모델을 튜닝하는 이유

XGBoost로 익히는 Extreme Gradient Boosting

Sergey Fogelson

Head of Data Science, TelevisaUnivision

미튜닝 모델 예시

import pandas as pd
import xgboost as xgb
import numpy as np
housing_data = pd.read_csv("ames_housing_trimmed_processed.csv")
X,y = housing_data[housing_data.columns.tolist()[:-1]],
        housing_data[housing_data.columns.tolist()[-1]]
housing_dmatrix = xgb.DMatrix(data=X,label=y)

untuned_params={"objective":"reg:squarederror"}

untuned_cv_results_rmse = xgb.cv(dtrain=housing_dmatrix,
        params=untuned_params,nfold=4,
        metrics="rmse",as_pandas=True,seed=123)

print("Untuned rmse: %f" %((untuned_cv_results_rmse["test-rmse-mean"]).tail(1)))

Untuned rmse: 34624.229980

튜닝된 모델 예시

import pandas as pd
import xgboost as xgb
import numpy as np
housing_data = pd.read_csv("ames_housing_trimmed_processed.csv")
X,y = housing_data[housing_data.columns.tolist()[:-1]],
     housing_data[housing_data.columns.tolist()[-1]]
housing_dmatrix = xgb.DMatrix(data=X,label=y)

tuned_params = {"objective":"reg:squarederror",'colsample_bytree': 0.3,
    'learning_rate': 0.1, 'max_depth': 5}

tuned_cv_results_rmse = xgb.cv(dtrain=housing_dmatrix,
     params=tuned_params, nfold=4, num_boost_round=200, metrics="rmse",
     as_pandas=True, seed=123)

print("Tuned rmse: %f" %((tuned_cv_results_rmse["test-rmse-mean"]).tail(1)))

Tuned rmse: 29812.683594

모델을 직접 튜닝해 보겠습니다!

XGBoost로 익히는 Extreme Gradient Boosting