Python中的机器学习包 sklean (scikit)

sklean: Machine Learning in Python

======= 安装=========

0.安装scikit-learn 之前，你可能需要安装python, NumPy, SciPy, Matplotlib等。

  安装说明见（http://scikit-learn.org/stable/install.html）

1.到 sklearn 主页（http://scikit-learn.org/stable/index.html）下载软件 并安装.

========使用=========

# -*- coding: utf-8 -*-

"""

Created on Thu Jan  2 14:34:20 2014

example of sklearn

@author: cliff

"""

print(__doc__)

#使用SVM  分类器

from sklearn import svm

from sklearn.datasets import load_svmlight_file

#将数据集分为训练集、检验集

from sklearn.cross_validation import train_test_split

from sklearn import cross_validation

#引入评价指标

from sklearn.metrics import confusion_matrix    #计算混淆矩阵

from sklearn.metrics import matthews_corrcoef #计算MCC

from sklearn.metrics import  roc_auc_score  #计算MCC 只对二分类可以计算

from sklearn.metrics import  accuracy_score  #计算ACC

#引入数据

fr_n="/path/your_svm_file"

X,y=load_svmlight_file(fr_n)

# Run classifier  

print("===cross validation===")

clf = svm.SVC(kernel='rbf')

scores=cross_validation.cross_val_score(clf,X,y,cv=5,scoring="accuracy")

print(scores,scores.mean())

print("===performance on TEST===")

# Split the data into a training set and a test set; 分为训练集 检验集

X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)

clf= svm.SVC(kernel='rbf')

clf.fit(X_train,y_train)

y_pred =clf.predict(X_test)

# 计算混淆 矩阵 Compute confusion matrix

cm = confusion_matrix(y_test, y_pred)

print(cm)

#计算准确率,MCC等

print("MCC: %f " %matthews_corrcoef(y_test,y_pred))

print( "ACC:  %f "  %accuracy_score(y_test,y_pred))

print("===compute auc ===")

#compute the auc

classifier = svm.SVC(kernel='rbf',probability=True)

model=classifier.fit(X_train,y_train)

y_prob =classifier.predict_proba(X_test)[:,1] #get the probability of positive

print(y_test)

print(y_prob)

print( "AUC:  %f "  %roc_auc_score(y_test,y_prob))

========

另外一个例子：http://scikit-learn.org/stable/auto_examples/plot_confusion_matrix.html