Gradient Boosting, Classification Example

import matplotlib.pyplot as plt
import numpy as np
from sklearn.model_selection import  train_test_split 
from sklearn.datasets import load_breast_cancer
import scikitplot as skplt
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.model_selection import cross_validate

# Load the data
cancer = load_breast_cancer()

X_train, X_test, y_train, y_test = train_test_split(cancer.data,cancer.target,random_state=0)
print(X_train.shape)
print(X_test.shape)
#now scale the data
from sklearn.preprocessing import StandardScaler
scaler = StandardScaler()
scaler.fit(X_train)
X_train_scaled = scaler.transform(X_train)
X_test_scaled = scaler.transform(X_test)

gd_clf = GradientBoostingClassifier(max_depth=3, n_estimators=100, learning_rate=1.0)  
gd_clf.fit(X_train_scaled, y_train)
#Cross validation
accuracy = cross_validate(gd_clf,X_test_scaled,y_test,cv=10)['test_score']
print(accuracy)
print("Test set accuracy with Gradient boosting and scaled data: {:.2f}".format(gd_clf.score(X_test_scaled,y_test)))

import scikitplot as skplt
y_pred = gd_clf.predict(X_test_scaled)
skplt.metrics.plot_confusion_matrix(y_test, y_pred, normalize=True)
save_fig("gdclassiffierconfusion")
plt.show()
y_probas = gd_clf.predict_proba(X_test_scaled)
skplt.metrics.plot_roc(y_test, y_probas)
save_fig("gdclassiffierroc")
plt.show()
skplt.metrics.plot_cumulative_gain(y_test, y_probas)
save_fig("gdclassiffiercgain")
plt.show()