安装方法
pip install iterative-stratification
开源源码
介绍MultilabelStratifiedKFold是用于多标签多分类的K折交叉验证
from iterstrat.ml_stratifiers import MultilabelStratifiedKFold, MultilabelStratifiedShuffleSplit
# 5折
nfold = 5
kf = MultilabelStratifiedKFold(n_splits=nfold, shuffle=True, random_state=2020)
lr_oof = np.zeros(label.shape)
# 预测结果每个label的概率
lr_predictions = np.zeros((len(test), label.shape[1]))
i = 0
for train_index, valid_index in kf.split(train_df, label):
X_train, label_train = train_df[train_index], label[train_index]
X_valid, label_valid = train_df[valid_index], label[valid_index]
base = LogisticRegression(C=1)
model = OneVsRestClassifier(base, n_jobs=20)
model.fit(X_train, label_train)
# 返回label的概率
probality = model.predict_proba(X_valid,)
print(probality)
