我想从经过训练的梯度增强分类器(来自 sklearn)生成代码(现在是 Python,但最终是 C)。据我了解,该模型采用初始预测器,然后添加来自顺序训练的回归树的预测(按学习因子缩放)。选择的类是具有最高输出值的类。
这是我到目前为止的代码:
def recursep_gbm(left, right, threshold, features, node, depth, value, out_name, scale):
# Functions for spacing
tabs = lambda n: (' ' * n * 4)[:-1]
def print_depth():
if depth: print tabs(depth),
def print_depth_b():
if depth:
print tabs(depth),
if (depth-1): print tabs(depth-1),
if (threshold[node] != -2):
print_depth()
print "if " + features[node] + " <= " + str(threshold[node]) + ":"
if left[node] != -1:
recursep_gbm(left, right, threshold, features, left[node], depth+1, value, out_name, scale)
print_depth()
print "else:"
if right[node] != -1:
recursep_gbm(left, right, threshold, features, right[node], depth+1, value, out_name, scale)
else:
# This is an end node, add results
print_depth()
print out_name + " += " + str(scale) + " * " + str(value[node][0, 0])
def print_GBM_python(gbm_model, feature_names, X_data, l_rate):
print "PYTHON CODE"
# Get trees
trees = gbm_model.estimators_
# F0
f0_probs = np.mean(clf.predict_log_proba(X_data), axis=0)
probs = ", ".join([str(prob) for prob in f0_probs])
print "# Initial probabilities (F0)"
print "scores = np.array([%s])" % probs
print
print "# Update scores for each estimator"
for j, tree_group in enumerate(trees):
for k, tree in enumerate(tree_group):
left = tree.tree_.children_left
right = tree.tree_.children_right
threshold = tree.tree_.threshold
features = [feature_names[i] for i in tree.tree_.feature]
value = tree.tree_.value
recursep_gbm(left, right, threshold, features, 0, 0, value, "scores[%i]" % k, l_rate)
print
print "# Get class with max score"
print "return np.argmax(scores)"
我从这个问题修改了树生成代码。
这是它生成的示例(具有 3 个类、2 个估计器、1 个最大深度和 0.1 学习率):
# Initial probabilities (F0)
scores = np.array([-0.964890, -1.238279, -1.170222])
# Update scores for each estimator
if X1 <= 57.5:
scores[0] += 0.1 * 1.60943587225
else:
scores[0] += 0.1 * -0.908433703247
if X2 <= 0.000394500006223:
scores[1] += 0.1 * -0.900203054177
else:
scores[1] += 0.1 * 0.221484425933
if X2 <= 0.0340005010366:
scores[2] += 0.1 * -0.848148803219
else:
scores[2] += 0.1 * 1.98100820717
if X1 <= 57.5:
scores[0] += 0.1 * 1.38506104792
else:
scores[0] += 0.1 * -0.855930587354
if X1 <= 43.5:
scores[1] += 0.1 * -0.810729087535
else:
scores[1] += 0.1 * 0.237980820334
if X2 <= 0.027434501797:
scores[2] += 0.1 * -0.815242297324
else:
scores[2] += 0.1 * 1.69970863021
# Get class with max score
return np.argmax(scores)
基于此,我使用对数概率作为 F0 。
predict
对于一个估计器,它给了我与训练模型上的方法相同的预测。但是,当我添加更多估计器时,预测开始出现偏差。我是否应该包含步长(在此处描述)?另外,我的F0正确吗?我应该取平均值吗?我应该将日志概率转换为其他东西吗?任何帮助是极大的赞赏!