Python Sklearn SGDClassifier 部分拟合

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时间:2020-08-19 04:53:05  来源:igfitidea点击:

Sklearn SGDClassifier partial fit

pythonmachine-learningscikit-learngradient-descent

提问by David M.

I'm trying to use SGD to classify a large dataset. As the data is too large to fit into memory, I'd like to use the partial_fitmethod to train the classifier. I have selected a sample of the dataset (100,000 rows) that fits into memory to test fitvs. partial_fit:

我正在尝试使用 SGD 对大型数据集进行分类。由于数据太大而无法放入内存,我想使用partial_fit方法来训练分类器。我选择了一个适合内存的数据集样本(100,000 行)来测试fitpartial_fit

from sklearn.linear_model import SGDClassifier

def batches(l, n):
    for i in xrange(0, len(l), n):
        yield l[i:i+n]

clf1 = SGDClassifier(shuffle=True, loss='log')
clf1.fit(X, Y)

clf2 = SGDClassifier(shuffle=True, loss='log')
n_iter = 60
for n in range(n_iter):
    for batch in batches(range(len(X)), 10000):
        clf2.partial_fit(X[batch[0]:batch[-1]+1], Y[batch[0]:batch[-1]+1], classes=numpy.unique(Y))

I then test both classifiers with an identical test set. In the first case I get an accuracy of 100%. As I understand it, SGD by default passes 5 times over the training data (n_iter = 5).

然后我用相同的测试集测试两个分类器。在第一种情况下,我的准确度为 100%。据我了解,SGD 默认通过 5 次训练数据 (n_iter = 5)。

In the second case, I have to pass 60 times over the data to reach the same accuracy.

在第二种情况下,我必须通过数据 60 次才能达到相同的精度。

Why this difference (5 vs. 60)? Or am I doing something wrong?

为什么会有这种差异(5 对 60)?还是我做错了什么?

采纳答案by David M.

I have finally found the answer. You need to shuffle the training data between each iteration, as setting shuffle=Truewhen instantiating the model will NOT shuffle the data when using partial_fit(it only applies to fit). Note: it would have been helpful to find this information on the sklearn.linear_model.SGDClassifier page.

我终于找到了答案。您需要在每次迭代之间打乱训练数据,因为在实例化模型时设置shuffle=True不会在使用partial_fit打乱数据(它仅适用于fit)。注意:在sklearn.linear_model.SGDClassifier 页面上找到此信息会很有帮助。

The amended code reads as follows:

修改后的代码如下:

from sklearn.linear_model import SGDClassifier
import random
clf2 = SGDClassifier(loss='log') # shuffle=True is useless here
shuffledRange = range(len(X))
n_iter = 5
for n in range(n_iter):
    random.shuffle(shuffledRange)
    shuffledX = [X[i] for i in shuffledRange]
    shuffledY = [Y[i] for i in shuffledRange]
    for batch in batches(range(len(shuffledX)), 10000):
        clf2.partial_fit(shuffledX[batch[0]:batch[-1]+1], shuffledY[batch[0]:batch[-1]+1], classes=numpy.unique(Y))