本地驗證

用 Python 拿下 Kaggle 競賽

Yauhen Babakhin

Kaggle Grandmaster

動機

過擬合範例：Public 與 Private 排行榜

留出集（Holdout set）

留出集示意圖

留出集（Holdout set）

留出集示意圖

留出集（Holdout set）

留出集示意圖

K 折交叉驗證

將訓練資料切成四個摺疊

K 折交叉驗證

K 折交叉驗證示意圖

K 折交叉驗證

# Import KFold
from sklearn.model_selection import KFold

# Create a KFold object
kf = KFold(n_splits=5, shuffle=True, random_state=123)

# Loop through each cross-validation split
for train_index, test_index in kf.split(train):

    # Get training and testing data for the corresponding split
    cv_train, cv_test = train.iloc[train_index], train.iloc[test_index]

分層 K 折

分層 K 折交叉驗證示意圖

分層 K 折

# Import StratifiedKFold
from sklearn.model_selection import StratifiedKFold


# Create a StratifiedKFold object
str_kf = StratifiedKFold(n_splits=5, shuffle=True, random_state=123)


# Loop through each cross-validation split
for train_index, test_index in str_kf.split(train, train['target']):
    cv_train, cv_test = train.iloc[train_index], train.iloc[test_index]

一起來練習吧！

用 Python 拿下 Kaggle 競賽