问题描述
我的目标是在 python 中使用 Scikit-Optimize 库来最小化函数值，以便找到 xgboost 模型的优化参数。该过程涉及使用不同的随机参数运行模型 5,000 次。
但是，循环似乎在某个时候停止并给了我一个 RuntimeError: can't start new thread。我正在使用 ubuntu 20.04 并运行 python 3.8.5，Scikit-Optimize 版本是 0.8.1。我在 Windows 10 中运行了相同的代码，似乎我没有遇到这个 RuntimeError，但是，代码运行速度要慢得多。
我想我可能需要一个线程池来解决这个问题，但是在通过网络搜索之后，我没有找到实现线程池的解决方案。
以下是代码的简化版本：
#This function will be passed to Scikit-Optimize to find the optimized parameters (Params)
def find_best_xgboost_para(params):`
#Defines the parameters that I want to optimize
learning_rate,gamma,max_depth,min_child_weight,reg_alpha,reg_lambda,subsample,max_bin,num_parallel_tree,colsamp_lev,colsamp_tree,StopSteps\
=float(params[0]),float(params[1]),int(params[2]),int(params[3]),\
int(params[4]),int(params[5]),float(params[6]),int(params[7]),int(params[8]),float(params[9]),float(params[10]),int(params[11])
xgbc=XGBClassifier(base_score=0.5,booster='gbtree',colsample_bylevel=colsamp_lev,colsample_bytree=colsamp_tree,gamma=gamma,learning_rate=learning_rate,max_delta_step=0,max_depth=max_depth,min_child_weight=min_child_weight,missing=None,n_estimators=nTrees,objective='binary:logistic',random_state=101,reg_alpha=reg_alpha,reg_lambda=reg_lambda,scale_pos_weight=1,seed=101,subsample=subsample,importance_type='gain',gpu_id=GPUID,max_bin=max_bin,tree_method='gpu_hist',num_parallel_tree=num_parallel_tree,predictor='gpu_predictor',verbosity=0,\
refresh_leaf=0,grow_policy='depthwise',process_type=TreeUpdateStatus,single_precision_histogram=SinglePrecision)
tscv = TimeSeriessplit(CV_nSplit)
error_data=xgboost.cv(xgbc.get_xgb_params(),CVTrain,num_boost_round=CVBoostRound,nfold=None,stratified=False,folds=tscv,metrics=(),\
obj=None,feval=f1_eval,maximize=False,early_stopping_rounds=StopSteps,fpreproc=None,as_pandas=True,\
verbose_eval=True,show_stdv=True,shuffle=shuffle_trig)
eval_set = [(X_train,y_train),(X_test,y_test)]
xgbc.fit(X_train,y_train,eval_metric=f1_eval,eval_set=eval_set,verbose=True)
xgbc_predictions=xgbc.predict(X_test)
error=(1-metrics.f1_score(y_test,xgbc_predictions,average='macro'))
del xgbc
return error
#Define the range of values that Scikit-Optimize can choose from to find the optimized parameters
lr_low,lr_high=float(XgParamDict['lr_low']),float(XgParamDict['lr_high'])
gama_low,gama_high=float(XgParamDict['gama_low']),float(XgParamDict['gama_high'])
depth_low,depth_high=int(XgParamDict['depth_low']),int(XgParamDict['depth_high'])
child_weight_low,child_weight_high=int(XgParamDict['child_weight_low']),int(XgParamDict['child_weight_high'])
alpha_low,alpha_high=int(XgParamDict['alpha_low']),int(XgParamDict['alpha_high'])
lambda_low,lambda_high=int(XgParamDict['lambda_low']),int(XgParamDict['lambda_high'])
subsamp_low,subsamp_high=float(XgParamDict['subsamp_low']),float(XgParamDict['subsamp_high'])
max_bin_low,max_bin_high=int(XgParamDict['max_bin_low']),int(XgParamDict['max_bin_high'])
num_parallel_tree_low,num_parallel_tree_high=int(XgParamDict['num_parallel_tree_low']),int(XgParamDict['num_parallel_tree_high'])
colsamp_lev_low,colsamp_lev_high=float(XgParamDict['colsamp_lev_low']),float(XgParamDict['colsamp_lev_high'])
colsamp_tree_low,colsamp_tree_high=float(XgParamDict['colsamp_tree_low']),float(XgParamDict['colsamp_tree_high'])
StopSteps_low,StopSteps_high=float(XgParamDict['StopSteps_low']),float(XgParamDict['StopSteps_high'])
#Pass the target function (find_best_xgboost_para) as well as parameter ranges to Scikit-Optimize,'res' will be an array of values that will need to be pass to another function
res=gbrt_minimize(find_best_xgboost_para,[(lr_low,lr_high),(gama_low,gama_high),(depth_low,depth_high),(child_weight_low,child_weight_high),\
(alpha_low,alpha_high),(lambda_low,lambda_high),(subsamp_low,subsamp_high),(max_bin_low,max_bin_high),\
(num_parallel_tree_low,num_parallel_tree_high),(colsamp_lev_low,colsamp_lev_high),(colsamp_tree_low,colsamp_tree_high),\
(StopSteps_low,StopSteps_high)],n_calls=5000,n_random_starts=1500,verbose=True,n_jobs=-1)
以下是错误信息：
Traceback (most recent call last):
File "/home/FactorOpt.py",line 91,in <module>Opt(**FactorOptDict)
File "/home/anaconda3/lib/python3.8/site-packages/skopt/optimizer/gbrt.py",line 179,in gbrt_minimize return base_minimize(func,dimensions,base_estimator,File "/home/anaconda3/lib/python3.8/site-packages/skopt/optimizer/base.py",line 301,in base_minimize
next_y = func(next_x)
File "/home/anaconda3/lib/python3.8/modelling/FactorOpt.py",line 456,in xgboost_opt
res=gbrt_minimize(find_best_xgboost_para,\
File "/home/anaconda3/lib/python3.8/site-packages/skopt/optimizer/gbrt.py",in gbrt_minimize
return base_minimize(func,line 302,in base_minimize
result = optimizer.tell(next_x,next_y)
File "/home/anaconda3/lib/python3.8/site-packages/skopt/optimizer/optimizer.py",line 493,in tell
return self._tell(x,y,fit=fit)
File "/home/anaconda3/lib/python3.8/site-packages/skopt/optimizer/optimizer.py",line 536,in _tell
est.fit(self.space.transform(self.Xi),self.yi)
File "/home/anaconda3/lib/python3.8/site-packages/skopt/learning/gbrt.py",line 85,in fit
self.regressors_ = Parallel(n_jobs=self.n_jobs,backend='threading')(
File "/home/anaconda3/lib/python3.8/site-packages/joblib/parallel.py",line 1048,in __call__
if self.dispatch_one_batch(iterator):
File "/home/anaconda3/lib/python3.8/site-packages/joblib/parallel.py",line 866,in dispatch_one_batch
self._dispatch(tasks)
File "/home/anaconda3/lib/python3.8/site-packages/joblib/parallel.py",line 784,in _dispatch
job = self._backend.apply_async(batch,callback=cb)
File "/home/anaconda3/lib/python3.8/site-packages/joblib/_parallel_backends.py",line 252,in apply_async
return self._get_pool().apply_async(
File "/home/anaconda3/lib/python3.8/site-packages/joblib/_parallel_backends.py",line 407,in _get_pool
self._pool = ThreadPool(self._n_jobs)
File "/home/anaconda3/lib/python3.8/multiprocessing/pool.py",line 925,in __init__
Pool.__init__(self,processes,initializer,initargs)
File "/home/anaconda3/lib/python3.8/multiprocessing/pool.py",line 232,in __init__
self._worker_handler.start()
File "/home/anaconda3/lib/python3.8/threading.py",line 852,in start
_start_new_thread(self._bootstrap,())
RuntimeError: can't start new thread
解决方法
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