实战 Kaggle 比赛:预测房价

实现几个函数来方便下载数据

In [3]:
import hashlib
import os
import tarfile
import zipfile
import requests

DATA_HUB = dict()
DATA_URL = 'http://d2l-data.s3-accelerate.amazonaws.com/'

def download(name, cache_dir=os.path.join('..', 'data')):  
    """下载一个DATA_HUB中的文件,返回本地文件名。"""
    assert name in DATA_HUB, f"{name} 不存在于 {DATA_HUB}."
    url, sha1_hash = DATA_HUB[name]
    os.makedirs(cache_dir, exist_ok=True)
    fname = os.path.join(cache_dir, url.split('/')[-1])
    if os.path.exists(fname):
        sha1 = hashlib.sha1()
        with open(fname, 'rb') as f:
            while True:
                data = f.read(1048576)
                if not data:
                    break
                sha1.update(data)
        if sha1.hexdigest() == sha1_hash:
            return fname
    print(f'正在从{url}下载{fname}...')
    r = requests.get(url, stream=True, verify=True)
    with open(fname, 'wb') as f:
        f.write(r.content)
    return fname

def download_extract(name, folder=None):  
    """下载并解压zip/tar文件。"""
    fname = download(name)
    base_dir = os.path.dirname(fname)
    data_dir, ext = os.path.splitext(fname)
    if ext == '.zip':
        fp = zipfile.ZipFile(fname, 'r')
    elif ext in ('.tar', '.gz'):
        fp = tarfile.open(fname, 'r')
    else:
        assert False, '只有zip/tar文件可以被解压缩。'
    fp.extractall(base_dir)
    return os.path.join(base_dir, folder) if folder else data_dir

def download_all():  
    """下载DATA_HUB中的所有文件。"""
    for name in DATA_HUB:
        download(name)

使用pandas读入并处理数据

In [7]:
%matplotlib inline
import numpy as np
import pandas as pd
import torch
from torch import nn
from d2l import torch as d2l

DATA_HUB['kaggle_house_train'] = (  
    DATA_URL + 'kaggle_house_pred_train.csv',
    '585e9cc93e70b39160e7921475f9bcd7d31219ce')

DATA_HUB['kaggle_house_test'] = (  
    DATA_URL + 'kaggle_house_pred_test.csv',
    'fa19780a7b011d9b009e8bff8e99922a8ee2eb90')

train_data = pd.read_csv(download('kaggle_house_train'))
test_data = pd.read_csv(download('kaggle_house_test'))

print(train_data.shape)
print(test_data.shape)
(1460, 81)
(1459, 80)

前四个和最后两个特征,以及相应标签

In [8]:
print(train_data.iloc[0:4, [0, 1, 2, 3, -3, -2, -1]])
   Id  MSSubClass MSZoning  LotFrontage SaleType SaleCondition  SalePrice
0   1          60       RL         65.0       WD        Normal     208500
1   2          20       RL         80.0       WD        Normal     181500
2   3          60       RL         68.0       WD        Normal     223500
3   4          70       RL         60.0       WD       Abnorml     140000

在每个样本中,第一个特征是ID, 我们将其从数据集中删除

In [9]:
all_features = pd.concat((train_data.iloc[:, 1:-1], test_data.iloc[:, 1:]))

将所有缺失的值替换为相应特征的平均值。 通过将特征重新缩放到零均值和单位方差来标准化数据

In [10]:
numeric_features = all_features.dtypes[all_features.dtypes != 'object'].index
all_features[numeric_features] = all_features[numeric_features].apply(
    lambda x: (x - x.mean()) / (x.std()))
all_features[numeric_features] = all_features[numeric_features].fillna(0)

处理离散值。 我们用一次独热编码替换它们

In [11]:
all_features = pd.get_dummies(all_features, dummy_na=True)
all_features.shape
Out[11]:
(2919, 331)

pandas格式中提取NumPy格式,并将其转换为张量表示

In [12]:
n_train = train_data.shape[0]
train_features = torch.tensor(all_features[:n_train].values,
                              dtype=torch.float32)
test_features = torch.tensor(all_features[n_train:].values,
                             dtype=torch.float32)
train_labels = torch.tensor(train_data.SalePrice.values.reshape(-1, 1),
                            dtype=torch.float32)

训练

In [13]:
loss = nn.MSELoss()
in_features = train_features.shape[1]

def get_net():
    net = nn.Sequential(nn.Linear(in_features, 1))
    return net

我们更关心相对误差$\frac{y - \hat{y}}{y}$, 解决这个问题的一种方法是用价格预测的对数来衡量差异

In [14]:
def log_rmse(net, features, labels):
    clipped_preds = torch.clamp(net(features), 1, float('inf'))
    rmse = torch.sqrt(loss(torch.log(clipped_preds), torch.log(labels)))
    return rmse.item()

我们的训练函数将借助Adam优化器

In [15]:
def train(net, train_features, train_labels, test_features, test_labels,
          num_epochs, learning_rate, weight_decay, batch_size):
    train_ls, test_ls = [], []
    train_iter = d2l.load_array((train_features, train_labels), batch_size)
    optimizer = torch.optim.Adam(net.parameters(), lr=learning_rate,
                                 weight_decay=weight_decay)
    for epoch in range(num_epochs):
        for X, y in train_iter:
            optimizer.zero_grad()
            l = loss(net(X), y)
            l.backward()
            optimizer.step()
        train_ls.append(log_rmse(net, train_features, train_labels))
        if test_labels is not None:
            test_ls.append(log_rmse(net, test_features, test_labels))
    return train_ls, test_ls

K折交叉验证

In [16]:
def get_k_fold_data(k, i, X, y):
    assert k > 1
    fold_size = X.shape[0] // k
    X_train, y_train = None, None
    for j in range(k):
        idx = slice(j * fold_size, (j + 1) * fold_size)
        X_part, y_part = X[idx, :], y[idx]
        if j == i:
            X_valid, y_valid = X_part, y_part
        elif X_train is None:
            X_train, y_train = X_part, y_part
        else:
            X_train = torch.cat([X_train, X_part], 0)
            y_train = torch.cat([y_train, y_part], 0)
    return X_train, y_train, X_valid, y_valid

返回训练和验证误差的平均值

In [17]:
def k_fold(k, X_train, y_train, num_epochs, learning_rate, weight_decay,
           batch_size):
    train_l_sum, valid_l_sum = 0, 0
    for i in range(k):
        data = get_k_fold_data(k, i, X_train, y_train)
        net = get_net()
        train_ls, valid_ls = train(net, *data, num_epochs, learning_rate,
                                   weight_decay, batch_size)
        train_l_sum += train_ls[-1]
        valid_l_sum += valid_ls[-1]
        if i == 0:
            d2l.plot(list(range(1, num_epochs + 1)), [train_ls, valid_ls],
                     xlabel='epoch', ylabel='rmse', xlim=[1, num_epochs],
                     legend=['train', 'valid'], yscale='log')
        print(f'fold {i + 1}, train log rmse {float(train_ls[-1]):f}, '
              f'valid log rmse {float(valid_ls[-1]):f}')
    return train_l_sum / k, valid_l_sum / k

模型选择

In [18]:
k, num_epochs, lr, weight_decay, batch_size = 5, 100, 5, 0, 64
train_l, valid_l = k_fold(k, train_features, train_labels, num_epochs, lr,
                          weight_decay, batch_size)
print(f'{k}-折验证: 平均训练log rmse: {float(train_l):f}, '
      f'平均验证log rmse: {float(valid_l):f}')
fold 1, train log rmse 0.170478, valid log rmse 0.157071
fold 2, train log rmse 0.162220, valid log rmse 0.190368
fold 3, train log rmse 0.163924, valid log rmse 0.168422
fold 4, train log rmse 0.168025, valid log rmse 0.154744
fold 5, train log rmse 0.162936, valid log rmse 0.182541
5-折验证: 平均训练log rmse: 0.165517, 平均验证log rmse: 0.170629
2021-05-15T11:14:40.183094 image/svg+xml Matplotlib v3.3.4, https://matplotlib.org/

提交你的Kaggle预测

In [20]:
def train_and_pred(train_features, test_feature, train_labels, test_data,
                   num_epochs, lr, weight_decay, batch_size):
    net = get_net()
    train_ls, _ = train(net, train_features, train_labels, None, None,
                        num_epochs, lr, weight_decay, batch_size)
    d2l.plot(np.arange(1, num_epochs + 1), [train_ls], xlabel='epoch',
             ylabel='log rmse', xlim=[1, num_epochs], yscale='log')
    print(f'train log rmse {float(train_ls[-1]):f}')
    preds = net(test_features).detach().numpy()
    test_data['SalePrice'] = pd.Series(preds.reshape(1, -1)[0])
    submission = pd.concat([test_data['Id'], test_data['SalePrice']], axis=1)
    submission.to_csv('submission.csv', index=False)

train_and_pred(train_features, test_features, train_labels, test_data,
               num_epochs, lr, weight_decay, batch_size)
train log rmse 0.162603
2021-05-15T11:14:43.421741 image/svg+xml Matplotlib v3.3.4, https://matplotlib.org/