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Add catboost config and notebook

This commit is contained in:
Jactus
2020-11-19 17:18:18 +08:00
parent df406d58a5
commit c91698287a
9 changed files with 415 additions and 87 deletions

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# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import pandas as pd
import xgboost as xgb
from ...model.base import Model
from ...data.dataset import DatasetH
from ...data.dataset.handler import DataHandlerLP
class XGBModel(Model):
"""XGBModel Model"""
def __init__(self, obj="mse", **kwargs):
if obj not in {"mse", "binary"}:
raise NotImplementedError
self._params = {"obj": obj}
self._params.update(kwargs)
self.model = None
def fit(
self,
dataset: DatasetH,
num_boost_round=1000,
early_stopping_rounds=50,
verbose_eval=20,
evals_result=dict(),
**kwargs
):
df_train, df_valid = dataset.prepare(
["train", "valid"], col_set=["feature", "label"], data_key=DataHandlerLP.DK_L
)
x_train, y_train = df_train["feature"], df_train["label"]
x_valid, y_valid = df_valid["feature"], df_valid["label"]
# Lightgbm need 1D array as its label
if y_train.values.ndim == 2 and y_train.values.shape[1] == 1:
y_train_1d, y_valid_1d = np.squeeze(y_train.values), np.squeeze(y_valid.values)
else:
raise ValueError("XGBoost doesn't support multi-label training")
dtrain = xgb.DMatrix(x_train.values, label=y_train_1d)
dvalid = xgb.DMatrix(x_valid.values, label=y_valid_1d)
self.model = xgb.train(
self._params,
dtrain=dtrain,
num_boost_round=num_boost_round,
evals=[(dtrain, "train"), (dvalid, "valid")],
early_stopping_rounds=early_stopping_rounds,
verbose_eval=verbose_eval,
evals_result=evals_result,
**kwargs
)
evals_result["train"] = list(evals_result["train"].values())[0]
evals_result["valid"] = list(evals_result["valid"].values())[0]
def predict(self, dataset):
if self.model is None:
raise ValueError("model is not fitted yet!")
x_test = dataset.prepare("test", col_set="feature")
return pd.Series(self.model.predict(xgb.DMatrix(np.squeeze(x_test.values))), index=x_test.index)