import logging from sklearn.datasets import make_classification from sklearn.datasets import make_regression from sklearn.metrics import roc_auc_score try: from sklearn.model_selection import train_test_split except ImportError: from sklearn.cross_validation import train_test_split from mla.ensemble.gbm import GradientBoostingClassifier, GradientBoostingRegressor from mla.metrics.metrics import mean_squared_error logging.basicConfig(level=logging.DEBUG) def classification(): # Generate a random binary classification problem. X, y = make_classification( n_samples=350, n_features=15, n_informative=10, random_state=1111, n_classes=2, class_sep=1.0, n_redundant=0, ) X_train, X_test, y_train, y_test = train_test_split( X, y, test_size=0.15, random_state=1111 ) model = GradientBoostingClassifier( n_estimators=50, max_depth=4, max_features=8, learning_rate=0.1 ) model.fit(X_train, y_train) predictions = model.predict(X_test) print(predictions) print(predictions.min()) print(predictions.max()) print("classification, roc auc score: %s" % roc_auc_score(y_test, predictions)) def regression(): # Generate a random regression problem X, y = make_regression( n_samples=500, n_features=5, n_informative=5, n_targets=1, noise=0.05, random_state=1111, bias=0.5, ) X_train, X_test, y_train, y_test = train_test_split( X, y, test_size=0.1, random_state=1111 ) model = GradientBoostingRegressor(n_estimators=25, max_depth=5, max_features=3) model.fit(X_train, y_train) predictions = model.predict(X_test) print( "regression, mse: %s" % mean_squared_error(y_test.flatten(), predictions.flatten()) ) if __name__ == "__main__": classification() # regression()