[PYTHON] How to use xgboost: Multi-class classification with iris data

** xgboost ** is a library that handles ** GBDT **, which is a type of decision tree model. We have summarized the steps to install and use. It can be used in various languages, but it describes how to use it in Python.

What is GBDT

--A type of decision tree model --Gradient boosting tree

Random forest is famous for the same decision tree model, but the following article briefly summarizes the differences. [Machine learning] I tried to summarize the differences between the decision tree models --Qiita

Features of GBDT

--Easy to get good accuracy --Can handle missing values --Numerical data can be handled

It's easy to use and accurate, so it's popular with Kaggle, a machine learning competition.

[1] How to use

I used iris data (iris variety data), which is one of the scikit-learn datasets. The OS is Amazon Linux 2.

[1-1] Installation

The Amazon Linux 2 I'm using is: The installation procedure for each environment is officially listed. Installation Guide — xgboost 1.1.0-SNAPSHOT documentation

pip3 install xgboost

[1-2] Import

import xgboost as xgb

[1-3] Acquisition of iris data

There are no special steps. Get the iris data and create a DataFrame and Series for pandas.

import pandas as pd
from sklearn.datasets import load_iris

iris = load_iris()

iris_data = pd.DataFrame(iris.data, columns=iris.feature_names)
iris_target = pd.Series(iris.target)

[1-4] Acquisition of training data and test data

Again, there are no special steps, and scikit-learn's train_test_split splits the data for training and testing.

from sklearn.model_selection import train_test_split

train_x, test_x, train_y, test_y = train_test_split(iris_data, iris_target, test_size=0.2, shuffle=True)

[1-5] Convert to type for xgboost

xgboost uses DMatrix.

dtrain = xgb.DMatrix(train_x, label=train_y)

DMatrix can be created from numpy's ndarray or pandas'DataFrame, so you won't have any trouble handling the data.

The types of data that can be handled are officially detailed. Python Package Introduction — xgboost 1.1.0-SNAPSHOT documentation

[1-6] Parameter setting

Set various parameters.

param = {'max_depth': 2, 'eta': 1, 'objective': 'multi:softmax', 'num_class': 3}

The meaning of each parameter is as follows.

Parameter name meaning
max_depth Maximum depth of the tree
eta Learning rate
objective Learning purpose
num_class Number of classes

Specify the learning purpose (regression, classification, etc.) in'objejective'. Since this time it is a multi-class classification,'multi: softmax' is specified.

Details are officially detailed. XGBoost Parameters — xgboost 1.1.0-SNAPSHOT documentation

[1-7] Learning

num_round is the number of learnings.

num_round = 10
bst = xgb.train(param, dtrain, num_round)

[1-8] Forecast

dtest = xgb.DMatrix(test_x)
pred = bst.predict(dtest)

[1-9] Confirmation of accuracy

Check the accuracy rate with ʻaccuracy_score` in scikit-learn.

from sklearn.metrics import accuracy_score

score = accuracy_score(test_y, pred)
# 0.9667

[1-10] Visualization of importance

Visualize which features contributed to the prediction results.



[2] Validation and early stopping during learning

You can easily perform validation during learning using verification data and early stopping (discontinuation of learning).

[2-1] Data division

A part of the training data is used as verification data.

train_x, valid_x, train_y, valid_y = train_test_split(train_x, train_y, test_size=0.2, shuffle=True)

[2-2] Creating DMatrix

dtrain = xgb.DMatrix(train_x, label=train_y)
dvalid = xgb.DMatrix(valid_x, label=valid_y)

[2-3] Addition of parameters

Add'eval_metric' to the parameter for validation. For'eval_metric', specify the metric.

param = {'max_depth': 2, 'eta': 0.5, 'objective': 'multi:softmax', 'num_class': 3, 'eval_metric': 'mlogloss'}

[2-4] Learning

Specify the data to be monitored by validation in evallist. Specify'eval'as the name of the verification data and'train' as the name of the training data.

I'm adding ʻearly_stopping_rounds as an argument to xgb.train. ʻEarly_stopping_rounds = 5 means that learning will be stopped if the evaluation index does not improve 5 times in a row.

evallist = [(dvalid, 'eval'), (dtrain, 'train')]
num_round = 10000
bst = xgb.train(param, dtrain, num_round, evallist, early_stopping_rounds=5)
# [0]	eval-mlogloss:0.61103	train-mlogloss:0.60698
# Multiple eval metrics have been passed: 'train-mlogloss' will be used for early stopping.
# Will train until train-mlogloss hasn't improved in 5 rounds.
# [1]	eval-mlogloss:0.36291	train-mlogloss:0.35779
# [2]	eval-mlogloss:0.22432	train-mlogloss:0.23488
#~ ~ ~ Omitted on the way ~ ~ ~
# Stopping. Best iteration:
# [1153]	eval-mlogloss:0.00827	train-mlogloss:0.01863

[2-5] Confirmation of verification results

print('Best Score:{0:.4f}, Iteratin:{1:d}, Ntree_Limit:{2:d}'.format(
     bst.best_score, bst.best_iteration, bst.best_ntree_limit))
# Best Score:0.0186, Iteratin:1153, Ntree_Limit:1154

[2-6] Forecast

Make predictions using the model with the best verification results.

dtest = xgb.DMatrix(test_x)
pred = ypred = bst.predict(dtest, ntree_limit=bst.best_ntree_limit)

At the end

Since I can use pandas' DataFrame and Series, I felt that the threshold was low for those who have been doing machine learning so far.

I tried multi-class classification this time, but it can also be used for binary classification and regression, so it can be used in various situations.

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