特征 重要度展示

RF评价特征重要度，画出特征排行

import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import train_test_split,GridSearchCV
from sklearn.metrics import classification_report

def read_data():
    # load pickle
    #df = pd.read_pickle("./output/killed_collision_normal2class.pkl")
    df = pd.read_pickle("./output/killed_collision_normal2class.pkl")
    X_train, X_test, y_train, y_test=train_test_split(df.drop(columns=["KILLED"]), df["KILLED"],
                     test_size=0.3, random_state=0)
    return df, X_train, X_test, y_train, y_test

#---------读取数据集
pd_data,X_train, X_test, y_train, y_test = read_data()

def feature_importance(features_num=20):
    if(features_num > X_train.shape[1]):
        print("the features num is too big for the  trainData")
        return

    forest = RandomForestClassifier(n_estimators=500,random_state=0,n_jobs=-1,max_features=20)
    forest.fit(X_train,y_train)
    y_true, y_pred = y_test, forest.predict(X_test)
    print(classification_report(y_true, y_pred))
    importance = forest.feature_importances_
    indices = np.argsort(importance)[::-1]
    print("----the importance of features and its importance_score------")
    j=1
    features_names=[]
    im_list= []
    for i in indices[0:features_num]:
        f_name = X_train.columns.values[i]
        print(j,f_name,importance[i])
        features_names.append(X_train.columns.values[i])
        im_list.append(importance[i])
        j+=1

    draw_importance(features_names,im_list)

def draw_importance(features,importances):
    indices = np.argsort(importances)
    print(indices)
    print(features)
    plt.title('Feature Importances')
    plt.barh(range(len(indices)), np.array(importances)[indices], color='b', align='center')
    plt.yticks(range(len(indices)), np.array(features)[indices])
    plt.xlabel('Relative Importance')
    plt.show()

if __name__=="__main__":
    feature_importance()