如何将 joblib 与 scikit 一起使用学习并行交叉验证

Question

我正在尝试与 python 中的 joblib 库并行执行交叉验证折叠。

我有以下示例代码：

from sklearn.model_selection import KFold
import numpy as np
from sklearn.metrics import classification_report, confusion_matrix, f1_score
from sklearn import svm
from sklearn import datasets
from sklearn.model_selection import StratifiedKFold
from sklearn.svm import LinearSVC

iris = datasets.load_iris()
X, Y = iris.data, iris.target

skf = StratifiedKFold(n_splits=5)

#clf = svm.LinearSVC()
clf = svm.SVC(kernel='rbf')
#clf = svm.SVC(kernel='linear')

f1_list = []

for train_index, test_index in skf.split(X, Y):
    X_train, X_test = X[train_index], X[test_index]
    y_train, y_test = Y[train_index], Y[test_index]
    clf.fit(X_train, y_train)
    Y_predict = clf.predict(X_test)
    f1 = f1_score(y_test, Y_predict, average='weighted')
    print(f1)
    conf_mat = confusion_matrix(y_test, Y_predict)
    print(conf_mat)
    f1_list.append(f1)
print(f1_list)

我想并行执行 for 循环以获得每个折叠的并行准确度分数。

我认为 joblib 库必须按以下方式使用：

from math import sqrt
from joblib import Parallel, delayed
def producer():
     for i in range(6):
        print('Produced %s' % i)
        yield i
out = Parallel(n_jobs=2, verbose=100, pre_dispatch='1.5*n_jobs')(
                delayed(sqrt)(i) for i in producer())

关于如何完成并行任务集成有什么建议吗？

Answer 1

在 Parallel 构造函数中，您使用 delayed 参数来指定要并行运行的函数。 delayed returns 一个包装您的函数的新函数。然后，您可以使用将传递给原始函数的参数调用新包装的函数。

在您的示例中，sqrt 函数由 delayed 包装，然后从 range(6) 并行发送 i。

我们需要做的是传递 delayed 一个可以在一大块数据上进行训练的函数，然后将 kfold 拆分的索引传递给这个新包装的函数。这是一个这样做的例子：

from sklearn.model_selection import KFold
import numpy as np
from sklearn.metrics import classification_report, confusion_matrix, f1_score
from sklearn import svm
from sklearn import datasets
from sklearn.model_selection import StratifiedKFold
from sklearn.svm import LinearSVC
from joblib import Parallel, delayed

iris = datasets.load_iris()
X, Y = iris.data, iris.target

skf = StratifiedKFold(n_splits=5)
clf = svm.SVC(kernel='rbf')

def train(train_index, test_index):
    X_train, X_test = X[train_index], X[test_index]
    y_train, y_test = Y[train_index], Y[test_index]

    clf.fit(X_train, y_train)
    Y_predict = clf.predict(X_test)

    f1 = f1_score(y_test, Y_predict, average='weighted')
    conf_mat = confusion_matrix(y_test, Y_predict)

    return dict(f1=f1, conf_mat=conf_mat)


out = Parallel(n_jobs=2, verbose=100, pre_dispatch='1.5*n_jobs')(
    delayed(train)(train_index, test_index) for train_index, test_index in skf.split(X, Y))

f1_scores = [d['f1'] for d in out]
conf_mats = [d['conf_mat'] for d in out]

print('f1_scores:', f1_scores)
print('confusion matrices:', conf_mats)

输出：

f1_scores: [0.9665831244778613, 1.0, 0.9665831244778613, 0.9665831244778613, 1.0]
confusion matrices: [array([[10,  0,  0],
       [ 0, 10,  0],
       [ 0,  1,  9]], dtype=int64), array([[10,  0,  0],
       [ 0, 10,  0],
       [ 0,  0, 10]], dtype=int64), array([[10,  0,  0],
       [ 0,  9,  1],
       [ 0,  0, 10]], dtype=int64), array([[10,  0,  0],
       [ 0,  9,  1],
       [ 0,  0, 10]], dtype=int64), array([[10,  0,  0],
       [ 0, 10,  0],
       [ 0,  0, 10]], dtype=int64)]

out 包含从 train 函数返回的指标，因此如果需要，我们可以单独拆分出 f1 分数和混淆矩阵。

如何将 joblib 与 scikit 一起使用学习并行交叉验证

how to use joblib with scikitlearn to crossvalidate in parallel

python

scikit-learn

joblib