在机器学习这个领域，尤其是做多媒体（声音、图像、视频）相关的机器学习方法研究，会涉及很多特征、分类模型（分类任务）的选择。以声音识别为例，常见的特征有MFCC、LPCC、spectrogram-like features 等，分类模型就很多了，有传统的分类模型SVM、KNN、Random Forest，还有现在比较火的深度模型DNN、CNN、RNN等。而往往单特征、单模型很难取得理想的性能（performance）。那么，如何高效的利用不同的特征和模型？

一个重要的方法就是进行融合（fusion）。典型的fusion方法有early fusion和late fusion。顾名思义，early fusion就是在特征上（feature-level）进行融合，进行不同特征的连接（concatenate），输入到一个模型中进行训练；late fusion指的是在预测分数（score-level）上进行融合，做法就是训练多个模型，每个模型都会有一个预测评分，我们对所有模型的结果进行fusion，得到最后的预测结果。常见的late fusion方法有取分数的平均值（average）、最大值（maximum）、加权平均（weighted average），另外还有采用Logistics Regression的方法进行late fusion。总之，方法很多，可视情况采取。

Fusion是一个提高模型性能的很好的方法，在参加kaggle比赛或者平时做项目上都是一个很常用的方法，尤其是像kaggle比赛这种比赛性质的，基本每一位参赛者的结果都是进行fusion后的结果，这里，模型融合也可以叫做ensemble，理解意思就好。

#
# import libariry
#import numpy as np
import pandas as pd
# data precession
from sklearn.preprocessing import LabelEncoder
from sklearn.model_selection import KFold
# model
from xgboost import XGBRegressor
from lightgbm import LGBMRegressorfrom sklearn.svm import SVR
from sklearn.ensemble import RandomForestRegressor, ExtraTreesRegressor, AdaBoostRegressor
from sklearn.linear_model import LinearRegression
from sklearn.tree import DecisionTreeRegressor#
#
#version 29 -> LB:0.6446
#   add more feature
#
#version 28 -> LB:0.6445
#   model params 'n_estimators' -> 100
#
# version 26 -> LB:0.6443
#   model params 'n_estimators' -> 50
#def load_data():train_2016 = pd.read_csv('../input/train_2016_v2.csv')train_2017 = pd.read_csv('../input/train_2017.csv')train = pd.concat([train_2016, train_2017], ignore_index=True)properties = pd.read_csv('../input/properties_2017.csv')sample = pd.read_csv('../input/sample_submission.csv')print("Preprocessing...")for c, dtype in zip(properties.columns, properties.dtypes):if dtype == np.float64:properties[c] = properties[c].astype(np.float32)print("Set train/test data...")id_feature = ['heatingorsystemtypeid','propertylandusetypeid', 'storytypeid', 'airconditioningtypeid','architecturalstyletypeid', 'buildingclasstypeid', 'buildingqualitytypeid', 'typeconstructiontypeid']for c in properties.columns:properties[c]=properties[c].fillna(-1)if properties[c].dtype == 'object':lbl = LabelEncoder()lbl.fit(list(properties[c].values))properties[c] = lbl.transform(list(properties[c].values))if c in id_feature:lbl = LabelEncoder()lbl.fit(list(properties[c].values))properties[c] = lbl.transform(list(properties[c].values))dum_df = pd.get_dummies(properties[c])dum_df = dum_df.rename(columns=lambda x:c+str(x))properties = pd.concat([properties,dum_df],axis=1)properties = properties.drop([c], axis=1)#print np.get_dummies(properties[c])## Add Feature## error in calculation of the finished living area of homeproperties['N-LivingAreaError'] = properties['calculatedfinishedsquarefeet'] / properties['finishedsquarefeet12']## Make train and test dataframe#train = train.merge(properties, on='parcelid', how='left')sample['parcelid'] = sample['ParcelId']test = sample.merge(properties, on='parcelid', how='left')# drop out oulierstrain = train[train.logerror > -0.4]train = train[train.logerror < 0.419]train["transactiondate"] = pd.to_datetime(train["transactiondate"])train["Month"] = train["transactiondate"].dt.monthtrain["quarter"] = train["transactiondate"].dt.quartertest["Month"] = 10test['quarter'] = 4x_train = train.drop(['parcelid', 'logerror','transactiondate', 'propertyzoningdesc', 'propertycountylandusecode'], axis=1)y_train = train["logerror"].valuesx_test = test[x_train.columns]del test, train    print(x_train.shape, y_train.shape, x_test.shape)return x_train, y_train, x_testx_train, y_train, x_test = load_data()class Ensemble(object):def __init__(self, n_splits, stacker, base_models):self.n_splits = n_splitsself.stacker = stackerself.base_models = base_modelsdef fit_predict(self, X, y, T):X = np.array(X)y = np.array(y)T = np.array(T)folds = list(KFold(n_splits=self.n_splits, shuffle=True, random_state=2016).split(X, y))S_train = np.zeros((X.shape[0], len(self.base_models)))S_test = np.zeros((T.shape[0], len(self.base_models)))for i, clf in enumerate(self.base_models):S_test_i = np.zeros((T.shape[0], self.n_splits))for j, (train_idx, test_idx) in enumerate(folds):X_train = X[train_idx]y_train = y[train_idx]X_holdout = X[test_idx]y_holdout = y[test_idx]print ("Fit Model %d fold %d" % (i, j))clf.fit(X_train, y_train)y_pred = clf.predict(X_holdout)[:]                S_train[test_idx, i] = y_predS_test_i[:, j] = clf.predict(T)[:]S_test[:, i] = S_test_i.mean(axis=1)# results = cross_val_score(self.stacker, S_train, y, cv=5, scoring='r2')# print("Stacker score: %.4f (%.4f)" % (results.mean(), results.std()))# exit()self.stacker.fit(S_train, y)res = self.stacker.predict(S_test)[:]return res# rf params
rf_params = {}
rf_params['n_estimators'] = 50
rf_params['max_depth'] = 8
rf_params['min_samples_split'] = 100
rf_params['min_samples_leaf'] = 30# xgb params
xgb_params = {}
#xgb_params['n_estimators'] = 50
xgb_params['min_child_weight'] = 12
xgb_params['learning_rate'] = 0.37
xgb_params['max_depth'] = 6
xgb_params['subsample'] = 0.77
xgb_params['reg_lambda'] = 0.8
xgb_params['reg_alpha'] = 0.4
xgb_params['base_score'] = 0
#xgb_params['seed'] = 400
xgb_params['silent'] = 1# lgb params
lgb_params = {}
#lgb_params['n_estimators'] = 50
lgb_params['max_bin'] = 8
lgb_params['learning_rate'] = 0.37 # shrinkage_rate
lgb_params['metric'] = 'l1'          # or 'mae'
lgb_params['sub_feature'] = 0.35    
lgb_params['bagging_fraction'] = 0.85 # sub_row
lgb_params['bagging_freq'] = 40
lgb_params['num_leaves'] = 512        # num_leaf
lgb_params['min_data'] = 500         # min_data_in_leaf
lgb_params['min_hessian'] = 0.05     # min_sum_hessian_in_leaf
lgb_params['verbose'] = 0
lgb_params['feature_fraction_seed'] = 2
lgb_params['bagging_seed'] = 3# XGB model
xgb_model = XGBRegressor(**xgb_params)# lgb model
lgb_model = LGBMRegressor(**lgb_params)# RF model
rf_model = RandomForestRegressor(**rf_params)# ET model
et_model = ExtraTreesRegressor()# SVR model
# SVM is too slow in more then 10000 set
#svr_model = SVR(kernel='rbf', C=1.0, epsilon=0.05)# DecsionTree model
dt_model = DecisionTreeRegressor()# AdaBoost model
ada_model = AdaBoostRegressor()stack = Ensemble(n_splits=5,stacker=LinearRegression(),base_models=(rf_model, xgb_model, lgb_model, et_model, ada_model))y_test = stack.fit_predict(x_train, y_train, x_test)from datetime import datetime
print("submit...")
pre = y_test
sub = pd.read_csv('../input/sample_submission.csv')
for c in sub.columns[sub.columns != 'ParcelId']:sub[c] = pre
submit_file = '{}.csv'.format(datetime.now().strftime('%Y%m%d_%H_%M'))
sub.to_csv(submit_file, index=False,  float_format='%.4f')