랜덤 포레스트 (Random Forest)

Jane의 study note.·2022년 11월 30일
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사이킷런 Sklearn

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0. 핵심개념 및 사이킷런 알고리즘 API 링크

ensemble

Part1. 분류(Classification)

1. 분석 데이터 준비

import warnings
warnings.filterwarnings("ignore")
import pandas as pd
data1=pd.read_csv('breast-cancer-wisconsin.csv', encoding='utf-8')
X=data1[data1.columns[1:10]]
y=data1[["Class"]]

from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test=train_test_split(X, y, stratify=y, random_state=42)

from sklearn.preprocessing import MinMaxScaler
scaler=MinMaxScaler()
scaler.fit(X_train)
X_scaled_train=scaler.transform(X_train)
X_scaled_test=scaler.transform(X_test)

2. 기본모델 적용

from sklearn.ensemble import RandomForestClassifier
model=RandomForestClassifier()
model.fit(X_scaled_train, y_train)
pred_train=model.predict(X_scaled_train)
model.score(X_scaled_train, y_train)

1.0

from sklearn.metrics import confusion_matrix
confusion_train=confusion_matrix(y_train, pred_train)
print("훈련데이터 오차행렬:\n", confusion_train)

훈련데이터 오차행렬:
 [[333   0]
 [  0 179]]
 
from sklearn.metrics import classification_report
cfreport_train=classification_report(y_train, pred_train)
print("분류예측 레포트:\n", cfreport_train)

분류예측 레포트:
               precision    recall  f1-score   support

           0       1.00      1.00      1.00       333
           1       1.00      1.00      1.00       179

    accuracy                           1.00       512
   macro avg       1.00      1.00      1.00       512
weighted avg       1.00      1.00      1.00       512

pred_test=model.predict(X_scaled_test)
model.score(X_scaled_test, y_test)

0.9649122807017544

confusion_test=confusion_matrix(y_test, pred_test)
print("테스트데이터 오차행렬:\n", confusion_test)

테스트데이터 오차행렬:
 [[106   5]
 [  1  59]]
 
from sklearn.metrics import classification_report
cfreport_test=classification_report(y_test, pred_test)
print("분류예측 레포트:\n", cfreport_test)

분류예측 레포트:
               precision    recall  f1-score   support

           0       0.99      0.95      0.97       111
           1       0.92      0.98      0.95        60

    accuracy                           0.96       171
   macro avg       0.96      0.97      0.96       171
weighted avg       0.97      0.96      0.97       171
param_grid={'n_estimators': range(100, 1000, 100), 
            'max_features': ['auto', 'sqrt', 'log2']}
from sklearn.model_selection import GridSearchCV
grid_search=GridSearchCV(RandomForestClassifier(), param_grid, cv=5)
grid_search.fit(X_scaled_train, y_train)

GridSearchCV(cv=5, estimator=RandomForestClassifier(),
             param_grid={'max_features': ['auto', 'sqrt', 'log2'],
                         'n_estimators': range(100, 1000, 100)})
                         
print("Best Parameter: {}".format(grid_search.best_params_))
print("Best Score: {:.4f}".format(grid_search.best_score_))
print("TestSet Score: {:.4f}".format(grid_search.score(X_scaled_test, y_test)))

Best Parameter: {'max_features': 'auto', 'n_estimators': 100}
Best Score: 0.9765
TestSet Score: 0.9649
from scipy.stats import randint
param_distribs = {'n_estimators': randint(low=100, high=1000), 
                  'max_features': ['auto', 'sqrt', 'log2']}
from sklearn.model_selection import RandomizedSearchCV
random_search=RandomizedSearchCV(RandomForestClassifier(), 
                                 param_distributions=param_distribs, n_iter=20, cv=5)
random_search.fit(X_scaled_train, y_train)

RandomizedSearchCV(cv=5, estimator=RandomForestClassifier(), n_iter=20,
                   param_distributions={'max_features': ['auto', 'sqrt',
                                                         'log2'],
                                        'n_estimators': <scipy.stats._distn_infrastructure.rv_frozen object at 0x000002030B3E7790>})
                                        
print("Best Parameter: {}".format(random_search.best_params_))
print("Best Score: {:.4f}".format(random_search.best_score_))
print("TestSet Score: {:.4f}".format(random_search.score(X_scaled_test, y_test)))                 

Best Parameter: {'max_features': 'sqrt', 'n_estimators': 441}
Best Score: 0.9746
TestSet Score: 0.9649

Part2. 회귀(Regression)

1. 분석 데이터 준비

data2=pd.read_csv('house_price.csv', encoding='utf-8')
X=data2[data2.columns[1:5]]
y=data2[["house_value"]]

from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test=train_test_split(X, y, random_state=42)

from sklearn.preprocessing import MinMaxScaler
scaler=MinMaxScaler()
scaler.fit(X_train)
X_scaled_train=scaler.transform(X_train)
X_scaled_test=scaler.transform(X_test)

2. 기본모델 적용

from sklearn.ensemble import RandomForestRegressor
model=RandomForestRegressor()
model.fit(X_scaled_train, y_train)
pred_train=model.predict(X_scaled_train)
model.score(X_scaled_train, y_train)

0.9382384580348281

pred_test=model.predict(X_scaled_test)
model.score(X_scaled_test, y_test)

0.5832046084465448

# RMSE (Root Mean Squared Error)
import numpy as np
from sklearn.metrics import mean_squared_error 
MSE_train = mean_squared_error(y_train, pred_train)
MSE_test = mean_squared_error(y_test, pred_test)
print("훈련   데이터 RMSE:", np.sqrt(MSE_train))
print("테스트 데이터 RMSE:", np.sqrt(MSE_test))

훈련   데이터 RMSE: 23719.75009257334
테스트 데이터 RMSE: 61719.717290624714

3. Grid Search

param_grid={'n_estimators': range(100, 500, 100), 
            'max_features': ['auto', 'sqrt', 'log2']}
from sklearn.model_selection import GridSearchCV
grid_search=GridSearchCV(RandomForestRegressor(), param_grid, cv=5)
grid_search.fit(X_scaled_train, y_train)

GridSearchCV(cv=5, estimator=RandomForestRegressor(),
             param_grid={'max_features': ['auto', 'sqrt', 'log2'],
                         'n_estimators': range(100, 500, 100)})
                         
print("Best Parameter: {}".format(grid_search.best_params_))
print("Best Score: {:.4f}".format(grid_search.best_score_))
print("TestSet Score: {:.4f}".format(grid_search.score(X_scaled_test, y_test)))

Best Parameter: {'max_features': 'log2', 'n_estimators': 300}
Best Score: 0.5687
TestSet Score: 0.5934

4. Random Search

param_distribs = {'n_estimators': randint(low=100, high=500), 
                  'max_features': ['auto', 'sqrt', 'log2']}
from sklearn.model_selection import RandomizedSearchCV
random_search=RandomizedSearchCV(RandomForestRegressor(), 
                                 param_distributions=param_distribs, n_iter=20, cv=5)
random_search.fit(X_scaled_train, y_train)

RandomizedSearchCV(cv=5, estimator=RandomForestRegressor(), n_iter=20,
                   param_distributions={'max_features': ['auto', 'sqrt',
                                                         'log2'],
                                        'n_estimators': <scipy.stats._distn_infrastructure.rv_frozen object at 0x000002030B3FB8E0>})
                                        
print("Best Parameter: {}".format(random_search.best_params_))
print("Best Score: {:.4f}".format(random_search.best_score_))
print("TestSet Score: {:.4f}".format(random_search.score(X_scaled_test, y_test)))

Best Parameter: {'max_features': 'sqrt', 'n_estimators': 338}
Best Score: 0.5693
TestSet Score: 0.5928

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