diff --git a/机器学习竞赛实战_优胜解决方案/智慧城市-道路通行时间预测/.ipynb_checkpoints/建模预测-checkpoint.ipynb b/机器学习竞赛实战_优胜解决方案/智慧城市-道路通行时间预测/.ipynb_checkpoints/建模预测-checkpoint.ipynb
index 9f83756..dc38cc5 100644
--- a/机器学习竞赛实战_优胜解决方案/智慧城市-道路通行时间预测/.ipynb_checkpoints/建模预测-checkpoint.ipynb
+++ b/机器学习竞赛实战_优胜解决方案/智慧城市-道路通行时间预测/.ipynb_checkpoints/建模预测-checkpoint.ipynb
@@ -2,15 +2,25 @@
"cells": [
{
"cell_type": "code",
- "execution_count": 1,
+ "execution_count": 17,
"metadata": {},
- "outputs": [],
+ "outputs": [
+ {
+ "name": "stderr",
+ "output_type": "stream",
+ "text": [
+ "D:\\Anaconda3\\lib\\site-packages\\sklearn\\externals\\joblib\\__init__.py:15: DeprecationWarning: sklearn.externals.joblib is deprecated in 0.21 and will be removed in 0.23. Please import this functionality directly from joblib, which can be installed with: pip install joblib. If this warning is raised when loading pickled models, you may need to re-serialize those models with scikit-learn 0.21+.\n",
+ " warnings.warn(msg, category=DeprecationWarning)\n"
+ ]
+ }
+ ],
"source": [
"import pandas as pd\n",
"import numpy as np\n",
"from scipy.interpolate import UnivariateSpline\n",
"from sklearn import linear_model\n",
"import xgboost as xgb\n",
+ "from sklearn.externals import joblib\n",
"from sklearn.utils import *"
]
},
@@ -27,7 +37,7 @@
},
{
"cell_type": "code",
- "execution_count": 4,
+ "execution_count": 3,
"metadata": {},
"outputs": [
{
@@ -55,7 +65,7 @@
"
date | \n",
" time_interval_begin | \n",
" travel_time | \n",
- " imputationl | \n",
+ " imputation1 | \n",
" lagging1 | \n",
" lagging2 | \n",
" lagging3 | \n",
@@ -290,7 +300,7 @@
""
],
"text/plain": [
- " link_ID date time_interval_begin travel_time imputationl lagging1 lagging2 lagging3 lagging4 lagging5 length area vacation minute_series day_of_week day_of_week_en hour_en week_hour_1.0,1.0 week_hour_1.0,2.0 week_hour_1.0,3.0 week_hour_2.0,1.0 week_hour_2.0,2.0 week_hour_2.0,3.0 week_hour_3.0,1.0 week_hour_3.0,2.0 week_hour_3.0,3.0 links_num_2 links_num_3 links_num_4 links_num_5 width_3 width_6 width_9 width_12 width_15 link_ID_en\n",
+ " link_ID date time_interval_begin travel_time imputation1 lagging1 lagging2 lagging3 lagging4 lagging5 length area vacation minute_series day_of_week day_of_week_en hour_en week_hour_1.0,1.0 week_hour_1.0,2.0 week_hour_1.0,3.0 week_hour_2.0,1.0 week_hour_2.0,2.0 week_hour_2.0,3.0 week_hour_3.0,1.0 week_hour_3.0,2.0 week_hour_3.0,3.0 links_num_2 links_num_3 links_num_4 links_num_5 width_3 width_6 width_9 width_12 width_15 link_ID_en\n",
"0 3377906280028510514 2017-03-01 2017-03-01 06:00:00 1.659311 True NaN NaN NaN NaN NaN 48 144 0.0 0.0 3 1.0 1.0 1 0 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 47\n",
"1 3377906280028510514 2017-03-01 2017-03-01 06:02:00 1.664941 True 1.659311 NaN NaN NaN NaN 48 144 0.0 2.0 3 1.0 1.0 1 0 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 47\n",
"2 3377906280028510514 2017-03-01 2017-03-01 06:04:00 1.671675 True 1.664941 1.659311 NaN NaN NaN 48 144 0.0 4.0 3 1.0 1.0 1 0 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 47\n",
@@ -298,20 +308,20 @@
"4 3377906280028510514 2017-03-01 2017-03-01 06:08:00 1.682314 True 1.676886 1.671675 1.664941 1.659311 NaN 48 144 0.0 8.0 3 1.0 1.0 1 0 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 47"
]
},
- "execution_count": 4,
+ "execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# 读取处理好的特征数据\n",
- "df = pd.read_csv('com_trainning.txt', delimiter=';',parse_dates=['time_interval_begin'],dtype={'link_ID':object})\n",
+ "df = pd.read_csv('trainning.txt', delimiter=';',parse_dates=['time_interval_begin'],dtype={'link_ID':object})\n",
"df.head()"
]
},
{
"cell_type": "code",
- "execution_count": 5,
+ "execution_count": 4,
"metadata": {},
"outputs": [
{
@@ -320,7 +330,7 @@
"['lagging5', 'lagging4', 'lagging3', 'lagging2', 'lagging1']"
]
},
- "execution_count": 5,
+ "execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
@@ -334,7 +344,7 @@
},
{
"cell_type": "code",
- "execution_count": 6,
+ "execution_count": 5,
"metadata": {},
"outputs": [],
"source": [
@@ -348,7 +358,7 @@
},
{
"cell_type": "code",
- "execution_count": 7,
+ "execution_count": 6,
"metadata": {},
"outputs": [],
"source": [
@@ -357,14 +367,14 @@
},
{
"cell_type": "code",
- "execution_count": 8,
+ "execution_count": 7,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
- "['length', 'vacation', 'day_of_week_en', 'week_hour_1.0,1.0', 'week_hour_1.0,2.0', 'week_hour_1.0,3.0', 'week_hour_2.0,1.0', 'week_hour_2.0,2.0', 'week_hour_2.0,3.0', 'week_hour_3.0,1.0', 'week_hour_3.0,2.0', 'week_hour_3.0,3.0', 'links_num_2', 'links_num_3', 'links_num_4', 'links_num_5', 'width_3', 'width_6', 'width_9', 'width_12', 'width_15', 'link_ID_en', 'lagging5', 'lagging4', 'lagging3', 'lagging2', 'lagging1']\n"
+ "['imputation1', 'length', 'vacation', 'day_of_week_en', 'week_hour_1.0,1.0', 'week_hour_1.0,2.0', 'week_hour_1.0,3.0', 'week_hour_2.0,1.0', 'week_hour_2.0,2.0', 'week_hour_2.0,3.0', 'week_hour_3.0,1.0', 'week_hour_3.0,2.0', 'week_hour_3.0,3.0', 'links_num_2', 'links_num_3', 'links_num_4', 'links_num_5', 'width_3', 'width_6', 'width_9', 'width_12', 'width_15', 'link_ID_en', 'lagging5', 'lagging4', 'lagging3', 'lagging2', 'lagging1']\n"
]
}
],
@@ -385,7 +395,7 @@
},
{
"cell_type": "code",
- "execution_count": 9,
+ "execution_count": 8,
"metadata": {},
"outputs": [],
"source": [
@@ -403,7 +413,7 @@
},
{
"cell_type": "code",
- "execution_count": 11,
+ "execution_count": 9,
"metadata": {},
"outputs": [],
"source": [
@@ -411,6 +421,106 @@
"grid = ParameterGrid(params_grid)"
]
},
+ {
+ "cell_type": "code",
+ "execution_count": 25,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "def bucket_data(lines):\n",
+ " bucket = {}\n",
+ " for line in lines:\n",
+ " time_series = line[-2]\n",
+ " bucket[time_series] = []\n",
+ " for line in lines:\n",
+ " time_series, y1 = line[-2:]\n",
+ " line = np.delete(line, -2, axis=0)\n",
+ " bucket[time_series].append(line)\n",
+ " return bucket\n",
+ "\n",
+ "\n",
+ "def cross_valid(regressor, bucket, lagging):\n",
+ " valid_loss = []\n",
+ " last = [[] for i in range(len(bucket[list(bucket.keys())[0]]))]\n",
+ " for time_series in sorted(bucket.keys(), key=float):\n",
+ " if time_series >= 120:\n",
+ " if int(time_series) in range(120,120+lagging*2,2):\n",
+ " last = np.concatenate((last, np.array(bucket[time_series], dtype=float)[:, -1].reshape(-1,1)),axis=1)\n",
+ " else:\n",
+ " batch = np.array(bucket[time_series], dtype=float)\n",
+ " y = batch[:,-1]\n",
+ " batch = np.delete(batch, -1, axis=1)\n",
+ " print(\"====================================\")\n",
+ " print(batch.shape, last.shape, type(time_series))\n",
+ " print(\"====================================\")\n",
+ " batch = np.concatenate((batch, last), axis=1)\n",
+ " y_pre = regressor.predict(batch)\n",
+ " last = np.delete(last, 0, axis=1)\n",
+ " last = np.concatenate((last, y_pre.reshape(-1,1)),axis=1)\n",
+ " loss = np.mean(abs(np.expm1(y) - np.expm1(y_pre))/np.expm1(y))\n",
+ " valid_loss.append(loss)\n",
+ " return np.mean(valid_loss)\n",
+ "\n",
+ "\n",
+ "def mape_ln(y, d):\n",
+ " c = d.get_label()\n",
+ " result = np.sum(np.abs((np.expm1(y)-np.expm1(c))/np.expm1(c)))/len(c)\n",
+ " return 'mape', result\n",
+ "\n",
+ "\n",
+ "def submission(train_feature, regressor,df, file1,file2,file3,file4):\n",
+ " test_df = df.loc[((df['time_interval_begin'].dt.year==2017)&(df['time_interval_begin'].dt.month==7)\n",
+ " &(df['time_interval_begin'].dt.hour.isin([7,14,17]))\n",
+ " &(df['time_interval_begin'].dt.minute==58))].copy()\n",
+ " test_df['lagging5'] = test_df['lagging4']\n",
+ " test_df['lagging4'] = test_df['lagging3']\n",
+ " test_df['lagging3'] = test_df['lagging2']\n",
+ " test_df['lagging2'] = test_df['lagging1']\n",
+ " test_df['lagging1'] = test_df['travel_time']\n",
+ " with open(file1, 'w'):\n",
+ " pass\n",
+ " with open(file2, 'w'):\n",
+ " pass\n",
+ " with open(file3, 'w'):\n",
+ " pass\n",
+ " with open(file4, 'w'):\n",
+ " pass\n",
+ " for i in range(30):\n",
+ " test_X = test_df[train_feature]\n",
+ " y_prediction = regressor.predict(test_X.values)\n",
+ " test_df['lagging5'] = test_df['lagging4']\n",
+ " test_df['lagging4'] = test_df['lagging3']\n",
+ " test_df['lagging3'] = test_df['lagging2']\n",
+ " test_df['lagging2'] = test_df['lagging1']\n",
+ " test_df['lagging1'] = y_prediction\n",
+ " \n",
+ " test_df['prediction'] = np.expm1(y_prediction)\n",
+ " test_df['time_interval_begin'] = test_df['time_interval_begin']+pd.DateOffset(minutes=2)\n",
+ " test_df['time_interval'] = test_df['time_interval_begin'].map(\n",
+ " lambda x: '[' + str(x)+','+str(x+pd.DateOffset(minutes=2))+')')\n",
+ " test_df.time_interval = test_df.time_interval.astype(object)\n",
+ " if i < 7:\n",
+ " test_df[['link_ID','date','time_interval','prediction']].to_csv(file1,mode='a',\n",
+ " header=False,\n",
+ " index=False,\n",
+ " sep=';')\n",
+ " elif (7 <= i) and (i < 14):\n",
+ " test_df[['link_ID','date','time_interval','prediction']].to_csv(file2,mode='a',\n",
+ " header=False,\n",
+ " index=False,\n",
+ " sep=';')\n",
+ " elif (14 <= i) and (i < 22):\n",
+ " test_df[['link_ID','date','time_interval','prediction']].to_csv(file1,mode='a',\n",
+ " header=False,\n",
+ " index=False,\n",
+ " sep=';')\n",
+ " else:\n",
+ " test_df[['link_ID','date','time_interval','prediction']].to_csv(file4,mode='a',\n",
+ " header=False,\n",
+ " index=False,\n",
+ " sep=';')"
+ ]
+ },
{
"cell_type": "markdown",
"metadata": {},
@@ -420,11 +530,11 @@
},
{
"cell_type": "code",
- "execution_count": 12,
+ "execution_count": 11,
"metadata": {},
"outputs": [],
"source": [
- "from sklearn.model_selection import cross_validate\n",
+ "from sklearn.model_selection import train_test_split\n",
"def fit_evaluate(df, df_test, params):\n",
" df = df.dropna()\n",
" X = df[train_feature].values\n",
@@ -446,12 +556,12 @@
" min_child_weight=params['min_child_weight'],\n",
" reg_alpha=params['reg_alpha'])\n",
" regressor.fit(X_train,y_train,verbose=False,early_stopping_rounds=10,eval_set=eval_set)\n",
- " return regressor, cross_validate(regressor, valid_data, lagging=lagging), regressor.best_iteration,regressor.best_score"
+ " return regressor, cross_valid(regressor, valid_data, lagging=lagging), regressor.best_iteration,regressor.best_score"
]
},
{
"cell_type": "code",
- "execution_count": 15,
+ "execution_count": 12,
"metadata": {},
"outputs": [],
"source": [
@@ -523,17 +633,593 @@
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 13,
+ "metadata": {},
+ "outputs": [
+ {
+ "name": "stdout",
+ "output_type": "stream",
+ "text": [
+ "[16:02:58] WARNING: C:/Jenkins/workspace/xgboost-win64_release_0.90/src/objective/regression_obj.cu:152: reg:linear is now deprecated in favor of reg:squarederror.\n",
+ "====================================\n",
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+ "(9504, 23) (9504, 5) \n",
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+ "99 0.231729 0.09787323564628972\n",
+ "[16:08:54] WARNING: C:/Jenkins/workspace/xgboost-win64_release_0.90/src/objective/regression_obj.cu:152: reg:linear is now deprecated in favor of reg:squarederror.\n",
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+ "[16:14:56] WARNING: C:/Jenkins/workspace/xgboost-win64_release_0.90/src/objective/regression_obj.cu:152: reg:linear is now deprecated in favor of reg:squarederror.\n",
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+ ]
+ },
+ {
+ "name": "stdout",
+ "output_type": "stream",
+ "text": [
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+ "99 0.205743 0.27878690843594917\n",
+ "[16:27:05] WARNING: C:/Jenkins/workspace/xgboost-win64_release_0.90/src/objective/regression_obj.cu:152: reg:linear is now deprecated in favor of reg:squarederror.\n",
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+ "====================================\n",
+ "99 0.206546 0.2825731100341743\n",
+ "{'colsample_bytree': 0.6, 'gamma': 0, 'learning_rate': 0.05, 'max_depth': 7, 'min_child_weight': 1, 'n_estimators': '[99, 99, 99, 99, 99]', 'reg_alpha': 2, 'subsample': 0.6, 'loss_std': 0.06956988861011186, 'loss': '[0.09787323564628972, 0.22588986922596394, 0.269828138777363, 0.27878690843594917, 0.2825731100341743]', 'mean_loss': 0.23099025242394805, 'best_score': '[0.231729, 0.211948, 0.207832, 0.205743, 0.206546]'}\n",
+ "best with:{'colsample_bytree': 0.6, 'gamma': 0, 'learning_rate': 0.05, 'max_depth': 7, 'min_child_weight': 1, 'n_estimators': '[99, 99, 99, 99, 99]', 'reg_alpha': 2, 'subsample': 0.6, 'loss_std': 0.06956988861011186, 'loss': '[0.09787323564628972, 0.22588986922596394, 0.269828138777363, 0.27878690843594917, 0.2825731100341743]', 'mean_loss': 0.23099025242394805, 'best_score': '[0.231729, 0.211948, 0.207832, 0.205743, 0.206546]'}\n"
+ ]
+ }
+ ],
+ "source": [
+ "best = 1\n",
+ "for params in grid:\n",
+ " best = train(df, params, best)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 14,
"metadata": {},
"outputs": [],
- "source": []
+ "source": [
+ "submit_params = {\n",
+ " 'learning_rate':0.05,\n",
+ " 'n_estimators':100,\n",
+ " 'subsample':0.6,\n",
+ " 'colsample_bytree':0.6,\n",
+ " 'max_depth':7,\n",
+ " 'min_child_weight':1,\n",
+ " 'reg_alpha':2,\n",
+ " 'gamma':0\n",
+ "}"
+ ]
},
{
"cell_type": "code",
- "execution_count": null,
+ "execution_count": 15,
"metadata": {},
"outputs": [],
- "source": []
+ "source": [
+ "def xgboost_submit(df, params):\n",
+ " train_df = df.loc[df['time_interval_begin']