main_spider.py 8.5 KB

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  1. """
  2. 针对爬虫类型数据单独训练模型
  3. """
  4. import os
  5. import sys
  6. import json
  7. import optuna
  8. from sklearn.linear_model import LogisticRegression
  9. sys.path.append(os.getcwd())
  10. import numpy as np
  11. import pandas as pd
  12. import lightgbm as lgb
  13. from sklearn.preprocessing import LabelEncoder
  14. from sklearn.metrics import accuracy_score
  15. class LightGBM(object):
  16. """
  17. LightGBM model for classification
  18. """
  19. def __init__(self, flag, dt):
  20. self.label_encoder = LabelEncoder()
  21. self.my_c = [
  22. "channel",
  23. "view_count_user_30days",
  24. "share_count_user_30days",
  25. "return_count_user_30days",
  26. "rov_user",
  27. "str_user",
  28. "out_user_id",
  29. "mode",
  30. "out_play_cnt",
  31. "out_like_cnt",
  32. "out_share_cnt",
  33. "tag1",
  34. "tag2",
  35. "tag3"
  36. ]
  37. self.str_columns = ["channel", "mode", "out_user_id", "tag1", "tag2", "tag3"]
  38. self.float_columns = [
  39. "view_count_user_30days",
  40. "share_count_user_30days",
  41. "return_count_user_30days",
  42. "rov_user",
  43. "str_user",
  44. "out_play_cnt",
  45. "out_like_cnt",
  46. "out_share_cnt",
  47. ]
  48. self.split_c = 0.999
  49. self.yc = 0.8
  50. self.model = "lightgbm_0326_spider.bin"
  51. self.flag = flag
  52. self.dt = dt
  53. def bays_params(self, trial):
  54. """
  55. Bayesian parameters for
  56. :return: best parameters
  57. """
  58. # 定义搜索空间
  59. param = {
  60. 'objective': 'binary',
  61. 'metric': 'binary_logloss',
  62. 'verbosity': -1,
  63. 'boosting_type': 'gbdt',
  64. 'num_leaves': trial.suggest_int('num_leaves', 20, 40),
  65. 'learning_rate': trial.suggest_loguniform('learning_rate', 1e-8, 1.0),
  66. 'feature_fraction': trial.suggest_uniform('feature_fraction', 0.4, 1.0),
  67. 'bagging_fraction': trial.suggest_uniform('bagging_fraction', 0.4, 1.0),
  68. 'bagging_freq': trial.suggest_int('bagging_freq', 1, 7),
  69. 'min_child_samples': trial.suggest_int('min_child_samples', 5, 100),
  70. "num_threads": 16, # 线程数量
  71. }
  72. X_train, X_test = self.generate_x_data()
  73. Y_train, Y_test = self.generate_y_data()
  74. train_data = lgb.Dataset(
  75. X_train,
  76. label=Y_train,
  77. categorical_feature=["channel", "mode", "out_user_id", "tag1", "tag2", "tag3"],
  78. )
  79. test_data = lgb.Dataset(X_test, label=Y_test, reference=train_data)
  80. gbm = lgb.train(param, train_data, num_boost_round=100, valid_sets=[test_data])
  81. preds = gbm.predict(X_test)
  82. pred_labels = np.rint(preds)
  83. accuracy = accuracy_score(Y_test, pred_labels)
  84. return accuracy
  85. def generate_x_data(self):
  86. """
  87. Generate data for feature engineering
  88. :return:
  89. """
  90. with open("data/produce_data/x_data_total_return_{}_{}_spider.json".format(self.flag, self.dt)) as f1:
  91. x_list = json.loads(f1.read())
  92. index_t = int(len(x_list) * self.split_c)
  93. X_train = pd.DataFrame(x_list[:index_t], columns=self.my_c)
  94. for key in self.str_columns:
  95. X_train[key] = self.label_encoder.fit_transform(X_train[key])
  96. for key in self.float_columns:
  97. X_train[key] = pd.to_numeric(X_train[key], errors="coerce")
  98. X_test = pd.DataFrame(x_list[index_t:], columns=self.my_c)
  99. for key in self.str_columns:
  100. X_test[key] = self.label_encoder.fit_transform(X_test[key])
  101. for key in self.float_columns:
  102. X_test[key] = pd.to_numeric(X_test[key], errors="coerce")
  103. return X_train, X_test
  104. def generate_y_data(self):
  105. """
  106. Generate data for label
  107. :return:
  108. """
  109. with open("data/produce_data/y_data_total_return_{}_{}_spider.json".format(self.flag, self.dt)) as f2:
  110. y_list = json.loads(f2.read())
  111. index_t = int(len(y_list) * self.split_c)
  112. temp = sorted(y_list)
  113. yuzhi = temp[int(len(temp) * self.yc) - 1]
  114. print("阈值是: {}".format(yuzhi))
  115. y__list = [0 if i <= yuzhi else 1 for i in y_list]
  116. y_train = np.array(y__list[:index_t])
  117. y_test = np.array(y__list[index_t:])
  118. return y_train, y_test
  119. def train_model(self):
  120. """
  121. Load dataset
  122. :return:
  123. """
  124. X_train, X_test = self.generate_x_data()
  125. Y_train, Y_test = self.generate_y_data()
  126. train_data = lgb.Dataset(
  127. X_train,
  128. label=Y_train,
  129. categorical_feature=["uid", "type", "channel", "mode", "out_user_id", "tag1", "tag2", "tag3"],
  130. )
  131. test_data = lgb.Dataset(X_test, label=Y_test, reference=train_data)
  132. params = {
  133. "objective": "binary", # 指定二分类任务
  134. "metric": "binary_logloss", # 评估指标为二分类的log损失
  135. "num_leaves": 36, # 叶子节点数
  136. "learning_rate": 0.08479152931388902, # 学习率
  137. "bagging_fraction": 0.6588121592044218, # 建树的样本采样比例
  138. "feature_fraction": 0.4572757903437793, # 建树的特征选择比例
  139. "bagging_freq": 2, # k 意味着每 k 次迭代执行bagging
  140. "num_threads": 16, # 线程数量
  141. "mini_child_samples": 71
  142. }
  143. # 训练模型
  144. num_round = 100
  145. print("开始训练......")
  146. bst = lgb.train(params, train_data, num_round, valid_sets=[test_data])
  147. bst.save_model(self.model)
  148. print("模型训练完成✅")
  149. def evaluate_model(self):
  150. """
  151. 评估模型性能
  152. :return:
  153. """
  154. fw = open("summary_tag_03{}.txt".format(self.dt), "a+", encoding="utf-8")
  155. # 测试数据
  156. with open("data/produce_data/x_data_total_return_predict_{}.json".format(self.dt)) as f1:
  157. x_list = json.loads(f1.read())
  158. # 测试 label
  159. with open("data/produce_data/y_data_total_return_predict_{}.json".format(self.dt)) as f2:
  160. Y_test = json.loads(f2.read())
  161. Y_test = [0 if i <= 27 else 1 for i in Y_test]
  162. X_test = pd.DataFrame(x_list, columns=self.my_c)
  163. for key in self.str_columns:
  164. X_test[key] = self.label_encoder.fit_transform(X_test[key])
  165. for key in self.float_columns:
  166. X_test[key] = pd.to_numeric(X_test[key], errors="coerce")
  167. bst = lgb.Booster(model_file=self.model)
  168. y_pred = bst.predict(X_test, num_iteration=bst.best_iteration)
  169. temp = sorted(list(y_pred))
  170. yuzhi = temp[int(len(temp) * 0.7) - 1]
  171. y_pred_binary = [0 if i <= yuzhi else 1 for i in list(y_pred)]
  172. # 转换为二进制输出
  173. score_list = []
  174. for index, item in enumerate(list(y_pred)):
  175. real_label = Y_test[index]
  176. score = item
  177. prid_label = y_pred_binary[index]
  178. print(real_label, "\t", prid_label, "\t", score)
  179. fw.write("{}\t{}\t{}\n".format(real_label, prid_label, score))
  180. score_list.append(score)
  181. print("预测样本总量: {}".format(len(score_list)))
  182. data_series = pd.Series(score_list)
  183. print("统计 score 信息")
  184. print(data_series.describe())
  185. # 评估模型
  186. accuracy = accuracy_score(Y_test, y_pred_binary)
  187. print(f"Accuracy: {accuracy}")
  188. fw.close()
  189. def feature_importance(self):
  190. """
  191. Get the importance of each feature
  192. :return:
  193. """
  194. lgb_model = lgb.Booster(model_file=self.model)
  195. importance = lgb_model.feature_importance(importance_type='split')
  196. feature_name = lgb_model.feature_name()
  197. feature_importance = sorted(zip(feature_name, importance), key=lambda x: x[1], reverse=True)
  198. # 打印特征重要性
  199. for name, imp in feature_importance:
  200. print(name, imp)
  201. if __name__ == "__main__":
  202. # i = int(input("输入 1 训练, 输入 2 预测:\n"))
  203. # if i == 1:
  204. # f = "train"
  205. # dt = "whole"
  206. # L = LightGBM(flag=f, dt=dt)
  207. # L.train_model()
  208. # elif i == 2:
  209. # f = "predict"
  210. # dt = int(input("输入日期, 16-21:\n"))
  211. # L = LightGBM(flag=f, dt=dt)
  212. # L.evaluate_model()
  213. L = LightGBM("train", "whole")
  214. study = optuna.create_study(direction='maximize')
  215. study.optimize(L.bays_params, n_trials=100)
  216. print('Number of finished trials:', len(study.trials))
  217. print('Best trial:', study.best_trial.params)
  218. # L.train_model()
  219. # L.evaluate_model()
  220. # L.feature_importance()