分布式机器学习 - Spark MLlib

from pyspark.ml.classification import RandomForestClassifier

gbt = RandomForestClassifier(
    labelCol="TARGET", 
    featuresCol="features", 
    maxDepth=8,
    numTrees=500,
    subsamplingRate=1.0,
    featureSubsetStrategy='auto',
    seed=SEED
)

# Train a GBT model.
model = gbt.fit(train)

# Select (prediction, true label) and compute areaUnderROC
evaluator = BinaryClassificationEvaluator(
    labelCol="TARGET", 
    metricName='areaUnderROC'
)
train_auc = evaluator.evaluate(model.transform(train))
test_auc = evaluator.evaluate(model.transform(test))

print(f"Train auc: {train_auc:.4f}")
print(f"Test auc: {test_auc:.4f}")

Java HotSpot(TM) 64-Bit Server VM warning: CodeCache is full. Compiler has been disabled.
Java HotSpot(TM) 64-Bit Server VM warning: Try increasing the code cache size using -XX:ReservedCodeCacheSize=


CodeCache: size=131072Kb used=38814Kb max_used=39023Kb free=92257Kb
 bounds [0x000000010464c000, 0x0000000106c9c000, 0x000000010c64c000]
 total_blobs=13345 nmethods=12309 adapters=949
 compilation: disabled (not enough contiguous free space left)        

Train auc: 0.7526
Test auc: 0.7235

feature_imp = pd.Series(
    model.featureImportances.toArray(),
    index=assembler.getInputCols()
).sort_values(ascending=False)

print(feature_imp.head(20))

EXT_SOURCE_2                   0.183568
EXT_SOURCE_3                   0.175979
EXT_SOURCE_1                   0.094980
DAYS_EMPLOYED                  0.050050
OCCUPATION_TYPE                0.032153
DAYS_BIRTH                     0.032032
NAME_EDUCATION_TYPE            0.025601
DAYS_LAST_PHONE_CHANGE         0.022394
AMT_GOODS_PRICE                0.019779
REGION_RATING_CLIENT_W_CITY    0.014936
CODE_GENDER_M                  0.014736
REGION_RATING_CLIENT           0.012078
ORGANIZATION_TYPE              0.011209
AMT_CREDIT                     0.010922
NAME_INCOME_TYPE_Working       0.010745
DAYS_ID_PUBLISH                0.010505
FLAG_DOCUMENT_3                0.009315
OWN_CAR_AGE                    0.009004
AMT_ANNUITY                    0.007916
TOTALAREA_MODE                 0.007510
dtype: float64