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基于Python贝叶斯优化XGBoost算法调参运行情况如下:
iter | target | colsam… | gamma | max_depth | min_ch… | subsample |
---|---|---|---|---|---|---|
1 | 0.9398 | 0.8043 | 0.7483 | 6.0 | 276.7 | 0.6514 |
2 | 0.9405 | 0.7231 | 0.2676 | 7.382 | 347.6 | 0.7886 |
3 | 0.9388 | 0.8048 | 0.7167 | 6.818 | 708.6 | 0.6096 |
4 | 0.9421 | 0.8676 | 0.4756 | 8.235 | 155.3 | 0.6693 |
5 | 0.9399 | 0.9002 | 0.9714 | 7.254 | 569.2 | 0.9067 |
报出如下错误:
Traceback (most recent call last):
......
suggestion = acq_max(
File "/usr/local/python3/lib/python3.8/site-packages/bayes_opt/util.py", line 65, in acq_max
if max_acq is None or -res.fun[0] >= max_acq:
TypeError: 'float' object is not subscriptable
参考关键代码如下:
def _xgb_logistic_evaluate(max_depth, subsample, gamma, colsample_bytree, min_child_weight): import xgboost as xgb params = { 'objective': 'binary:logistic', # 逻辑回归二分类的问题 'eval_metric': 'auc', 'max_depth': int(max_depth), 'subsample': subsample, # 0.8 'eta': 0.3, 'gamma': gamma, 'colsample_bytree': colsample_bytree, 'min_child_weight': min_child_weight} cv_result = xgb.cv(params, self.dtrain, num_boost_round=30, nfold=5) return 1.0 * cv_result['test-auc-mean'].iloc[-1] def evaluate(self, bo_f, pbounds, init_points, n_iter): bo = BayesianOptimization( f=bo_f, # 目标函数 pbounds=pbounds, # 取值空间 verbose=2, # verbose = 2 时打印全部,verbose = 1 时打印运行中发现的最大值,verbose = 0 将什么都不打印 random_state=1, ) bo.maximize(init_points=init_points, # 随机搜索的步数 n_iter=n_iter, # 执行贝叶斯优化迭代次数 acq='ei') print(bo.max) res = bo.max params_max = res['params'] return params_max
参考stackoverflow上的解释:
This is related to a change in scipy 1.8.0, One should use -np.squeeze(res.fun) instead of -res.fun[0]
https://github.com/fmfn/BayesianOptimization/issues/300
The comments in the bug report indicate reverting to scipy 1.7.0 fixes this,
UPDATED: It seems the fix has been merged in the BayesianOptimization package, but the new maintainer is unable to push a release to pypi https://github.com/fmfn/BayesianOptimization/issues/300#issuecomment-1146903850
因此,卸载当前scipy 1.8.1,退回到scipy 1.7.0。
[root@DeepLearning bin]# pip3 uninstall scipy
......
Successfully uninstalled scipy-1.8.1
[root@DeepLearning bin]# pip3 install -i https://pypi.tuna.tsinghua.edu.cn/simple scipy==1.7
Successfully installed scipy-1.7.0
成功再运行贝叶斯优化调参程序。
参考:
seul233. python使用贝叶斯优化随机森林时出现TypeError: ‘float’ object is not subscriptable. CSDN博客. 2022.03
https://stackoverflow.com/questions/71460894/bayesianoptimization-fails-due-to-float-error
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