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@@ -1,17 +1,20 @@
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+"""
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+仅使用标题信息
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+"""
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import os
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import sys
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-import json
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-import optuna
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-from sklearn.linear_model import LogisticRegression
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+from sklearn.preprocessing import LabelEncoder
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sys.path.append(os.getcwd())
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-import numpy as np
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import pandas as pd
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import lightgbm as lgb
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-from sklearn.preprocessing import LabelEncoder
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-from sklearn.metrics import accuracy_score
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+
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+from scipy.stats import randint as sp_randint
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+from scipy.stats import uniform as sp_uniform
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+from sklearn.model_selection import RandomizedSearchCV, train_test_split
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+from sklearn.metrics import roc_auc_score, accuracy_score
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class LightGBM(object):
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@@ -22,137 +25,102 @@ class LightGBM(object):
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def __init__(self, flag, dt):
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self.label_encoder = LabelEncoder()
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self.my_c = [
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- "uid",
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- "type",
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- "channel",
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- "fans",
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- "view_count_user_30days",
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- "share_count_user_30days",
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- "return_count_user_30days",
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- "rov_user",
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- "str_user",
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- "out_user_id",
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- "mode",
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- "out_play_cnt",
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- "out_like_cnt",
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- "out_share_cnt",
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- "out_collection_cnt",
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"tag1",
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"tag2",
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- "tag3"
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- ]
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- self.str_columns = ["uid", "type", "channel", "mode", "out_user_id", "tag1", "tag2", "tag3"]
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- self.float_columns = [
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- "fans",
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- "view_count_user_30days",
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- "share_count_user_30days",
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- "return_count_user_30days",
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- "rov_user",
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- "str_user",
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- "out_play_cnt",
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- "out_like_cnt",
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- "out_share_cnt",
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- "out_collection_cnt",
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+ "tag3",
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+ "tag4"
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]
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- self.split_c = 0.999
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+ self.str_columns = ["tag1", "tag2", "tag3", "tag4"]
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+ self.split_c = 0.7
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self.yc = 0.8
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- self.model = "lightgbm_0326.bin"
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+ self.model = "models/lightgbm_0408_all_tags.bin"
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self.flag = flag
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self.dt = dt
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- def bays_params(self, trial):
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- """
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- Bayesian parameters for
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- :return: best parameters
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- """
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- # 定义搜索空间
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- param = {
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- 'objective': 'binary',
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- 'metric': 'binary_logloss',
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- 'verbosity': -1,
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- 'boosting_type': 'gbdt',
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- 'num_leaves': trial.suggest_int('num_leaves', 20, 40),
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- 'learning_rate': trial.suggest_loguniform('learning_rate', 1e-8, 1.0),
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- 'feature_fraction': trial.suggest_uniform('feature_fraction', 0.4, 1.0),
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- 'bagging_fraction': trial.suggest_uniform('bagging_fraction', 0.4, 1.0),
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- 'bagging_freq': trial.suggest_int('bagging_freq', 1, 7),
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- 'min_child_samples': trial.suggest_int('min_child_samples', 5, 100),
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- "num_threads": 16, # 线程数量
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- }
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- X_train, X_test = self.generate_x_data()
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- Y_train, Y_test = self.generate_y_data()
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- train_data = lgb.Dataset(
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- X_train,
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- label=Y_train,
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- categorical_feature=["uid", "type", "channel", "mode", "out_user_id", "tag1", "tag2", "tag3"],
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- )
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- test_data = lgb.Dataset(X_test, label=Y_test, reference=train_data)
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- gbm = lgb.train(param, train_data, num_boost_round=100, valid_sets=[test_data])
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- preds = gbm.predict(X_test)
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- pred_labels = np.rint(preds)
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- accuracy = accuracy_score(Y_test, pred_labels)
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- return accuracy
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-
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- def generate_x_data(self):
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+ def read_data(self, path, yc=None):
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"""
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- Generate data for feature engineering
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+ Read data from local
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:return:
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"""
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- with open("data/produce_data/x_data_total_return_{}_{}.json".format(self.flag, self.dt)) as f1:
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- x_list = json.loads(f1.read())
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- index_t = int(len(x_list) * self.split_c)
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- X_train = pd.DataFrame(x_list[:index_t], columns=self.my_c)
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+ df = pd.read_json(path)
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+ df = df.dropna(subset=['label']) # 把 label 为空的删掉
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+ df = df.drop(subset=['tag1', 'tag2', 'tag3', 'tag4']) # 把 tag 为空的数据也删掉
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+ labels = df['label']
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+ features = df.drop('label', axis=1)
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for key in self.str_columns:
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- X_train[key] = self.label_encoder.fit_transform(X_train[key])
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- for key in self.float_columns:
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- X_train[key] = pd.to_numeric(X_train[key], errors="coerce")
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- X_test = pd.DataFrame(x_list[index_t:], columns=self.my_c)
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- for key in self.str_columns:
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- X_test[key] = self.label_encoder.fit_transform(X_test[key])
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- for key in self.float_columns:
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- X_test[key] = pd.to_numeric(X_test[key], errors="coerce")
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- return X_train, X_test
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+ features[key] = self.label_encoder.fit_transform(features[key])
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+ return features, labels, df
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- def generate_y_data(self):
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+ def best_params(self):
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"""
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- Generate data for label
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- :return:
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+ find best params for lightgbm
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"""
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- with open("data/produce_data/y_data_total_return_{}_{}.json".format(self.flag, self.dt)) as f2:
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- y_list = json.loads(f2.read())
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- index_t = int(len(y_list) * self.split_c)
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- temp = sorted(y_list)
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- yuzhi = temp[int(len(temp) * self.yc) - 1]
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- print("阈值是: {}".format(yuzhi))
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- y__list = [0 if i <= yuzhi else 1 for i in y_list]
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- y_train = np.array(y__list[:index_t])
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- y_test = np.array(y__list[index_t:])
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- return y_train, y_test
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+ path = "data/train_data/all_train_20240408.json"
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+ X, y, ori_df = self.read_data(path)
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+ print(len(list(y)))
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+ X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
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+
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+ lgb_ = lgb.LGBMClassifier(objective='binary')
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+
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+ # 设置搜索的参数范围
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+ param_dist = {
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+ 'num_leaves': sp_randint(20, 40),
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+ 'learning_rate': sp_uniform(0.001, 0.1),
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+ 'feature_fraction': sp_uniform(0.5, 0.9),
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+ 'bagging_fraction': sp_uniform(0.5, 0.9),
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+ 'bagging_freq': sp_randint(1, 10),
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+ 'min_child_samples': sp_randint(5, 100),
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+ }
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+
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+ # 定义 RandomizedSearchCV
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+ rsearch = RandomizedSearchCV(
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+ estimator=lgb_,
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+ param_distributions=param_dist,
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+ n_iter=100,
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+ cv=3,
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+ scoring='roc_auc',
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+ random_state=42, verbose=2
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+ )
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+
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+ # 开始搜索
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+ rsearch.fit(X_train, y_train)
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+
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+ # 打印最佳参数和对应的AUC得分
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+ print("Best parameters found: ", rsearch.best_params_)
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+ print("Best AUC found: ", rsearch.best_score_)
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+
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+ # 使用最佳参数在测试集上的表现
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+ best_model = rsearch.best_estimator_
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+ y_pred = best_model.predict_proba(X_test)[:, 1]
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+ auc = roc_auc_score(y_test, y_pred)
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+ print("AUC on test set: ", auc)
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def train_model(self):
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"""
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Load dataset
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:return:
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"""
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- X_train, X_test = self.generate_x_data()
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- Y_train, Y_test = self.generate_y_data()
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+ path = "data/train_data/user_train_20240408.json"
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+ x, y, ori_df = self.read_data(path)
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+ train_size = int(len(x) * self.split_c)
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+ X_train, X_test = x[:train_size], x[train_size:]
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+ Y_train, Y_test = y[:train_size], y[train_size:]
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train_data = lgb.Dataset(
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X_train,
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label=Y_train,
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- categorical_feature=["uid", "type", "channel", "mode", "out_user_id", "tag1", "tag2", "tag3"],
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+ categorical_feature=["channel", "mode", "out_user_id", "tag1", "tag2", "tag3"],
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)
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test_data = lgb.Dataset(X_test, label=Y_test, reference=train_data)
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params = {
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- "objective": "binary", # 指定二分类任务
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- "metric": "binary_logloss", # 评估指标为二分类的log损失
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- "num_leaves": 36, # 叶子节点数
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- "learning_rate": 0.08479152931388902, # 学习率
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- "bagging_fraction": 0.6588121592044218, # 建树的样本采样比例
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- "feature_fraction": 0.4572757903437793, # 建树的特征选择比例
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- "bagging_freq": 2, # k 意味着每 k 次迭代执行bagging
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- "num_threads": 16, # 线程数量
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- "mini_child_samples": 71
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+ 'bagging_fraction': 0.9323330736797192,
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+ 'bagging_freq': 1,
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+ 'feature_fraction': 0.8390650729441467,
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+ 'learning_rate': 0.07595782999760721,
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+ 'min_child_samples': 93,
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+ 'num_leaves': 36,
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+ 'num_threads': 16
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}
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+
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# 训练模型
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num_round = 100
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print("开始训练......")
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@@ -165,33 +133,24 @@ class LightGBM(object):
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评估模型性能
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:return:
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"""
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- fw = open("summary_tag_03{}.txt".format(self.dt), "a+", encoding="utf-8")
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- # 测试数据
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- with open("data/produce_data/x_data_total_return_predict_{}.json".format(self.dt)) as f1:
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- x_list = json.loads(f1.read())
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-
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- # 测试 label
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- with open("data/produce_data/y_data_total_return_predict_{}.json".format(self.dt)) as f2:
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- Y_test = json.loads(f2.read())
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-
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- Y_test = [0 if i <= 27 else 1 for i in Y_test]
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- X_test = pd.DataFrame(x_list, columns=self.my_c)
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- for key in self.str_columns:
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- X_test[key] = self.label_encoder.fit_transform(X_test[key])
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- for key in self.float_columns:
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- X_test[key] = pd.to_numeric(X_test[key], errors="coerce")
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+ fw = open("result/summary_{}.txt".format(dt), "a+", encoding="utf-8")
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+ path = 'data/predict_data/predict_{}.json'.format(dt)
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+ x, y, ori_df = self.read_data(path, yc=6)
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+ true_label_df = pd.DataFrame(list(y), columns=['ture_label'])
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bst = lgb.Booster(model_file=self.model)
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- y_pred = bst.predict(X_test, num_iteration=bst.best_iteration)
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- temp = sorted(list(y_pred))
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- yuzhi = temp[int(len(temp) * 0.7) - 1]
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- y_pred_binary = [0 if i <= yuzhi else 1 for i in list(y_pred)]
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- # 转换为二进制输出
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+ y_pred = bst.predict(x, num_iteration=bst.best_iteration)
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+ pred_score_df = pd.DataFrame(list(y_pred), columns=['pred_score'])
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+ # temp = sorted(list(y_pred))
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+ # yuzhi = temp[int(len(temp) * 0.9) - 1]
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+ y_pred_binary = [0 if i <= 0.169541 else 1 for i in list(y_pred)]
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+ pred_label_df = pd.DataFrame(list(y_pred_binary), columns=['pred_label'])
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score_list = []
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for index, item in enumerate(list(y_pred)):
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- real_label = Y_test[index]
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+ real_label = y[index]
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score = item
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prid_label = y_pred_binary[index]
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- print(real_label, "\t", prid_label, "\t", score)
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+ if score < 0.169541:
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+ print(real_label, "\t", prid_label, "\t", score)
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fw.write("{}\t{}\t{}\n".format(real_label, prid_label, score))
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score_list.append(score)
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print("预测样本总量: {}".format(len(score_list)))
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@@ -199,9 +158,14 @@ class LightGBM(object):
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print("统计 score 信息")
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print(data_series.describe())
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# 评估模型
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- accuracy = accuracy_score(Y_test, y_pred_binary)
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+ accuracy = accuracy_score(y, y_pred_binary)
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print(f"Accuracy: {accuracy}")
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fw.close()
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+ # 水平合并
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+ df_concatenated = pd.concat([ori_df, true_label_df, pred_score_df, pred_label_df], axis=1)
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+ # for key in self.str_columns:
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+ # df_concatenated[key] = [self.label_mapping[key][i] for i in df_concatenated[key]]
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+ df_concatenated.to_excel("data/predict_data/spider_predict_result_{}.xlsx".format(dt), index=False)
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def feature_importance(self):
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"""
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@@ -227,13 +191,10 @@ if __name__ == "__main__":
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L.train_model()
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elif i == 2:
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f = "predict"
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- dt = int(input("输入日期, 16-21:\n"))
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+ dt = int(input("输入日期, 20240316-21:\n"))
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L = LightGBM(flag=f, dt=dt)
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L.evaluate_model()
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- # study = optuna.create_study(direction='maximize')
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- # study.optimize(L.bays_params, n_trials=100)
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- # print('Number of finished trials:', len(study.trials))
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- # print('Best trial:', study.best_trial.params)
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- # L.train_model()
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- # L.evaluate_model()
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- # L.feature_importance()
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+ L.feature_importance()
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+ elif i == 3:
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+ L = LightGBM("train", "whole")
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+ L.best_params()
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