python特征选择

回归问题特征选择

波士顿房价数据 

from sklearn.datasets import load_boston  
from sklearn.ensemble import RandomForestRegressor  
#Load boston housing dataset as an example  
boston = load_boston()  
X = boston["data"]  
Y = boston["target"]  
names = boston["feature_names"]  
rf = RandomForestRegressor()  
rf.fit(X, Y)  
print ("Features sorted by their score:")  
print (sorted(zip(map(lambda x: round(x, 4), rf.feature_importances_), names),reverse=True))  

实际操作数据 

from sklearn.ensemble import RandomForestRegressor  
import pandas as pd    
data= pd.read_excel("C:/Users/yangge/Desktop/td.xlsx") 
X = data.drop(['isbad'], 1)
Y = data["isbad"]  
names = [x for x in data.columns if x not in ['isbad']]  
rf = RandomForestRegressor()  
rf.fit(X, Y)  
print ("Features sorted by their score:")  
print (sorted(zip(map(lambda x: round(x, 4), rf.feature_importances_), names),reverse=True))  

 

分类问题特征选择

xgboost 

# -*- coding: utf-8 -*-
"""
Created on Wed May 30 14:17:28 2018

@author: Administrator
"""

# -*- coding: utf-8 -*-
"""
Created on Wed May 30 11:50:15 2018

@author: Administrator
"""  
import pandas as pd  
import xgboost as xgb  
import operator  
import matplotlib.pyplot as plt  
  
def ceate_feature_map(features):  
    outfile = open('xgb.fmap', 'w')  
    i = 0  
    for feat in features:  
        outfile.write('{0}\t{1}\tq\n'.format(i, feat))  
        i = i + 1  
    outfile.close()  
  
  
if __name__ == '__main__':  
    train = pd.read_excel("C:/Users/yangge/Desktop/td.xlsx")  
    params = {  
        'min_child_weight': 100,  
        'eta': 0.02,  
        'colsample_bytree': 0.7,  
        'max_depth': 12,  
        'subsample': 0.7,  
        'alpha': 1,  
        'gamma': 1,  
        'silent': 1,  
        'verbose_eval': True,  
        'seed': 12  
    }  
    rounds = 10  
    y = train['isbad']  
    X = train.drop(['isbad'], 1)  
  
    xgtrain = xgb.DMatrix(X, label=y)  
    bst = xgb.train(params, xgtrain, num_boost_round=rounds)  
  
    features = [x for x in train.columns if x not in ['isbad']]  
    ceate_feature_map(features)  
  
    importance = bst.get_fscore(fmap='xgb.fmap')  
    importance = sorted(importance.items(), key=operator.itemgetter(1))  #lambda x:x[1]
  
    df = pd.DataFrame(importance, columns=['feature', 'fscore'])  
    df['fscore'] = df['fscore'] / df['fscore'].sum()  
    df.to_excel("C:/Users/yangge/Desktop/feat_importance3.xlsx", index=False)  
  
    plt.figure()  
    df.plot(kind='barh', x='feature', y='fscore', legend=False, figsize=(6, 10))  
    plt.title('XGBoost Feature Importance')  
    plt.xlabel('relative importance')  
    plt.show()  

随机森林

from sklearn.ensemble import RandomForestClassifier  
import pandas as pd      
data= pd.read_excel("C:/Users/yangge/Desktop/td.xlsx") 
X = data.drop(['isbad'], 1)
Y = data["isbad"]  
names = [x for x in data.columns if x not in ['isbad']]  
rf = RandomForestClassifier()  
rf.fit(X, Y)  
print ("Features sorted by their score:")  
print (sorted(zip(map(lambda x: round(x, 4), rf.feature_importances_), names),reverse=True))  

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