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0.8\u2014\u2014\u610f\u601d\u662f&#034;\u8fd9\u62e8\u4eba\u516b\u6210\u4f1a\u56de\u6765&#034;&#xff0c;\u800c\u4e0d\u662f\u94c1\u677f\u9489\u9489\u3002\u8fd9\u4e2a\u6bd4\u4f8b\u662f\u8bad\u7ec3\u6570\u636e\u91cc\u6570\u51fa\u6765\u7684\u7ecf\u9a8c\u6982\u7387&#xff0c;\u662f\u540e\u9762\u6982\u7387\u9884\u6d4b\u7684\u96cf\u5f62&#xff08;\u7b2c16\u7ae0\u4f1a\u8bb2\u5b83\u8fd8\u5f97\u6821\u51c6&#xff09;\u3002<\/p>\n<h4>\u6df1\u5ea6&#xff1a;\u7b80\u5355\u89c4\u5219 vs \u6b7b\u8bb0\u786c\u80cc<\/h4>\n<p>\u8fd9\u68f5\u6d45\u6811\u53ea\u8bb8\u95ee 3 \u5c42\u3002\u4e3a\u4ec0\u4e48\u4e0d\u8ba9\u5b83\u4e00\u76f4\u95ee\u4e0b\u53bb&#xff1f;\u56e0\u4e3a\u6811\u8d8a\u6df1&#xff0c;\u80fd\u628a\u6bcf\u4e2a\u53f6\u5b50\u5206\u5230&#034;\u53ea\u5269\u4e00\u79cd\u6807\u7b7e&#034;\u2014\u2014\u7b49\u4e8e\u628a\u8bad\u7ec3\u8868\u80cc\u4e0b\u6765\u4e86\u3002\u80cc\u4e0b\u6765\u7684\u89c4\u5219\u5bf9\u65b0\u7528\u6237\u53cd\u800c\u5931\u7075&#xff08;\u8fc7\u62df\u5408&#xff09;&#xff1a;\u8bad\u7ec3\u65f6\u5b83\u8ba4\u5f97 U0009&#xff0c;\u6362\u4e2a\u4eba\u5c31\u4e0d\u7075\u4e86\u3002\u6df1\u5ea6\u5c31\u662f\u4e2a\u65cb\u94ae&#xff0c;\u6d45\u4e00\u70b9\u662f&#034;\u770b\u5f97\u89c1\u7684\u7b80\u5355\u89c4\u5219&#034;&#xff0c;\u6df1\u4e00\u70b9\u662f&#034;\u6b7b\u8bb0\u786c\u80cc&#034;\u3002\u672c\u9879\u76ee\u7528\u6d45\u6811\u5f53\u96f6\u4ef6\u3001\u518d\u7528 GBDT \u628a\u5f88\u591a\u68f5\u6d45\u6811\u53e0\u8d77\u6765&#xff0c;\u65e2\u6293\u5f97\u4f4f\u89c4\u5f8b\u53c8\u4e0d\u81f3\u4e8e\u80cc\u6b7b\u3002<\/p>\n<p>\u51b3\u7b56\u6811\u7684\u597d\u5904\u662f\u80fd\u76f4\u63a5\u8bfb\u89c4\u5219&#xff0c;\u574f\u5904\u662f\u5355\u68f5\u592a\u6b7b\u677f&#xff1a;\u95ee\u7684\u95ee\u9898\u7a0d\u5fae\u53d8\u4e00\u70b9&#xff0c;\u6574\u68f5\u6811\u5c31\u6362\u6837&#xff0c;\u800c\u4e14\u5355\u68f5\u6811\u6293\u4e0d\u4f4f&#034;\u591a\u4e2a\u7279\u5f81\u5408\u8d77\u6765\u624d\u8bf4\u660e\u95ee\u9898&#034;\u7684\u60c5\u51b5\u2014\u2014\u8fd9\u6b63\u662f\u4e0b\u4e00\u8282 GBDT \u8981\u8865\u7684\u3002<\/p>\n<h3>GBDT&#xff1a;\u628a\u5f88\u591a\u68f5&#034;\u4e0d\u592a\u51c6&#034;\u7684\u6811\u53e0\u8d77\u6765<\/h3>\n<p>\u672c\u9879\u76ee\u7528\u7684\u4e3b\u6a21\u578b\u662f\u4e00\u7c7b\u53eb GBDT&#xff08;\u68af\u5ea6\u63d0\u5347\u6811&#xff09; \u7684\u65b9\u6cd5\u2014\u2014\u540c\u6837\u662f\u76d1\u7763\u6a21\u578b&#xff0c;\u4e5f\u53ef\u4ee5\u9009\u795e\u7ecf\u7f51\u7edc&#xff0c;\u4e3a\u4ec0\u4e48\u6700\u540e\u9009\u4e86\u6811&#xff0c;\u672c\u7ae0\u6700\u540e\u4e00\u8282\u4f1a\u8bf4\u6e05\u695a\u3002\u5b83\u7684\u60f3\u6cd5\u5f88\u6734\u7d20&#xff1a;<\/p>\n<p>\u5148\u79cd\u4e00\u68f5\u7b80\u5355\u7684\u6811&#xff0c;\u5b83\u80af\u5b9a\u770b\u4e0d\u592a\u51c6&#xff1b;\u518d\u770b\u5b83\u9519\u5728\u54ea\u513f&#xff0c;\u79cd\u7b2c\u4e8c\u68f5\u4e13\u95e8\u8865\u8fd9\u4e9b\u9519&#xff1b;\u518d\u770b\u5269\u4e0b\u7684\u9519&#xff0c;\u79cd\u7b2c\u4e09\u68f5\u2026\u2026\u6700\u540e\u628a\u6240\u6709\u8fd9\u4e9b\u6811\u7684\u5224\u65ad\u52a0\u8d77\u6765&#xff0c;\u5c31\u662f\u6700\u7ec8\u9884\u6d4b\u3002<\/p>\n<p>\u6bcf\u4e00\u68f5\u65b0\u6811\u90fd\u5728\u7ea0\u6b63\u524d\u4e00\u5806\u6811\u6ca1\u641e\u5b9a\u7684\u90e8\u5206&#xff08;\u4e13\u4e1a\u5730\u8bf4&#xff0c;\u662f\u62df\u5408\u524d\u9762\u6a21\u578b\u7684\u6b8b\u5dee&#xff09;\u3002\u5355\u68f5\u6811\u5f31&#xff0c;\u53e0\u51e0\u5341\u4e0a\u767e\u68f5\u5c31\u5f3a\u4e86&#xff0c;\u800c\u4e14\u80fd\u6355\u6349\u7279\u5f81\u4e4b\u95f4\u62e7\u5728\u4e00\u8d77\u7684\u5173\u7cfb\u2014\u2014\u6bd4\u5982&#034;\u9886\u5f97\u591a\u4e14\u8d8b\u52bf\u6ca1\u6389&#034;\u624d\u9ad8\u6982\u7387\u56de\u6765&#xff0c;\u8fd9\u79cd\u7ec4\u5408\u5355\u68f5\u6811\u5f88\u96be\u4e00\u6b21\u95ee\u6e05\u3002<\/p>\n<h4>\u6b8b\u5dee&#xff1a;\u65b0\u6811\u5230\u5e95\u5728\u8865\u4ec0\u4e48<\/h4>\n<p>\u201c\u8865\u9519&#034;\u7528\u5927\u767d\u8bdd\u8bb2\u5c31\u662f&#xff1a;\u6a21\u578b\u5148\u628a\u6240\u6709\u4eba\u7edf\u4e00\u731c\u6210&#034;\u5e73\u5747\u6c34\u5e73\u201d\u2014\u2014\u793a\u4f8b\u91cc 134 \/ 162 \u7684\u4eba\u90fd\u56de\u6765\u4e86&#xff0c;\u6240\u4ee5\u5f00\u5c40\u6bcf\u4e2a\u4eba\u90fd\u88ab\u4f30\u6210 0.827&#xff08;\u516b\u6210\u4f1a\u56de\u6765&#xff09;\u3002\u5bf9 U0009 \u8fd9\u79cd\u5b9e\u9645\u6ca1\u56de\u6765\u7684\u4eba&#xff0c;\u5f00\u5c40\u5c31\u731c\u9ad8\u4e86&#xff0c;\u5dee\u4e86 0.827 \u2212 0 &#061; 0.827&#xff0c;\u8fd9\u4e2a&#034;\u5dee&#034;\u5c31\u662f\u6b8b\u5dee&#xff08;\u5206\u7c7b\u91cc\u5b83\u4e25\u683c\u8bf4\u662f\u635f\u5931\u51fd\u6570\u5bf9\u5f53\u524d\u9884\u6d4b\u7684\u8d1f\u68af\u5ea6&#xff0c;\u4f46\u76f4\u89c9\u4e0a\u5c31\u662f&#034;\u731c\u7684\u548c\u771f\u76f8\u5dee\u591a\u5c11&#034;&#xff09;\u3002<\/p>\n<p>\u7b2c\u4e8c\u68f5\u6811\u4e0d\u9884\u6d4b&#034;\u56de\u4e0d\u56de&#034;&#xff0c;\u800c\u662f\u4e13\u95e8\u53bb\u5b66\u8fd9\u4e2a\u5dee\u503c 0.827\u2014\u2014\u5b83\u52aa\u529b\u628a U0009 \u8fd9\u7c7b\u4eba\u7684\u5206\u5f80\u4e0b\u62c9\u3002\u7b2c\u4e09\u68f5\u518d\u5b66&#034;\u62c9\u5b8c\u4e4b\u540e\u8fd8\u5dee\u591a\u5c11&#034;&#xff0c;\u7ee7\u7eed\u8865\u3002\u6240\u4ee5 GBDT \u4e0d\u662f\u5728\u9020 100 \u4e2a\u72ec\u7acb\u7684\u5206\u7c7b\u5668&#xff0c;\u800c\u662f\u5728\u53cd\u590d\u8ffd\u95ee&#034;\u6211\u73b0\u5728\u8fd8\u5dee\u54ea\u513f\u6ca1\u731c\u5bf9&#034;&#xff0c;\u4e00\u5c42\u5c42\u628a\u9519\u524a\u5c0f\u3002<\/p>\n<h4>\u770b\u53e0\u52a0\u600e\u4e48\u7ea0\u9519&#xff1a;\u6982\u7387\u968f\u6811\u68f5\u6570\u6536\u655b<\/h4>\n<p>\u628a GBDT&#xff08;\u9ed8\u8ba4 100 \u68f5\u3001\u5b66\u4e60\u7387 0.1&#xff09;\u5728\u793a\u4f8b\u8bad\u7ec3\u8868\u4e0a\u8dd1\u8d77\u6765&#xff0c;\u76ef\u7740 U0036&#xff08;\u771f\u56de\u6765&#xff09;\u548c U0009&#xff08;\u771f\u6ca1\u56de&#xff09;\u4e24\u4e2a\u8001\u719f\u4eba&#xff0c;\u770b\u5b83\u4eec\u7684\u6982\u7387\u600e\u4e48\u968f\u6811\u4e00\u68f5\u68f5\u52a0\u4e0a\u53bb\u800c\u53d8\u5316&#xff1a;<\/p>\n<table>\n<tr>\u5df2\u53e0\u52a0\u7684\u6811U0036&#xff08;\u771f\u5b9e 1&#xff09;U0009&#xff08;\u771f\u5b9e 0&#xff09;<\/tr>\n<tbody>\n<tr>\n<td>1 \u68f5<\/td>\n<td>0.844<\/td>\n<td>0.836<\/td>\n<\/tr>\n<tr>\n<td>5 \u68f5<\/td>\n<td>0.881<\/td>\n<td>0.824<\/td>\n<\/tr>\n<tr>\n<td>10 \u68f5<\/td>\n<td>0.920<\/td>\n<td>0.756<\/td>\n<\/tr>\n<tr>\n<td>30 \u68f5<\/td>\n<td>0.968<\/td>\n<td>0.580<\/td>\n<\/tr>\n<tr>\n<td>50 \u68f5<\/td>\n<td>0.979<\/td>\n<td>0.437<\/td>\n<\/tr>\n<tr>\n<td>100 \u68f5<\/td>\n<td>0.992<\/td>\n<td>0.219<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u5f00\u5934\u4e24\u68f5\u51e0\u4e4e\u6ca1\u628a\u4ed6\u4fe9\u5206\u5f00&#xff08;\u90fd\u8d34\u5728 0.83 \u9644\u8fd1&#xff0c;\u56e0\u4e3a\u6a21\u578b\u8fd8\u53ea\u4f1a&#034;\u778e\u731c\u5e73\u5747&#034;&#xff09;\u3002\u5f80\u540e\u6bcf\u52a0\u4e00\u68f5&#xff0c;U0036 \u88ab\u7a33\u7a33\u5f80\u4e0a\u63a8\u5230 0.99\u3001U0009 \u88ab\u4e00\u70b9\u70b9\u62fd\u5230 0.22\u2014\u2014\u8fd9\u5c31\u662f&#034;\u53e0\u52a0\u7ea0\u9519&#034;\u957f\u4ec0\u4e48\u6837&#xff1a;\u4e0d\u662f\u4e00\u6b65\u5230\u4f4d&#xff0c;\u662f\u51e0\u5341\u68f5\u5c0f\u6811\u4e00\u70b9\u70b9\u628a\u6bcf\u4e2a\u4eba\u632a\u5230\u8be5\u53bb\u7684\u5730\u65b9\u3002\u6700\u7ec8 0.99 \/ 0.22 \u6b63\u597d\u5c31\u662f\u4e0b\u4e00\u8282\u62bd\u67e5\u7528\u7684\u4e24\u4e2a\u6570\u3002<\/p>\n<p>\u8fd9\u91cc\u6709\u4e2a\u503c\u5f97\u76ef\u7684\u7ec6\u8282&#xff1a;\u7b2c 1 \u68f5\u5c0f\u6811\u662f\u4e00\u6b21\u6027\u53bb\u62df\u5408\u6240\u6709\u4eba\u7684\u6b8b\u5dee&#xff0c;\u672c\u8eab\u662f\u4e2a\u6298\u4e2d\u2014\u2014U0009 \u5728\u7b2c\u4e00\u4e2a\u5207\u5206\u4e0a\u770b\u7740\u548c\u6d3b\u8dc3\u4eba\u7fa4\u6ca1\u4e24\u6837&#xff08;\u9886\u53d6\u6b21\u6570\u9ad8&#xff09;&#xff0c;\u6240\u4ee5\u7b2c 1 \u68f5\u53cd\u800c\u628a\u4ed6\u5f80\u4e0a\u5e26\u4e86\u96f6\u70b9\u51e0&#xff08;0.836&#xff09;&#xff1b;\u5f97\u7b49\u540e\u9762\u7684\u6811\u770b\u5230\u4ed6\u5728&#034;\u6389&#034;&#xff0c;\u624d\u628a\u4ed6\u4e00\u8def\u62c9\u56de 0.22\u3002\u5149\u770b&#034;\u9886\u53d6\u6b21\u6570&#034;\u8fd9\u79cd\u5386\u53f2\u6d3b\u8dc3\u7279\u5f81&#xff0c;\u8d77\u521d\u6839\u672c\u5206\u4e0d\u51fa\u4ed6\u548c\u771f\u6d3b\u8dc3\u7684\u4eba\u2014\u2014\u6811\u8981\u53e0\u8d77\u6765\u624d\u770b\u5f97\u6e05\u3002<\/p>\n<h4>\u5b66\u4e60\u7387&#xff1a;\u4e3a\u4ec0\u4e48\u662f\u4e00\u767e\u5c0f\u6b65\u800c\u4e0d\u662f\u51e0\u5927\u6b65<\/h4>\n<p>\u770b\u4e0a\u9762\u8fd9\u5f20\u8868&#xff0c;\u6bcf\u52a0\u4e00\u68f5&#xff0c;\u6982\u7387\u53ea\u632a\u4e00\u70b9\u70b9&#xff08;\u6bd4\u5982 U0009 \u4ece 0.836 \u5230 0.824 \u624d\u52a8\u4e00\u4e22\u4e22&#xff09;\u3002GBDT \u6545\u610f\u8fd9\u6837&#xff1a;\u6bcf\u68f5\u6811\u7684\u4fee\u6b63\u90fd\u5148\u4e58\u4e00\u4e2a\u5f88\u5c0f\u7684\u6570&#xff08;\u5b66\u4e60\u7387&#xff0c;\u9ed8\u8ba4 0.1&#xff09;\u518d\u53e0\u52a0&#xff0c;\u53eb\u6536\u7f29&#xff08;shrinkage&#xff09;\u3002\u597d\u5904\u662f\u4efb\u4f55\u4e00\u68f5\u6811\u90fd\u6380\u4e0d\u8d77\u5927\u6d6a&#xff0c;\u5f97\u9760\u5f88\u591a\u68f5\u4e00\u8d77\u628a\u9884\u6d4b\u63a8\u5230\u4f4d&#xff0c;\u6a21\u578b\u66f4\u7a33\u3001\u4e0d\u5bb9\u6613\u88ab\u4e2a\u522b\u602a\u6837\u672c\u5e26\u504f\u3002\u6240\u4ee5 GBDT \u7684\u5957\u8def\u662f&#034;\u5f88\u591a\u68f5\u6d45\u6811 &#043; \u5c0f\u6b65\u5feb\u8dd1&#034;&#xff0c;\u800c\u4e0d\u662f&#034;\u4e00\u68f5\u6df1\u6811\u4e00\u6b65\u767b\u5929&#034;\u2014\u2014\u8fd9\u4e5f\u548c\u4e0a\u9762\u51b3\u7b56\u6811&#034;\u522b\u957f\u592a\u6df1&#034;\u662f\u4e00\u4e2a\u9053\u7406\u3002<\/p>\n<p>\u5199\u6210\u5f0f\u5b50\u5c31\u662f\u8fd9\u4e2a\u52a0\u6cd5\u7684\u6837\u5b50&#xff1a;<\/p>\n<p>\u6700\u7ec8\u5206\u6570 &#061; \u5f00\u5c40\u5e73\u5747 &#043; 0.1\u00d7\u6811\u2081 &#043; 0.1\u00d7\u6811\u2082 &#043; \u2026 &#043; 0.1\u00d7\u6811\u2081\u2080\u2080<br \/>\n\u6982\u7387 &#061; \u628a\u8fd9\u4e2a\u5206\u6570\u585e\u8fdb S \u5f62\u51fd\u6570&#xff08;sigmoid&#xff09;\u538b\u5230 0~1 \u4e4b\u95f4<\/p>\n<p>\u7528\u540c\u4e00\u5f20\u8bad\u7ec3\u8868\u8bad\u4e00\u4e2a GBDT&#xff0c;\u770b\u5b83\u8ba4\u4e3a\u54ea\u4e9b\u7279\u5f81\u6700\u5f71\u54cd&#034;\u56de\u4e0d\u56de&#034;&#xff1a;<\/p>\n<p>f_total_claims    0.250    \u7279\u5f81\u671f\u603b\u9886\u53d6\u6b21\u6570&#xff08;\u6700\u4e3b\u8981\u7684\u4fe1\u53f7&#xff09;<br \/>\nf_age             0.173    \u9f84&#xff1a;\u7b2c\u4e00\u6b21\u51fa\u73b0\u8ddd\u4eca\u591a\u4e45<br \/>\nf_active_rate     0.149    \u6d3b\u8dc3\u7387&#xff1a;\u6765\u8fc7\u7684\u5929\u6570\u5360\u89c2\u6d4b\u671f\u7684\u6bd4\u4f8b<br \/>\nf_trend           0.084    \u8d8b\u52bf&#xff1a;\u8fd1 7 \u5929\u6bd4\u524d 7 \u5929\u591a\u8fd8\u662f\u5c11<br \/>\nf_recency         0.083    \u65b0\u8fd1\u5ea6&#xff1a;\u591a\u4e45\u6ca1\u6765\u4e86<br \/>\nf_entropy         0.069    \u504f\u597d\u71b5&#xff1a;\u4efb\u52a1\u504f\u597d\u7684\u5206\u6563\u7a0b\u5ea6<br \/>\nf_days_total      0.069    \u5168\u671f\u6d3b\u8dc3\u5929\u6570<br \/>\nf_longest_streak  0.057    \u6700\u957f\u8fde\u7eed\u6d3b\u8dc3\u5929\u6570<br \/>\nf_task_types      0.045    \u4efb\u52a1\u79cd\u7c7b\u6570<br \/>\nf_top_share       0.022    \u4e3b\u4efb\u52a1\u5360\u6bd4<\/p>\n<p>&#034;\u7279\u5f81\u671f\u603b\u9886\u53d6\u6b21\u6570&#034;\u6392\u7b2c\u4e00&#xff0c;\u548c\u6d45\u6811\u7b2c\u4e00\u53e5\u8bdd\u95ee\u7684\u5b83\u4e00\u81f4\u2014\u2014\u8bf4\u660e\u8fd9\u4ef6\u4e8b\u6a21\u578b\u81ea\u5df1\u53cd\u590d\u786e\u8ba4&#xff1a;\u9886\u5f97\u8d8a\u591a&#xff0c;\u8d8a\u53ef\u80fd\u63a5\u7740\u6765\u3002\u8fd9\u548c\u76f4\u89c9\u5bf9\u5f97\u4e0a&#xff0c;\u4e5f\u8ba9\u4eba\u653e\u5fc3\u6a21\u578b\u6ca1\u5728\u4e71\u5b66\u3002<\/p>\n<p>\u62ff\u4e24\u4e2a\u8001\u719f\u4eba\u9a8c\u8bc1\u4e00\u4e0b\u9884\u6d4b\u5bf9\u4e0d\u5bf9&#xff1a;<\/p>\n<ul>\n<li>U0036&#xff08;\u51e0\u4e4e\u5929\u5929\u6765\u3001\u5565\u90fd\u9886&#xff09;&#xff1a;GBDT \u7ed9\u7684\u6982\u7387 0.99&#xff0c;\u771f\u5b9e\u6807\u7b7e 1&#xff08;\u786e\u5b9e\u56de\u6765\u4e86&#xff09;\u3002<\/li>\n<li>U0009&#xff08;\u5386\u53f2\u6d3b\u8dc3\u4f46\u5feb\u51c9&#xff0c;\u7b2c2\u30013\u30016\u30018\u7ae0\u591a\u6b21\u51fa\u73b0\u7684\u53cd\u4f8b&#xff09;&#xff1a;\u6982\u7387 0.22&#xff0c;\u771f\u5b9e\u6807\u7b7e 0&#xff08;\u8fd9\u6b21\u771f\u6ca1\u56de\u6765&#xff09;\u3002<\/li>\n<\/ul>\n<p>U0009 \u8fd9\u4e2a\u4f8b\u5b50\u628a\u76d1\u7763\u548c\u65e0\u76d1\u7763\u7684\u5206\u5de5\u8bf4\u5f97\u5f88\u900f&#xff1a;\u884c\u4e3a\u4e0a\u4ed6\u4f9d\u7136\u662f&#034;\u9ad8\u9891\u591a\u4efb\u52a1&#034;\u90a3\u4e00\u5806&#xff08;\u65e0\u76d1\u7763\u628a\u4ed6\u548c U0036 \u5206\u5230\u7c7b\u4f3c\u7684\u7fa4&#xff09;&#xff0c;\u4f46\u5149\u770b&#034;\u5386\u53f2\u6d3b\u8dc3&#034;\u4f1a\u8bef\u5224\u4ed6\u4f1a\u56de\u6765\u2014\u2014\u76d1\u7763\u6a21\u578b\u5403\u4e86\u8d8b\u52bf\u3001\u65b0\u8fd1\u5ea6\u8fd9\u4e9b\u7279\u5f81&#xff0c;\u8bfb\u51fa&#034;\u4ed6\u5728\u6389&#034;&#xff0c;\u7ed9\u4e86\u4f4e\u6982\u7387\u3002\u8fd9\u6b63\u662f\u7b2c2\u7ae0\u8bf4\u7684&#034;\u884c\u4e3a\u50cf \u2260 \u547d\u8fd0\u4e00\u6837&#034;\u3002<\/p>\n<h3>\u8d85\u53c2\u6570\u4ece\u54ea\u6765&#xff1a;\u65e9\u505c\u3001\u7f51\u683c\u641c\u7d22\u3001\u9632\u8fc7\u62df\u5408\u65cb\u94ae<\/h3>\n<p>\u524d\u9762\u7528\u7684 GBDT \u662f&#034;100 \u68f5\u3001\u6df1 3\u3001\u5b66\u4e60\u7387 0.1&#034;\u3002\u8fd9\u4e09\u4e2a\u6570\u4e0d\u662f\u62cd\u8111\u888b\u2014\u2014\u4f46\u5f97\u5766\u767d&#xff1a;\u793a\u4f8b\u53ea\u6709 105 \u884c\u8bad\u7ec3\u6837\u672c&#xff0c;\u8c03\u53c2\u80fd\u635e\u7684\u6536\u76ca\u5f88\u5c0f&#xff0c;\u8fd9\u4e00\u8282\u6559\u7684\u662f&#034;\u600e\u4e48\u8c03&#034;\u7684\u6d41\u7a0b&#xff0c;\u4e0d\u662f&#034;\u8c03\u5b8c\u4e00\u5b9a\u53d8\u5f3a&#034;\u3002<\/p>\n<h4>\u65e9\u505c\u7684\u76f4\u89c9&#xff1a;\u6811\u8d8a\u591a\u8d8a\u597d\u5417<\/h4>\n<p>\u628a\u6811\u7684\u68f5\u6570\u4ece 10 \u52a0\u5230 200&#xff0c;\u770b\u8bad\u7ec3\u548c\u6d4b\u8bd5\u4e24\u8fb9\u7684\u5206\u6570&#xff1a;<\/p>\n<table>\n<tr>\u68f5\u6570\u8bad\u7ec3 PR-AUC\u6d4b\u8bd5 PR-AUC\u6d4b\u8bd5 ROC-AUC<\/tr>\n<tbody>\n<tr>\n<td>10<\/td>\n<td>0.998<\/td>\n<td>0.854<\/td>\n<td>0.741<\/td>\n<\/tr>\n<tr>\n<td>30<\/td>\n<td>0.999<\/td>\n<td>0.861<\/td>\n<td>0.740<\/td>\n<\/tr>\n<tr>\n<td>60<\/td>\n<td>1.000<\/td>\n<td>0.903<\/td>\n<td>0.785<\/td>\n<\/tr>\n<tr>\n<td>100<\/td>\n<td>1.000<\/td>\n<td>0.827<\/td>\n<td>0.689<\/td>\n<\/tr>\n<tr>\n<td>150<\/td>\n<td>1.000<\/td>\n<td>0.850<\/td>\n<td>0.722<\/td>\n<\/tr>\n<tr>\n<td>200<\/td>\n<td>1.000<\/td>\n<td>0.844<\/td>\n<td>0.701<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u8bad\u7ec3\u5206\u6570\u4ece 10 \u68f5\u8d77\u5c31\u8d34\u7740 1\u2014\u2014\u6811\u80cc\u8bad\u7ec3\u6570\u636e\u7684\u80fd\u529b\u592a\u5f3a&#xff0c;\u518d\u52a0\u68f5\u6811\u5b83\u4e5f&#034;\u8bb0\u5f97\u4f4f&#034;\u3002\u6d4b\u8bd5\u5206\u6570\u4e0d\u4e00\u6837&#xff1a;60 \u68f5\u9644\u8fd1\u6700\u9ad8&#xff08;0.903&#xff09;&#xff0c;\u5f80\u540e\u5f00\u59cb\u6643&#xff08;0.827\u30010.850\u30010.844&#xff09;\u3002\u8bad\u7ec3\u4e00\u8def\u964d\u3001\u6d4b\u8bd5\u6da8\u5230\u67d0\u5904\u5c31\u505c\u751a\u81f3\u5f80\u56de\u6389&#xff0c;\u5c31\u662f&#034;\u518d\u52a0\u6811\u53ea\u662f\u5728\u80cc\u6570\u636e&#034;\u7684\u4fe1\u53f7&#xff0c;\u8be5\u505c\u4e86\u2014\u2014\u8fd9\u5c31\u662f\u65e9\u505c\u7684\u76f4\u89c9\u3002<\/p>\n<p>\u4e00\u4e2a\u5c0f\u63d0\u9192\u8981\u6446\u660e&#xff1a;\u793a\u4f8b\u7684\u6d4b\u8bd5\u66f2\u7ebf\u81ea\u5df1\u5c31\u5728\u6643&#xff08;60 \u68f5 0.903&#xff0c;100 \u68f5 0.827&#xff0c;150 \u68f5\u53c8\u56de 0.850&#xff09;&#xff0c;\u56e0\u4e3a 57 \u4eba\u7684\u6d4b\u8bd5\u96c6\u566a\u58f0\u5927\u3002\u6240\u4ee5\u65e9\u505c\u4e0d\u80fd\u76ef\u5355\u70b9&#xff0c;\u8981\u770b\u9a8c\u8bc1\u96c6\u7684\u6574\u4f53\u8d8b\u52bf\u2014\u2014\u8fd9\u6b63\u662f\u7b2c 8 \u7ae0&#034;\u4e09\u5207\u5206&#034;\u91cc\u9a8c\u8bc1\u96c6\u5b58\u5728\u7684\u610f\u4e49\u4e4b\u4e00\u3002<\/p>\n<h4>\u7f51\u683c\u641c\u7d22&#xff1a;\u6362\u53c2\u6570\u7ec4\u5408\u8bd5<\/h4>\n<p>\u8d85\u53c2\u6570\u4e0d\u4f1a\u81ea\u5df1\u8df3\u51fa\u6765&#xff0c;\u6700\u6734\u7d20\u7684\u529e\u6cd5\u662f\u7f51\u683c\u641c\u7d22\u2014\u2014\u51e0\u4e2a\u53c2\u6570\u5404\u53d6\u51e0\u4e2a\u503c&#xff0c;\u7ec4\u5408\u8d77\u6765\u90fd\u8dd1\u4e00\u904d\u3002\u793a\u4f8b\u4e0a\u8bd5\u4e86\u6df1\u5ea6 \u00d7 \u5b66\u4e60\u7387&#xff1a;<\/p>\n<table>\n<tr>\u7ec4\u5408\u6d4b\u8bd5 PR-AUC\u6d4b\u8bd5 ROC-AUC<\/tr>\n<tbody>\n<tr>\n<td>depth&#061;2, lr&#061;0.1<\/td>\n<td>0.815<\/td>\n<td>0.694<\/td>\n<\/tr>\n<tr>\n<td>depth&#061;3, lr&#061;0.1&#xff08;\u9ed8\u8ba4&#xff09;<\/td>\n<td>0.827<\/td>\n<td>0.689<\/td>\n<\/tr>\n<tr>\n<td>depth&#061;5, lr&#061;0.1<\/td>\n<td>0.832<\/td>\n<td>0.690<\/td>\n<\/tr>\n<tr>\n<td>depth&#061;3, lr&#061;0.05<\/td>\n<td>0.898<\/td>\n<td>0.786<\/td>\n<\/tr>\n<tr>\n<td>depth&#061;5, lr&#061;0.05<\/td>\n<td>0.828<\/td>\n<td>0.694<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>depth&#061;3\u3001lr&#061;0.05 \u770b\u7740\u6700\u597d&#xff08;0.898&#xff09;\u3002\u4f46\u6709\u6761\u7eaa\u5f8b\u5f97\u8bf4\u5728\u524d\u9762&#xff1a;\u771f\u5b9e\u6d41\u7a0b\u662f&#034;\u8bad\u7ec3 \u2192 \u9a8c\u8bc1 \u2192 \u6d4b\u8bd5&#034;\u4e09\u5c42&#xff0c;\u53c2\u6570\u7528\u9a8c\u8bc1\u96c6\u9009&#xff0c;\u6d4b\u8bd5\u96c6\u53ea\u78b0\u4e00\u6b21\u3002\u4e0a\u9762\u8fd9\u5f20\u8868\u76f4\u63a5\u62ff\u6d4b\u8bd5\u96c6\u6311\u53c2\u6570&#xff0c;\u662f\u6f14\u793a\u7528\u7684\u5c0f\u4f5c\u5f0a\u2014\u2014\u771f\u5b9e\u9879\u76ee\u8fd9\u4e48\u5e72&#xff0c;\u7b49\u4e8e\u628a\u6d4b\u8bd5\u96c6\u4e5f\u6cc4\u7ed9\u4e86\u8c03\u53c2\u8fc7\u7a0b&#xff0c;\u6700\u540e\u62a5\u51fa\u6765\u7684 0.898 \u4f1a\u865a\u9ad8\u3002\u800c\u4e14 0.898 \u548c\u9ed8\u8ba4 0.827 \u7684\u5dee\u8ddd&#xff0c;\u5728 57 \u4eba\u6d4b\u8bd5\u96c6\u4e0a\u540c\u6837\u662f\u566a\u58f0\u7ea7\u522b\u2014\u2014\u53c2\u6570\u53ef\u4ee5\u8c03&#xff0c;\u4f46\u8981\u8ba4\u547d&#xff1a;\u6837\u672c\u5c31\u8fd9\u4e48\u5927&#xff0c;\u80fd\u635e\u7684\u5c31\u8fd9\u4e48\u591a\u3002<\/p>\n<h4>\u9632\u8fc7\u62df\u5408\u65cb\u94ae&#xff1a;\u8fd8\u6709\u51e0\u4e2a\u5f00\u5173<\/h4>\n<p>\u9664\u4e86\u68f5\u6570\u548c\u6df1\u5ea6&#xff0c;GBDT \u8fd8\u6709\u51e0\u4e2a&#034;\u522b\u8ba9\u6a21\u578b\u592a\u81ea\u7531&#034;\u7684\u5f00\u5173&#xff1a;<\/p>\n<ul>\n<li>subsample&#xff1a;\u6bcf\u68f5\u6811\u53ea\u968f\u673a\u770b\u4e00\u90e8\u5206\u884c\u518d\u5206\u88c2&#xff08;0.8 &#061; \u770b 80%&#xff09;\u3002\u6811\u4e4b\u95f4\u770b\u5230\u7684\u6570\u636e\u4e0d\u4e00\u6837\u3001\u66f4\u72ec\u7acb&#xff0c;\u5e73\u5747\u8d77\u6765\u66f4\u7a33\u3002\u793a\u4f8b\u4e0a subsample&#061;0.8 \u7684\u6d4b\u8bd5 PR-AUC 0.863&#xff0c;\u6bd4 1.0 \u7684 0.827 \u7565\u597d\u3002<\/li>\n<li>min_samples_leaf&#xff1a;\u53f6\u5b50\u6700\u5c11\u88c5\u51e0\u4e2a\u4eba\u3002\u592a\u7ec6\u7684\u53f6\u5b50&#xff08;\u6bd4\u5982\u4e00\u4e2a\u53f6\u5b50\u53ea\u88c5 1 \u4e2a\u4eba&#xff09;\u7b49\u4e8e\u5728\u80cc\u4e2a\u4f53&#xff0c;\u4e0d\u8ba9\u5b83\u957f\u3002\u8fd9\u5c31\u662f&#034;\u6df1\u5ea6&#xff1a;\u7b80\u5355\u89c4\u5219 vs \u6b7b\u8bb0\u786c\u80cc&#034;\u90a3\u8282\u7684\u53e6\u4e00\u79cd\u62e7\u6cd5\u2014\u2014\u4e0d\u9650\u5236\u6df1\u5ea6\u3001\u9650\u5236\u53f6\u5b50\u5927\u5c0f&#xff0c;\u6548\u679c\u7c7b\u4f3c\u3002<\/li>\n<\/ul>\n<p>\u4e00\u53e5\u8bdd&#xff1a;\u9ed8\u8ba4\u53c2\u6570\u80fd\u8dd1&#xff0c;\u8c03\u53c2\u662f\u9526\u4e0a\u6dfb\u82b1&#xff1b;\u8c03\u53c2\u7684\u6d41\u7a0b\u6bd4\u53c2\u6570\u672c\u8eab\u91cd\u8981\u2014\u2014\u65e9\u505c\u770b\u9a8c\u8bc1\u96c6\u8d8b\u52bf&#xff0c;\u9009\u53c2\u7528\u9a8c\u8bc1\u96c6&#xff0c;\u6d4b\u8bd5\u96c6\u6700\u540e\u78b0\u4e00\u6b21\u3002<\/p>\n<h3>\u53e6\u4e00\u79cd\u4e3b\u6d41&#xff1a;\u795e\u7ecf\u7f51\u7edc\u5728\u505a\u4ec0\u4e48<\/h3>\n<p>GBDT \u8d70\u7684\u662f&#034;\u95ee\u4e00\u8fde\u4e32\u662f\u975e\u9898&#034;\u7684\u8def\u5b50&#xff0c;\u90a3\u5f53\u4e0b\u66f4\u5e38\u88ab\u63d0\u8d77\u7684\u795e\u7ecf\u7f51\u7edc\u8d70\u7684\u662f\u53e6\u4e00\u6761\u3002<\/p>\n<p>\u60f3\u8c61\u4e00\u6392\u5c0f\u5f00\u5173&#xff08;\u53eb\u795e\u7ecf\u5143&#xff09;&#xff1a;\u6bcf\u4e2a\u5f00\u5173\u628a\u63a5\u5230\u7684\u51e0\u4e2a\u6570\u5404\u81ea\u4e58\u4e00\u4e2a\u6743\u91cd\u3001\u52a0\u8d77\u6765&#xff0c;\u518d\u8fc7\u4e00\u9053\u628a\u7ed3\u679c\u538b\u5230 0~1 \u4e4b\u95f4\u7684\u51fd\u6570&#xff0c;\u5410\u51fa\u4e00\u4e2a\u65b0\u6570\u3002\u628a\u5f88\u591a\u8fd9\u6837\u7684\u5f00\u5173\u6392\u6210\u4e00\u5c42&#xff0c;\u4e00\u5c42\u63a5\u4e00\u5c42\u2014\u2014\u7b2c\u4e00\u5c42\u63a5\u539f\u59cb\u7279\u5f81&#xff0c;\u540e\u9762\u6bcf\u5c42\u62ff\u524d\u4e00\u5c42\u7684\u8f93\u51fa\u5f53\u8f93\u5165&#xff0c;\u6700\u540e\u4e00\u5c42\u5410\u51fa\u9884\u6d4b\u6982\u7387\u3002\u8fd9\u5c31\u662f\u591a\u5c42\u611f\u77e5\u673a&#xff08;MLP&#xff09;&#xff0c;\u6700\u57fa\u7840\u7684\u90a3\u79cd\u795e\u7ecf\u7f51\u7edc&#xff1a;<\/p>\n<p><span class=\"token comment\"># \u7ed3\u6784 10 \u2192 32 \u2192 16 \u2192 1&#xff1a;10 \u4e2a\u7279\u5f81\u8fdb&#xff0c;\u4e2d\u95f4\u4e24\u5c42\u5404 32\u300116 \u4e2a\u795e\u7ecf\u5143&#xff0c;\u8f93\u51fa 1 \u4e2a\u6982\u7387<\/span><br \/>\nMLPClassifier<span class=\"token punctuation\">(<\/span>hidden_layer_sizes<span class=\"token operator\">&#061;<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">32<\/span><span class=\"token punctuation\">,<\/span> <span class=\"token number\">16<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">)<\/span><\/p>\n<p>\u90a3&#034;\u5b66\u4e60&#034;\u5b66\u7684\u662f\u4ec0\u4e48&#xff1f;\u5c31\u662f\u8fd9\u4e9b\u6743\u91cd\u3002\u8bad\u7ec3\u65f6\u5148\u628a\u6837\u672c\u5582\u8fdb\u53bb&#xff0c;\u987a\u7740\u7f51\u7edc\u7b97\u51fa\u4e00\u4e2a\u9884\u6d4b&#xff08;\u524d\u5411\u4f20\u64ad&#xff09;&#xff0c;\u770b\u770b\u548c\u771f\u76f8\u5dee\u591a\u5c11&#xff1b;\u518d\u4ece\u540e\u5f80\u524d&#xff0c;\u628a\u6bcf\u4e2a\u6743\u91cd\u8981\u4e3a\u8fd9\u4e2a\u8bef\u5dee\u62c5\u591a\u5c11\u8d23\u4efb\u7b97\u51fa\u6765&#xff0c;\u5404\u81ea\u5f80&#034;\u8ba9\u8bef\u5dee\u53d8\u5c0f&#034;\u7684\u65b9\u5411\u632a\u4e00\u70b9&#xff08;\u53cd\u5411\u4f20\u64ad\u914d\u68af\u5ea6\u4e0b\u964d&#xff09;\u3002\u5582\u4e00\u6279\u632a\u4e00\u70b9\u3001\u518d\u5582\u4e00\u6279\u518d\u632a\u4e00\u70b9&#xff0c;\u6210\u5343\u4e0a\u4e07\u8f6e\u4e0b\u6765&#xff0c;\u6743\u91cd\u5c31\u843d\u5728\u4e86\u4e00\u4e2a\u603b\u4f53\u8bef\u5dee\u4e0d\u5927\u7684\u4f4d\u7f6e\u3002<\/p>\n<p>\u548c\u6811\u6a21\u578b\u5bf9\u6bd4\u7740\u770b\u66f4\u6e05\u695a&#xff1a;<\/p>\n<ul>\n<li>\u6811\u662f\u6bd4\u5927\u5c0f\u3001\u8d70\u5206\u652f\u2014\u2014\u201c\u9886\u53d6\u6b21\u6570 \u2264 3.5 \u5417\u201d&#xff0c;\u975e\u6b64\u5373\u5f7c&#xff0c;\u89c4\u5219\u770b\u5f97\u89c1\u3002<\/li>\n<li>\u7f51\u7edc\u662f\u52a0\u6743\u6c42\u548c\u2014\u2014\u6bcf\u4e2a\u7279\u5f81\u8d21\u732e\u591a\u5c11\u7531\u4e00\u4e2a\u6743\u91cd\u8bf4\u4e86\u7b97&#xff0c;\u51e0\u767e\u4e2a\u6743\u91cd\u62e7\u5728\u4e00\u8d77&#xff0c;\u5f88\u96be\u8bb2\u6e05&#034;\u5b83\u5230\u5e95\u770b\u4e2d\u4e86\u4ec0\u4e48&#034;\u3002<\/li>\n<\/ul>\n<p>\u795e\u7ecf\u7f51\u7edc\u771f\u6b63\u5389\u5bb3\u7684\u5730\u65b9&#xff0c;\u662f\u80fd\u81ea\u5df1\u5b66&#034;\u7279\u5f81\u8be5\u600e\u4e48\u8868\u8fbe&#034;\u3002\u7ed9\u5b83\u4e00\u5f20\u56fe\u7247&#xff0c;\u4e0d\u7528\u4eba\u5148\u544a\u8bc9\u5b83\u8fb9\u7f18\u5728\u54ea\u3001\u773c\u775b\u5728\u54ea&#xff0c;\u524d\u51e0\u5c42\u81ea\u5df1\u5c31\u5b66\u4f1a\u63cf\u8fb9&#xff0c;\u540e\u9762\u51e0\u5c42\u6162\u6162\u62fc\u51fa\u5f62\u72b6\u3002\u56fe\u50cf\u3001\u8bed\u97f3\u3001\u6587\u5b57\u8fd9\u79cd\u539f\u59cb\u4fe1\u53f7&#xff0c;\u4eba\u5f88\u96be\u624b\u5de5\u603b\u7ed3\u51fa\u597d\u7279\u5f81&#xff0c;\u6b63\u597d\u4ea4\u7ed9\u5b83\u3002<\/p>\n<p>\u4ee3\u4ef7\u4e5f\u5b9e\u5728&#xff1a;<\/p>\n<ul>\n<li>\u53c2\u6570\u591a\u3002\u4e0a\u9762\u90a3\u4e2a\u4e0d\u8d77\u773c\u7684 10 \u2192 32 \u2192 16 \u2192 1&#xff0c;\u5f85\u5b66\u6743\u91cd\u5c31\u6709 897 \u4e2a\u3002\u53c2\u6570\u8d8a\u591a&#xff0c;\u8981\u5582\u7684\u6837\u672c\u5c31\u8d8a\u591a\u3002<\/li>\n<li>\u5403\u9884\u5904\u7406\u3002\u6743\u91cd\u4e58\u7684\u662f\u7279\u5f81\u539f\u503c&#xff0c;\u6240\u4ee5\u5f97\u5148\u7f29\u653e\u5230\u5dee\u4e0d\u591a\u7684\u8303\u56f4&#xff08;\u6807\u51c6\u5316&#xff09;&#xff0c;\u5426\u5219\u91cf\u7eb2\u5927\u7684\u4e00\u5bb6\u72ec\u5927\u3002\u6811\u9760\u6bd4\u5927\u5c0f&#xff0c;\u4e0d\u5403\u8fd9\u4e00\u5957\u3002<\/li>\n<li>\u4e0d\u597d\u89e3\u91ca\u3002897 \u4e2a\u6743\u91cd\u5404\u662f\u591a\u5c11&#xff0c;\u8bf4\u4e0d\u51fa\u4e2a\u6240\u4ee5\u7136&#xff0c;\u53ea\u80fd\u8bb2&#034;\u5b83\u89c9\u5f97\u8fd9\u4e2a\u4eba\u5206\u6570\u9ad8&#034;\u3002<\/li>\n<\/ul>\n<p>\u7b2c15\u7ae0\u4f1a\u62ff\u672c\u9879\u76ee\u7684\u793a\u4f8b\u6570\u636e\u771f\u8dd1\u4e00\u904d\u795e\u7ecf\u7f51\u7edc&#xff0c;\u548c GBDT \u6bd4\u5206\u6570\u3001\u6bd4\u7a33\u5b9a\u6027\u3002\u8fd9\u91cc\u5148\u6709\u4e2a\u6982\u5ff5&#xff0c;\u63a5\u7740\u770b\u4e3a\u4ec0\u4e48\u672c\u9879\u76ee\u6700\u540e\u9009\u4e86\u6811\u3002<\/p>\n<h3>\u4e3a\u4ec0\u4e48\u662f GBDT&#xff0c;\u4e0d\u662f\u6df1\u5ea6\u5b66\u4e60<\/h3>\n<p>\u65b0\u624b\u5e38\u6709\u4e2a\u7591\u95ee&#xff1a;\u73b0\u5728\u4e0d\u662f\u90fd\u5728\u7528\u6df1\u5ea6\u5b66\u4e60\u5417&#xff0c;\u600e\u4e48\u8fd9\u9879\u76ee\u8fd8\u7528\u6811&#xff1f;<\/p>\n<p>\u56e0\u4e3a\u54b1\u4eec\u7684\u6570\u636e\u662f\u8868\u683c\u578b\u7684\u2014\u2014\u4e00\u884c\u4e00\u4e2a\u7528\u6237\u3001\u4e00\u5217\u4e00\u4e2a\u7279\u5f81&#xff0c;\u7279\u5f81\u4e4b\u95f4\u6ca1\u50cf\u7d20\u90a3\u6837\u7684\u7a7a\u95f4\/\u5e8f\u5217\u7ed3\u6784\u3002\u8fd9\u7c7b\u6570\u636e\u4e0a&#xff0c;\u6811\u6a21\u578b&#xff08;GBDT \u53ca\u5176\u53d8\u4f53&#xff09;\u957f\u671f\u662f\u5b9e\u7528\u9996\u9009&#xff0c;\u539f\u56e0\u5f88\u5b9e\u5728&#xff1a;<\/p>\n<ul>\n<li>\u91cf\u7eb2\u4e0d\u654f\u611f&#xff1a;\u5929\u6570&#xff08;\u5341\u51e0&#xff09;\u3001\u6b21\u6570&#xff08;\u51e0\u5341&#xff09;\u3001\u504f\u597d\u71b5&#xff08;0~\u51e0\u70b9\u51e0&#xff09;\u6df7\u5728\u4e00\u8d77&#xff0c;\u6811\u9760&#034;\u6bd4\u5927\u5c0f&#034;\u5206\u5272&#xff0c;\u4e0d\u7528\u50cf\u795e\u7ecf\u7f51\u7edc\u90a3\u6837\u5148\u6807\u51c6\u5316&#xff08;\u7b2c9\u7ae0\u6807\u51c6\u5316\u662f\u4e3a\u4e86\u805a\u7c7b\u8ddd\u79bb&#xff0c;\u6811\u6a21\u578b\u672c\u8eab\u4e0d\u9700\u8981&#xff09;\u3002<\/li>\n<li>\u7f3a\u5931\u503c\u53cb\u597d&#xff1a;\u67d0\u4e2a\u7279\u5f81\u7a7a\u4e86&#xff08;\u6bd4\u5982\u51b7\u542f\u52a8\u7528\u6237\u7684\u90e8\u5206\u7279\u5f81&#xff09;&#xff0c;\u6811\u53ef\u4ee5\u8d70&#034;\u6ca1\u8fd9\u4e2a\u503c&#034;\u7684\u5206\u652f&#xff0c;\u4e0d\u50cf\u795e\u7ecf\u7f51\u7edc\u8981\u6c42\u6bcf\u5217\u90fd\u586b\u6ee1\u3002<\/li>\n<li>\u5c0f\u6837\u672c\u66f4\u7a33&#xff1a;\u793a\u4f8b\u624d 162 \u884c&#xff0c;\u6811\u6a21\u578b\u6362\u6b21\u8bad\u7ec3\u5206\u6570\u51e0\u4e4e\u4e0d\u52a8&#xff1b;\u795e\u7ecf\u7f51\u7edc\u5728\u8fd9\u4e2a\u91cf\u7ea7\u4e5f\u80fd\u8dd1\u51fa\u50cf\u6837\u7684\u5206\u6570&#xff0c;\u4f46\u6362\u4e00\u6b21\u521d\u59cb\u5316\u7ed3\u679c\u5c31\u53d8&#xff08;\u7b2c15\u7ae0\u4f1a\u62ff\u4e24\u7ec4\u5b9e\u6d4b\u6570\u5b57\u6bd4\u7ed9\u4f60\u770b&#xff09;\u3002<\/li>\n<li>\u80fd\u89e3\u91ca&#xff1a;\u4e0a\u9762\u7684\u7279\u5f81\u91cd\u8981\u6027\u3001\u51b3\u7b56\u89c4\u5219&#xff0c;\u90fd\u662f\u770b\u5f97\u89c1\u7684&#xff0c;\u51fa\u4e86\u95ee\u9898\u80fd\u67e5\u3002<\/li>\n<\/ul>\n<p>\u6df1\u5ea6\u5b66\u4e60\u5728\u56fe\u50cf\u3001\u6587\u672c\u3001\u8bed\u97f3\u8fd9\u79cd&#034;\u539f\u59cb\u4fe1\u53f7&#034;\u4e0a\u5389\u5bb3&#xff0c;\u5728\u54b1\u4eec\u8fd9\u79cd\u5df2\u7ecf\u6574\u7406\u597d\u7684\u5c0f\u8868\u683c\u4e0a\u5c5e\u4e8e\u6740\u9e21\u7528\u725b\u5200&#xff0c;\u8fd8\u66f4\u96be\u89e3\u91ca\u3002\u6240\u4ee5\u8fd9\u4e00\u7ae0\u5148\u628a\u6811\u6a21\u578b\u5403\u900f&#xff0c;\u8db3\u591f\u5e94\u4ed8\u672c\u9879\u76ee\u7684\u76d1\u7763\u4e3b\u6a21\u578b\u3002\u7b2c15\u7ae0\u4f1a\u628a\u795e\u7ecf\u7f51\u7edc\u4e5f\u62c9\u8fdb\u6765\u8dd1\u4e00\u904d\u2014\u2014\u4e0d\u662f\u6bd4\u8c01\u5206\u6570\u9ad8&#xff0c;\u662f\u6bd4\u8c01\u66f4\u8ba9\u4eba\u653e\u5fc3\u3002<\/p>\n<h3>\u96c6\u6210\u4e0d\u53ea\u6709\u4e00\u6761\u8def&#xff1a;bagging\u3001boosting \u4e0e stacking<\/h3>\n<p>GBDT \u662f&#034;\u5f88\u591a\u68f5\u6811\u4e32\u884c\u8865\u6b8b\u5dee&#034;&#xff0c;\u8fd9\u6761\u96c6\u6210\u8def\u7ebf\u53eb boosting\u3002\u4f46&#034;\u628a\u5f88\u591a\u6a21\u578b\u5408\u8d77\u6765&#034;\u4e0d\u6b62\u8fd9\u4e00\u79cd\u73a9\u6cd5&#xff0c;\u8fd8\u6709\u4e24\u6761&#xff1a;<\/p>\n<ul>\n<li>bagging&#xff1a;\u5f88\u591a\u68f5\u6811\u5e76\u884c\u72ec\u7acb\u8bad\u7ec3&#xff08;\u6bcf\u68f5\u968f\u673a\u770b\u90e8\u5206\u884c\u3001\u90e8\u5206\u7279\u5f81&#xff09;&#xff0c;\u7ed3\u679c\u6295\u7968\u6216\u5e73\u5747&#xff0c;\u4ee3\u8868\u662f\u968f\u673a\u68ee\u6797\u3002\u5355\u4e2a\u6a21\u578b\u6ce2\u52a8\u5927&#xff0c;\u4e00\u5e73\u5747\u6ce2\u52a8\u5c31\u5c0f\u4e86\u2014\u2014\u5b83\u7ba1\u7684\u662f\u51cf\u65b9\u5dee\u3002<\/li>\n<li>stacking&#xff1a;\u628a\u4e0d\u540c\u79cd\u7c7b\u7684\u6a21\u578b\u62fc\u8d77\u6765&#xff08;\u6bd4\u5982\u968f\u673a\u68ee\u6797 &#043; GBDT&#xff09;&#xff0c;\u9884\u6d4b\u5408\u5728\u4e00\u8d77\u518d\u5b66\u4e00\u5c42\u3002\u5b83\u4eec\u72af\u7684\u9519\u4e0d\u4e00\u6837&#xff0c;\u53d6\u957f\u8865\u77ed\u3002<\/li>\n<\/ul>\n<p>\u540c\u4e00\u4efd\u6570\u636e&#xff08;105 \u884c\u8bad\u7ec3 \/ 57 \u884c\u6d4b\u8bd5&#xff09;&#xff0c;\u4e09\u6761\u8def\u7ebf\u5404\u8dd1\u4e00\u904d&#xff1a;<\/p>\n<table>\n<tr>\u8def\u7ebf\u672c\u8d28PR-AUCROC-AUC<\/tr>\n<tbody>\n<tr>\n<td>\u968f\u673a\u68ee\u6797<\/td>\n<td>bagging&#xff1a;\u5e76\u884c\u72ec\u7acb\u6811\u6295\u7968<\/td>\n<td>0.923<\/td>\n<td>0.806<\/td>\n<\/tr>\n<tr>\n<td>GBDT<\/td>\n<td>boosting&#xff1a;\u4e32\u884c\u8865\u6b8b\u5dee<\/td>\n<td>0.827<\/td>\n<td>0.689<\/td>\n<\/tr>\n<tr>\n<td>\u7b80\u5355\u878d\u5408<\/td>\n<td>stacking&#xff1a;\u4e24\u4e2a\u6982\u7387\u5e73\u5747<\/td>\n<td>0.923<\/td>\n<td>0.802<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u5355\u770b\u8fd9\u4e00\u884c&#xff0c;\u968f\u673a\u68ee\u6797\u548c\u7b80\u5355\u878d\u5408\u660e\u663e\u66f4\u9ad8&#xff08;0.923 vs 0.827&#xff09;\u3002\u5148\u522b\u6025\u7740\u4e0b&#034;\u8be5\u6362\u968f\u673a\u68ee\u6797&#034;\u7684\u7ed3\u8bba\u2014\u2014\u6362 4 \u4e2a\u79cd\u5b50\u518d\u770b&#xff1a;<\/p>\n<table>\n<tr>\u6a21\u578b4 \u4e2a\u79cd\u5b50\u7684 ROC-AUC\u8de8\u5ea6<\/tr>\n<tbody>\n<tr>\n<td>\u968f\u673a\u68ee\u6797<\/td>\n<td>0.762 ~ 0.806<\/td>\n<td>0.044<\/td>\n<\/tr>\n<tr>\n<td>GBDT<\/td>\n<td>0.686 ~ 0.690<\/td>\n<td>0.005<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u968f\u673a\u68ee\u6797 4 \u4e2a\u79cd\u5b50\u5168\u90fd\u6bd4 GBDT \u9ad8&#xff08;\u6700\u5dee 0.762 &gt; GBDT \u6700\u597d 0.690&#xff09;&#xff0c;\u4f46\u8de8\u5ea6\u662f GBDT \u7684\u5c06\u8fd1\u4e5d\u500d\u2014\u2014\u5b83\u5728\u8fd9\u4efd\u6570\u636e\u4e0a\u786e\u5b9e\u5360\u4f18&#xff0c;\u53ea\u662f\u4e5f\u66f4\u6296\u3002\u90a3\u524d\u9762\u51e0\u7ae0\u4e3a\u4ec0\u4e48\u4e00\u8def\u7528 GBDT&#xff1f;\u56e0\u4e3a\u9009\u5b83\u9760\u7684\u4e0d\u662f&#034;\u5355\u70b9\u5206\u6570\u6700\u9ad8&#034;&#xff1a;\u7279\u5f81\u91cd\u8981\u6027\u3001\u7f3a\u5931\u503c\u53cb\u597d\u3001\u89c4\u5219\u770b\u5f97\u89c1&#xff0c;\u8fd9\u4e9b\u5de5\u7a0b\u4e0e\u89e3\u91ca\u6027\u4e0a\u7684\u4f18\u52bf&#xff0c;\u5728\u8fd9\u4efd&#034;\u7279\u5f81\u5c11\u3001\u8981\u89e3\u91ca\u3001\u6837\u672c\u5c0f&#034;\u7684\u6570\u636e\u4e0a\u66f4\u987a\u624b\u3002\u9009\u6a21\u578b\u770b\u7684\u662f\u7efc\u5408\u53d6\u820d&#xff0c;\u4e0d\u662f\u4e00\u5f20\u8868\u91cc\u6700\u9ad8\u7684\u90a3\u4e2a\u6570\u3002<\/p>\n<p>\u771f\u5b9e\u9879\u76ee\u600e\u4e48\u6311\u8def\u7ebf&#xff0c;\u770b\u6570\u636e\u7684\u6027\u683c&#xff1a;<\/p>\n<ul>\n<li>\u7279\u5f81\u591a\u800c\u6742\u3001\u5bb9\u6613\u8fc7\u62df\u5408 \u2192 bagging&#xff08;\u5e73\u5747\u5929\u7136\u6297\u566a&#xff09;&#xff1b;<\/li>\n<li>\u7279\u5f81\u5c11\u800c\u7cbe\u3001\u8981\u53ef\u89e3\u91ca \u2192 boosting&#xff08;GBDT \u4e00\u6761\u8def\u8d70\u5230\u5e95&#xff09;&#xff1b;<\/li>\n<li>\u8981\u51b2\u6781\u9650\u5206\u6570\u3001\u5de5\u7a0b\u4e0a\u517b\u5f97\u8d77 \u2192 stacking&#xff08;\u628a\u524d\u4e24\u79cd\u90fd\u62ff\u6765\u62fc&#xff09;\u3002<\/li>\n<\/ul>\n<p>\u672c\u9879\u76ee\u662f&#034;\u7279\u5f81\u5c11\u3001\u8981\u89e3\u91ca\u3001\u6837\u672c\u5c0f&#034;&#xff0c;\u6240\u4ee5\u8d70\u4e86 boosting\u2014\u2014\u8fd9\u4e2a\u9009\u62e9\u5728\u7b2c 15 \u7ae0\u88ab\u795e\u7ecf\u7f51\u7edc\u6311\u6218\u8fc7\u4e00\u6b21&#xff0c;\u8fd9\u4e00\u8282\u518d\u88ab\u968f\u673a\u68ee\u6797\u6311\u6218\u4e00\u6b21&#xff0c;\u7ed3\u8bba\u90fd\u4e00\u6837&#xff1a;\u5206\u6570\u4e0d\u662f\u552f\u4e00\u7684\u5c3a\u5b50\u3002<\/p>\n<h3>\u5b83\u548c\u53cc\u6a21\u578b\u7684\u5173\u7cfb<\/h3>\n<p>\u5230\u8fd9\u513f&#xff0c;\u7b2c2\u7ae0\u753b\u7684&#034;\u53cc\u6a21\u578b&#034;\u5c31\u5b8c\u6574\u4e86&#xff1a;<\/p>\n<ul>\n<li>\u884c\u4e3a\u5206\u7c7b&#xff08;\u65e0\u76d1\u7763&#xff09;&#xff1a;\u5403\u5de6\u8fb9\u7279\u5f81 \u2192 \u5410&#034;\u4ed6\u5c5e\u4e8e\u54ea\u7c7b\u884c\u4e3a\u98ce\u683c&#034;&#xff0c;\u4e0d\u78b0\u6807\u7b7e\u3002<\/li>\n<li>\u6d3b\u8dc3\u5ea6\u9884\u6d4b&#xff08;\u76d1\u7763&#xff0c;\u672c\u7ae0&#xff09;&#xff1a;\u5403\u5de6\u8fb9\u7279\u5f81 &#043; \u53f3\u8fb9\u6807\u7b7e \u2192 \u5b66&#034;\u672a\u6765 7 \u5929\u56de\u6765\u7684\u6982\u7387&#034;\u3002<\/li>\n<\/ul>\n<p>\u4e24\u4e2a\u6a21\u578b\u5171\u4eab\u540c\u4e00\u4efd\u7279\u5f81\u5e95\u5ea7&#xff08;\u7b2c7\u7ae0\u90a3\u5957&#xff09;&#xff0c;\u4f46\u56de\u7b54\u4e0d\u540c\u7684\u95ee\u9898&#xff0c;\u8c01\u4e5f\u4e0d\u66ff\u8c01\u3002\u4e0b\u4e00\u7ae0&#xff08;\u7b2c13\u7ae0&#xff09;\u5148\u7ed9\u8bad\u7ec3\u6837\u672c\u505a\u4e00\u904d&#034;\u51c6\u5165\u4f53\u68c0&#034;\u2014\u2014\u6837\u672c\u5206\u5e03\u3001\u6709\u6ca1\u6709\u88ab\u5c11\u6570\u9ad8\u9891\u7528\u6237\u4e3b\u5bfc\u3001\u8bad\u7ec3\u548c\u6d4b\u8bd5\u7684\u5206\u5e03\u5bf9\u4e0d\u5bf9\u5f97\u4e0a&#xff0c;\u4f53\u68c0\u4e0d\u8fc7\u5c31\u767d\u8bad&#xff1b;\u7b2c14\u7ae0\u8bb2\u6807\u7b7e\u600e\u4e48\u53d8\u6210\u635f\u5931\u3001\u6837\u672c\u4e0d\u5747\u8861\u548c\u540c\u7528\u6237\u591a\u6837\u672c\u8be5\u600e\u4e48\u52a0\u6743&#xff1b;\u7b2c16\u7ae0\u8bb2\u6982\u7387\u4e3a\u4ec0\u4e48\u8981\u6821\u51c6&#xff1b;\u7b2c17\u7ae0\u628a&#034;\u8bad\u7ec3 \u2192 \u8bc4\u4f30 \u2192 \u6bcf\u65e5\u8bc4\u5206&#034;\u4e09\u6b65\u4e32\u8d77\u6765\u8dd1\u901a\u3002<\/p>\n<h3>\u52a8\u624b<\/h3>\n<li>\u8dd1 \u9644\u4ef6\/05_\u6d3b\u8dc3\u5ea6\u9884\u6d4b\u7bc7\/activity_gbdt_intro.py&#xff0c;\u5b83\u4f1a\u5148\u6253\u5370\u90a3\u68f5\u6d45\u6811\u89c4\u5219&#xff0c;\u518d\u6253\u5370\u7279\u5f81\u91cd\u8981\u6027&#xff0c;\u6700\u540e\u62bd\u67e5 U0036\u3001U0009 \u7684\u9884\u6d4b\u3002\u5bf9\u7167\u6b63\u6587\u770b\u6811\u7b2c\u4e00\u53e5\u8bdd\u95ee\u4e86\u4ec0\u4e48\u3001U0009 \u6982\u7387\u662f\u4e0d\u662f\u771f\u7684\u4f4e\u3002<\/li>\n<li>\u6253\u5f00\u751f\u6210\u7684 \u9644\u4ef6\/05_\u6d3b\u8dc3\u5ea6\u9884\u6d4b\u7bc7\/activity_train_table.csv&#xff0c;\u968f\u4fbf\u6311\u4e00\u884c&#xff0c;\u7167\u7740\u6d45\u6811\u7684\u89c4\u5219\u8d70\u4e00\u904d&#xff0c;\u770b\u5b83\u843d\u5230\u54ea\u4e2a\u53f6\u5b50\u3001\u53f6\u5b50\u5224\u65ad\u662f 0 \u8fd8\u662f 1\u3002<\/li>\n<li>\u60f3\u4e00\u4e2a\u8fb9\u754c\u60c5\u51b5&#xff1a;\u5982\u679c\u53ea\u62ff&#034;\u8fd1 7 \u5929\u6d3b\u8dc3\u5929\u6570 \u2265 3 \u5c31\u9884\u6d4b\u4f1a\u56de\u6765&#034;\u5f53\u89c4\u5219&#xff08;\u7b2c3\u7ae0\u6211\u4eec\u8bd5\u8fc7&#xff09;&#xff0c;\u5bf9\u7167\u8bad\u7ec3\u8868&#xff0c;U0009 \u5728\u8fd1 7 \u5929\u5176\u5b9e\u4e5f\u6709\u51e0\u5929\u2014\u2014\u8fd9\u79cd&#034;\u53ea\u770b\u4e00\u4e2a\u7279\u5f81&#034;\u7684\u786c\u89c4\u5219\u4f1a\u6f0f\u6389\u591a\u5c11&#034;\u770b\u8d77\u6765\u8fd8\u884c\u4f46\u5176\u5b9e\u5728\u6389&#034;\u7684\u4eba&#xff1f;\u8fd9\u4e5f\u662f\u4e3a\u4ec0\u4e48\u9700\u8981\u6a21\u578b\u800c\u4e0d\u662f\u62cd\u9608\u503c\u3002<\/li>\n<li>\u8dd1 \u9644\u4ef6\/05_\u6d3b\u8dc3\u5ea6\u9884\u6d4b\u7bc7\/activity_ch12_principle.py&#xff0c;\u5b83\u4f1a\u6253\u5370\u6839\u8282\u70b9\u548c\u7b2c\u4e00\u5200\u7684\u57fa\u5c3c\u4e0d\u7eaf\u5ea6&#xff08;\u5bf9\u7167\u6b63\u6587\u90a3\u4e2a 0.2859 \u2192 0.2221 \u7684\u4e0b\u964d&#xff09;&#xff0c;\u4ee5\u53ca U0036 \/ U0009 \u968f\u6811\u68f5\u6570\u53d8\u5316\u7684\u6982\u7387\u8868&#xff08;\u5bf9\u7167\u6b63\u6587\u90a3\u5f20\u6536\u655b\u8868&#xff09;\u3002\u6539\u4e00\u4e0b\u811a\u672c\u91cc\u7684 stages \u5217\u8868&#xff0c;\u770b 20 \u68f5\u300180 \u68f5\u65f6\u4ed6\u4fe9\u5206\u522b\u5728\u54ea\u3002<\/li>\n<li>\u8dd1 \u9644\u4ef6\/05_\u6d3b\u8dc3\u5ea6\u9884\u6d4b\u7bc7\/activity_hyperparam.py&#xff0c;\u5bf9\u7167&#034;\u8d85\u53c2\u6570\u4ece\u54ea\u6765&#034;\u90a3\u8282&#xff1a;\u8bad\u7ec3 PR-AUC \u4e00\u8def\u8d34 1\u3001\u6d4b\u8bd5 PR-AUC 60 \u68f5\u89c1\u9876\u540e\u5f00\u6643&#xff1b;\u628a subsample \u4ece 0.8 \u6539\u6210 0.6 \u91cd\u8dd1&#xff0c;\u770b\u6d4b\u8bd5\u5206\u600e\u4e48\u52a8\u3002<\/li>\n<li>\u8dd1 \u9644\u4ef6\/05_\u6d3b\u8dc3\u5ea6\u9884\u6d4b\u7bc7\/activity_ensemble.py&#xff0c;\u5bf9\u7167&#034;\u96c6\u6210\u4e0d\u53ea\u6709\u4e00\u6761\u8def&#034;\u90a3\u8282&#xff1a;\u968f\u673a\u68ee\u6797\u5355\u70b9 0.923 vs GBDT 0.827&#xff0c;\u4f46\u6362 4 \u4e2a\u79cd\u5b50\u968f\u673a\u68ee\u6797\u8de8\u5ea6 0.044\u3001GBDT \u53ea\u6709 0.005\u2014\u2014\u8fd9\u5c31\u662f&#034;\u5206\u6570\u6700\u9ad8\u7684\u4e0d\u4e00\u5b9a\u662f\u9009\u4e2d\u7684\u90a3\u4e2a&#034;\u3002<\/li>\n<p>\u672c\u7ae0\u914d\u5957\u811a\u672c \u9644\u4ef6\/05_\u6d3b\u8dc3\u5ea6\u9884\u6d4b\u7bc7\/activity_train_table.py&#xff08;\u4ece\u660e\u7ec6\u751f\u6210\u8bad\u7ec3\u8868&#xff09;\u3001\u9644\u4ef6\/05_\u6d3b\u8dc3\u5ea6\u9884\u6d4b\u7bc7\/activity_gbdt_intro.py&#xff08;\u51b3\u7b56\u6811 &#043; GBDT \u6f14\u793a&#xff09;\u3001\u9644\u4ef6\/05_\u6d3b\u8dc3\u5ea6\u9884\u6d4b\u7bc7\/activity_ch12_principle.py&#xff08;\u57fa\u5c3c\u4e0d\u7eaf\u5ea6\u6311\u95ee\u9898 &#043; GBDT \u9010\u9636\u6bb5\u6982\u7387&#xff09;\u3001\u9644\u4ef6\/05_\u6d3b\u8dc3\u5ea6\u9884\u6d4b\u7bc7\/activity_hyperparam.py&#xff08;\u65e9\u505c\u66f2\u7ebf &#043; \u7f51\u683c\u641c\u7d22 &#043; 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\u5929\u6709\u591a\u5927\u6982\u7387\u8fd8\u4f1a\u56de\u6765\u9886\u3002\u8fd9\u4ef6\u4e8b\u5728\u673a\u5668\u5b66\u4e60\u91cc\u53eb\u4e8c\u5206\u7c7b&#xff0c;\u7b97\u51fa\u6765\u7684\u90a3\u4e2a\u6570\u5b57\u5c31\u662f\u6982\u7387\u3002<br \/>\n\u76d1\u7763\u6a21\u578b\u5728\u8fd9\u4e00\u7ae0\u7684\u4f4d\u7f6e<br \/>\n\u7b2c2\u7ae0\u8bb2\u8fc7&#xff0c;\u672c\u9879\u76ee\u6709\u4e24\u4e2a\u6a21\u578b&#xff0c;\u884c\u4e3a\u5206\u7c7b&#xff08;\u7b2c9\u201311\u7ae0&#xff0c;\u65e0\u76d1\u7763&#xff09;\u7ba1\\&#8221;\u4ed6\u662f\u4ec0\u4e48\u98ce\u683c\\&#8221;&#xff0c;\u6d3b\u8dc3\u5ea6\u9884\u6d4b&#xff08;\u672c\u7ae0\u8d77&#xff0c;\u6709\u76d1\u7763&amp;#xf<\/p>\n","protected":false},"author":2,"featured_media":101018,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[50,207],"topic":[],"class_list":["post-101019","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-server","tag-50","tag-207"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v20.3 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u300a\u6a21\u578b\u4e0d\u7384\u5b66\u300b\u7b2c12\u7ae0 \u5206\u7c7b\u6a21\u578b\u3001 GBDT\u4e0e\u795e\u7ecf\u7f51\u7edc - 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