Datawhale组队学习之集成学习—

集成学习案例二（蒸汽量预测）

背景介绍

火力发电的基本原理是：燃料在燃烧时加热水生成蒸汽，蒸汽压力推动汽轮机旋转，然后汽轮机带动发电机旋转，产生电能。在这一系列的能量转化中，影响发电效率的核心是锅炉的燃烧效率，即燃料燃烧加热水产生高温高压蒸汽。锅炉的燃烧效率的影响因素很多，包括锅炉的可调参数，如燃烧给量，一二次风，引风，返料风，给水水量；以及锅炉的工况，比如锅炉床温、床压，炉膛温度、压力，过热器的温度等。我们如何使用以上的信息，根据锅炉的工况，预测产生的蒸汽量，来为我国的工业届的产量预测贡献自己的一份力量呢？

所以，该案例是使用以上工业指标的特征，进行蒸汽量的预测问题。由于信息安全等原因，我们使用的是经脱敏后的锅炉传感器采集的数据（采集频率是分钟级别）。

数据信息

数据分成训练数据（train.txt）和测试数据（test.txt），其中字段”V0”-“V37”，这38个字段是作为特征变量，”target”作为目标变量。我们需要利用训练数据训练出模型，预测测试数据的目标变量。

评价指标

最终的评价指标为均方误差MSE，即：
Score=1n∑1n(yi−y∗)2Score = \frac{1}{n} \sum_1 ^n (y_i - y ^*)^2Score=n11∑n(yi−y∗)2

导入package

import warnings
warnings.filterwarnings("ignore")
import matplotlib.pyplot as plt
import seaborn as sns# 模型
import pandas as pd
import numpy as np
from scipy import stats
from sklearn.model_selection import train_test_split
from sklearn.model_selection import GridSearchCV, RepeatedKFold, cross_val_score,cross_val_predict,KFold
from sklearn.metrics import make_scorer,mean_squared_error
from sklearn.linear_model import LinearRegression, Lasso, Ridge, ElasticNet
from sklearn.svm import LinearSVR, SVR
from sklearn.neighbors import KNeighborsRegressor
from sklearn.ensemble import RandomForestRegressor, GradientBoostingRegressor,AdaBoostRegressor
from xgboost import XGBRegressor
from sklearn.preprocessing import PolynomialFeatures,MinMaxScaler,StandardScaler

加载数据

data_train = pd.read_csv('train.txt',sep = '\t')
data_test = pd.read_csv('test.txt',sep = '\t')

#合并训练数据和测试数据
data_train["oringin"]="train"
data_test["oringin"]="test"
data_all=pd.concat([data_train,data_test],axis=0,ignore_index=True)
#显示前5条数据
data_all.head()

	V0	V1	V10	V11	V12	V13	V14	V15	V16	V17	...	V36	V37	V4	V5	V6	V7	V8	V9	oringin	target
0	0.566	0.016	-0.940	-0.307	-0.073	0.550	-0.484	0.000	-1.707	-1.162	...	-2.608	-3.508	0.452	-0.901	-1.812	-2.360	-0.436	-2.114	train	0.175
1	0.968	0.437	0.188	-0.455	-0.134	1.109	-0.488	0.000	-0.977	-1.162	...	-0.335	-0.730	0.194	-0.893	-1.566	-2.360	0.332	-2.114	train	0.676
2	1.013	0.568	0.874	-0.051	-0.072	0.767	-0.493	-0.212	-0.618	-0.897	...	0.765	-0.589	0.112	-0.797	-1.367	-2.360	0.396	-2.114	train	0.633
3	0.733	0.368	0.011	0.102	-0.014	0.769	-0.371	-0.162	-0.429	-0.897	...	0.333	-0.112	0.599	-0.679	-1.200	-2.086	0.403	-2.114	train	0.206
4	0.684	0.638	-0.251	0.570	0.199	-0.349	-0.342	-0.138	-0.391	-0.897	...	-0.280	-0.028	0.337	-0.454	-1.073	-2.086	0.314	-2.114	train	0.384

5 rows × 40 columns

探索数据分布

这里因为是传感器的数据，即连续变量，所以使用 kdeplot(核密度估计图) 进行数据的初步分析，即EDA。

for column in data_all.columns[0:-2]:#核密度估计(kernel density estimation)是在概率论中用来估计未知的密度函数，属于非参数检验方法之一。通过核密度估计图可以比较直观的看出数据样本本身的分布特征。g = sns.kdeplot(data_all[column][(data_all["oringin"] == "train")], color="Red", shade = True)g = sns.kdeplot(data_all[column][(data_all["oringin"] == "test")], ax =g, color="Blue", shade= True)g.set_xlabel(column)g.set_ylabel("Frequency")g = g.legend(["train","test"])plt.show()

从图中可以看出特征"V5",“V9”,“V11”,“V17”,“V22”,"V28"中训练集数据分布和测试集数据分布不均，所以我们删除这些特征数据

for column in ["V5","V9","V11","V17","V22","V28"]:g = sns.kdeplot(data_all[column][(data_all["oringin"] == "train")], color="Red", shade = True)g = sns.kdeplot(data_all[column][(data_all["oringin"] == "test")], ax =g, color="Blue", shade= True)g.set_xlabel(column)g.set_ylabel("Frequency")g = g.legend(["train","test"])plt.show()data_all.drop(["V5","V9","V11","V17","V22","V28"],axis=1,inplace=True)

查看特征之间的相关性（相关程度）

data_train1=data_all[data_all["oringin"]=="train"].drop("oringin",axis=1)
plt.figure(figsize=(20, 16))  # 指定绘图对象宽度和高度
colnm = data_train1.columns.tolist()  # 列表头
mcorr = data_train1[colnm].corr(method="spearman")  # 相关系数矩阵，即给出了任意两个变量之间的相关系数
mask = np.zeros_like(mcorr, dtype=np.bool)  # 构造与mcorr同维数矩阵 为bool型
mask[np.triu_indices_from(mask)] = True  # 角分线右侧为True
cmap = sns.diverging_palette(220, 10, as_cmap=True)  # 返回matplotlib colormap对象，调色板
g = sns.heatmap(mcorr, mask=mask, cmap=cmap, square=True, annot=True, fmt='0.2f')  # 热力图（看两两相似度）
plt.show()

进行降维操作，即将相关性的绝对值小于阈值的特征进行删除

threshold = 0.1
corr_matrix = data_train1.corr().abs()
drop_col=corr_matrix[corr_matrix["target"]<threshold].index
data_all.drop(drop_col,axis=1,inplace=True)

进行归一化操作

cols_numeric=list(data_all.columns)
cols_numeric.remove("oringin")
def scale_minmax(col):return (col-col.min())/(col.max()-col.min())
scale_cols = [col for col in cols_numeric if col!='target']
data_all[scale_cols] = data_all[scale_cols].apply(scale_minmax,axis=0)
data_all[scale_cols].describe()

	V0	V1	V10	V12	V13	V15	V16	V18	V19	V2	...	V3	V30	V31	V35	V36	V37	V4	V6	V7	V8
count	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	...	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000	4813.000000
mean	0.694172	0.721357	0.348518	0.578507	0.612372	0.402251	0.679294	0.446542	0.519158	0.602300	...	0.603139	0.589459	0.792709	0.762873	0.332385	0.545795	0.523743	0.748823	0.745740	0.715607
std	0.144198	0.131443	0.134882	0.105088	0.149835	0.138561	0.112095	0.124627	0.140166	0.140628	...	0.152462	0.130786	0.102976	0.102037	0.127456	0.150356	0.106430	0.132560	0.132577	0.118105
min	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	...	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000
25%	0.626676	0.679416	0.284327	0.532892	0.519928	0.299016	0.629414	0.399302	0.414436	0.514414	...	0.503888	0.550092	0.761816	0.727273	0.270584	0.445647	0.478182	0.683324	0.696938	0.664934
50%	0.729488	0.752497	0.366469	0.591635	0.627809	0.391437	0.700258	0.456256	0.540294	0.617072	...	0.614270	0.594428	0.815055	0.800020	0.347056	0.539317	0.535866	0.774125	0.771974	0.742884
75%	0.790195	0.799553	0.432965	0.641971	0.719958	0.489954	0.753279	0.501745	0.623125	0.700464	...	0.710474	0.650798	0.852229	0.800020	0.414861	0.643061	0.585036	0.842259	0.836405	0.790835
max	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000	...	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000	1.000000

8 rows × 25 columns

特征工程

绘图显示Box-Cox变换对数据分布影响，Box-Cox用于连续的响应变量不满足正态分布的情况。在进行Box-Cox变换之后，可以一定程度上减小不可观测的误差和预测变量的相关性。

对于quantitle-quantile(q-q)图，可参考： https://blog.csdn.net/u012193416/article/details/83210790

fcols = 6
frows = len(cols_numeric)-1
plt.figure(figsize=(4*fcols,4*frows))
i=0for var in cols_numeric:if var!='target':dat = data_all[[var, 'target']].dropna()i+=1plt.subplot(frows,fcols,i)sns.distplot(dat[var] , fit=stats.norm);plt.title(var+' Original')plt.xlabel('')i+=1plt.subplot(frows,fcols,i)_=stats.probplot(dat[var], plot=plt)plt.title('skew='+'{:.4f}'.format(stats.skew(dat[var])))plt.xlabel('')plt.ylabel('')i+=1plt.subplot(frows,fcols,i)plt.plot(dat[var], dat['target'],'.',alpha=0.5)plt.title('corr='+'{:.2f}'.format(np.corrcoef(dat[var], dat['target'])[0][1]))i+=1plt.subplot(frows,fcols,i)trans_var, lambda_var = stats.boxcox(dat[var].dropna()+1)trans_var = scale_minmax(trans_var)      sns.distplot(trans_var , fit=stats.norm);plt.title(var+' Tramsformed')plt.xlabel('')i+=1plt.subplot(frows,fcols,i)_=stats.probplot(trans_var, plot=plt)plt.title('skew='+'{:.4f}'.format(stats.skew(trans_var)))plt.xlabel('')plt.ylabel('')i+=1plt.subplot(frows,fcols,i)plt.plot(trans_var, dat['target'],'.',alpha=0.5)plt.title('corr='+'{:.2f}'.format(np.corrcoef(trans_var,dat['target'])[0][1]))

# 进行Box-Cox变换
cols_transform=data_all.columns[0:-2]
for col in cols_transform:   # transform columndata_all.loc[:,col], _ = stats.boxcox(data_all.loc[:,col]+1)
print(data_all.target.describe())
plt.figure(figsize=(12,4))
plt.subplot(1,2,1)
sns.distplot(data_all.target.dropna() , fit=stats.norm);
plt.subplot(1,2,2)
_=stats.probplot(data_all.target.dropna(), plot=plt)

count    2888.000000
mean        0.126353
std         0.983966
min        -3.044000
25%        -0.350250
50%         0.313000
75%         0.793250
max         2.538000
Name: target, dtype: float64

使用对数变换target目标值提升特征数据的正太性
可参考：https://www.zhihu.com/question/22012482

sp = data_train.target
data_train.target1 =np.power(1.5,sp)
print(data_train.target1.describe())plt.figure(figsize=(12,4))
plt.subplot(1,2,1)
sns.distplot(data_train.target1.dropna(),fit=stats.norm);
plt.subplot(1,2,2)
_=stats.probplot(data_train.target1.dropna(), plot=plt)

count    2888.000000
mean        1.129957
std         0.394110
min         0.291057
25%         0.867609
50%         1.135315
75%         1.379382
max         2.798463
Name: target, dtype: float64

模型构建以及集成学习

构建训练集和测试集

# function to get training samples
def get_training_data():# extract training samplesfrom sklearn.model_selection import train_test_splitdf_train = data_all[data_all["oringin"]=="train"]df_train["label"]=data_train.target1# split SalePrice and featuresy = df_train.targetX = df_train.drop(["oringin","target","label"],axis=1)X_train,X_valid,y_train,y_valid=train_test_split(X,y,test_size=0.3,random_state=100)return X_train,X_valid,y_train,y_valid# extract test data (without SalePrice)
def get_test_data():df_test = data_all[data_all["oringin"]=="test"].reset_index(drop=True)return df_test.drop(["oringin","target"],axis=1)

rmse、mse的评价函数

from sklearn.metrics import make_scorer
# metric for evaluation
def rmse(y_true, y_pred):diff = y_pred - y_truesum_sq = sum(diff**2)    n = len(y_pred)   return np.sqrt(sum_sq/n)def mse(y_ture,y_pred):return mean_squared_error(y_ture,y_pred)# scorer to be used in sklearn model fitting
rmse_scorer = make_scorer(rmse, greater_is_better=False) #输入的score_func为记分函数时，该值为True（默认值）；输入函数为损失函数时，该值为False
mse_scorer = make_scorer(mse, greater_is_better=False)

寻找离群值，并删除

# function to detect outliers based on the predictions of a model
def find_outliers(model, X, y, sigma=3):# predict y values using modelmodel.fit(X,y)y_pred = pd.Series(model.predict(X), index=y.index)# calculate residuals between the model prediction and true y valuesresid = y - y_predmean_resid = resid.mean()std_resid = resid.std()# calculate z statistic, define outliers to be where |z|>sigmaz = (resid - mean_resid)/std_resid    outliers = z[abs(z)>sigma].index# print and plot the resultsprint('R2=',model.score(X,y))print('rmse=',rmse(y, y_pred))print("mse=",mean_squared_error(y,y_pred))print('---------------------------------------')print('mean of residuals:',mean_resid)print('std of residuals:',std_resid)print('---------------------------------------')print(len(outliers),'outliers:')print(outliers.tolist())plt.figure(figsize=(15,5))ax_131 = plt.subplot(1,3,1)plt.plot(y,y_pred,'.')plt.plot(y.loc[outliers],y_pred.loc[outliers],'ro')plt.legend(['Accepted','Outlier'])plt.xlabel('y')plt.ylabel('y_pred');ax_132=plt.subplot(1,3,2)plt.plot(y,y-y_pred,'.')plt.plot(y.loc[outliers],y.loc[outliers]-y_pred.loc[outliers],'ro')plt.legend(['Accepted','Outlier'])plt.xlabel('y')plt.ylabel('y - y_pred');ax_133=plt.subplot(1,3,3)z.plot.hist(bins=50,ax=ax_133)z.loc[outliers].plot.hist(color='r',bins=50,ax=ax_133)plt.legend(['Accepted','Outlier'])plt.xlabel('z')return outliers

# get training data
X_train, X_valid,y_train,y_valid = get_training_data()
test=get_test_data()# find and remove outliers using a Ridge model
outliers = find_outliers(Ridge(), X_train, y_train)
X_outliers=X_train.loc[outliers]
y_outliers=y_train.loc[outliers]
X_t=X_train.drop(outliers)
y_t=y_train.drop(outliers)

R2= 0.8766692300840108
rmse= 0.3490086770200251
mse= 0.12180705663526846
---------------------------------------
mean of residuals: 1.4843258844815303e-16
std of residuals: 0.34909505461744217
---------------------------------------
22 outliers:
[2655, 2159, 1164, 2863, 1145, 2697, 2528, 2645, 691, 1085, 1874, 2647, 884, 2696, 2668, 1310, 1901, 1458, 2769, 2002, 2669, 1972]

进行模型的训练

def get_trainning_data_omitoutliers():#获取训练数据省略异常值y=y_t.copy()X=X_t.copy()return X,y

def train_model(model, param_grid=[], X=[], y=[], splits=5, repeats=5):# 获取数据if len(y)==0:X,y = get_trainning_data_omitoutliers()# 交叉验证rkfold = RepeatedKFold(n_splits=splits, n_repeats=repeats)# 网格搜索最佳参数if len(param_grid)>0:gsearch = GridSearchCV(model, param_grid, cv=rkfold,scoring="neg_mean_squared_error",verbose=1, return_train_score=True)# 训练gsearch.fit(X,y)# 最好的模型model = gsearch.best_estimator_        best_idx = gsearch.best_index_# 获取交叉验证评价指标grid_results = pd.DataFrame(gsearch.cv_results_)cv_mean = abs(grid_results.loc[best_idx,'mean_test_score'])cv_std = grid_results.loc[best_idx,'std_test_score']# 没有网格搜索  else:grid_results = []cv_results = cross_val_score(model, X, y, scoring="neg_mean_squared_error", cv=rkfold)cv_mean = abs(np.mean(cv_results))cv_std = np.std(cv_results)# 合并数据cv_score = pd.Series({'mean':cv_mean,'std':cv_std})# 预测y_pred = model.predict(X)# 模型性能的统计数据        print('----------------------')print(model)print('----------------------')print('score=',model.score(X,y))print('rmse=',rmse(y, y_pred))print('mse=',mse(y, y_pred))print('cross_val: mean=',cv_mean,', std=',cv_std)# 残差分析与可视化y_pred = pd.Series(y_pred,index=y.index)resid = y - y_predmean_resid = resid.mean()std_resid = resid.std()z = (resid - mean_resid)/std_resid    n_outliers = sum(abs(z)>3)outliers = z[abs(z)>3].indexreturn model, cv_score, grid_results

# 定义训练变量存储数据
opt_models = dict()
score_models = pd.DataFrame(columns=['mean','std'])
splits=5
repeats=5

model = 'Ridge'  #可替换，见案例分析一的各种模型
opt_models[model] = Ridge() #可替换，见案例分析一的各种模型
alph_range = np.arange(0.25,6,0.25)
param_grid = {'alpha': alph_range}opt_models[model],cv_score,grid_results = train_model(opt_models[model], param_grid=param_grid, splits=splits, repeats=repeats)cv_score.name = model
score_models = score_models.append(cv_score)plt.figure()
plt.errorbar(alph_range, abs(grid_results['mean_test_score']),abs(grid_results['std_test_score'])/np.sqrt(splits*repeats))
plt.xlabel('alpha')
plt.ylabel('score')

Fitting 25 folds for each of 23 candidates, totalling 575 fits[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.----------------------
Ridge(alpha=0.25, copy_X=True, fit_intercept=True, max_iter=None,normalize=False, random_state=None, solver='auto', tol=0.001)
----------------------
score= 0.8926884448727849
rmse= 0.32466407807582776
mse= 0.10540676359282722
cross_val: mean= 0.10890639745404394 , std= 0.007654061179739962[Parallel(n_jobs=1)]: Done 575 out of 575 | elapsed:    2.7s finishedText(0, 0.5, 'score')

# 预测函数
def model_predict(test_data,test_y=[]):i=0y_predict_total=np.zeros((test_data.shape[0],))for model in opt_models.keys():if model!="LinearSVR" and model!="KNeighbors":y_predict=opt_models[model].predict(test_data)y_predict_total+=y_predicti+=1if len(test_y)>0:print("{}_mse:".format(model),mean_squared_error(y_predict,test_y))y_predict_mean=np.round(y_predict_total/i,6)if len(test_y)>0:print("mean_mse:",mean_squared_error(y_predict_mean,test_y))else:y_predict_mean=pd.Series(y_predict_mean)return y_predict_mean

进行模型的预测以及结果的保存

y_ = model_predict(test)
y_.to_csv('predict.txt',header = None,index = False)

参考

【1】https://b23.tv/chM4w0
【2】https://github.com/datawhalechina/ensemble-learning