如何使用spark ML计算pyspark分类模型中的基尼指数?
我试图计算分类模型的基尼指数,该模型使用pyspark ml模型中的GBTClassifier完成。我似乎找不到一个能给出roc_auc_分数的指标,就像python sklearn中的那样 下面是我到目前为止在databricks上使用的代码。我目前正在使用databricks中的数据集如何使用spark ML计算pyspark分类模型中的基尼指数?,pyspark,apache-spark-ml,Pyspark,Apache Spark Ml,我试图计算分类模型的基尼指数,该模型使用pyspark ml模型中的GBTClassifier完成。我似乎找不到一个能给出roc_auc_分数的指标,就像python sklearn中的那样 下面是我到目前为止在databricks上使用的代码。我目前正在使用databricks中的数据集 %fs ls databricks-datasets/adult/adult.data from pyspark.sql.functions import * from pyspark.ml.classif
%fs ls databricks-datasets/adult/adult.data
from pyspark.sql.functions import *
from pyspark.ml.classification import RandomForestClassifier, GBTClassifier
from pyspark.ml.feature import StringIndexer, OneHotEncoderEstimator, VectorAssembler, VectorSlicer
from pyspark.ml import Pipeline
from pyspark.ml.evaluation import BinaryClassificationEvaluator,MulticlassClassificationEvaluator
from pyspark.mllib.evaluation import BinaryClassificationMetrics
from pyspark.ml.linalg import Vectors
from pyspark.ml.tuning import ParamGridBuilder, TrainValidationSplit
dataset = spark.table("adult")
# spliting the train and test data frames
splits = dataset.randomSplit([0.7, 0.3])
train_df = splits[0]
test_df = splits[1]
def churn_predictions(train_df,
target_col,
# algorithm,
# model_parameters = conf['model_parameters']
):
"""
#Function attributes
dataframe - training df
target - target varibale in the model
Algorithm - Algorithm used
model_parameters - model parameters used to fine tune the model
"""
# one hot encoding and assembling
encoding_var = [i[0] for i in train_df.dtypes if (i[1]=='string') & (i[0]!=target_col)]
num_var = [i[0] for i in train_df.dtypes if ((i[1]=='int') | (i[1]=='double')) & (i[0]!=target_col)]
string_indexes = [StringIndexer(inputCol = c, outputCol = 'IDX_' + c, handleInvalid = 'keep') for c in encoding_var]
onehot_indexes = [OneHotEncoderEstimator(inputCols = ['IDX_' + c], outputCols = ['OHE_' + c]) for c in encoding_var]
label_indexes = StringIndexer(inputCol = target_col, outputCol = 'label', handleInvalid = 'keep')
assembler = VectorAssembler(inputCols = num_var + ['OHE_' + c for c in encoding_var], outputCol = "features")
gbt = GBTClassifier(featuresCol = 'features', labelCol = 'label',
maxDepth = 5,
maxBins = 45,
maxIter = 20)
pipe = Pipeline(stages = string_indexes + onehot_indexes + [assembler, label_indexes, gbt])
model = pipe.fit(train_df)
return model
gbt_model = churn_predictions(train_df = train_df,
target_col = 'income')
#### prediction in test sample ####
gbt_predictions = gbt_model.transform(test_df)
# display(gbt_predictions)
gbt_evaluator = MulticlassClassificationEvaluator(
labelCol="label", predictionCol="prediction", metricName="accuracy")
accuracy = gbt_evaluator.evaluate(gbt_predictions) * 100
print("Accuracy on test data = %g" % accuracy)
gini_train = 2 * metrics.roc_auc_score(Y, pred_prob) - 1
正如你在最后一行代码中所看到的,显然没有所谓roc_auc_分数的指标来计算基尼
非常感谢你在这方面的帮助 通常使用基尼来评估二元分类模型 您可以通过以下方式在pyspark中计算:
from pyspark.ml.evaluation import BinaryClassificationEvaluator
evaluator = BinaryClassificationEvaluator()
auc = evaluator.evaluate(gbt_predictions, {evaluator.metricName: "areaUnderROC"})
gini = 2 * auc - 1.0