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SMOTE (imblearn ライブラリ) を使用した相互検証でパイプラインを使用して、不正顧客と非不正顧客の不均衡なデータセットをチェックしています。

gbm0 = GradientBoostingClassifier(random_state=10)

    samplers = [['SMOTE', SMOTE(random_state=RANDOM_STATE, ratio=0.5, kind='borderline1')]]
    classifier = ['gbm', gbm0]
    pipelines = [
        ['{}-{}'.format(sampler[0], classifier[0]),
         make_pipeline(sampler[1], classifier[1])]
        for sampler in samplers
    ]
    stdsc = StandardScaler()
    cv = StratifiedKFold(n_splits=3)
    mean_tpr = 0.0
    mean_fpr = np.linspace(0, 1, 100)
    Xstd = stdsc.fit_transform(X)
    scores = []
    confusion = np.array([[0, 0], [0, 0]])
    for name, pipeline in pipelines:
        mean_tpr = 0.0
        mean_fpr = np.linspace(0, 1, 100)
        for tr,ts in cv.split(Xstd, y):
            xtrain = Xstd[tr]
            ytrain = y[tr]
            test = y[ts]
            xtest = Xstd[ts]
            pipeline.fit(xtrain, ytrain)
            probas_ = pipeline.predict_proba(xtest)
            fpr, tpr, thresholds = roc_curve(test, probas_[:, 1])
            mean_tpr += interp(mean_fpr, fpr, tpr)
            mean_tpr[0] = 0.0
            roc_auc = auc(fpr, tpr)

            predictions = pipeline.predict(xtest)
            confusion += confusion_matrix(test, predictions)
            score = f1_score(test, predictions)
            scores.append(score)

        mean_tpr /= cv.get_n_splits(Xstd, y)
        mean_tpr[-1] = 1.0

混同行列と ROC 曲線を取得できますが、精度と合計の再現率が正確に必要です。どうすればよいですか?

編集

scikit-learn に classification_report があることは知っていますが、CV で行われた予測にどのように使用できますか?

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1 に答える 1

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だから私は結局使った

 
 from sklearn.metrics import precision_recall_fscore_support as score
 scores = []
 recalls = []
 precisions = []

 precision, recall, fscore, support = score(test, predictions)
 recalls.append(recall)
 recalls.append(recall)
 precisions.append(precision)

に続く

print('Score:', sum(scores) / len(scores))
Recall:', sum(recalls) / len(recalls))
Precision:', sum(precisions) / len(precisions))

于 2017-06-14T18:39:38.520 に答える