.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_examples/ensemble/plot_gradient_boosting_regression.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note Click :ref:`here ` to download the full example code or to run this example in your browser via Binder .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_examples_ensemble_plot_gradient_boosting_regression.py: ============================ Gradient Boosting regression ============================ This example demonstrates Gradient Boosting to produce a predictive model from an ensemble of weak predictive models. Gradient boosting can be used for regression and classification problems. Here, we will train a model to tackle a diabetes regression task. We will obtain the results from :class:`~sklearn.ensemble.GradientBoostingRegressor` with least squares loss and 500 regression trees of depth 4. Note: For larger datasets (n_samples >= 10000), please refer to :class:`~sklearn.ensemble.HistGradientBoostingRegressor`. .. GENERATED FROM PYTHON SOURCE LINES 16-31 .. code-block:: default print(__doc__) # Author: Peter Prettenhofer # Maria Telenczuk # Katrina Ni # # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np from sklearn import datasets, ensemble from sklearn.inspection import permutation_importance from sklearn.metrics import mean_squared_error from sklearn.model_selection import train_test_split .. GENERATED FROM PYTHON SOURCE LINES 32-36 Load the data ------------------------------------- First we need to load the data. .. GENERATED FROM PYTHON SOURCE LINES 36-40 .. code-block:: default diabetes = datasets.load_diabetes() X, y = diabetes.data, diabetes.target .. GENERATED FROM PYTHON SOURCE LINES 41-62 Data preprocessing ------------------------------------- Next, we will split our dataset to use 90% for training and leave the rest for testing. We will also set the regression model parameters. You can play with these parameters to see how the results change. n_estimators : the number of boosting stages that will be performed. Later, we will plot deviance against boosting iterations. max_depth : limits the number of nodes in the tree. The best value depends on the interaction of the input variables. min_samples_split : the minimum number of samples required to split an internal node. learning_rate : how much the contribution of each tree will shrink. loss : loss function to optimize. The least squares function is used in this case however, there are many other options (see :class:`~sklearn.ensemble.GradientBoostingRegressor` ). .. GENERATED FROM PYTHON SOURCE LINES 62-72 .. code-block:: default X_train, X_test, y_train, y_test = train_test_split( X, y, test_size=0.1, random_state=13) params = {'n_estimators': 500, 'max_depth': 4, 'min_samples_split': 5, 'learning_rate': 0.01, 'loss': 'ls'} .. GENERATED FROM PYTHON SOURCE LINES 73-78 Fit regression model ------------------------------------- Now we will initiate the gradient boosting regressors and fit it with our training data. Let's also look and the mean squared error on the test data. .. GENERATED FROM PYTHON SOURCE LINES 78-85 .. code-block:: default reg = ensemble.GradientBoostingRegressor(**params) reg.fit(X_train, y_train) mse = mean_squared_error(y_test, reg.predict(X_test)) print("The mean squared error (MSE) on test set: {:.4f}".format(mse)) .. rst-class:: sphx-glr-script-out Out: .. code-block:: none The mean squared error (MSE) on test set: 3017.9419 .. GENERATED FROM PYTHON SOURCE LINES 86-91 Plot training deviance ------------------------------------- Finally, we will visualize the results. To do that we will first compute the test set deviance and then plot it against boosting iterations. .. GENERATED FROM PYTHON SOURCE LINES 91-109 .. code-block:: default test_score = np.zeros((params['n_estimators'],), dtype=np.float64) for i, y_pred in enumerate(reg.staged_predict(X_test)): test_score[i] = reg.loss_(y_test, y_pred) fig = plt.figure(figsize=(6, 6)) plt.subplot(1, 1, 1) plt.title('Deviance') plt.plot(np.arange(params['n_estimators']) + 1, reg.train_score_, 'b-', label='Training Set Deviance') plt.plot(np.arange(params['n_estimators']) + 1, test_score, 'r-', label='Test Set Deviance') plt.legend(loc='upper right') plt.xlabel('Boosting Iterations') plt.ylabel('Deviance') fig.tight_layout() plt.show() .. image:: /auto_examples/ensemble/images/sphx_glr_plot_gradient_boosting_regression_001.png :alt: Deviance :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 110-123 Plot feature importance ------------------------------------- Careful, impurity-based feature importances can be misleading for high cardinality features (many unique values). As an alternative, the permutation importances of ``reg`` can be computed on a held out test set. See :ref:`permutation_importance` for more details. For this example, the impurity-based and permutation methods identify the same 2 strongly predictive features but not in the same order. The third most predictive feature, "bp", is also the same for the 2 methods. The remaining features are less predictive and the error bars of the permutation plot show that they overlap with 0. .. GENERATED FROM PYTHON SOURCE LINES 123-142 .. code-block:: default feature_importance = reg.feature_importances_ sorted_idx = np.argsort(feature_importance) pos = np.arange(sorted_idx.shape[0]) + .5 fig = plt.figure(figsize=(12, 6)) plt.subplot(1, 2, 1) plt.barh(pos, feature_importance[sorted_idx], align='center') plt.yticks(pos, np.array(diabetes.feature_names)[sorted_idx]) plt.title('Feature Importance (MDI)') result = permutation_importance(reg, X_test, y_test, n_repeats=10, random_state=42, n_jobs=2) sorted_idx = result.importances_mean.argsort() plt.subplot(1, 2, 2) plt.boxplot(result.importances[sorted_idx].T, vert=False, labels=np.array(diabetes.feature_names)[sorted_idx]) plt.title("Permutation Importance (test set)") fig.tight_layout() plt.show() .. image:: /auto_examples/ensemble/images/sphx_glr_plot_gradient_boosting_regression_002.png :alt: Feature Importance (MDI), Permutation Importance (test set) :class: sphx-glr-single-img .. rst-class:: sphx-glr-timing **Total running time of the script:** ( 0 minutes 1.243 seconds) .. _sphx_glr_download_auto_examples_ensemble_plot_gradient_boosting_regression.py: .. only :: html .. container:: sphx-glr-footer :class: sphx-glr-footer-example .. container:: binder-badge .. image:: images/binder_badge_logo.svg :target: https://mybinder.org/v2/gh/scikit-learn/scikit-learn/0.24.X?urlpath=lab/tree/notebooks/auto_examples/ensemble/plot_gradient_boosting_regression.ipynb :alt: Launch binder :width: 150 px .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_gradient_boosting_regression.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_gradient_boosting_regression.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_