automl_blender.py 文件源码

def blend2(x1,x2,y, metric, task, x1valid, x2valid, x1test, x2test):
    try:
        mm = no_transform()
        mbest_score = -2
        for w1 in np.arange(0.2, 1, 0.1):
            w2 = 1- w1
            x = mm.fit_transform(x1)*w1  +  mm.fit_transform(x2)*w2
            exec('score = libscores.'+ metric  + '(y, x, "' + task + '")')
            try:
                if score <= 0:
                    exec('CVscore_auc = libscores.auc_metric(y, x, "' + task + '")')
                    score += CVscore_auc/10
            except:
                pass

            if score > mbest_score:
                mbest_score = score
                mbest_w1 = w1
                mbest_x  = x
        mbest_w2 = 1- mbest_w1
        xvalid = mm.fit_transform(x1valid) * mbest_w1 +  mm.fit_transform(x2valid)* mbest_w2
        xtest =  mm.fit_transform(x1test) * mbest_w1 +  mm.fit_transform(x2test) * mbest_w2

        return mbest_score, xvalid, xtest
    except:
        return 0.01, x1valid, x1test