|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "markdown", |
| 5 | + "metadata": {}, |
| 6 | + "source": [ |
| 7 | + "## Boosting: Fit and evaluate a model\n", |
| 8 | + "\n", |
| 9 | + "Using the Titanic dataset from [this](https://www.kaggle.com/c/titanic/overview) Kaggle competition.\n", |
| 10 | + "\n", |
| 11 | + "In this section, we will fit and evaluate a simple Gradient Boosting model." |
| 12 | + ] |
| 13 | + }, |
| 14 | + { |
| 15 | + "cell_type": "markdown", |
| 16 | + "metadata": {}, |
| 17 | + "source": [ |
| 18 | + "### Read in Data" |
| 19 | + ] |
| 20 | + }, |
| 21 | + { |
| 22 | + "cell_type": "code", |
| 23 | + "execution_count": 1, |
| 24 | + "metadata": {}, |
| 25 | + "outputs": [], |
| 26 | + "source": [ |
| 27 | + "import joblib\n", |
| 28 | + "import pandas as pd\n", |
| 29 | + "from sklearn.ensemble import GradientBoostingClassifier\n", |
| 30 | + "from sklearn.model_selection import GridSearchCV\n", |
| 31 | + "\n", |
| 32 | + "import warnings\n", |
| 33 | + "warnings.filterwarnings('ignore', category=FutureWarning)\n", |
| 34 | + "warnings.filterwarnings('ignore', category=DeprecationWarning)\n", |
| 35 | + "\n", |
| 36 | + "train_features = pd.read_csv('../Data/train_features.csv')\n", |
| 37 | + "train_labels = pd.read_csv('../Data/train_labels.csv', header=None)" |
| 38 | + ] |
| 39 | + }, |
| 40 | + { |
| 41 | + "cell_type": "markdown", |
| 42 | + "metadata": {}, |
| 43 | + "source": [ |
| 44 | + "### Hyperparameter tuning\n", |
| 45 | + "\n", |
| 46 | + "" |
| 47 | + ] |
| 48 | + }, |
| 49 | + { |
| 50 | + "cell_type": "code", |
| 51 | + "execution_count": 2, |
| 52 | + "metadata": {}, |
| 53 | + "outputs": [], |
| 54 | + "source": [ |
| 55 | + "def print_results(results):\n", |
| 56 | + " print('BEST PARAMS: {}\\n'.format(results.best_params_))\n", |
| 57 | + " \n", |
| 58 | + " means = results.cv_results_['mean_test_score']\n", |
| 59 | + " stds = results.cv_results_['std_test_score']\n", |
| 60 | + " for mean, std, params in zip(means, stds, results.cv_results_['params']):\n", |
| 61 | + " print('{} (+/-{}) for {}'.format(round(mean,3), round(std *2, 3), params))" |
| 62 | + ] |
| 63 | + }, |
| 64 | + { |
| 65 | + "cell_type": "code", |
| 66 | + "execution_count": 4, |
| 67 | + "metadata": {}, |
| 68 | + "outputs": [ |
| 69 | + { |
| 70 | + "name": "stdout", |
| 71 | + "output_type": "stream", |
| 72 | + "text": [ |
| 73 | + "BEST PARAMS: {'learning_rate': 0.01, 'max_depth': 3, 'n_estimators': 500}\n", |
| 74 | + "0.624 (+/-0.007) for {'learning_rate': 0.01, 'max_depth': 1, 'n_estimators': 5}\n", |
| 75 | + "0.796 (+/-0.115) for {'learning_rate': 0.01, 'max_depth': 1, 'n_estimators': 50}\n", |
| 76 | + "0.796 (+/-0.115) for {'learning_rate': 0.01, 'max_depth': 1, 'n_estimators': 250}\n", |
| 77 | + "0.811 (+/-0.117) for {'learning_rate': 0.01, 'max_depth': 1, 'n_estimators': 500}\n", |
| 78 | + "0.624 (+/-0.007) for {'learning_rate': 0.01, 'max_depth': 3, 'n_estimators': 5}\n", |
| 79 | + "0.811 (+/-0.069) for {'learning_rate': 0.01, 'max_depth': 3, 'n_estimators': 50}\n", |
| 80 | + "0.83 (+/-0.074) for {'learning_rate': 0.01, 'max_depth': 3, 'n_estimators': 250}\n", |
| 81 | + "0.841 (+/-0.077) for {'learning_rate': 0.01, 'max_depth': 3, 'n_estimators': 500}\n", |
| 82 | + "0.624 (+/-0.007) for {'learning_rate': 0.01, 'max_depth': 5, 'n_estimators': 5}\n", |
| 83 | + "0.822 (+/-0.052) for {'learning_rate': 0.01, 'max_depth': 5, 'n_estimators': 50}\n", |
| 84 | + "0.818 (+/-0.043) for {'learning_rate': 0.01, 'max_depth': 5, 'n_estimators': 250}\n", |
| 85 | + "0.828 (+/-0.047) for {'learning_rate': 0.01, 'max_depth': 5, 'n_estimators': 500}\n", |
| 86 | + "0.624 (+/-0.007) for {'learning_rate': 0.01, 'max_depth': 7, 'n_estimators': 5}\n", |
| 87 | + "0.817 (+/-0.049) for {'learning_rate': 0.01, 'max_depth': 7, 'n_estimators': 50}\n", |
| 88 | + "0.822 (+/-0.039) for {'learning_rate': 0.01, 'max_depth': 7, 'n_estimators': 250}\n", |
| 89 | + "0.8 (+/-0.028) for {'learning_rate': 0.01, 'max_depth': 7, 'n_estimators': 500}\n", |
| 90 | + "0.624 (+/-0.007) for {'learning_rate': 0.01, 'max_depth': 9, 'n_estimators': 5}\n", |
| 91 | + "0.803 (+/-0.059) for {'learning_rate': 0.01, 'max_depth': 9, 'n_estimators': 50}\n", |
| 92 | + "0.8 (+/-0.042) for {'learning_rate': 0.01, 'max_depth': 9, 'n_estimators': 250}\n", |
| 93 | + "0.79 (+/-0.047) for {'learning_rate': 0.01, 'max_depth': 9, 'n_estimators': 500}\n", |
| 94 | + "0.796 (+/-0.115) for {'learning_rate': 0.1, 'max_depth': 1, 'n_estimators': 5}\n", |
| 95 | + "0.815 (+/-0.119) for {'learning_rate': 0.1, 'max_depth': 1, 'n_estimators': 50}\n", |
| 96 | + "0.818 (+/-0.111) for {'learning_rate': 0.1, 'max_depth': 1, 'n_estimators': 250}\n", |
| 97 | + "0.828 (+/-0.092) for {'learning_rate': 0.1, 'max_depth': 1, 'n_estimators': 500}\n", |
| 98 | + "0.813 (+/-0.071) for {'learning_rate': 0.1, 'max_depth': 3, 'n_estimators': 5}\n", |
| 99 | + "0.841 (+/-0.07) for {'learning_rate': 0.1, 'max_depth': 3, 'n_estimators': 50}\n", |
| 100 | + "0.83 (+/-0.039) for {'learning_rate': 0.1, 'max_depth': 3, 'n_estimators': 250}\n", |
| 101 | + "0.811 (+/-0.036) for {'learning_rate': 0.1, 'max_depth': 3, 'n_estimators': 500}\n", |
| 102 | + "0.813 (+/-0.051) for {'learning_rate': 0.1, 'max_depth': 5, 'n_estimators': 5}\n", |
| 103 | + "0.824 (+/-0.039) for {'learning_rate': 0.1, 'max_depth': 5, 'n_estimators': 50}\n", |
| 104 | + "0.809 (+/-0.032) for {'learning_rate': 0.1, 'max_depth': 5, 'n_estimators': 250}\n", |
| 105 | + "0.803 (+/-0.039) for {'learning_rate': 0.1, 'max_depth': 5, 'n_estimators': 500}\n", |
| 106 | + "0.817 (+/-0.047) for {'learning_rate': 0.1, 'max_depth': 7, 'n_estimators': 5}\n", |
| 107 | + "0.796 (+/-0.014) for {'learning_rate': 0.1, 'max_depth': 7, 'n_estimators': 50}\n", |
| 108 | + "0.796 (+/-0.032) for {'learning_rate': 0.1, 'max_depth': 7, 'n_estimators': 250}\n", |
| 109 | + "0.798 (+/-0.05) for {'learning_rate': 0.1, 'max_depth': 7, 'n_estimators': 500}\n", |
| 110 | + "0.794 (+/-0.039) for {'learning_rate': 0.1, 'max_depth': 9, 'n_estimators': 5}\n", |
| 111 | + "0.792 (+/-0.031) for {'learning_rate': 0.1, 'max_depth': 9, 'n_estimators': 50}\n", |
| 112 | + "0.788 (+/-0.043) for {'learning_rate': 0.1, 'max_depth': 9, 'n_estimators': 250}\n", |
| 113 | + "0.794 (+/-0.053) for {'learning_rate': 0.1, 'max_depth': 9, 'n_estimators': 500}\n", |
| 114 | + "0.818 (+/-0.099) for {'learning_rate': 1, 'max_depth': 1, 'n_estimators': 5}\n", |
| 115 | + "0.832 (+/-0.081) for {'learning_rate': 1, 'max_depth': 1, 'n_estimators': 50}\n", |
| 116 | + "0.826 (+/-0.077) for {'learning_rate': 1, 'max_depth': 1, 'n_estimators': 250}\n", |
| 117 | + "0.822 (+/-0.081) for {'learning_rate': 1, 'max_depth': 1, 'n_estimators': 500}\n", |
| 118 | + "0.82 (+/-0.061) for {'learning_rate': 1, 'max_depth': 3, 'n_estimators': 5}\n", |
| 119 | + "0.8 (+/-0.024) for {'learning_rate': 1, 'max_depth': 3, 'n_estimators': 50}\n", |
| 120 | + "0.785 (+/-0.037) for {'learning_rate': 1, 'max_depth': 3, 'n_estimators': 250}\n", |
| 121 | + "0.79 (+/-0.03) for {'learning_rate': 1, 'max_depth': 3, 'n_estimators': 500}\n", |
| 122 | + "0.79 (+/-0.032) for {'learning_rate': 1, 'max_depth': 5, 'n_estimators': 5}\n", |
| 123 | + "0.781 (+/-0.034) for {'learning_rate': 1, 'max_depth': 5, 'n_estimators': 50}\n", |
| 124 | + "0.796 (+/-0.025) for {'learning_rate': 1, 'max_depth': 5, 'n_estimators': 250}\n", |
| 125 | + "0.794 (+/-0.021) for {'learning_rate': 1, 'max_depth': 5, 'n_estimators': 500}\n", |
| 126 | + "0.796 (+/-0.042) for {'learning_rate': 1, 'max_depth': 7, 'n_estimators': 5}\n", |
| 127 | + "0.796 (+/-0.031) for {'learning_rate': 1, 'max_depth': 7, 'n_estimators': 50}\n", |
| 128 | + "0.786 (+/-0.047) for {'learning_rate': 1, 'max_depth': 7, 'n_estimators': 250}\n", |
| 129 | + "0.796 (+/-0.041) for {'learning_rate': 1, 'max_depth': 7, 'n_estimators': 500}\n", |
| 130 | + "0.783 (+/-0.022) for {'learning_rate': 1, 'max_depth': 9, 'n_estimators': 5}\n", |
| 131 | + "0.796 (+/-0.055) for {'learning_rate': 1, 'max_depth': 9, 'n_estimators': 50}\n", |
| 132 | + "0.801 (+/-0.046) for {'learning_rate': 1, 'max_depth': 9, 'n_estimators': 250}\n", |
| 133 | + "0.79 (+/-0.034) for {'learning_rate': 1, 'max_depth': 9, 'n_estimators': 500}\n", |
| 134 | + "0.204 (+/-0.115) for {'learning_rate': 10, 'max_depth': 1, 'n_estimators': 5}\n", |
| 135 | + "0.204 (+/-0.115) for {'learning_rate': 10, 'max_depth': 1, 'n_estimators': 50}\n", |
| 136 | + "0.204 (+/-0.115) for {'learning_rate': 10, 'max_depth': 1, 'n_estimators': 250}\n", |
| 137 | + "0.204 (+/-0.115) for {'learning_rate': 10, 'max_depth': 1, 'n_estimators': 500}\n", |
| 138 | + "0.307 (+/-0.195) for {'learning_rate': 10, 'max_depth': 3, 'n_estimators': 5}\n", |
| 139 | + "0.307 (+/-0.195) for {'learning_rate': 10, 'max_depth': 3, 'n_estimators': 50}\n", |
| 140 | + "0.307 (+/-0.195) for {'learning_rate': 10, 'max_depth': 3, 'n_estimators': 250}\n", |
| 141 | + "0.307 (+/-0.195) for {'learning_rate': 10, 'max_depth': 3, 'n_estimators': 500}\n", |
| 142 | + "0.414 (+/-0.258) for {'learning_rate': 10, 'max_depth': 5, 'n_estimators': 5}\n", |
| 143 | + "0.389 (+/-0.181) for {'learning_rate': 10, 'max_depth': 5, 'n_estimators': 50}\n", |
| 144 | + "0.386 (+/-0.171) for {'learning_rate': 10, 'max_depth': 5, 'n_estimators': 250}\n", |
| 145 | + "0.417 (+/-0.271) for {'learning_rate': 10, 'max_depth': 5, 'n_estimators': 500}\n", |
| 146 | + "0.58 (+/-0.186) for {'learning_rate': 10, 'max_depth': 7, 'n_estimators': 5}\n", |
| 147 | + "0.609 (+/-0.194) for {'learning_rate': 10, 'max_depth': 7, 'n_estimators': 50}\n", |
| 148 | + "0.538 (+/-0.171) for {'learning_rate': 10, 'max_depth': 7, 'n_estimators': 250}\n", |
| 149 | + "0.603 (+/-0.187) for {'learning_rate': 10, 'max_depth': 7, 'n_estimators': 500}\n", |
| 150 | + "0.695 (+/-0.124) for {'learning_rate': 10, 'max_depth': 9, 'n_estimators': 5}\n", |
| 151 | + "0.674 (+/-0.102) for {'learning_rate': 10, 'max_depth': 9, 'n_estimators': 50}\n", |
| 152 | + "0.715 (+/-0.12) for {'learning_rate': 10, 'max_depth': 9, 'n_estimators': 250}\n", |
| 153 | + "0.689 (+/-0.107) for {'learning_rate': 10, 'max_depth': 9, 'n_estimators': 500}\n", |
| 154 | + "0.376 (+/-0.007) for {'learning_rate': 100, 'max_depth': 1, 'n_estimators': 5}\n", |
| 155 | + "0.376 (+/-0.007) for {'learning_rate': 100, 'max_depth': 1, 'n_estimators': 50}\n", |
| 156 | + "0.376 (+/-0.007) for {'learning_rate': 100, 'max_depth': 1, 'n_estimators': 250}\n", |
| 157 | + "0.376 (+/-0.007) for {'learning_rate': 100, 'max_depth': 1, 'n_estimators': 500}\n", |
| 158 | + "0.29 (+/-0.102) for {'learning_rate': 100, 'max_depth': 3, 'n_estimators': 5}\n", |
| 159 | + "0.29 (+/-0.102) for {'learning_rate': 100, 'max_depth': 3, 'n_estimators': 50}\n", |
| 160 | + "0.29 (+/-0.102) for {'learning_rate': 100, 'max_depth': 3, 'n_estimators': 250}\n", |
| 161 | + "0.29 (+/-0.102) for {'learning_rate': 100, 'max_depth': 3, 'n_estimators': 500}\n", |
| 162 | + "0.365 (+/-0.201) for {'learning_rate': 100, 'max_depth': 5, 'n_estimators': 5}\n", |
| 163 | + "0.356 (+/-0.189) for {'learning_rate': 100, 'max_depth': 5, 'n_estimators': 50}\n", |
| 164 | + "0.356 (+/-0.189) for {'learning_rate': 100, 'max_depth': 5, 'n_estimators': 250}\n", |
| 165 | + "0.359 (+/-0.19) for {'learning_rate': 100, 'max_depth': 5, 'n_estimators': 500}\n", |
| 166 | + "0.592 (+/-0.082) for {'learning_rate': 100, 'max_depth': 7, 'n_estimators': 5}\n", |
| 167 | + "0.575 (+/-0.095) for {'learning_rate': 100, 'max_depth': 7, 'n_estimators': 50}\n", |
| 168 | + "0.569 (+/-0.097) for {'learning_rate': 100, 'max_depth': 7, 'n_estimators': 250}\n", |
| 169 | + "0.582 (+/-0.092) for {'learning_rate': 100, 'max_depth': 7, 'n_estimators': 500}\n", |
| 170 | + "0.678 (+/-0.107) for {'learning_rate': 100, 'max_depth': 9, 'n_estimators': 5}\n", |
| 171 | + "0.665 (+/-0.13) for {'learning_rate': 100, 'max_depth': 9, 'n_estimators': 50}\n", |
| 172 | + "0.667 (+/-0.096) for {'learning_rate': 100, 'max_depth': 9, 'n_estimators': 250}\n", |
| 173 | + "0.691 (+/-0.075) for {'learning_rate': 100, 'max_depth': 9, 'n_estimators': 500}\n" |
| 174 | + ] |
| 175 | + } |
| 176 | + ], |
| 177 | + "source": [ |
| 178 | + "gb = GradientBoostingClassifier()\n", |
| 179 | + "parameters = {\n", |
| 180 | + " 'n_estimators' : [5, 50, 250, 500],\n", |
| 181 | + " 'max_depth': [1, 3, 5, 7, 9],\n", |
| 182 | + " 'learning_rate': [0.01, 0.1, 1, 10, 100]\n", |
| 183 | + "}\n", |
| 184 | + "\n", |
| 185 | + "cv = GridSearchCV(gb, parameters, cv=5)\n", |
| 186 | + "cv.fit(train_features, train_labels.values.ravel())\n", |
| 187 | + "\n", |
| 188 | + "print_results(cv)" |
| 189 | + ] |
| 190 | + }, |
| 191 | + { |
| 192 | + "cell_type": "markdown", |
| 193 | + "metadata": {}, |
| 194 | + "source": [ |
| 195 | + "### Write out pickled model" |
| 196 | + ] |
| 197 | + }, |
| 198 | + { |
| 199 | + "cell_type": "code", |
| 200 | + "execution_count": 5, |
| 201 | + "metadata": {}, |
| 202 | + "outputs": [ |
| 203 | + { |
| 204 | + "data": { |
| 205 | + "text/plain": [ |
| 206 | + "['../Pickled_Models/GB_model.pkl']" |
| 207 | + ] |
| 208 | + }, |
| 209 | + "execution_count": 5, |
| 210 | + "metadata": {}, |
| 211 | + "output_type": "execute_result" |
| 212 | + } |
| 213 | + ], |
| 214 | + "source": [ |
| 215 | + "joblib.dump(cv.best_estimator_, '../Pickled_Models/GB_model.pkl')" |
| 216 | + ] |
| 217 | + }, |
| 218 | + { |
| 219 | + "cell_type": "code", |
| 220 | + "execution_count": null, |
| 221 | + "metadata": {}, |
| 222 | + "outputs": [], |
| 223 | + "source": [] |
| 224 | + } |
| 225 | + ], |
| 226 | + "metadata": { |
| 227 | + "kernelspec": { |
| 228 | + "display_name": "Python 3", |
| 229 | + "language": "python", |
| 230 | + "name": "python3" |
| 231 | + }, |
| 232 | + "language_info": { |
| 233 | + "codemirror_mode": { |
| 234 | + "name": "ipython", |
| 235 | + "version": 3 |
| 236 | + }, |
| 237 | + "file_extension": ".py", |
| 238 | + "mimetype": "text/x-python", |
| 239 | + "name": "python", |
| 240 | + "nbconvert_exporter": "python", |
| 241 | + "pygments_lexer": "ipython3", |
| 242 | + "version": "3.8.3" |
| 243 | + } |
| 244 | + }, |
| 245 | + "nbformat": 4, |
| 246 | + "nbformat_minor": 2 |
| 247 | +} |
0 commit comments