main_spider.py 7.3 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217
  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 scipy.stats import randint as sp_randint
  14. from scipy.stats import uniform as sp_uniform
  15. from sklearn.model_selection import RandomizedSearchCV, train_test_split
  16. from sklearn.metrics import roc_auc_score
  17. from bayes_opt import BayesianOptimization
  18. class LightGBM(object):
  19. """
  20. LightGBM model for classification
  21. """
  22. def __init__(self, flag, dt):
  23. self.label_encoder = LabelEncoder()
  24. self.my_c = [
  25. "channel",
  26. "out_user_id",
  27. "mode",
  28. "out_play_cnt",
  29. "out_like_cnt",
  30. "out_share_cnt",
  31. "lop",
  32. "duration",
  33. "tag1",
  34. "tag2",
  35. "tag3"
  36. ]
  37. self.str_columns = ["channel", "mode", "out_user_id", "tag1", "tag2", "tag3"]
  38. self.float_columns = [
  39. "out_play_cnt",
  40. "out_like_cnt",
  41. "out_share_cnt",
  42. "lop",
  43. "duration"
  44. ]
  45. self.split_c = 0.7
  46. self.yc = 0.8
  47. self.model = "models/lightgbm_0401_spider.bin"
  48. self.flag = flag
  49. self.dt = dt
  50. def read_data(self):
  51. """
  52. Read data from local
  53. :return:
  54. """
  55. path = "data/train_data/spider_data_240401.json"
  56. df = pd.read_json(path)
  57. df = df.dropna(subset=['label'])
  58. labels = df['label']
  59. temp = sorted(labels)
  60. yc = temp[int(len(temp) * self.yc)]
  61. labels = [0 if i < yc else 1 for i in labels]
  62. features = df.drop("label", axis=1)
  63. for key in self.float_columns:
  64. features[key] = pd.to_numeric(features[key], errors="coerce")
  65. for key in self.str_columns:
  66. features[key] = self.label_encoder.fit_transform(features[key])
  67. return features, labels
  68. def best_params(self):
  69. X, y = self.read_data()
  70. X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
  71. lgbM = lgb.LGBMClassifier(objective='binary')
  72. # 设置搜索的参数范围
  73. param_dist = {
  74. 'num_leaves': sp_randint(20, 40),
  75. 'learning_rate': sp_uniform(0.001, 0.1),
  76. 'feature_fraction': sp_uniform(0.5, 0.9),
  77. 'bagging_fraction': sp_uniform(0.5, 0.9),
  78. 'bagging_freq': sp_randint(1, 10),
  79. 'min_child_samples': sp_randint(5, 100),
  80. }
  81. # 定义 RandomizedSearchCV
  82. rsearch = RandomizedSearchCV(estimator=lgbM, param_distributions=param_dist, n_iter=100, cv=3,
  83. scoring='roc_auc', random_state=42, verbose=2)
  84. # 开始搜索
  85. rsearch.fit(X_train, y_train)
  86. # 打印最佳参数和对应的AUC得分
  87. print("Best parameters found: ", rsearch.best_params_)
  88. print("Best AUC found: ", rsearch.best_score_)
  89. # 使用最佳参数在测试集上的表现
  90. best_model = rsearch.best_estimator_
  91. y_pred = best_model.predict_proba(X_test)[:, 1]
  92. auc = roc_auc_score(y_test, y_pred)
  93. print("AUC on test set: ", auc)
  94. def train_model(self):
  95. """
  96. Load dataset
  97. :return:
  98. """
  99. x, y = self.read_data()
  100. train_size = int(len(x) * self.split_c)
  101. X_train, X_test = x[:train_size], x[train_size:]
  102. Y_train, Y_test = y[:train_size], y[train_size:]
  103. train_data = lgb.Dataset(
  104. X_train,
  105. label=Y_train,
  106. categorical_feature=["channel", "mode", "out_user_id", "tag1", "tag2", "tag3"],
  107. )
  108. test_data = lgb.Dataset(X_test, label=Y_test, reference=train_data)
  109. params = {
  110. 'num_leaves': 31,
  111. 'learning_rate': 0.00020616904432655601,
  112. 'feature_fraction': 0.6508847259863764,
  113. 'bagging_fraction': 0.7536774652478249,
  114. 'bagging_freq': 6,
  115. 'min_child_samples': 99,
  116. 'num_threads': 16
  117. }
  118. # 训练模型
  119. num_round = 100
  120. print("开始训练......")
  121. bst = lgb.train(params, train_data, num_round, valid_sets=[test_data])
  122. bst.save_model(self.model)
  123. print("模型训练完成✅")
  124. def evaluate_model(self):
  125. """
  126. 评估模型性能
  127. :return:
  128. """
  129. fw = open("summary_tag_03{}_spider.txt".format(self.dt), "a+", encoding="utf-8")
  130. # 测试数据
  131. with open("data/produce_data/x_data_total_return_predict_{}_spider.json".format(self.dt)) as f1:
  132. x_list = json.loads(f1.read())
  133. # 测试 label
  134. with open("data/produce_data/y_data_total_return_predict_{}_spider.json".format(self.dt)) as f2:
  135. Y_test = json.loads(f2.read())
  136. Y_test = [0 if i <= 19 else 1 for i in Y_test]
  137. X_test = pd.DataFrame(x_list, columns=self.my_c)
  138. for key in self.str_columns:
  139. X_test[key] = self.label_encoder.fit_transform(X_test[key])
  140. for key in self.float_columns:
  141. X_test[key] = pd.to_numeric(X_test[key], errors="coerce")
  142. bst = lgb.Booster(model_file=self.model)
  143. y_pred = bst.predict(X_test, num_iteration=bst.best_iteration)
  144. temp = sorted(list(y_pred))
  145. yuzhi = temp[int(len(temp) * 0.7) - 1]
  146. y_pred_binary = [0 if i <= yuzhi else 1 for i in list(y_pred)]
  147. # 转换为二进制输出
  148. score_list = []
  149. for index, item in enumerate(list(y_pred)):
  150. real_label = Y_test[index]
  151. score = item
  152. prid_label = y_pred_binary[index]
  153. print(real_label, "\t", prid_label, "\t", score)
  154. fw.write("{}\t{}\t{}\n".format(real_label, prid_label, score))
  155. score_list.append(score)
  156. print("预测样本总量: {}".format(len(score_list)))
  157. data_series = pd.Series(score_list)
  158. print("统计 score 信息")
  159. print(data_series.describe())
  160. # 评估模型
  161. accuracy = accuracy_score(Y_test, y_pred_binary)
  162. print(f"Accuracy: {accuracy}")
  163. fw.close()
  164. def feature_importance(self):
  165. """
  166. Get the importance of each feature
  167. :return:
  168. """
  169. lgb_model = lgb.Booster(model_file=self.model)
  170. importance = lgb_model.feature_importance(importance_type='split')
  171. feature_name = lgb_model.feature_name()
  172. feature_importance = sorted(zip(feature_name, importance), key=lambda x: x[1], reverse=True)
  173. # 打印特征重要性
  174. for name, imp in feature_importance:
  175. print(name, imp)
  176. if __name__ == "__main__":
  177. # i = int(input("输入 1 训练, 输入 2 预测:\n"))
  178. # if i == 1:
  179. # f = "train"
  180. # dt = "whole"
  181. # L = LightGBM(flag=f, dt=dt)
  182. # L.train_model()
  183. # elif i == 2:
  184. # f = "predict"
  185. # dt = int(input("输入日期, 16-21:\n"))
  186. # L = LightGBM(flag=f, dt=dt)
  187. # L.evaluate_model()
  188. # L.feature_importance()
  189. L = LightGBM("train", "whole")
  190. L.best_params()
  191. # study = optuna.create_study(direction='maximize')
  192. # study.optimize(L.bays_params, n_trials=100)
  193. # print('Number of finished trials:', len(study.trials))
  194. # print('Best trial:', study.best_trial.params)