Chapter-13/13.4 Introduction to scikit-learn（scikit-learn简介）.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# 13.4 Introduction to scikit-learn（scikit-learn简介）\n",
    "\n",
    "\n",
    "scikit-learn是一个被广泛使用的python机器学习工具包。里面包含了很多监督式学习和非监督式学习的模型，可以实现分类，聚类，预测等任务。\n",
    "\n",
    "虽然scikit-learn并没有和pandas深度整合，但在训练模型之前，pandas在数据清洗阶段能起很大作用。\n",
    "\n",
    "> 译者：构建的机器学习模型的一个常见流程是，用pandas对数据进行查看和清洗，然后把处理过的数据喂给scikit-learn中的模型进行训练。\n",
    "\n",
    "这里用一个经典的kaggle比赛数据集来做例子，泰坦尼克生还者数据集。加载训练集和测试集："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "train = pd.read_csv('../datasets/titanic/train.csv')\n",
    "test = pd.read_csv('../datasets/titanic/test.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>PassengerId</th>\n",
       "      <th>Survived</th>\n",
       "      <th>Pclass</th>\n",
       "      <th>Name</th>\n",
       "      <th>Sex</th>\n",
       "      <th>Age</th>\n",
       "      <th>SibSp</th>\n",
       "      <th>Parch</th>\n",
       "      <th>Ticket</th>\n",
       "      <th>Fare</th>\n",
       "      <th>Cabin</th>\n",
       "      <th>Embarked</th>\n",
       "    </tr>\n",
       "  </thead>\n",
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       "      <td>male</td>\n",
       "      <td>22.0</td>\n",
       "      <td>1</td>\n",
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       "      <td>A/5 21171</td>\n",
       "      <td>7.2500</td>\n",
       "      <td>NaN</td>\n",
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       "      <th>1</th>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>Cumings, Mrs. John Bradley (Florence Briggs Th...</td>\n",
       "      <td>female</td>\n",
       "      <td>38.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>PC 17599</td>\n",
       "      <td>71.2833</td>\n",
       "      <td>C85</td>\n",
       "      <td>C</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>3</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>Heikkinen, Miss. Laina</td>\n",
       "      <td>female</td>\n",
       "      <td>26.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>STON/O2. 3101282</td>\n",
       "      <td>7.9250</td>\n",
       "      <td>NaN</td>\n",
       "      <td>S</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>4</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>Futrelle, Mrs. Jacques Heath (Lily May Peel)</td>\n",
       "      <td>female</td>\n",
       "      <td>35.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>113803</td>\n",
       "      <td>53.1000</td>\n",
       "      <td>C123</td>\n",
       "      <td>S</td>\n",
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       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>5</td>\n",
       "      <td>0</td>\n",
       "      <td>3</td>\n",
       "      <td>Allen, Mr. William Henry</td>\n",
       "      <td>male</td>\n",
       "      <td>35.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>373450</td>\n",
       "      <td>8.0500</td>\n",
       "      <td>NaN</td>\n",
       "      <td>S</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   PassengerId  Survived  Pclass  \\\n",
       "0            1         0       3   \n",
       "1            2         1       1   \n",
       "2            3         1       3   \n",
       "3            4         1       1   \n",
       "4            5         0       3   \n",
       "\n",
       "                                                Name     Sex   Age  SibSp  \\\n",
       "0                            Braund, Mr. Owen Harris    male  22.0      1   \n",
       "1  Cumings, Mrs. John Bradley (Florence Briggs Th...  female  38.0      1   \n",
       "2                             Heikkinen, Miss. Laina  female  26.0      0   \n",
       "3       Futrelle, Mrs. Jacques Heath (Lily May Peel)  female  35.0      1   \n",
       "4                           Allen, Mr. William Henry    male  35.0      0   \n",
       "\n",
       "   Parch            Ticket     Fare Cabin Embarked  \n",
       "0      0         A/5 21171   7.2500   NaN        S  \n",
       "1      0          PC 17599  71.2833   C85        C  \n",
       "2      0  STON/O2. 3101282   7.9250   NaN        S  \n",
       "3      0            113803  53.1000  C123        S  \n",
       "4      0            373450   8.0500   NaN        S  "
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "train.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "statsmodels和scikit-learn通常不能应付缺失值，所以我们先检查一下哪些列有缺失值："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "PassengerId      0\n",
       "Survived         0\n",
       "Pclass           0\n",
       "Name             0\n",
       "Sex              0\n",
       "Age            177\n",
       "SibSp            0\n",
       "Parch            0\n",
       "Ticket           0\n",
       "Fare             0\n",
       "Cabin          687\n",
       "Embarked         2\n",
       "dtype: int64"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "train.isnull().sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "PassengerId      0\n",
       "Pclass           0\n",
       "Name             0\n",
       "Sex              0\n",
       "Age             86\n",
       "SibSp            0\n",
       "Parch            0\n",
       "Ticket           0\n",
       "Fare             1\n",
       "Cabin          327\n",
       "Embarked         0\n",
       "dtype: int64"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "test.isnull().sum()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "对于这样的数据集，通常的任务是预测一个乘客最后是否生还。在训练集上训练模型，在测试集上验证效果。\n",
    "\n",
    "上面的Age这一列有缺失值，这里我们简单的用中位数来代替缺失值："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "impute_value = train['Age'].median()\n",
    "train['Age'] = train['Age'].fillna(impute_value)\n",
    "test['Age'] = test['Age'].fillna(impute_value)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "对于Sex列，我们将其变为IsFemale，用整数来表示性别："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "train['IsFemale'] = (train['Sex'] == 'female').astype(int)\n",
    "test['IsFemale'] = (test['Sex'] == 'female').astype(int)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>PassengerId</th>\n",
       "      <th>Survived</th>\n",
       "      <th>Pclass</th>\n",
       "      <th>Name</th>\n",
       "      <th>Sex</th>\n",
       "      <th>Age</th>\n",
       "      <th>SibSp</th>\n",
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       "      <th>Ticket</th>\n",
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       "      <th>Cabin</th>\n",
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       "      <td>Cumings, Mrs. John Bradley (Florence Briggs Th...</td>\n",
       "      <td>female</td>\n",
       "      <td>38.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>PC 17599</td>\n",
       "      <td>71.2833</td>\n",
       "      <td>C85</td>\n",
       "      <td>C</td>\n",
       "      <td>1</td>\n",
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       "      <th>2</th>\n",
       "      <td>3</td>\n",
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       "      <td>Heikkinen, Miss. Laina</td>\n",
       "      <td>female</td>\n",
       "      <td>26.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>STON/O2. 3101282</td>\n",
       "      <td>7.9250</td>\n",
       "      <td>NaN</td>\n",
       "      <td>S</td>\n",
       "      <td>1</td>\n",
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       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>4</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>Futrelle, Mrs. Jacques Heath (Lily May Peel)</td>\n",
       "      <td>female</td>\n",
       "      <td>35.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>113803</td>\n",
       "      <td>53.1000</td>\n",
       "      <td>C123</td>\n",
       "      <td>S</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>5</td>\n",
       "      <td>0</td>\n",
       "      <td>3</td>\n",
       "      <td>Allen, Mr. William Henry</td>\n",
       "      <td>male</td>\n",
       "      <td>35.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>373450</td>\n",
       "      <td>8.0500</td>\n",
       "      <td>NaN</td>\n",
       "      <td>S</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   PassengerId  Survived  Pclass  \\\n",
       "0            1         0       3   \n",
       "1            2         1       1   \n",
       "2            3         1       3   \n",
       "3            4         1       1   \n",
       "4            5         0       3   \n",
       "\n",
       "                                                Name     Sex   Age  SibSp  \\\n",
       "0                            Braund, Mr. Owen Harris    male  22.0      1   \n",
       "1  Cumings, Mrs. John Bradley (Florence Briggs Th...  female  38.0      1   \n",
       "2                             Heikkinen, Miss. Laina  female  26.0      0   \n",
       "3       Futrelle, Mrs. Jacques Heath (Lily May Peel)  female  35.0      1   \n",
       "4                           Allen, Mr. William Henry    male  35.0      0   \n",
       "\n",
       "   Parch            Ticket     Fare Cabin Embarked  IsFemale  \n",
       "0      0         A/5 21171   7.2500   NaN        S         0  \n",
       "1      0          PC 17599  71.2833   C85        C         1  \n",
       "2      0  STON/O2. 3101282   7.9250   NaN        S         1  \n",
       "3      0            113803  53.1000  C123        S         1  \n",
       "4      0            373450   8.0500   NaN        S         0  "
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "train.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "接下来决定一些模型参数并创建numpy数组："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "predictors = ['Pclass', 'IsFemale', 'Age']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "X_train = train[predictors].values\n",
    "X_test = test[predictors].values\n",
    "y_train = train['Survived'].values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[  3.,   0.,  22.],\n",
       "       [  1.,   1.,  38.],\n",
       "       [  3.,   1.,  26.],\n",
       "       [  1.,   1.,  35.],\n",
       "       [  3.,   0.,  35.]])"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_train[:5]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([0, 1, 1, 1, 0])"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "y_train[:5]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "这里我们用逻辑回归模型（LogisticRegression）："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from sklearn.linear_model import LogisticRegression"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "model = LogisticRegression()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "然后是fit方法来拟合模型："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "LogisticRegression(C=1.0, class_weight=None, dual=False, fit_intercept=True,\n",
       "          intercept_scaling=1, max_iter=100, multi_class='ovr', n_jobs=1,\n",
       "          penalty='l2', random_state=None, solver='liblinear', tol=0.0001,\n",
       "          verbose=0, warm_start=False)"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "model.fit(X_train, y_train)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "在测试集上进行预测，使用model.predict:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([0, 0, 0, 0, 1, 0, 1, 0, 1, 0])"
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "y_predict = model.predict(X_test)\n",
    "y_predict[:10]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "如果我们有测试集的真是结果的话，可以用来计算准确率或其他一些指标：\n",
    "\n",
    "    (y_true == y_predcit).mean()\n",
    "    \n",
    "实际过程中，训练模型的时候，经常用到交叉验证（cross-validation），用于调参，防止过拟合。这样得到的预测效果会更好，健壮性更强。\n",
    "\n",
    "交叉验证是把训练集分为几份，每一份上又取出一部分作为测试样本，这些被取出来的测试样本不被用于训练，但我们可以在这些测试样本上验证当前模型的准确率或均方误差（mean squared error），而且还可以在模型参数上进行网格搜索（grid search）。一些模型，比如逻辑回归，自带一个有交叉验证的类。LogisticRegressionCV类可以用于模型调参，使用的时候需要指定正则化项C，来控制网格搜索的程度："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from sklearn.linear_model import LogisticRegressionCV"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "model_cv = LogisticRegressionCV(10)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "LogisticRegressionCV(Cs=10, class_weight=None, cv=None, dual=False,\n",
       "           fit_intercept=True, intercept_scaling=1.0, max_iter=100,\n",
       "           multi_class='ovr', n_jobs=1, penalty='l2', random_state=None,\n",
       "           refit=True, scoring=None, solver='lbfgs', tol=0.0001, verbose=0)"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "model_cv.fit(X_train, y_train)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "如果想要自己来做交叉验证的话，可以使用cross_val_score函数，可以用于数据切分。比如，把整个训练集分为4个不重叠的部分："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from sklearn.model_selection import cross_val_score"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "LogisticRegression(C=10, class_weight=None, dual=False, fit_intercept=True,\n",
       "          intercept_scaling=1, max_iter=100, multi_class='ovr', n_jobs=1,\n",
       "          penalty='l2', random_state=None, solver='liblinear', tol=0.0001,\n",
       "          verbose=0, warm_start=False)"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "model = LogisticRegression(C=10)\n",
    "model"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 0.77232143,  0.80269058,  0.77027027,  0.78828829])"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "scores = cross_val_score(model, X_train, y_train, cv=4)\n",
    "scores"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "默认的评价指标每个模型是不一样的，但是可以自己指定评价函数。交差验证的训练时间较长，但通常能得到更好的模型效果。"
   ]
  }
 ],
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