss:0.60502
[971] validation_0-logloss:0.60511
[972] validation_0-logloss:0.60512
[973] validation_0-logloss:0.60506
[974] validation_0-logloss:0.60495
[975] validation_0-logloss:0.60517
[976] validation_0-logloss:0.60527
[977] validation_0-logloss:0.60520
[978] validation_0-logloss:0.60499
[979] validation_0-logloss:0.60524
[980] validation_0-logloss:0.60502
[981] validation_0-logloss:0.60549
[982] validation_0-logloss:0.60578
[983] validation_0-logloss:0.60528
[984] validation_0-logloss:0.60477
[985] validation_0-logloss:0.60478
[986] validation_0-logloss:0.60509
[987] validation_0-logloss:0.60460
[988] validation_0-logloss:0.60440
[989] validation_0-logloss:0.60463
[990] validation_0-logloss:0.60491
[991] validation_0-logloss:0.60490
[992] validation_0-logloss:0.60493
[993] validation_0-logloss:0.60501
[994] validation_0-logloss:0.60499
[995] validation_0-logloss:0.60497
[996] validation_0-logloss:0.60508
[997] validation_0-logloss:0.60511
[998] validation_0-logloss:0.60555
[999] validation_0-logloss:0.60554
print(clf.best_params_)
{'base_score': 0.5, 'colsample_bylevel': 0.7, 'colsample_bynode': 0.7, 'colsample_bytree': 0.6, 'gamma': 0, 'learning_rate': 0.1, 'max_bin': 12, 'max_depth': 6, 'min_child_weight': 30, 'n_estimators': 1000, 'reg_alpha': 2, 'reg_lambda': 3, 'subsample': 0.65}
best_model=clf.best_estimator_
model_eval2(best_model, train.values, test.values)
train_roc_auc_score: 0.8766644056264636
test_roc_auc_score: 0.7278343023255814
train_accuracy_score: 0.8
test_accuracy_score: 0.6833333333333333
train_precision_score: 0.8069963811821471
test__precision_score: 0.7162921348314607
train_recall_score: 0.8479087452471483
test_recall_score: 0.7412790697674418
train_f1_score: 0.8269468479604452
test_f1_score: 0.7285714285714285
joblib.dump(best_model , r'D:\Ensemble_Learning\xgboostinfo\xgboostgridbest.model')
best_model=joblib.load( r'D:\Ensemble_Learning\xgboostinfo\xgboostgridbest.model')
model_eval2(best_model, train.values, test.values)
train_roc_auc_score: 0.8766644056264636
test_roc_auc_score: 0.7278343023255814
train_accuracy_score: 0.8
test_accuracy_score: 0.6833333333333333
train_precision_score: 0.8069963811821471
test__precision_score: 0.7162921348314607
train_recall_score: 0.8479087452471483
test_recall_score: 0.7412790697674418
train_f1_score: 0.8269468479604452
test_f1_score: 0.7285714285714285