#!/usr/bin/env python3 # -*- coding:utf-8 -*- import numpy as np from models.rank.data import DataLoader from lightgbm import LGBMClassifier # 替换为LightGBM from sklearn.linear_model import LogisticRegression from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score, roc_auc_score from sklearn.model_selection import GridSearchCV from sklearn.preprocessing import OneHotEncoder import joblib import time class Trainer: def __init__(self, path): self._load_data(path) # 初始化LightGBM和LR模型参数 self._lgbm_params = { # 核心参数 'objective': 'binary', # 二分类任务 'boosting_type': 'gbdt', # 传统GBDT算法 # 'metric': ['auc', 'binary_logloss'], # 评估指标 # 树结构控制 'num_leaves': 31, # 叶子节点数 (建议20-63) 'max_depth': 7, # 树深度 (3-7) 'min_child_samples': 30, # 叶子节点最小样本数 (20-100) 'min_split_gain': 0.02, # 分裂最小增益 (0.01-0.1) # 正则化 'lambda_l1': 0.1, # L1正则 (0-10) 'lambda_l2': 0.2, # L2正则 (0-10) 'feature_fraction': 0.8, # 特征采样比例 (0.7-1.0) 'bagging_fraction': 0.9, # 数据采样比例 (0.8-1.0) 'bagging_freq': 5, # 每5次迭代执行bagging # 学习控制 'learning_rate': 0.05, # 学习率 (0.01-0.1) 'n_estimators': 1000, # 树的数量 (配合早停) # 'early_stopping_rounds': 50, # 早停轮数 # 类别特征处理 # 'categorical_feature': 'auto', # 自动检测类别特征 # 'max_cat_to_onehot': 5, # 类别值>5时不做one-hot # 系统 'n_jobs': -1, # 使用所有CPU 'random_state': 42, # 随机种子 'verbose': -1 # 不输出日志 } self._lr_params = { # 求解器 'penalty': 'elasticnet', # 弹性网络正则 'solver': 'saga', # 支持elasticnet 'max_iter': 1000, # 迭代次数 # 正则化 'C': 0.3, # 逆正则强度 (0.1-1.0) 'l1_ratio': 0.7, # L1权重 (0.5-0.9) # 类别平衡 'class_weight': 'balanced', # 自动平衡类别权重 # 系统 'random_state': 42, 'n_jobs': -1, # 并行计算 'tol': 1e-4 # 早停阈值 } # 初始化模型 self._lgbm_model = LGBMClassifier(**self._lgbm_params) self._lr_model = LogisticRegression(**self._lr_params) self._onehot_encoder = OneHotEncoder(sparse_output=True, handle_unknown='ignore') def _load_data(self, path): dataloader = DataLoader(path) self._train_dataset, self._test_dataset = dataloader.split_dataset() def train(self): """模型训练""" print("开始训练LightGBM模型...") # 训练LightGBM模型 self._lgbm_model.fit(self._train_dataset["data"], self._train_dataset["label"]) # 获取LightGBM的叶节点索引 lgbm_train_preds = self._lgbm_model.predict( self._train_dataset["data"], pred_leaf=True ) # 对叶节点索引进行one-hot编码 lgbm_feats_encoded = self._onehot_encoder.fit_transform(lgbm_train_preds) print("开始训练LR模型...") # 使用决策树输出作为LR的输入特征 self._lr_model.fit(lgbm_feats_encoded, self._train_dataset["label"]) def predict(self, X): # 获取LightGBM模型的叶节点索引 lgbm_preds = self._lgbm_model.predict(X, pred_leaf=True) # 对叶节点索引进行one-hot编码 lgbm_feats_encoded = self._onehot_encoder.transform(lgbm_preds) # 使用训练好的LR模型进行预测 return self._lr_model.predict(lgbm_feats_encoded) def predict_proba(self, X): # 获取LightGBM模型的叶节点索引 lgbm_preds = self._lgbm_model.predict(X, pred_leaf=True) # 对叶节点索引进行one-hot编码 lgbm_feats_encoded = self._onehot_encoder.transform(lgbm_preds) # 使用训练好的LR模型输出概率 return self._lr_model.predict_proba(lgbm_feats_encoded) def evaluate(self): # 对测试集进行预测 y_pred = self.predict(self._test_dataset["data"]) y_pred_proba = self.predict_proba(self._test_dataset["data"])[:, 1] # 获取正类的概率 # 计算各类评估指标 accuracy = accuracy_score(self._test_dataset["label"], y_pred) precision = precision_score(self._test_dataset["label"], y_pred) recall = recall_score(self._test_dataset["label"], y_pred) f1 = f1_score(self._test_dataset["label"], y_pred) roc_auc = roc_auc_score(self._test_dataset["label"], y_pred_proba) return { 'accuracy': accuracy, 'precision': precision, 'recall': recall, 'f1_score': f1, 'roc_auc': roc_auc } def save_model(self, model_path): """将模型保存到本地""" models = {"lgbm_model": self._lgbm_model, "lr_model": self._lr_model, "onehot_encoder": self._onehot_encoder} joblib.dump(models, model_path) if __name__ == "__main__": gbdt_data_path = "./data/train_data.csv" trainer = Trainer(gbdt_data_path) start_time = time.time() trainer.train() end_time = time.time() training_time_hours = (end_time - start_time) / 3600 print(f"训练时间: {training_time_hours:.4f} 小时") eval_metrics = trainer.evaluate() # 输出评估结果 print("LightGBM-LR Evaluation Metrics:") for metric, value in eval_metrics.items(): print(f"{metric}: {value:.4f}") # 保存模型 model_path = "./models/rank/weights/model.pkl" trainer.save_model(model_path)