一、简单使用

from sklearn.linear_model import LinearRegression
from sklearn import datasets

# 加载数据，波士顿房价预测
loaded_data = datasets.load_boston()
data_X = loaded_data.data
data_Y = loaded_data.target

# 线性回归模型
model = LinearRegression()
model.fit(data_X, data_Y)

print(model.predict(data_X[:4, :]))
print(data_Y[:4])

[30.00384338 25.02556238 30.56759672 28.60703649]
[24.  21.6 34.7 33.4]

print(model.coef_)  # 系数
print(model.intercept_)  # 截距

[-1.08011358e-01  4.64204584e-02  2.05586264e-02  2.68673382e+00
 -1.77666112e+01  3.80986521e+00  6.92224640e-04 -1.47556685e+00
  3.06049479e-01 -1.23345939e-02 -9.52747232e-01  9.31168327e-03
 -5.24758378e-01]
36.45948838509001

print(model.get_params())   # 获取模型的参数设置

{'copy_X': True, 'fit_intercept': True, 'n_jobs': None, 'normalize': False, 'positive': False}

# 模型的评价，这里线性回归是R^2，即SSR/SST（SST=SSE+SSR）
print(model.score(data_X, data_Y))

0.7406426641094094

二、预处理

（1） preprocessing.scale()

每个特征（每列），减均值除以方差

from sklearn import preprocessing
import numpy as np

a = np.array([[10, 2.7, 3.6],
              [-100, 5, -2],
              [120, 20, 40]], dtype=np.float64)

print(a)

[[  10.     2.7    3.6]
 [-100.     5.    -2. ]
 [ 120.    20.    40. ]]

print(preprocessing.scale(a))

[[ 0.         -0.85170713 -0.55138018]
 [-1.22474487 -0.55187146 -0.852133  ]
 [ 1.22474487  1.40357859  1.40351318]]

一般情况下，每一列是一个特征，每一行为一个样本

所以scale默认按列标准化（减去均值，除以标准差）

print(np.mean(a, axis=0))
print(np.std(a, axis=0))
print((a - np.mean(a, axis=0)) / np.std(a, axis=0))

[10.          9.23333333 13.86666667]
[89.8146239   7.67086841 18.61994152]
[[ 0.         -0.85170713 -0.55138018]
 [-1.22474487 -0.55187146 -0.852133  ]
 [ 1.22474487  1.40357859  1.40351318]]

（2）preprocessing.minmax_scale()

from sklearn import preprocessing
from sklearn.model_selection import train_test_split
from sklearn.datasets._samples_generator import make_classification
from sklearn.svm import SVC
import matplotlib.pyplot as plt

X, y = make_classification(n_samples=300, n_features=2, n_redundant=0, scale=100,
                n_informative=2, random_state=22, n_clusters_per_class=1)

plt.scatter(X[:, 0], X[:, 1], c=y)
plt.show()

​

最大最小标准化
( m a x − m i n ) x i j − X . m i n X . m a x − X . m i n + m i n (max-min)\frac{x_{ij}-X.min}{X.max-X.min}+min (max−min)X.max−X.minxij​−X.min​+min

首先每个元素减去那列的最小值，再除以那列的最大减最小，这样得到的每个元素是0到1的，然后再把[0,1]的变成[a,b]的，即乘上(b-a)，再加上a

max，min是指定的范围，X.max、X.min是那列的最大值、最小值

# 最大最小标准化
X = preprocessing.minmax_scale(X)   # 默认feature_range是0~1
# preprocessing.minmax_scale(X, copy=False)   # 原地操作，与上面等价

print(X[:4,:])

[[0.85250502 0.46068155]
 [0.21852168 0.75693678]
 [0.63473781 0.52695779]
 [0.5421389  0.5902955 ]]

X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3)

clf = SVC()
clf.fit(X_train, y_train)
print(clf.score(X_test, y_test))

0.9333333333333333

三、交叉验证

K临近算法，用于分类，找到离它最近的前K个样本，取这k个样本的类别的众数，作为分类结果

from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
from sklearn.neighbors import KNeighborsClassifier

iris = load_iris()
X = iris.data
y = iris.target

# random_state用于复现随机结果，保证每次都是一样的
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=4)

knn = KNeighborsClassifier(n_neighbors=7)
knn.fit(X_train, y_train)

y_pred = knn.predict(X_test)
print(y_pred)
print(y_test)
print(knn.score(X_test, y_test))

[2 0 2 2 2 1 2 0 0 2 0 0 0 1 2 0 1 0 0 2 0 2 1 0 0 0 0 0 0 2 1 0 2 0 1 2 2
 1]
[2 0 2 2 2 1 1 0 0 2 0 0 0 1 2 0 1 0 0 2 0 2 1 0 0 0 0 0 0 2 1 0 2 0 1 2 2
 1]
0.9736842105263158

（1）cross_val_score

注意：是确保模型的评分的准确性，而不是提升了模型

这里是分类，scoring用的是 accuracy 正确率，


如果是回归的话，可以用 neg_mean_squared_error 均方误差(MSE)

from sklearn.model_selection import cross_val_score

knn = KNeighborsClassifier(n_neighbors=5)
# 将数据分5份，每一份依次作为测试集，剩下4份作为训练集
# 取5此测试结果评分的平均值
scores = cross_val_score(knn, X, y, cv=5, scoring='accuracy')
print(scores)
print(scores.mean())

[0.96666667 1.         0.93333333 0.96666667 1.        ]
0.9733333333333334

几种scoring可选值

from sklearn import metrics
print(metrics.SCORERS.keys())

dict_keys(['explained_variance', 'r2', 'max_error', 'neg_median_absolute_error', 'neg_mean_absolute_error', 'neg_mean_absolute_percentage_error', 'neg_mean_squared_error', 'neg_mean_squared_log_error', 'neg_root_mean_squared_error', 'neg_mean_poisson_deviance', 'neg_mean_gamma_deviance', 'accuracy', 'top_k_accuracy', 'roc_auc', 'roc_auc_ovr', 'roc_auc_ovo', 'roc_auc_ovr_weighted', 'roc_auc_ovo_weighted', 'balanced_accuracy', 'average_precision', 'neg_log_loss', 'neg_brier_score', 'adjusted_rand_score', 'rand_score', 'homogeneity_score', 'completeness_score', 'v_measure_score', 'mutual_info_score', 'adjusted_mutual_info_score', 'normalized_mutual_info_score', 'fowlkes_mallows_score', 'precision', 'precision_macro', 'precision_micro', 'precision_samples', 'precision_weighted', 'recall', 'recall_macro', 'recall_micro', 'recall_samples', 'recall_weighted', 'f1', 'f1_macro', 'f1_micro', 'f1_samples', 'f1_weighted', 'jaccard', 'jaccard_macro', 'jaccard_micro', 'jaccard_samples', 'jaccard_weighted'])

找到合适的 k

from sklearn.model_selection import cross_val_score
import matplotlib.pyplot as plt

k_range = range(1, 31)
k_scores = []
for k in k_range:
    knn = KNeighborsClassifier(n_neighbors=k)
    scores = cross_val_score(knn, X, y, cv=10, scoring='accuracy')
#     loss = -cross_val_score(knn, X, y, cv=10, scoring='neg_mean_squared_error')
    k_scores.append(scores.mean())

plt.plot(k_range, k_scores, 'o-')
plt.xlabel('Value of K for KNN')
plt.ylabel('Cross-Validated Accuracy')
plt.show()

​

（2）learning_curve

学习曲线，随着训练样本的逐渐增多，算法训练出的模型的表现能力
通过学习曲线可以清晰的看出模型对数据的过拟合和欠拟合

from sklearn.model_selection import learning_curve
from sklearn.datasets import load_digits
from sklearn.svm import SVC
import matplotlib.pyplot as plt
import numpy as np

digits = load_digits()
X = digits.data
y = digits.target

数据量分别取0.1、0.25…，逐渐增多


每次将样本分为 10 份进行交叉验证

train_sizes, train_loss, test_loss = learning_curve(
    SVC(gamma=0.001), X, y, cv=10, scoring='neg_mean_squared_error',
    train_sizes=[0.1, 0.25, 0.5, 0.75, 1]
)
train_loss_mean = -np.mean(train_loss, axis=1)
test_loss_mean = -np.mean(test_loss, axis=1)

plt.plot(train_sizes, train_loss_mean, 'ro-', label='Training')
plt.plot(train_sizes, test_loss_mean, 'go-', label='Cross-validation')
plt.legend()
plt.show()

​

​

可以看出，随着数据量的增大，训练集和测试集的效果都慢慢变好

下面改变模型的参数，看看效果

train_sizes, train_loss, test_loss = learning_curve(
    SVC(gamma=0.1), X, y, cv=10, scoring='neg_mean_squared_error',
    train_sizes=[0.1, 0.25, 0.5, 0.75, 1]
)
train_loss_mean = -np.mean(train_loss, axis=1)
test_loss_mean = -np.mean(test_loss, axis=1)

plt.plot(train_sizes, train_loss_mean, 'ro-', label='Training')
plt.plot(train_sizes, test_loss_mean, 'go-', label='Cross-validation')
plt.legend()
plt.show()

把gamma改为0.1后，发现随着数据量的增大，测试集的损失值降不下来，反而变高，说明模型过拟合了

说明模型参数的选取是至关重要的，

（3）validation_curve

验证曲线，是不同参数值下模型的准确率


前面的学习曲线，是不同训练集大小下的准确率

利用验证曲线可以方便的选取合适的参数

from sklearn.model_selection import validation_curve
from sklearn.datasets import load_digits
from sklearn.svm import SVC
import matplotlib.pyplot as plt
import numpy as np

digits = load_digits()
X = digits.data
y = digits.target

# param_range = np.logspace(-6, -2.3, 5)
param_range = [0.0001, 0.0005, 0.001, 0.002, 0.004]
# 使用param_name设置待调参数名称，param_range设置待调参数的取值范围
train_loss, test_loss = validation_curve(
    SVC(), X, y, param_name='gamma', param_range=param_range, cv=10,
    scoring='neg_mean_squared_error')
train_loss_mean = -np.mean(train_loss, axis=1)
test_loss_mean = -np.mean(test_loss, axis=1)

plt.plot(param_range, train_loss_mean, 'ro-', label='Training')
plt.plot(param_range, test_loss_mean, 'go-', label='Cross-validation')
plt.xlabel('gamma')
plt.ylabel('loss')
plt.legend()
plt.show()

​

发现gamma在0.001附近的效果比较好

四、保存模型

from sklearn import svm
from sklearn import datasets

clf = svm.SVC()
iris = datasets.load_iris()
X, y = iris.data, iris.target

clf.fit(X, y)

method1: pickle

import pickle

# save
with open('data/clf.pickle', 'wb') as f:
    pickle.dump(clf, f)

# restore
with open('data/clf.pickle', 'rb') as f:
    clf2 = pickle.load(f)
    print(clf2.predict(X[0:1]))

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method2: joblib（官网上说这种速度快一点）

import joblib
joblib.dump(clf, 'data/clf.pkl')
# save
clf3 = joblib.load('data/clf.pkl')
# restore
print(clf3.predict(X[0:1]))

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