2013-03-23 58 views
13

我正在解決多類分類問題並嘗試使用通用增強模型(R中的gbm包)。我遇到的問題:插入符號train函數method="gbm"似乎不能正確處理多類數據。下面介紹一個簡單的例子。gbm方法用於多類別分類的脫字符號的使用

library(gbm) 
library(caret) 
data(iris) 
fitControl <- trainControl(method="repeatedcv", 
          number=5, 
          repeats=1, 
          verboseIter=TRUE) 
set.seed(825) 
gbmFit <- train(Species ~ ., data=iris, 
       method="gbm", 
       trControl=fitControl, 
       verbose=FALSE) 
gbmFit 

輸出是

+ Fold1.Rep1: interaction.depth=1, shrinkage=0.1, n.trees=150 
predictions failed for Fold1.Rep1: interaction.depth=1, shrinkage=0.1, n.trees=150 
- Fold1.Rep1: interaction.depth=1, shrinkage=0.1, n.trees=150 
+ Fold1.Rep1: interaction.depth=2, shrinkage=0.1, n.trees=150 
... 
+ Fold5.Rep1: interaction.depth=3, shrinkage=0.1, n.trees=150 
predictions failed for Fold5.Rep1: interaction.depth=3, shrinkage=0.1, n.trees=150 
- Fold5.Rep1: interaction.depth=3, shrinkage=0.1, n.trees=150 
Aggregating results 
Selecting tuning parameters 
Fitting interaction.depth = numeric(0), n.trees = numeric(0), shrinkage = numeric(0) on full training set 
Error in if (interaction.depth < 1) { : argument is of length zero 

然而,如果我嘗試使用GBM沒有插入符號的包裝,我得到很好的結果。

set.seed(1365) 
train <- createDataPartition(iris$Species, p=0.7, list=F) 
train.iris <- iris[train,] 
valid.iris <- iris[-train,] 
gbm.fit.iris <- gbm(Species ~ ., data=train.iris, n.trees=200, verbose=FALSE) 
gbm.pred <- predict(gbm.fit.iris, valid.iris, n.trees=200, type="response") 
gbm.pred <- as.factor(colnames(gbm.pred)[max.col(gbm.pred)]) ##! 
confusionMatrix(gbm.pred, valid.iris$Species)$overall 

FYI,由##!標記行代碼轉換由predict.gbm返回到最可能的類的類因子概率的矩陣。輸出是

 Accuracy   Kappa AccuracyLower AccuracyUpper AccuracyNull AccuracyPValue McnemarPValue 
    9.111111e-01 8.666667e-01 7.877883e-01 9.752470e-01 3.333333e-01 8.467252e-16   NaN 

任何建議如何使gbm在多類數據上正確工作插入符號?

UPD:

sessionInfo() 
R version 2.15.3 (2013-03-01) 
Platform: x86_64-pc-linux-gnu (64-bit) 

locale: 
[1] LC_CTYPE=en_US.UTF-8  LC_NUMERIC=C    LC_TIME=en_US.UTF-8  LC_COLLATE=en_US.UTF-8  
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8 LC_PAPER=C     LC_NAME=C     
[9] LC_ADDRESS=C    LC_TELEPHONE=C    LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C  

attached base packages: 
[1] splines stats  graphics grDevices utils  datasets methods base  

other attached packages: 
[1] e1071_1.6-1  class_7.3-5  gbm_2.0-8  survival_2.36-14 caret_5.15-61 reshape2_1.2.2 plyr_1.8   
[8] lattice_0.20-13 foreach_1.4.0 cluster_1.14.3 compare_0.2-3 

loaded via a namespace (and not attached): 
[1] codetools_0.2-8 compiler_2.15.3 grid_2.15.3  iterators_1.0.6 stringr_0.6.2 tools_2.15.3 
+0

只是一個問題,你爲什麼要使用2個不同的種子? 825和1365? – agstudy 2013-03-23 10:49:25

+1

重要嗎? 825 - 是我採取的一個示例代碼的種子[caret.r-forge.r-project.org](http://caret.r-forge.r-project.org/training.html),1365 - 種子我用在我的項目中。 – maruan 2013-03-23 12:14:21

回答

6

這是我的工作,現在的問題。

如果您發佈sessionInfo()的結果會有所幫助。

此外,從https://code.google.com/p/gradientboostedmodels/獲取最新gbm可能會解決此問題。

最大

+0

該問題與https://code.google.com/p/gradientboostedmodels/issues/detail?id=12有關。我有一個解決方法,但我想避免它,因爲它只是多項數據的問題。我會再次聯繫維護人員,看看是否有eta。 – topepo 2013-03-23 22:07:24

+0

在devtools https://github.com/hadley/devtools/issues/419更新gbm之後,似乎還有一個關於重新加載文件的知名問題,它也會影響到這一點。 – 2015-03-22 21:24:12

3

更新:插入符號可以做多分類。

您應該確保類標籤採用字母數字格式(以字母開頭)。例如:如果您的數據標籤爲「1」,「2」,「3」,則將其更改爲「Seg1」,「Seg2」和「Seg3」,否則插入失敗。

2

更新:原來的代碼並運行,將產生以下輸出

+ Fold1.Rep1: shrinkage=0.1, interaction.depth=1, n.trees=150 
- Fold1.Rep1: shrinkage=0.1, interaction.depth=1, n.trees=150 
... 
... 
... 
+ Fold5.Rep1: shrinkage=0.1, interaction.depth=3, n.trees=150 
- Fold5.Rep1: shrinkage=0.1, interaction.depth=3, n.trees=150 
Aggregating results 
Selecting tuning parameters 
Fitting n.trees = 50, interaction.depth = 2, shrinkage = 0.1 on full training set 
> gbmFit 
Stochastic Gradient Boosting 

150 samples 
    4 predictor 
    3 classes: 'setosa', 'versicolor', 'virginica' 

No pre-processing 
Resampling: Cross-Validated (5 fold, repeated 1 times) 

Summary of sample sizes: 120, 120, 120, 120, 120 

Resampling results across tuning parameters: 

    interaction.depth n.trees Accuracy Kappa Accuracy SD 
    1     50  0.9400000 0.91 0.04346135 
    1     100  0.9400000 0.91 0.03651484 
    1     150  0.9333333 0.90 0.03333333 
    2     50  0.9533333 0.93 0.04472136 
    2     100  0.9533333 0.93 0.05055250 
    2     150  0.9466667 0.92 0.04472136 
    3     50  0.9333333 0.90 0.03333333 
    3     100  0.9466667 0.92 0.04472136 
    3     150  0.9400000 0.91 0.03651484 
    Kappa SD 
    0.06519202 
    0.05477226 
    0.05000000 
    0.06708204 
    0.07582875 
    0.06708204 
    0.05000000 
    0.06708204 
    0.05477226 

Tuning parameter 'shrinkage' was held constant at a value of 0.1 
Accuracy was used to select the optimal model using the 
largest value. 
The final values used for the model were n.trees = 
50, interaction.depth = 2 and shrinkage = 0.1. 
> summary(gbmFit) 
         var rel.inf 
Petal.Length Petal.Length 74.1266408 
Petal.Width Petal.Width 22.0668983 
Sepal.Width Sepal.Width 3.2209288 
Sepal.Length Sepal.Length 0.5855321