特征选择：Boston house prices 数据集分析(R 语言)

最新推荐文章于 2024-01-20 20:29:54 发布

starflyyy

最新推荐文章于 2024-01-20 20:29:54 发布

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分类专栏： R语言

本文链接：https://blog.csdn.net/starflyyy/article/details/97717902

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本文介绍了如何使用R语言进行特征选择。通过建立多元线性模型，选择显著性水平为0.001的特征，如average_room_number和lower_class_ratio。通过绘制图像探讨特征间潜在的关联，例如指数和多项式关系，并构建相关系数矩阵，发现average_room_number与lower_class_ratio高度相关。最终模型的R平方达到0.81，在测试集上预测的rsq值为0.834。

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How the choose the features?

怎样选择特征?

construct a multivariate linear model using all the provided features and choose those with 0.001 significance level(or 0.01, 0.05 significance level)
使用所有的特征建立多元线性回归模型并且选择那些具有高显著性的特征
plotting the dependent variable vs each of the chosen features and explore the potential correlation (like logarithm, polynomial)
绘制待预测变量与每一个选择的特征的图像并且探索图像中潜在的关系（如指数关系、n次多项式关系）
construct the covariance matrix and make an interaction of those with high correlation
构建相关系数矩阵并且将相关性高的特征乘起来

General Implementation with R

R 语言实现

# import some necessary packages
library(haven) # used to load our data
library(texreg) # used to display fit info
library(dplyr) # used to manipulate data
library(tidyr) # used for the drop_na function
library(ggplot2) # in case we want to make ggplots
library(caTools)
library(MASS)
library(corrgram)

# import Boston dataset
boston_df <- Boston

# change the name of the columns
names(boston_df) <- c("crime", "zoned_bigger_25000", "non_retail_proportion","chas_river", "nitrogen_density", "average_room_number", "built_before_1940_ratio", "distance_to_centre", "ac