ch 4.07_01 LightGBM(실습)

import lightgbm; print(lightgbm.__version__)

 

0.0.1  LightGBM 적용 – 위스콘신 Breast Cancer Prediction

 

# LightGBM의 파이썬 패키지인 lightgbm에서 LGBMClassifier 임포트
from lightgbm import LGBMClassifier

import pandas as pd
import numpy as np

from sklearn.datasets import load_breast_cancer
from sklearn.model_selection import train_test_split

 

1  1. 데이터 로드 및 확인

dataset = load_breast_cancer()
ftr = dataset.data
target = dataset.target

# feature, target data의 앞 3개만 확인
print(ftr.shape)
print(ftr[:3], '\n')
print(target[:3])
>>>
(569, 30)
[[1.799e+01 1.038e+01 1.228e+02 1.001e+03 1.184e-01 2.776e-01 3.001e-01
  1.471e-01 2.419e-01 7.871e-02 1.095e+00 9.053e-01 8.589e+00 1.534e+02
  6.399e-03 4.904e-02 5.373e-02 1.587e-02 3.003e-02 6.193e-03 2.538e+01
  1.733e+01 1.846e+02 2.019e+03 1.622e-01 6.656e-01 7.119e-01 2.654e-01
  4.601e-01 1.189e-01]
 [2.057e+01 1.777e+01 1.329e+02 1.326e+03 8.474e-02 7.864e-02 8.690e-02
  7.017e-02 1.812e-01 5.667e-02 5.435e-01 7.339e-01 3.398e+00 7.408e+01
  5.225e-03 1.308e-02 1.860e-02 1.340e-02 1.389e-02 3.532e-03 2.499e+01
  2.341e+01 1.588e+02 1.956e+03 1.238e-01 1.866e-01 2.416e-01 1.860e-01
  2.750e-01 8.902e-02]
 [1.969e+01 2.125e+01 1.300e+02 1.203e+03 1.096e-01 1.599e-01 1.974e-01
  1.279e-01 2.069e-01 5.999e-02 7.456e-01 7.869e-01 4.585e+00 9.403e+01
  6.150e-03 4.006e-02 3.832e-02 2.058e-02 2.250e-02 4.571e-03 2.357e+01
  2.553e+01 1.525e+02 1.709e+03 1.444e-01 4.245e-01 4.504e-01 2.430e-01
  3.613e-01 8.758e-02]] 

[0 0 0]

dataset.feature_names

>>>
array(['mean radius', 'mean texture', 'mean perimeter', 'mean area',
       'mean smoothness', 'mean compactness', 'mean concavity',
       'mean concave points', 'mean symmetry', 'mean fractal dimension',
       'radius error', 'texture error', 'perimeter error', 'area error',
       'smoothness error', 'compactness error', 'concavity error',
       'concave points error', 'symmetry error',
       'fractal dimension error', 'worst radius', 'worst texture',
       'worst perimeter', 'worst area', 'worst smoothness',
       'worst compactness', 'worst concavity', 'worst concave points',
       'worst symmetry', 'worst fractal dimension'], dtype='<U23')

 

2  2. 학습

# train, test 데이터 분리
X_train, X_test, y_train, y_test = train_test_split(ftr, target, test_size=0.2, random_state=156 )

# 앞서 XGBoost와 동일하게 n_estimators는 400 설정. 
lgbm_wrapper = LGBMClassifier(n_estimators=400)

# LightGBM도 XGBoost와 동일하게 조기 중단 수행 가능. 
evals = [(X_test, y_test)]  # 원래 evals 데이터는 검증 데이터 셋을 별도로 둬야되는데 여기서는 테스트 데이터 사용
lgbm_wrapper.fit(X_train, y_train, early_stopping_rounds=100, eval_metric="logloss", 
                 eval_set=evals, verbose=True)
                 
>>>
[1]	valid_0's binary_logloss: 0.565079
[2]	valid_0's binary_logloss: 0.507451
[3]	valid_0's binary_logloss: 0.458489
[4]	valid_0's binary_logloss: 0.417481
[5]	valid_0's binary_logloss: 0.385507
[6]	valid_0's binary_logloss: 0.355773
[7]	valid_0's binary_logloss: 0.329587
[8]	valid_0's binary_logloss: 0.308478
[9]	valid_0's binary_logloss: 0.285395
[10]	valid_0's binary_logloss: 0.267055
[11]	valid_0's binary_logloss: 0.252013
[12]	valid_0's binary_logloss: 0.237018
[13]	valid_0's binary_logloss: 0.224756
[14]	valid_0's binary_logloss: 0.213383
[15]	valid_0's binary_logloss: 0.203058
[16]	valid_0's binary_logloss: 0.194015
[17]	valid_0's binary_logloss: 0.186412
[18]	valid_0's binary_logloss: 0.179108
[19]	valid_0's binary_logloss: 0.174004
[20]	valid_0's binary_logloss: 0.167155
[21]	valid_0's binary_logloss: 0.162494
[22]	valid_0's binary_logloss: 0.156886
[23]	valid_0's binary_logloss: 0.152855
[24]	valid_0's binary_logloss: 0.151113
[25]	valid_0's binary_logloss: 0.148395
[26]	valid_0's binary_logloss: 0.145869
[27]	valid_0's binary_logloss: 0.143036
[28]	valid_0's binary_logloss: 0.14033
[29]	valid_0's binary_logloss: 0.139609
[30]	valid_0's binary_logloss: 0.136109
[31]	valid_0's binary_logloss: 0.134867
[32]	valid_0's binary_logloss: 0.134729
[33]	valid_0's binary_logloss: 0.1311
[34]	valid_0's binary_logloss: 0.131143
[35]	valid_0's binary_logloss: 0.129435
[36]	valid_0's binary_logloss: 0.128474
[37]	valid_0's binary_logloss: 0.126683
[38]	valid_0's binary_logloss: 0.126112
[39]	valid_0's binary_logloss: 0.122831
[40]	valid_0's binary_logloss: 0.123162
[41]	valid_0's binary_logloss: 0.125592
[42]	valid_0's binary_logloss: 0.128293
[43]	valid_0's binary_logloss: 0.128123
[44]	valid_0's binary_logloss: 0.12789
[45]	valid_0's binary_logloss: 0.122818
[46]	valid_0's binary_logloss: 0.12496
[47]	valid_0's binary_logloss: 0.125578
[48]	valid_0's binary_logloss: 0.127381
[49]	valid_0's binary_logloss: 0.128349
[50]	valid_0's binary_logloss: 0.127004
[51]	valid_0's binary_logloss: 0.130288
[52]	valid_0's binary_logloss: 0.131362
[53]	valid_0's binary_logloss: 0.133363
[54]	valid_0's binary_logloss: 0.1332
[55]	valid_0's binary_logloss: 0.134543
[56]	valid_0's binary_logloss: 0.130803
[57]	valid_0's binary_logloss: 0.130306
[58]	valid_0's binary_logloss: 0.132514
[59]	valid_0's binary_logloss: 0.133278
[60]	valid_0's binary_logloss: 0.134804
[61]	valid_0's binary_logloss: 0.136888
[62]	valid_0's binary_logloss: 0.138745
[63]	valid_0's binary_logloss: 0.140497
[64]	valid_0's binary_logloss: 0.141368
[65]	valid_0's binary_logloss: 0.140764
[66]	valid_0's binary_logloss: 0.14348
[67]	valid_0's binary_logloss: 0.143418
[68]	valid_0's binary_logloss: 0.143682
[69]	valid_0's binary_logloss: 0.145076
[70]	valid_0's binary_logloss: 0.14686
[71]	valid_0's binary_logloss: 0.148051
[72]	valid_0's binary_logloss: 0.147664
[73]	valid_0's binary_logloss: 0.149478
[74]	valid_0's binary_logloss: 0.14708
[75]	valid_0's binary_logloss: 0.14545
[76]	valid_0's binary_logloss: 0.148767
[77]	valid_0's binary_logloss: 0.149959
[78]	valid_0's binary_logloss: 0.146083
[79]	valid_0's binary_logloss: 0.14638
[80]	valid_0's binary_logloss: 0.148461
[81]	valid_0's binary_logloss: 0.15091
[82]	valid_0's binary_logloss: 0.153011
[83]	valid_0's binary_logloss: 0.154807
[84]	valid_0's binary_logloss: 0.156501
[85]	valid_0's binary_logloss: 0.158586
[86]	valid_0's binary_logloss: 0.159819
[87]	valid_0's binary_logloss: 0.161745
[88]	valid_0's binary_logloss: 0.162829
[89]	valid_0's binary_logloss: 0.159142
[90]	valid_0's binary_logloss: 0.156765
[91]	valid_0's binary_logloss: 0.158625
[92]	valid_0's binary_logloss: 0.156832
[93]	valid_0's binary_logloss: 0.154616
[94]	valid_0's binary_logloss: 0.154263
[95]	valid_0's binary_logloss: 0.157156
[96]	valid_0's binary_logloss: 0.158617
[97]	valid_0's binary_logloss: 0.157495
[98]	valid_0's binary_logloss: 0.159413
[99]	valid_0's binary_logloss: 0.15847
[100]	valid_0's binary_logloss: 0.160746
[101]	valid_0's binary_logloss: 0.16217
[102]	valid_0's binary_logloss: 0.165293
[103]	valid_0's binary_logloss: 0.164749
[104]	valid_0's binary_logloss: 0.167097
[105]	valid_0's binary_logloss: 0.167697
[106]	valid_0's binary_logloss: 0.169462
[107]	valid_0's binary_logloss: 0.169947
[108]	valid_0's binary_logloss: 0.171
[109]	valid_0's binary_logloss: 0.16907
[110]	valid_0's binary_logloss: 0.169521
[111]	valid_0's binary_logloss: 0.167719
[112]	valid_0's binary_logloss: 0.166648
[113]	valid_0's binary_logloss: 0.169053
[114]	valid_0's binary_logloss: 0.169613
[115]	valid_0's binary_logloss: 0.170059
[116]	valid_0's binary_logloss: 0.1723
[117]	valid_0's binary_logloss: 0.174733
[118]	valid_0's binary_logloss: 0.173526
[119]	valid_0's binary_logloss: 0.1751
[120]	valid_0's binary_logloss: 0.178254
[121]	valid_0's binary_logloss: 0.182968
[122]	valid_0's binary_logloss: 0.179017
[123]	valid_0's binary_logloss: 0.178326
[124]	valid_0's binary_logloss: 0.177149
[125]	valid_0's binary_logloss: 0.179171
[126]	valid_0's binary_logloss: 0.180948
[127]	valid_0's binary_logloss: 0.183861
[128]	valid_0's binary_logloss: 0.187579
[129]	valid_0's binary_logloss: 0.188122
[130]	valid_0's binary_logloss: 0.1857
[131]	valid_0's binary_logloss: 0.187442
[132]	valid_0's binary_logloss: 0.188578
[133]	valid_0's binary_logloss: 0.189729
[134]	valid_0's binary_logloss: 0.187313
[135]	valid_0's binary_logloss: 0.189279
[136]	valid_0's binary_logloss: 0.191068
[137]	valid_0's binary_logloss: 0.192414
[138]	valid_0's binary_logloss: 0.191255
[139]	valid_0's binary_logloss: 0.193453
[140]	valid_0's binary_logloss: 0.196969
[141]	valid_0's binary_logloss: 0.196378
[142]	valid_0's binary_logloss: 0.196367
[143]	valid_0's binary_logloss: 0.19869
[144]	valid_0's binary_logloss: 0.200352
[145]	valid_0's binary_logloss: 0.19712

 

 

3  3. 예측

preds = lgbm_wrapper.predict(X_test)

# 1 예측 확률값 3개만 확인
pred_proba = lgbm_wrapper.predict_proba(X_test)[:, 1]
pred_proba[:3]

>>> array([0.60514473, 0.00747978, 0.94351324])

 

 

4  4. 평가

from sklearn.metrics import confusion_matrix, accuracy_score
from sklearn.metrics import precision_score, recall_score
from sklearn.metrics import f1_score, roc_auc_score

# 성능 평가 함수
def get_clf_eval(y_test, pred=None, pred_proba=None):
    confusion = confusion_matrix( y_test, pred)
    accuracy = accuracy_score(y_test , pred)
    precision = precision_score(y_test , pred)
    recall = recall_score(y_test , pred)
    f1 = f1_score(y_test,pred)
    # ROC-AUC 추가 
    roc_auc = roc_auc_score(y_test, pred_proba)
    print('오차 행렬')
    print(confusion)
    # ROC-AUC print 추가
    print('정확도: {0:.4f}, 정밀도: {1:.4f}, 재현율: {2:.4f},\
    F1: {3:.4f}, AUC:{4:.4f}'.format(accuracy, precision, recall, f1, roc_auc), '\n')

 

get_clf_eval(y_test, preds, pred_proba)
>>>
오차 행렬
[[33  4]
 [ 1 76]]
정확도: 0.9561, 정밀도: 0.9500, 재현율: 0.9870,    F1: 0.9682, AUC:0.990

-> 하이퍼 파라미터 튜닝이 안되어 있어서 XGBoost보다 성능은 다소 안좋게 나온 상태.
   (4.6 XGBoost - 정확도: 0.9737, 정밀도: 0.9744, 재현율: 0.9870,    F1: 0.9806, AUC:0.9951)

 

from lightgbm import plot_importance
import matplotlib.pyplot as plt
%matplotlib inline

fig, ax = plt.subplots(figsize=(10, 12))
# 사이킷런 래퍼 클래스를 입력해도 무방. 
plot_importance(lgbm_wrapper, ax=ax)