随机森林模型进行递归特征消除的python实现

核心代码：

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from sklearn.metrics import precision_score
from sklearn.metrics import recall_score
from sklearn.metrics import f1_score
from sklearn.ensemble import RandomForestClassifier
from sklearn.feature_selection import RFECV

# 省略了训练集，测试集的划分 x_train,y_train,x_test,y_test


'RandomForestClassifier 没有属性 coef，将RandomForestClassifier改进以适用于RFECV所做的工作'
class RandomForestClassifierWithCoef(RandomForestClassifier):
    def fit(self, *args, **kwargs):
        super(RandomForestClassifierWithCoef, self).fit(*args, **kwargs)
        self.coef_= self.feature_importances_

rf = RandomForestClassifierWithCoef(n_estimators=500, min_samples_leaf=5, n_jobs=-1)
rfecv = RFECV(estimator=rf, step=1, scoring='accuracy',cv=2)
selector = rfecv.fit(x_train, y_train)
print('RFECV 选择出的特征个数 ：' , rfecv.n_features_)  #