Task3

常见的特征工程包括：

1. 异常处理
2. 特征归一化/标准化
3. 数据分桶
4. 缺失值处理
5. 特征构造
6. 特征筛选
7. 降维

1. 删除异常值

def outliers_proc(data, col_name, scale=3):
    def box_plot_outliers(data_ser, box_scale):
        iqr = box_scale * (data_ser.quantile(0.75) - data_ser.quantile(0.25))
        val_low = data_ser.quantile(0.25) - iqr
        val_up = data_ser.quantile(0.75) + iqr
        rule_low = (data_ser < val_low)
        rule_up = (data_ser > val_up)
        return (rule_low, rule_up), (val_low, val_up)

    data_n = data.copy()
    data_series = data_n[col_name]
    rule, value = box_plot_outliers(data_series, box_scale=scale)
    index = np.arange(data_series.shape[0])[rule[0] | rule[1]]
    print("Delete number is: {}".format(len(index)))
    data_n = data_n.drop(index)
    data_n.reset_index(drop=True, inplace=True)
    print("Now column number is: {}".format(data_n.shape[0]))
    index_low = np.arange(data_series.shape[0])[rule[0]]
    outliers = data_series.iloc[index_low]
    print("Description of data less than the lower bound is:")
    print(pd.Series(outliers).describe())
    index_up = np.arange(data_series.shape[0])[rule[1]]
    outliers = data_series.iloc[index_up]
    print("Description of data larger than the upper bound is:")
    print(pd.Series(outliers).describe())
    
    fig, ax = plt.subplots(1, 2, figsize=(10, 7))
    sns.boxplot(y=data[col_name], data=data, palette="Set1", ax=ax[0])
    sns.boxplot(y=data_n[col_name], data=data_n, palette="Set1", ax=ax[1])
    return data_n


train = outliers_proc(train, 'power', scale=3)

2. 特征构造

data = pd.concat([train, test], ignore_index=True, sort=False)
data['used_time'] = (pd.to_datetime(data['creatDate'], format='%Y%m%d', errors='coerce') - 
                            pd.to_datetime(data['regDate'], format='%Y%m%d', errors='coerce')).dt.days
data['used_time'].isnull().sum()
data['city'] = data['regionCode'].apply(lambda x : str(x)[:-3])
                            

3. 特征筛选

3.1 过滤式

print(data['power'].corr(data['price'], method='spearman'))
print(data['kilometer'].corr(data['price'], method='spearman'))
print(data['brand_amount'].corr(data['price'], method='spearman'))
print(data['brand_price_average'].corr(data['price'], method='spearman'))
print(data['brand_price_max'].corr(data['price'], method='spearman'))
print(data['brand_price_median'].corr(data['price'], method='spearman'))

3.2 包裹式

from mlxtend.feature_selection import SequentialFeatureSelector as SFS
from sklearn.linear_model import LinearRegression
sfs = SFS(LinearRegression(),
           k_features=10,
           forward=True,
           floating=False,
           scoring = 'r2',
           cv = 0)
x = data.drop(['price'], axis=1)
x = x.fillna(0)
y = data['price']
sfs.fit(x, y)
sfs.k_feature_names_

3.3 嵌入式

[参考datawhale]
未完，待续