前処理
import pandas as pd
import numpy as np
import seaborn as sns
import matplotlib
import matplotlib.pyplot as plt
from scipy.stats import skew
from scipy.stats.stats import pearsonr
%config InlineBackend.figure_format = 'retina'
%matplotlib inline
train = pd.read_csv("kaggle/kaggle1/train.csv")
test = pd.read_csv("kaggle/kaggle1/train.csv")
all_data = pd.concat((train.loc[:,'MSSubClass':'SaleCondition'],
test.loc[:,'MSSubClass':'SaleCondition']))
matplotlib.rcParams['figure.figsize'] = (12.0, 6.0)
prices = pd.DataFrame({"price":train["SalePrice"], "log(price + 1)":np.log1p(train["SalePrice"])})
prices.hist()
train["SalePrice"] = np.log1p(train["SalePrice"])
numeric_feats = all_data.dtypes[all_data.dtypes != "object"].index
skewed_feats = train[numeric_feats].apply(lambda x: skew(x.dropna()))
skewed_feats = skewed_feats[skewed_feats > 0.75]
skewed_feats = skewed_feats.index
all_data[skewed_feats] = np.log1p(all_data[skewed_feats])
all_data = pd.get_dummies(all_data)
all_data = all_data.fillna(all_data.mean())
X_train = all_data[:train.shape[0]]
X_test = all_data[train.shape[0]:]
y = train.SalePrice
from sklearn.linear_model import Ridge, RidgeCV, ElasticNet, LassoCV, LassoLarsCV
from sklearn.model_selection import cross_val_score
def rmse_cv(model):
rmse= np.sqrt(-cross_val_score(model, X_train, y, scoring="neg_mean_squared_error", cv = 5))
return(rmse)
model_ridge = Ridge()
リッジ回帰のベストパラメータ確認
alphas = [0.05, 0.1, 0.3, 1, 3, 5, 10, 15, 30, 50, 75]
cv_ridge = [rmse_cv(Ridge(alpha = alpha)).mean()
for alpha in alphas]
cv_ridge = pd.Series(cv_ridge, index = alphas)
cv_ridge.plot(title = "Validation - Just Do It")
plt.xlabel("alpha")
plt.ylabel("rmse")
cv_ridge.min()
model_lasso = LassoCV(alphas = [1, 0.1, 0.001, 0.0005]).fit(X_train, y)
rmse_cv(model_lasso).mean()
coef = pd.Series(model_lasso.coef_, index = X_train.columns)
print("Lasso picked " + str(sum(coef != 0)) + " variables and eliminated the other " + str(sum(coef == 0)) + " variables")
imp_coef = pd.concat([coef.sort_values().head(10),
coef.sort_values().tail(10)])
matplotlib.rcParams['figure.figsize'] = (8.0, 10.0)
imp_coef.plot(kind = "barh")
plt.title("Coefficients in the Lasso Model")
matplotlib.rcParams['figure.figsize'] = (6.0, 6.0)
preds = pd.DataFrame({"preds":model_lasso.predict(X_train), "true":y})
preds["residuals"] = preds["true"] - preds["preds"]
preds.plot(x = "preds", y = "residuals",kind = "scatter")
xgboost modelを使用
import xgboost as xgb
dtrain = xgb.DMatrix(X_train, label = y)
dtest = xgb.DMatrix(X_test)
params = {"max_depth":2, "eta":0.1}
model = xgb.cv(params, dtrain, num_boost_round=500, early_stopping_rounds=100)
model.loc[30:,["test-rmse-mean", "train-rmse-mean"]].plot()
model_xgb = xgb.XGBRegressor(n_estimators=360, max_depth=2, learning_rate=0.1)
model_xgb.fit(X_train, y)
xgb_preds = np.expm1(model_xgb.predict(X_test))
lasso_preds = np.expm1(model_lasso.predict(X_test))
predictions = pd.DataFrame({"xgb":xgb_preds, "lasso":lasso_preds})
predictions.plot(x = "xgb", y = "lasso", kind = "scatter")
Regularized Linear Models | Kaggle