逻辑回归的PMML无法产生概率值

43
作为机器学习部署项目的一部分,我使用R的glm函数和Python的scikit-learn创建了两个简单的逻辑回归模型来进行二元分类任务的概念验证。然后,我使用R中的pmml函数和Python中的from sklearn2pmml.pipeline import PMMLPipeline函数将这些训练好的简单模型转换为PMML。接下来,我在KNIME中打开一个非常简单的工作流程,以查看是否可以使用我简单提供的PMML对新数据进行评分。此练习必须产生概率,就像原始的逻辑回归一样。在KNIME中,我使用CSV Reader节点读取了仅包含4行的测试数据,使用PMML Reader节点读取了PMML,最后使用PMML Predictor节点得到该模型对测试数据进行评分。问题是预测结果并不是我想要的最终概率,而是其前一步(系数之和乘以自变量的值,我猜称为XBETA?)。请查看下面的工作流程和预测图片:

KNIME output

为了得到最终的概率,需要将这些数字通过sigmoid函数运行。因此,对于第一条记录,我需要1/(1+exp(-2.654)) = 0.93,而不是2.654。我确定PMML文件包含所需的信息,使KNIME(或任何其他类似平台)可以为我执行此sigmoid操作,但我找不到它。这就是我迫切需要帮助的地方。
我查看了回归一般回归 PMML文档,我的PMML看起来很好,但我无法弄清楚为什么我无法获得这些概率。
非常感谢您的任何帮助!
附件1 - 这是我的测试数据:
age credit  payfreq gmi
25  550 4   1500
27  650 4   3400
35  600 2   3200
40  680 2   4000

附件2 - 这是我生成的R语言PMML文件:

<?xml version="1.0"?>
<PMML version="4.2" xmlns="http://www.dmg.org/PMML-4_2" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.dmg.org/PMML-4_2 http://www.dmg.org/v4-2/pmml-4-2.xsd">
 <Header copyright="Copyright (c) 2018 fakici" description="Generalized Linear Regression Model">
  <Extension name="user" value="fakici" extender="Rattle/PMML"/>
  <Application name="Rattle/PMML" version="1.4"/>
  <Timestamp>2018-10-30 17:36:39</Timestamp>
 </Header>
 <DataDictionary numberOfFields="5">
  <DataField name="bad" optype="categorical" dataType="double"/>
  <DataField name="age" optype="continuous" dataType="double"/>
  <DataField name="credit" optype="continuous" dataType="double"/>
  <DataField name="payfreq" optype="continuous" dataType="double"/>
  <DataField name="gmi" optype="continuous" dataType="double"/>
 </DataDictionary>
 <GeneralRegressionModel modelName="General_Regression_Model" modelType="generalLinear" functionName="regression" algorithmName="glm" distribution="binomial" linkFunction="logit" targetReferenceCategory="1">
  <MiningSchema>
   <MiningField name="bad" usageType="predicted" invalidValueTreatment="returnInvalid"/>
   <MiningField name="age" usageType="active" invalidValueTreatment="returnInvalid"/>
   <MiningField name="credit" usageType="active" invalidValueTreatment="returnInvalid"/>
   <MiningField name="payfreq" usageType="active" invalidValueTreatment="returnInvalid"/>
   <MiningField name="gmi" usageType="active" invalidValueTreatment="returnInvalid"/>
  </MiningSchema>
  <Output>
   <OutputField name="Predicted_bad" feature="predictedValue"/>
  </Output>
  <ParameterList>
   <Parameter name="p0" label="(Intercept)"/>
   <Parameter name="p1" label="age"/>
   <Parameter name="p2" label="credit"/>
   <Parameter name="p3" label="payfreq"/>
   <Parameter name="p4" label="gmi"/>
  </ParameterList>
  <FactorList/>
  <CovariateList>
   <Predictor name="age"/>
   <Predictor name="credit"/>
   <Predictor name="payfreq"/>
   <Predictor name="gmi"/>
  </CovariateList>
  <PPMatrix>
   <PPCell value="1" predictorName="age" parameterName="p1"/>
   <PPCell value="1" predictorName="credit" parameterName="p2"/>
   <PPCell value="1" predictorName="payfreq" parameterName="p3"/>
   <PPCell value="1" predictorName="gmi" parameterName="p4"/>
  </PPMatrix>
  <ParamMatrix>
   <PCell parameterName="p0" df="1" beta="14.4782176066955"/>
   <PCell parameterName="p1" df="1" beta="-0.16633241754673"/>
   <PCell parameterName="p2" df="1" beta="-0.0125492006930571"/>
   <PCell parameterName="p3" df="1" beta="0.422786551151072"/>
   <PCell parameterName="p4" df="1" beta="-0.0005500245399861"/>
  </ParamMatrix>
 </GeneralRegressionModel>
</PMML>

附件三 - 这是我生成的Python PMML:

<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<PMML xmlns="http://www.dmg.org/PMML-4_2" xmlns:data="http://jpmml.org/jpmml-model/InlineTable" version="4.2">
    <Header>
        <Application name="JPMML-SkLearn" version="1.5.8"/>
        <Timestamp>2018-10-30T22:10:32Z</Timestamp>
    </Header>
    <MiningBuildTask>
        <Extension>PMMLPipeline(steps=[('mapper', DataFrameMapper(default=False, df_out=False,
        features=[(['age', 'credit', 'payfreq', 'gmi'], [ContinuousDomain(high_value=None, invalid_value_replacement=None,
         invalid_value_treatment='return_invalid', low_value=None,
         missing_value_replacement=None, missing_value_treatment='as_is',
         missing_values=None, outlier_treatment='as_is', with_data=True,
         with_statistics=True), Imputer(axis=0, copy=True, missing_values='NaN', strategy='mean', verbose=0)])],
        input_df=False, sparse=False)),
       ('classifier', LogisticRegression(C=1.0, class_weight=None, dual=False, fit_intercept=True,
          intercept_scaling=1, max_iter=100, multi_class='ovr', n_jobs=1,
          penalty='l2', random_state=None, solver='liblinear', tol=0.0001,
          verbose=0, warm_start=False))])</Extension>
    </MiningBuildTask>
    <DataDictionary>
        <DataField name="bad" optype="categorical" dataType="double">
            <Value value="0"/>
            <Value value="1"/>
        </DataField>
        <DataField name="age" optype="continuous" dataType="double">
            <Interval closure="closedClosed" leftMargin="20.0" rightMargin="50.0"/>
        </DataField>
        <DataField name="credit" optype="continuous" dataType="double">
            <Interval closure="closedClosed" leftMargin="501.0" rightMargin="699.0"/>
        </DataField>
        <DataField name="payfreq" optype="continuous" dataType="double">
            <Interval closure="closedClosed" leftMargin="2.0" rightMargin="4.0"/>
        </DataField>
        <DataField name="gmi" optype="continuous" dataType="double">
            <Interval closure="closedClosed" leftMargin="1012.0" rightMargin="4197.0"/>
        </DataField>
    </DataDictionary>
    <RegressionModel functionName="classification" normalizationMethod="softmax" algorithmName="glm" targetFieldName="bad">
        <MiningSchema>
            <MiningField name="bad" usageType="target"/>
            <MiningField name="age" missingValueReplacement="35.05" missingValueTreatment="asMean"/>
            <MiningField name="credit" missingValueReplacement="622.28" missingValueTreatment="asMean"/>
            <MiningField name="payfreq" missingValueReplacement="2.74" missingValueTreatment="asMean"/>
            <MiningField name="gmi" missingValueReplacement="3119.4" missingValueTreatment="asMean"/>
        </MiningSchema>
        <Output>
            <OutputField name="probability(0)" optype="categorical" dataType="double" feature="probability" value="0"/>
            <OutputField name="probability(1)" optype="categorical" dataType="double" feature="probability" value="1"/>
        </Output>
        <ModelStats>
            <UnivariateStats field="age">
                <Counts totalFreq="100.0" missingFreq="0.0" invalidFreq="0.0"/>
                <NumericInfo minimum="20.0" maximum="50.0" mean="35.05" standardDeviation="9.365228240678386" median="40.5" interQuartileRange="18.0"/>
            </UnivariateStats>
            <UnivariateStats field="credit">
                <Counts totalFreq="100.0" missingFreq="0.0" invalidFreq="0.0"/>
                <NumericInfo minimum="501.0" maximum="699.0" mean="622.28" standardDeviation="76.1444784603585" median="662.0" interQuartileRange="150.5"/>
            </UnivariateStats>
            <UnivariateStats field="payfreq">
                <Counts totalFreq="100.0" missingFreq="0.0" invalidFreq="0.0"/>
                <NumericInfo minimum="2.0" maximum="4.0" mean="2.74" standardDeviation="0.9656086163658655" median="2.0" interQuartileRange="2.0"/>
            </UnivariateStats>
            <UnivariateStats field="gmi">
                <Counts totalFreq="100.0" missingFreq="0.0" invalidFreq="0.0"/>
                <NumericInfo minimum="1012.0" maximum="4197.0" mean="3119.4" standardDeviation="1282.4386379082625" median="4028.5" interQuartileRange="2944.0"/>
            </UnivariateStats>
        </ModelStats>
        <RegressionTable targetCategory="1" intercept="0.9994024132088255">
            <NumericPredictor name="age" coefficient="-0.1252021965856186"/>
            <NumericPredictor name="credit" coefficient="-8.682780007730786E-4"/>
            <NumericPredictor name="payfreq" coefficient="1.2605378393614861"/>
            <NumericPredictor name="gmi" coefficient="1.4681704138387003E-4"/>
        </RegressionTable>
        <RegressionTable targetCategory="0" intercept="0.0"/>
    </RegressionModel>
</PMML>

2
我认为PMML预测节点使用JPMML,他们的实现可能不完整。你能否检查一下逻辑回归预测节点?它应该输出概率。 - Gábor Bakos
2
感谢您的评论,@GáborBakos,但是该节点会创建更难的问题,例如“NullPointerException”、“此节点不支持数字目标”等。 - FatihAkici
3
“PMML Predictor”节点应该是KNIME自己的实现。请考虑使用一个“JPMML分类器”节点(概率相关的分类模型),这个节点曾经在KNIME Labs中可用。 - user1808924
1个回答

2

目前有一种解决方案,即使用数学公式节点在PMML预测器的输出上应用sigmoid函数。您试过这个方法吗?


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