本文通过探索性数据分析、模型拟合，对比了Gini Importance、Permutation Importance和Boruta算法在特征选择中的效果。结果显示，Permutation Importance和Boruta在特征重要性评估上表现良好，且对模型的R2分数有显著影响。在特征减少后，模型的准确性仍保持在较高水平。
这里写自定义目录标题
将机器学习笔记 十六：基于Boruta算法的随机森林（RF）特征重要性评估与本篇结合，对比分析。
1. 探索性数据分析
输入参数： id、date、bedrooms、bathrooms、sqft_living、sqft_lot、floors、waterfront、view、condition、grade、sqft_above、sqft_basement、yr_built、yr_renovated、zipcode、lat、long、sqft_living15、sqft_lot15、
输出参数： price
import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
from sklearn.ensemble import RandomForestClassifier
from sklearn.ensemble import RandomForestRegressor
from sklearn.svm import SVC
from sklearn.linear_model import SGDClassifier
from sklearn.metrics import confusion_matrix, classification_report
from sklearn.preprocessing import StandardScaler, LabelEncoder
from sklearn.model_selection import train_test_split, GridSearchCV, cross_val_score
from sklearn.model_selection import RandomizedSearchCV
from sklearn.metrics import accuracy_score
from collections import defaultdict
from sklearn.metrics import r2_score
import sys
sys.path.insert(0, 'boruta_py-master/boruta')
from boruta import BorutaPy
sys.path.insert(0, 'random-forest-importances-master/src')
from rfpimp import *
%matplotlib inline
house = pd.read_csv("C:/Users/Administrator/Desktop/kc_house_data.csv")
# 查看数据是否有空
print(house.isnull().any())
# 检查类型
print(house.dtypes)
# 删除id和date两列数据，因为他们不会使用
house = house.drop(['id', 'date'],axis=1)
用散点图展示数据之间的相关性：
with sns.plotting_context("notebook",font_scale=2.5):
g = sns.pairplot(house[['sqft_lot','sqft_above','price','sqft_living','bedrooms']],
hue='bedrooms', palette='tab20',size=6)
g.set(xticklabels=[]);
绘制参数热图（相关性分析）：
corr = house.corr()
mask = np.zeros_like(corr, dtype=np.bool)
mask[np.triu_indices_from(mask)] = True
f, ax = plt.subplots(figsize=(10, 8))
cmap = sns.diverging_palette(220, 10, as_cmap=True)
sns.heatmap(corr, mask=mask, cmap=cmap, center=0,
square=True, linewidths=0.5)
1.1 数据集分割（训练集、测试集）
df_train, df_test = train_test_split(house, test_size=0.20,random_state=42)
df_train = df_train[list(house.columns)]
df_test = df_test[list(house.columns)]
X_train, y_train = df_train.drop('price',axis=1), df_train['price']
X_test, y_test = df_test.drop('price',axis=1), df_test['price']
X_train.shape,y_train.shape,X_test.shape,y_test.shape
((17290, 18), (17290,), (4323, 18), (4323,))
1.2 模型拟合
def predictions (rf,X_test,y_test):
# Make predictions on test data
predictions = rf.predict(X_test)
# Performance metrics
errors = abs(predictions - y_test)
print('Metrics for Random Forest Regressor')
print('Average absolute error:', round(np.mean(errors), 2), 'degrees.')
# Calculate mean absolute percentage error (MAPE)
mape = np.mean(100 * (errors / y_test))
# Compare to baseline
baseline_mape=np.mean(y_test)
improvement_baseline = 100 * abs(mape - baseline_mape) / baseline_mape
print('Improvement over baseline:', round(improvement_baseline, 2), '%.')
# Calculate and display accuracy
accuracy = 100 - mape
print('Accuracy:', round(accuracy, 2), '%.')
print('R2 score:',r2_score(predictions,y_test))
rf_reg = RandomForestRegressor(n_estimators=200,
min_samples_leaf=2,
n_jobs=-1,
oob_score=True,
random_state=42)
rf_reg.fit(X_train, y_train)
predictions(rf_reg,X_test,y_test)
Metrics for Random Forest Regressor
Average absolute error: 72704.15 degrees.
Improvement over baseline: 100.0 %.
Accuracy: 86.88 %.
R2 score: 0.8381720745711922
2. 特征重要性比较
2.1 Gini Importance
features = np.array(X_train.columns)
imps_gini=rf_reg.feature_importances_
std_gini = np.std([tree.feature_importances_ for tree in rf_reg.estimators_],
axis=0)
indices_gini = np.argsort(imps_gini)
plt.title('Feature Importances')
plt.barh(range(len(indices_gini)), imps_gini[indices_gini], yerr=std_gini[indices_gini],color='black', align='center')
plt.yticks(range(len(indices_gini)), features[indices_gini])
plt.xlabel('Gini Importance')
plt.show()
2.2 Permutation Importance
def permutation_importances(rf, X_train, y_train, metric):
baseline = metric(rf, X_train, y_train)
imp = []
std = []
for col in X_train.columns:
tmp=[]
for i in range(10):
save = X_train[col].copy()
X_train[col] = np.random.permutation(X_train[col]) # permutation():按照给定列表生成一个打乱后的随机列表
m = metric(rf, X_train, y_train)
X_train[col] = save
tmp.append(m)
imp.append(baseline - np.mean(tmp))
std.append(np.std(tmp))
return np.array(imp),np.array(std)
np.random.seed(10)
imps_perm, std_perm = permutation_importances(rf_reg, X_train, y_train,oob_regression_r2_score)
features = np.array(X_train.columns)
indices_perm = np.argsort(imps_perm)
plt.title('Feature Importances')
plt.barh(range(len(indices_perm)), imps_perm[indices_perm], yerr=std_perm[indices_perm],color='black', align='center')
plt.yticks(range(len(indices_perm)), features[indices_perm])
plt.xlabel('Permutation Importance')
plt.show()
可以看出lat的重要性升高
2.3 Boruta
forest_reg = RandomForestRegressor(min_samples_leaf=2,
n_jobs=-1,
oob_score=True,
random_state=42)
feat_selector_reg = BorutaPy(forest_reg, verbose=2,max_iter=50)
np.random.seed(10)
import time
start = time.time()
feat_selector_reg.fit(X_train.values, y_train.values)
end = time.time()
print(end - start)
Iteration: 1 / 50
Confirmed: 0
Tentative: 18
Rejected: 0
Iteration: 2 / 50
Confirmed: 0
Tentative: 18
Rejected: 0
Iteration: 3 / 50
Confirmed: 0
Tentative: 18
Rejected: 0
Iteration: 4 / 50
Confirmed: 0
Tentative: 18
Rejected: 0
Iteration: 5 / 50
Confirmed: 0
Tentative: 18
Rejected: 0
Iteration: 6 / 50
Confirmed: 0
Tentative: 18
Rejected: 0
Iteration: 7 / 50
Confirmed: 0
Tentative: 18
Rejected: 0
Iteration: 8 / 50
Confirmed: 13
Tentative: 0
Rejected: 5
BorutaPy finished running.
Iteration: 9 / 50
Confirmed: 13
Tentative: 0
Rejected: 5
837.3257942199707
print('Confirmed: \n',list(np.array(X_train.columns)[feat_selector_reg.ranking_==1]))
print('\nTentatives: \n',list(np.array(X_train.columns)[feat_selector_reg.ranking_==2]))
print('\nRejected: \n',list(np.array(X_train.columns)[feat_selector_reg.ranking_>=3]))
Confirmed:
[‘bathrooms’, ‘sqft_living’, ‘sqft_lot’, ‘waterfront’, ‘view’, ‘grade’, ‘sqft_above’, ‘yr_built’, ‘zipcode’, ‘lat’, ‘long’, ‘sqft_living15’, ‘sqft_lot15’]
Tentatives:
[‘sqft_basement’]
Rejected:
[‘bedrooms’, ‘floors’, ‘condition’, ‘yr_renovated’]
3. 特征比较
3.1 Gini Importance
X_train_gini_reg=X_train[['grade','sqft_living','lat','long']]
X_test_gini_reg=X_test[['grade','sqft_living','lat','long']]
rf_gini_reg = RandomForestRegressor(n_estimators=200,
min_samples_leaf=2,
n_jobs=-1,
oob_score=True,
random_state=42)
rf_gini_reg.fit(X_train_gini_reg, y_train)
3.2 Permutation Importance
X_train_perm_reg=X_train.drop(['bedrooms','yr_renovated','floors','sqft_basement','condition','bathrooms'],axis=1)
X_test_perm_reg=X_test.drop(['bedrooms','yr_renovated','floors','sqft_basement','condition','bathrooms'],axis=1)
rf_perm_reg = RandomForestRegressor(n_estimators=200,
min_samples_leaf=2,
n_jobs=-1,
oob_score=True,
random_state=42)
rf_perm_reg.fit(X_train_perm_reg, y_train)
3.3 Boruta
X_train_boruta_reg=X_train.drop(['bedrooms','floors','condition','yr_renovated'],axis=1)
X_test_boruta_reg=X_test.drop(['bedrooms','floors','condition','yr_renovated'],axis=1)
rf_boruta_reg = RandomForestRegressor(n_estimators=200,
min_samples_leaf=2,
n_jobs=-1,
oob_score=True,
random_state=42)
rf_boruta_reg.fit(X_train_boruta_reg, y_train)
4. 模型比较
print('******************* Original Model ***********************')
print('\n')
predictions(rf_reg,X_test,y_test)
print ('\n')
print('**** Feature selection based on Gini Importance ****')
print('\n')
predictions(rf_gini_reg,X_test_gini_reg,y_test)
print ('\n')
print('**** Feature selection based on Permutation Importance *****')
print('\n')
predictions(rf_perm_reg,X_test_perm_reg,y_test)
print ('\n')
print('*********** Feature selection based on Boruta **************')
print('\n')
predictions(rf_boruta_reg,X_test_boruta_reg,y_test)
******************* Original Model ***********************
Metrics for Random Forest Regressor
Average absolute error: 72704.15 degrees.
Improvement over baseline: 100.0 %.
Accuracy: 86.88 %.
R2 score: 0.8381720745711922
**** Feature selection based on Gini Importance ****
Metrics for Random Forest Regressor
Average absolute error: 81288.41 degrees.
Improvement over baseline: 100.0 %.
Accuracy: 85.56 %.
R2 score: 0.8052584664901095
**** Feature selection based on Permutation Importance *****
Metrics for Random Forest Regressor
Average absolute error: 72741.67 degrees.
Improvement over baseline: 100.0 %.
Accuracy: 86.77 %.
R2 score: 0.8477802122659206
*********** Feature selection based on Boruta **************
Metrics for Random Forest Regressor
Average absolute error: 73254.05 degrees.
Improvement over baseline: 100.0 %.
Accuracy: 86.75 %.
R2 score: 0.8388239891237698
Permutation Importance对于R2的计算是比较好的模型，Permutation Importance和Boruta都是比较好的方法。
扫一扫
14万+
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
