【发布时间】:2021-04-14 15:55:17
【问题描述】:
我在新安装 xgboost 时遇到了一个奇怪的问题。在正常情况下它工作正常。但是,当我在以下函数中使用模型时,它会在标题中给出错误。
我使用的数据集是从 kaggle 借来的,可以在这里看到:https://www.kaggle.com/kemical/kickstarter-projects
我用来拟合模型的函数如下:
def get_val_scores(model, X, y, return_test_score=False, return_importances=False, random_state=42, randomize=True, cv=5, test_size=0.2, val_size=0.2, use_kfold=False, return_folds=False, stratify=True):
print("Splitting data into training and test sets")
if randomize:
if stratify:
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=test_size, stratify=y, shuffle=True, random_state=random_state)
else:
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=test_size, shuffle=True, random_state=random_state)
else:
if stratify:
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=test_size, stratify=y, shuffle=False)
else:
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=test_size, shuffle=False)
print(f"Shape of training data, X: {X_train.shape}, y: {y_train.shape}. Test, X: {X_test.shape}, y: {y_test.shape}")
if use_kfold:
val_scores = cross_val_score(model, X=X_train, y=y_train, cv=cv)
else:
print("Further splitting training data into validation sets")
if randomize:
if stratify:
X_train_, X_val, y_train_, y_val = train_test_split(X_train, y_train, test_size=val_size, stratify=y_train, shuffle=True)
else:
X_train_, X_val, y_train_, y_val = train_test_split(X_train, y_train, test_size=val_size, shuffle=True)
else:
if stratify:
print("Warning! You opted to both stratify your training data and to not randomize it. These settings are incompatible with scikit-learn. Stratifying the data, but shuffle is being set to True")
X_train_, X_val, y_train_, y_val = train_test_split(X_train, y_train, test_size=val_size, stratify=y_train, shuffle=True)
else:
X_train_, X_val, y_train_, y_val = train_test_split(X_train, y_train, test_size=val_size, shuffle=False)
print(f"Shape of training data, X: {X_train_.shape}, y: {y_train_.shape}. Val, X: {X_val.shape}, y: {y_val.shape}")
print("Getting ready to fit model.")
model.fit(X_train_, y_train_)
val_score = model.score(X_val, y_val)
if return_importances:
if hasattr(model, 'steps'):
try:
feats = pd.DataFrame({
'Columns': X.columns,
'Importance': model[-2].feature_importances_
}).sort_values(by='Importance', ascending=False)
except:
model.fit(X_train, y_train)
feats = pd.DataFrame({
'Columns': X.columns,
'Importance': model[-2].feature_importances_
}).sort_values(by='Importance', ascending=False)
else:
try:
feats = pd.DataFrame({
'Columns': X.columns,
'Importance': model.feature_importances_
}).sort_values(by='Importance', ascending=False)
except:
model.fit(X_train, y_train)
feats = pd.DataFrame({
'Columns': X.columns,
'Importance': model.feature_importances_
}).sort_values(by='Importance', ascending=False)
mod_scores = {}
try:
mod_scores['validation_score'] = val_scores.mean()
if return_folds:
mod_scores['fold_scores'] = val_scores
except:
mod_scores['validation_score'] = val_score
if return_test_score:
mod_scores['test_score'] = model.score(X_test, y_test)
if return_importances:
return mod_scores, feats
else:
return mod_scores
我遇到的奇怪部分是,如果我在 sklearn 中创建一个管道,它会在函数之外的数据集上工作,而不是在其中。例如:
from sklearn.pipeline import make_pipeline
from category_encoders import OrdinalEncoder
from xgboost import XGBClassifier
pipe = make_pipeline(OrdinalEncoder(), XGBClassifier())
X = df.drop('state', axis=1)
y = df['state']
在这种情况下,pipe.fit(X, y) 工作得很好。但是get_val_scores(pipe, X, y) 失败并在标题中显示错误消息。更奇怪的是get_val_scores(pipe, X, y) 似乎可以与其他数据集一起使用,比如泰坦尼克号。模型拟合 X_train 和 y_train 时会发生错误。
在这种情况下,损失函数是binary:logistic,state 列的值是successful 和failed。
【问题讨论】:
-
您使用的是哪个版本的 XGBoost?我在 1.4.0 中遇到了类似的问题。降级到 1.3.3 解决了我的问题
-
@Kris 这为我解决了这个问题,但知道原因仍然很高兴。
-
可能是主要版本兼容性问题。我不确定原因和后果。可能会在 github 上发布问题
标签: python scikit-learn xgboost