打印模型特征重要性

以lightgbm模型为例

1.  获得特征重要性信息

def get_feature_importance_pair(gbm_model):
    feature_name_list = gbm_model.feature_name()
    importance_list = list(gbm_model.feature_importance())
    feature_importance_pair = [(fe, round(im, 2)) for fe, im in zip(feature_name_list, importance_list)]
    # 重要性从高到低排序
    feature_importance_pair = sorted(feature_importance_pair, key=lambda x: x[1], reverse=True)
    for pair in feature_importance_pair:
        print('Feature:\t{}\t{}'.format(*pair))
    return feature_importance_pair

2.  保存特征重要性信息

def save_feature_importance_pair(feature_list_name, gbm_model):
    # df = pd.DataFrame({"feas": feas, "imps": feature_importances})
    df = pd.DataFrame()
    df['feature'] = feature_list_name
    df['importance'] = list(gbm.feature_importance())
    df = df.sort_values(by='importance', ascending=False)

    df.to_csv("./feature_importance.csv", index=None, header=None, encoding='gbk')