r - 使用 XGB 模型对新部署数据进行评分
问题描述
背景
- 我已经使用 R 构建了一个极端梯度提升 (XGB) 模型
- 我已经使用模型对象对我的测试集进行评分
- 但是,我无法使用模型对象对我的部署集进行评分
加载 R 库
library(xgboost)
library(Matrix)
创建虚拟数据
### Training Set ###
train1 <- c("5032","1","66","139","0","9500","12","0")
train2 <-c("5031","1","61","34","5078","5100","12","2")
train3 <-c("5030","0","72","161","2540","4000","11","2")
train4 <-c("5029","1","68","0","6456","10750","12","4")
train5 <-c("5028","1","59","86","0","10000","12","0")
train6 <-c("5027","0","49","42","1756","4500","12","2")
train7 <-c("5026","0","61","14","0","2500","12","0")
train8 <-c("5025","0","44","153","0","9000","12","0")
train9 <-c("5024","1","79","61","0","5000","12","0")
train10 <-c("5023","1","46","139","2121","5600","6","3")
train <- rbind.data.frame(train1, train2, train3, train4, train5,
train6, train7, train8, train9, train10)
names(train) <- c("customer_id","target","v1","v2","v3","v4","v5","v6")
for(i in 1:ncol(train)) {
train[,i] <- as.character(train[,i])
}
for(i in 1:ncol(train)) {
train[,i] <- as.integer(train[,i])
}
### Testing Set ###
test1 <- c("5021","0","55","64","2891","5000","12","4")
test2 <-c("5020","1","57","49","167","3000","12","2")
test3 <-c("5019","1","54","55","4352","9000","12","4")
test4 <-c("5018","0","70","8","2701","5000","12","3")
test5 <-c("5017","0","64","59","52","3000","12","2")
test6 <-c("5016","1","57","73","0","4000","12","0")
test7 <-c("5015","0","46","28","1187","6000","12","3")
test8 <-c("5014","1","57","38","740","4500","12","2")
test9 <-c("5013","1","54","159","0","3300","11","0")
test10 <-c("5012","0","48","19","690","6500","11","2")
test <- rbind.data.frame(test1, test2, test3, test4, test5,
test6, test7, test8, test9, test10)
names(test) <- c("customer_id","target","v1","v2","v3","v4","v5","v6")
for(i in 1:ncol(test)) {
test[,i] <- as.character(test[,i])
}
for(i in 1:ncol(test)) {
test[,i] <- as.integer(test[,i])
}
### Deployment Set ###
deploy1 <- c("5011","58","5","7897","12000","12","4")
deploy2 <- c("5010","60","161","1601","7500","12","2")
deploy3 <- c("5009","40","59","0","5000","12","0")
deploy4 <- c("5008","57","80","0","3500","12","0")
deploy5 <- c("5007","50","70","1056","3000","12","2")
deploy6 <- c("5006","65","6","1010","9000","12","3")
deploy7 <- c("5005","65","17","1978","4500","12","2")
deploy8 <- c("5004","80","103","0","10000","12","0")
deploy9 <- c("5003","52","11","2569","3500","12","2")
deploy10 <- c("5002","54","81","1905","4000","12","4")
deploy <- rbind.data.frame(deploy1, deploy2, deploy3, deploy4, deploy5,
deploy6, deploy7, deploy8, deploy9, deploy10)
names(deploy) <- c("customer_id","v1","v2","v3","v4","v5","v6")
for(i in 1:ncol(deploy)) {
deploy[,i] <- as.character(deploy[,i])
}
for(i in 1:ncol(deploy)) {
deploy[,i] <- as.integer(deploy[,i])
}
转换为矩阵
# Remove customer Id
train_A <- train %>% select(-customer_id)
test_A <- test %>% select(-customer_id)
# Covert training set into sparse-matrix
train_sparse_matrix<- sparse.model.matrix(target ~.-1, data = train_A)
test_sparse_matrix<- sparse.model.matrix(target ~.-1, data = test_A)
# Create target vector
train_target <- as.vector(train_A$target)
test_target <- as.vector(test_A$target)
# Convert training set to dmatrix (preferred for xgboost)
train_dmatrix <- xgboost::xgb.DMatrix(data=train_sparse_matrix, label=train_target)
test_dmatrix <- xgboost::xgb.DMatrix(data=test_sparse_matrix, label=test_target)
训练模型
hn_xgb <- xgboost(tar_flag ~ .,
data = train_dmatrix,
max_depth = 6,
eta = 0.3,
num_parallel_tree = 1,
nthread = 2,
nround = 100,
metrics = 'error',
objective = 'binary:logistic')
分数测试集
predict(hn_xgb, test_dmatrix)
分数部署集
部署集没有目标变量,因为目标尚未发生,即部署分数将尝试预测的正是它。
### Convert to matrix ###
# Remove customer Id
deploy_A <- deploy %>% select(-customer_id)
# Covert deployment set into sparse-matrix
deploy_sparse_matrix<- sparse.model.matrix(data = deploy_A) ## Error !!!
返回以下错误:
由于我未能创建稀疏矩阵,因此创建 DMatrix 的下一步不起作用......
# Convert training set to dmatrix (preferred for xgboost)
deploy_dmatrix <- xgboost::xgb.DMatrix(data=deploy_sparse_matrix)
这意味着我无法为我的部署集评分...
问题
- 如何将我的部署集转换为稀疏矩阵或 DMatrix?
- 您能推荐任何更简单的步骤来为我的部署集评分吗?
解决方案
我已经稍微清理了您的数据以使其更具可读性。如果有什么你不明白的,请告诉我。
library(xgboost)
library(Matrix)
### Training Set ###
train1 <- c("5032","1","66","139","0","9500","12","0")
train2 <-c("5031","1","61","34","5078","5100","12","2")
train3 <-c("5030","0","72","161","2540","4000","11","2")
train4 <-c("5029","1","68","0","6456","10750","12","4")
train5 <-c("5028","1","59","86","0","10000","12","0")
train6 <-c("5027","0","49","42","1756","4500","12","2")
train7 <-c("5026","0","61","14","0","2500","12","0")
train8 <-c("5025","0","44","153","0","9000","12","0")
train9 <-c("5024","1","79","61","0","5000","12","0")
train10 <-c("5023","1","46","139","2121","5600","6","3")
train <- rbind.data.frame(train1, train2, train3, train4, train5,
train6, train7, train8, train9, train10)
names(train) <- c("customer_id","target","v1","v2","v3","v4","v5","v6")
train <- train %>%
mutate_if(is.factor, as.numeric)
### Testing Set ###
test1 <- c("5021","0","55","64","2891","5000","12","4")
test2 <-c("5020","1","57","49","167","3000","12","2")
test3 <-c("5019","1","54","55","4352","9000","12","4")
test4 <-c("5018","0","70","8","2701","5000","12","3")
test5 <-c("5017","0","64","59","52","3000","12","2")
test6 <-c("5016","1","57","73","0","4000","12","0")
test7 <-c("5015","0","46","28","1187","6000","12","3")
test8 <-c("5014","1","57","38","740","4500","12","2")
test9 <-c("5013","1","54","159","0","3300","11","0")
test10 <-c("5012","0","48","19","690","6500","11","2")
test <- rbind.data.frame(test1, test2, test3, test4, test5,
test6, test7, test8, test9, test10)
names(test) <- c("customer_id","target","v1","v2","v3","v4","v5","v6")
test <- test %>%
mutate_if(is.factor, as.numeric)
############# XGBoost model ########################
x_train <- train %>%
select(-target)
x_test <- test %>%
select(-target)
y_train <- train %>%
mutate(target = target - 1) %>% # we -1 here since XGBoost expects values between 0 and 1 for binary logistic models
pull(target)
y_test <- test %>%
mutate(target = target - 1) %>% # do the same to the testing data (-1)
pull(target)
dtrain <- xgb.DMatrix(data = as.matrix(x_train), label = y_train, missing = "NaN")
dtest <- xgb.DMatrix(data = as.matrix(x_test), missing = "NaN")
params <- list(
"max_depth" = 6,
"eta" = 0.3,
"num_parallel_tree" = 1,
"nthread" = 2,
"nround" = 100,
"metrics" = "error",
"objective" = "binary:logistic",
"eval_metric" = "auc"
)
xgb.model <- xgb.train(params, dtrain, nrounds = 100)
predict(xgb.model, dtest)
######################################################
### Deployment Set ###
deploy1 <- c("5011","58","5","7897","12000","12","4")
deploy2 <- c("5010","60","161","1601","7500","12","2")
deploy3 <- c("5009","40","59","0","5000","12","0")
deploy4 <- c("5008","57","80","0","3500","12","0")
deploy5 <- c("5007","50","70","1056","3000","12","2")
deploy6 <- c("5006","65","6","1010","9000","12","3")
deploy7 <- c("5005","65","17","1978","4500","12","2")
deploy8 <- c("5004","80","103","0","10000","12","0")
deploy9 <- c("5003","52","11","2569","3500","12","2")
deploy10 <- c("5002","54","81","1905","4000","12","4")
deploy <- rbind.data.frame(deploy1, deploy2, deploy3, deploy4, deploy5,
deploy6, deploy7, deploy8, deploy9, deploy10)
names(deploy) <- c("customer_id","v1","v2","v3","v4","v5","v6")
deploy <- deploy %>%
mutate_if(is.factor, as.numeric)
x_deploy <- deploy
ddeploy <- xgb.DMatrix(data = as.matrix(x_deploy), missing = "NaN")
predict(xgb.model, ddeploy)
输出:
> predict(xgb.model, dtest)
[1] 0.6102757 0.6102757 0.8451911 0.6102757 0.6102757 0.3162267 0.6172123 0.3162267
[9] 0.3150521 0.6172123
> predict(xgb.model, ddeploy)
[1] 0.6102757 0.8444782 0.8444782 0.6089817 0.6102757 0.6184962 0.6172123 0.3150521
[9] 0.3162267 0.3174037
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