特征重要性评估

1.数据,也叫特征宽表或者row表

user_interested,user_id,event_id,user_locale,user_gender,user_age,user_time_zone,user_member_days,user_friend_count,user_invite_ahead_days,user_had_event_count,user_invited_event_count,user_attended_event_count,user_not_attended_event_count,user_maybe_attended_event_count,user_invited,user_invited_friends_count,user_attended_friends_count,user_not_attended_friends_count,user_maybe_attended_friends_count,user_invited_friends_percentage,user_attended_friends_percentage,user_not_attended_friends_percentage,user_maybe_attended_friends_percentage,event_start_ahead_days,event_start_month,event_start_dayofweek,event_start_hour,event_invited_user_count,event_attended_user_count,event_not_attended_user_count,event_maybe_attended_user_count,event_city_level,event_country_level,event_latitude,event_longitude,event_creator_is_friend,location_similar
1,495379217,3611379821,0,1,0.11702127659574468,0,0.18106995884773663,0.22788422339991846,0.03608247422680412,0.027777777777777776,0.5,0.5,0.5,0.5,0,0.0,0.0,0.0,0.014705882352941176,0.0,0.0,0.0,0.08936550491510277,0.2006403415154749,11,4,0,0.0034061310358645563,0.0018001800180018,0.0,0.007603041216486595,1,1,0.5,0.5,0,1
0,495379217,2806565970,0,1,0.11702127659574468,0,0.18106995884773663,0.22788422339991846,0.03221649484536082,0.027777777777777776,0.5,0.5,0.5,0.5,0,0.0,0.005952380952380952,0.0,0.0,0.0,0.08936550491510277,0.0,0.0,0.19743863393810032,10,1,3,0.7022640753356041,0.038003800380038005,0.0944055944055944,0.08243297318927571,1,1,0.5,0.5,0,1
0,495379217,2027514460,0,1,0.11702127659574468,0,0.18106995884773663,0.22788422339991846,0.03479381443298969,0.027777777777777776,0.5,0.5,0.5,0.5,0,2.8843380444188056E-4,0.0,0.0,0.0,0.08936550491510277,0.0,0.0,0.0,0.19957310565635006,10,3,0,0.01272290122219996,9.000900090009E-4,0.0034965034965034965,0.0020008003201280513,1,1,0.5,0.5,0,1
0,495379217,1241270051,0,1,0.11702127659574468,0,0.18106995884773663,0.22788422339991846,0.037371134020618556,0.027777777777777776,0.5,0.5,0.5,0.5,0,0.0,0.005952380952380952,0.0,0.0,0.0,0.08936550491510277,0.0,0.0,0.2017075773745998,11,5,2,0.07453416149068323,0.0708070807080708,0.027972027972027972,0.07523009203681473,0,0,0.398863954992357,0.7957190957190957,0,1
0,495379217,1812340404,0,1,0.11702127659574468,0,0.18106995884773663,0.22788422339991846,0.03221649484536082,0.027777777777777776,0.5,0.5,0.5,0.5,0,2.8843380444188056E-4,0.0,0.0,0.0,0.08936550491510277,0.0,0.0,0.0,0.19743863393810032,10,1,8,0.010518934081346423,0.0019001900190019003,6.993006993006993E-4,0.008403361344537815,0,0,0.39846597744190887,0.7957611832611833,0,1
0,495379217,4201499448,0,1,0.11702127659574468,0,0.18106995884773663,0.22788422339991846,0.03221649484536082,0.027777777777777776,0.5,0.5,0.5,0.5,0,2.8843380444188056E-4,0.0,0.0,0.0,0.08936550491510277,0.0,0.0,0.0,0.19743863393810032,10,1,2,0.1303346022841114,0.0056005600560056,0.04195804195804196,0.028811524609843937,1,1,0.5,0.5,0,1
0,3194014105,1352928000,0,1,0.1276595744680851,0,0.2962962962962963,0.12596820220138605,0.03350515463917526,0.027777777777777776,0.004694835680751174,0.0,0.0,0.0,0,2.8843380444188056E-4,0.0,0.0,0.0,0.16155088852988692,0.0,0.0,0.0,0.16862326574172892,10,2,2,0.013925065117210979,0.004800480048004801,0.002797202797202797,0.01800720288115246,1,1,0.3926591231830968,0.7981210918710918,0,1
0,3194014105,217595071,0,1,0.1276595744680851,0,0.2962962962962963,0.12596820220138605,0.03221649484536082,0.027777777777777776,0.004694835680751174,0.0,0.0,0.0,0,0.0,0.005952380952380952,0.0,0.0,0.0,0.16155088852988692,0.0,0.0,0.16755602988260407,10,1,17,0.0016028851933480265,4.0004000400040005E-4,0.5,0.0,1,1,0.39918052804384985,0.7956439393939395,0,1
1,3194014105,2529072432,0,1,0.1276595744680851,0,0.2962962962962963,0.12596820220138605,0.06443298969072164,0.027777777777777776,0.004694835680751174,0.0,0.0,0.0,0,0.002019036631093164,0.0,0.004484304932735426,0.014705882352941176,1.1308562197092085,0.0,0.32310177705977383,0.16155088852988692,0.19423692636072573,10,5,13,0.3849929873772791,0.021102110211021104,0.0951048951048951,0.061224489795918366,0,0,0.4875224992990168,0.7711429773929775,0,1
0,3194014105,955398943,0,1,0.1276595744680851,0,0.2962962962962963,0.12596820220138605,0.10051546391752578,0.027777777777777776,0.004694835680751174,0.0,0.0,0.0,0,5.768676088837611E-4,0.0,0.002242152466367713,0.0,0.32310177705977383,0.0,0.16155088852988692,0.0,0.22411953041622198,11,5,13,0.4532157884191545,0.062006200620062006,0.15244755244755245,0.15806322529011604,0,0,0.4875224992990168,0.7711429773929775,0,1
0,3194014105,1502284248,0,1,0.1276595744680851,0,0.2962962962962963,0.12596820220138605,0.03479381443298969,0.027777777777777776,0.004694835680751174,0.0,0.0,0.0,0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.16969050160085378,10,3,11,0.01212181927469445,9.000900090009E-4,6.993006993006993E-4,0.0020008003201280513,0,0,0.38500710028129775,0.8063552188552189,0,1
0,3194014105,3314895954,0,1,0.1276595744680851,0,0.2962962962962963,0.12596820220138605,0.037371134020618556,0.027777777777777776,0.004694835680751174,0.0,0.0,0.0,0,5.768676088837611E-4,0.0,0.0,0.0,0.32310177705977383,0.0,0.0,0.0,0.1718249733191035,10,5,0,0.00791424564215588,4.0004000400040005E-4,0.5,0.5,1,1,0.5,0.5,0,1
0,22840021,935931560,0,1,0.09574468085106383,0,0.205761316872428,0.023033020790868323,0.03608247422680412,0.027777777777777776,0.5,0.5,0.5,0.5,0,0.0,0.005952380952380952,0.0,0.0,0.0,0.8771929824561403,0.0,0.0,0.19530416221985059,10,6,3,0.5494890803446203,0.0063006300630063005,0.22377622377622378,0.022809123649459785,1,1,0.5,0.5,0,1
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0,22840021,2597139611,0,1,0.09574468085106383,0,0.205761316872428,0.023033020790868323,0.03221649484536082,0.027777777777777776,0.5,0.5,0.5,0.5,0,2.8843380444188056E-4,0.0,0.0,0.0,0.8771929824561403,0.0,0.0,0.0,0.192102454642476,10,3,11,0.0015027048687637748,0.0012001200120012002,0.5,0.004001600640256103,0,6,0.1670963015222641,0.822871572871573,0,0
0,1120323401,3304837598,0,1,0.05319148936170213,0,0.24279835390946503,0.1616388096208724,0.03608247422680412,0.027777777777777776,0.5,0.5,0.5,0.5,1,0.01442169022209403,0.06547619047619048,0.011210762331838564,0.04411764705882353,6.297229219143577,1.385390428211587,0.6297229219143576,0.3778337531486146,0.18463180362860193,10,3,10,0.00851532758966139,0.0036003600360036,0.002797202797202797,0.0056022408963585435,0,6,0.14886169375627492,0.9291937229437229,0,1
1,38974975,955398943,0,0,0.010638297872340425,0,0.29218106995884774,0.7604973501834489,0.09922680412371133,0.05555555555555555,0.012519561815336464,0.0,0.0,0.0,0,0.033458321315258145,0.3392857142857143,0.020179372197309416,0.22058823529411764,3.1082529474812435,1.527331189710611,0.24115755627009647,0.40192926045016075,0.22411953041622198,11,5,13,0.4532157884191545,0.062006200620062006,0.15244755244755245,0.15806322529011604,0,0,0.4875224992990168,0.7711429773929775,0,1
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0,1120323401,602567657,0,1,0.05319148936170213,0,0.24279835390946503,0.1616388096208724,0.037371134020618556,0.027777777777777776,0.5,0.5,0.5,0.5,0,0.011825785982117105,0.005952380952380952,0.02242152466367713,0.014705882352941176,5.163727959697733,0.12594458438287154,1.2594458438287153,0.12594458438287154,0.18569903948772679,10,4,0,0.008214786615908635,0.0038003800380038005,0.008391608391608392,0.007202881152460984,1,1,0.5,0.5,0,1
1,38974975,1600413013,0,0,0.010638297872340425,0,0.29218106995884774,0.7604973501834489,0.09922680412371133,0.05555555555555555,0.012519561815336464,0.0,0.0,0.0,1,0.008653014133256417,0.09523809523809523,0.011210762331838564,0.058823529411764705,0.8038585209003215,0.4287245444801715,0.1339764201500536,0.10718113612004287,0.22411953041622198,11,5,13,0.121017832097776,0.0184018401840184,0.05104895104895105,0.04481792717086835,1,1,0.4875224992990168,0.7711429773929775,1,1
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1,601094182,2589273566,0,1,0.05319148936170213,0,0.14814814814814814,0.19914390542193233,0.037371134020618556,0.05555555555555555,0.5,0.5,0.5,0.5,0,0.0,0.005952380952380952,0.0,0.0,0.0,0.10224948875255624,0.0,0.0,0.2102454642475987,11,6,7,0.5,0.0,0.5,0.5,1,1,0.399822719091164,0.7958784271284272,1,1
0,1821206755,834360181,0,0,0.09574468085106383,0,0.17695473251028807,0.2195271096616388,0.03479381443298969,0.027777777777777776,0.001564945226917058,0.0,0.0,0.0,0,0.004614940871070089,0.0,0.002242152466367713,0.014705882352941176,1.484230055658627,0.0,0.09276437847866419,0.09276437847866419,0.2006403415154749,11,4,0,0.67200961731116,0.008600860086008601,0.07132867132867132,0.028811524609843937,0,2,0.8249712823017574,0.2517165704665705,0,0
0,248375618,3790866767,0,1,0.010638297872340425,0,0.17695473251028807,0.04626987362413371,0.037371134020618556,0.027777777777777776,0.5,0.5,0.5,0.5,0,5.768676088837611E-4,0.0,0.0,0.0,0.8771929824561403,0.0,0.0,0.0,0.20277481323372465,11,6,22,0.4032258064516129,0.0013001300130013002,0.03146853146853147,0.009603841536614645,1,1,0.5,0.5,0,1
1,1353265512,1679839905,0,1,0.06382978723404255,0,0.16872427983539096,0.06930289441500204,0.03350515463917526,0.041666666666666664,0.5,0.5,0.5,0.5,0,0.0,0.0,0.0,0.014705882352941176,0.0,0.0,0.0,0.2932551319648094,0.2102454642475987,11,6,0,6.010819475055099E-4,0.001000100010001,0.5,0.0056022408963585435,1,1,0.8499172387593955,0.4705176767676768,0,1
0,2163304477,1456220611,0,1,0.05319148936170213,0,0.15637860082304528,0.18283734203016713,0.03608247422680412,0.027777777777777776,0.5,0.5,0.5,0.5,0,8.653014133256418E-4,0.0,0.0,0.0,0.33407572383073497,0.0,0.0,0.0,0.20704375667022412,11,3,0,0.011721097976357443,0.5,0.5,0.5,1,1,0.5,0.5,0,1
0,732078356,3976146754,0,1,0.06382978723404255,0,0.25925925925925924,0.1373827965756217,0.03608247422680412,0.18055555555555555,0.5,0.5,0.5,0.5,0,8.653014133256418E-4,0.0,0.0,0.014705882352941176,0.4444444444444444,0.0,0.0,0.14814814814814814,0.22305229455709713,11,4,4,0.01091965537968343,0.0049004900490049,0.002797202797202797,0.012004801920768308,1,1,0.7184037482249297,0.14101130351130353,0,1
1,964607716,152418051,0,0,0.06382978723404255,0,0.17695473251028807,0.18793314309009376,0.037371134020618556,0.041666666666666664,0.0,0.15384615384615385,0.0,0.0,0,0.07153158350158638,0.06547619047619048,0.02242152466367713,0.27941176470588236,26.868905742145177,1.191765980498375,1.0834236186348862,2.058504875406284,0.20277481323372465,11,6,7,0.5606090963734722,0.08410841084108411,0.4160839160839161,0.32292917166866747,0,0,0.27289501533118066,0.64743265993266,1,1
0,1641960627,2293800830,0,1,0.0425531914893617,0,0.11522633744855967,0.10680799021606197,0.03608247422680412,0.027777777777777776,0.5,0.5,0.5,0.5,0,0.017306028266512834,0.0,0.002242152466367713,0.0,11.428571428571429,0.0,0.19047619047619047,0.0,0.21771611526147278,11,6,4,0.10088158685634141,0.0013001300130013002,0.008391608391608392,0.004401760704281713,2,2,0.8248808328584738,0.2523569023569024,0,0
0,1821206755,3289683998,0,0,0.09574468085106383,0,0.17695473251028807,0.2195271096616388,0.03479381443298969,0.027777777777777776,0.001564945226917058,0.0,0.0,0.0,0,0.0023074704355350445,0.0,0.0,0.0,0.7421150278293135,0.0,0.0,0.0,0.2006403415154749,11,4,21,0.1738128631536766,0.0034003400340034003,0.044055944055944055,0.012004801920768308,0,0,0.879919319096591,0.49695165945165953,0,1
0,732078356,1311508070,0,1,0.06382978723404255,0,0.25925925925925924,0.1373827965756217,0.03350515463917526,0.18055555555555555,0.5,0.5,0.5,0.5,0,2.8843380444188056E-4,0.005952380952380952,0.0,0.0,0.14814814814814814,0.14814814814814814,0.0,0.0,0.18890074706510138,10,7,0,0.013925065117210979,0.0027002700270027003,0.002097902097902098,0.005202080832332933,1,1,0.5,0.5,0,1
0,4081921627,1650425619,0,1,0.07446808510638298,0,0.2716049382716049,0.020383204239706482,0.03221649484536082,0.05555555555555555,0.5,0.5,0.5,0.5,0,2.8843380444188056E-4,0.0,0.0,0.0,0.9900990099009901,0.0,0.0,0.0,0.17395944503735325,10,7,22,0.04047285113203767,0.003000300030003,0.014685314685314685,0.010804321728691477,0,2,0.7614938630052732,0.12034030784030784,0,1
0,3123500032,682010995,0,0,0.07446808510638298,0,0.14814814814814814,0.4657562168772931,0.03608247422680412,0.027777777777777776,0.5,0.5,0.5,0.5,0,0.012114219786558985,0.005952380952380952,0.002242152466367713,0.014705882352941176,1.837270341207349,0.04374453193350831,0.04374453193350831,0.04374453193350831,0.20917822838847386,11,5,0,0.0754357844119415,0.0024002400240024004,0.012587412587412588,0.006002400960384154,1,1,0.5,0.5,0,1
0,948275186,256643979,0,1,0.06382978723404255,0,0.13168724279835392,0.3713819812474521,0.03608247422680412,0.027777777777777776,0.5,0.5,0.5,0.5,0,0.0037496394577444477,0.005952380952380952,0.0,0.014705882352941176,0.7131102578167855,0.05485463521667581,0.0,0.05485463521667581,0.21344717182497333,11,2,0,0.17421358445201363,0.006200620062006201,0.04965034965034965,0.021208483393357343,1,1,0.47576407167213886,0.7714436026936027,0,1
0,2163304477,854375268,0,1,0.05319148936170213,0,0.15637860082304528,0.18283734203016713,0.03479381443298969,0.027777777777777776,0.5,0.5,0.5,0.5,0,0.001442169022209403,0.005952380952380952,0.002242152466367713,0.0,0.5567928730512249,0.111358574610245,0.111358574610245,0.0,0.20597652081109924,11,2,0,0.0012021638950110197,4.0004000400040005E-4,0.0,0.5,1,1,0.5,0.5,0,1

2.筛选出标签列和特征列,写成libsvm格式

import org.apache.spark.mllib.linalg.Vectors
import org.apache.spark.sql.SparkSession
import org.apache.spark.sql.functions.col
import org.apache.spark.sql.types.DoubleType
import org.apache.spark.mllib.regression.LabeledPoint
import org.apache.spark.mllib.util.MLUtils
val spark = SparkSession.builder().appName("gbd")
  .master("local[*]").getOrCreate()
var df = spark.read.format("csv")
.option("header","true")
.option("inferSchema","true")
.load("train_data.csv")
//标签列重命名
var df1 = df.withColumnRenamed("user_interested", "label")
//所有列名的数组
val columns = df1.columns
//将数据类型转换成double类型
columns.filter(_!="label").map(x=>
df1=df1.withColumn(x,col(x).cast(DoubleType))
)
//筛选出特征列
val feature_list=columns.filter(
  x=>
    x!="label" && x!="event_id" && x!="user_id"
)
//查询标签列和特征列
val  libsvm_data= df1.select(("label"+:feature_list).map(col(_)): _*)
val data = libsvm_data.rdd.map(line
=> {
  val lineStr: String = line.toString().substring(1, line.toString().length - 2)
  val values = lineStr.toString().split(",").map(_.toDouble)
  val feature = Vectors.dense(values.tail)
  val label = values.head
  LabeledPoint(label, feature)
}
).repartition(1)
MLUtils.saveAsLibSVMFile(data,"lib_data")
//libsvm列:label,user_locale,user_gender,user_age,user_time_zone,user_member_days,user_friend_count,user_invite_ahead_days,user_had_event_count,user_invited_event_count,user_attended_event_count,user_not_attended_event_count,user_maybe_attended_event_count,user_invited,user_invited_friends_count,user_attended_friends_count,user_not_attended_friends_count,user_maybe_attended_friends_count,user_invited_friends_percentage,user_attended_friends_percentage,user_not_attended_friends_percentage,user_maybe_attended_friends_percentage,event_start_ahead_days,event_start_month,event_start_dayofweek,event_start_hour,event_invited_user_count,event_attended_user_count,event_not_attended_user_count,event_maybe_attended_user_count,event_city_level,event_country_level,event_latitude,event_longitude,event_creator_is_friend,location_similar

3.GBDT评估

1)读取libsvm格式数据

import org.apache.spark.ml.classification.GBTClassifier
import org.apache.spark.sql.SparkSession
val spark = SparkSession.builder().appName("gbdt")
  .master("local[*]").getOrCreate()
                      
// Load and parse the data file, converting it to a DataFrame.//读取上一步生成的libsvm文件
val data = spark.read.format("libsvm").load("libsvm_data.csv")
// Train a GBT model.
val gbt = new GBTClassifier()
  .setLabelCol("label")
  .setFeaturesCol("features")
  .setMaxIter(15).fit(data)
val columns = "user_locale,user_gender,user_age,user_time_zone,user_member_days,user_friend_count,user_invite_ahead_days,user_had_event_count,user_invited_event_count,user_attended_event_count,user_not_attended_event_count,user_maybe_attended_event_count,user_invited,user_invited_friends_count,user_attended_friends_count,user_not_attended_friends_count,user_maybe_attended_friends_count,user_invited_friends_percentage,user_attended_friends_percentage,user_not_attended_friends_percentage,user_maybe_attended_friends_percentage,event_start_ahead_days,event_start_month,event_start_dayofweek,event_start_hour,event_invited_user_count,event_attended_user_count,event_not_attended_user_count,event_maybe_attended_user_count,event_city_level,event_country_level,event_latitude,event_longitude,event_creator_is_friend,location_similar"
val column = columns.split(",")
//特征影响值与原特征列匹配
val tuples = gbt.featureImportances.toArray.zip(column)
//排序
tuples.sortBy(x=>0-x._1).foreach(println(_))

效果然如下:

(0.14323887301671684,user_had_event_count)
(0.1315529694813097,user_invite_ahead_days)
(0.07282419281723879,event_attended_user_count)
(0.06614110719612336,event_latitude)
(0.06489105840464214,event_longitude)
(0.057343261864760485,user_attended_friends_percentage)
(0.05324972404699107,event_maybe_attended_user_count)
(0.04465981513269754,user_invited_friends_count)
(0.04431011603824566,user_member_days)
(0.043605050519885405,event_start_hour)
(0.038563028084645394,user_friend_count)
(0.036538865836062535,event_invited_user_count)
(0.022616547002831913,user_age)
(0.022105533768061732,user_invited_friends_percentage)
(0.019312162848432516,user_attended_friends_count)
(0.018970633244421307,event_city_level)
(0.01569244244898729,event_not_attended_user_count)
(0.015269443104215373,user_maybe_attended_friends_percentage)
(0.014036996645214598,event_country_level)
(0.013468041608368998,event_start_ahead_days)
(0.01023510790218397,user_not_attended_friends_count)
(0.010012800216863675,event_start_dayofweek)
(0.009523422572247342,user_attended_event_count)
(0.006644904183288214,event_start_month)
(0.006151964228801712,user_maybe_attended_event_count)
(0.004113485199325835,user_invited)
(0.004006116195698568,user_not_attended_friends_percentage)
(0.003299977597773134,user_maybe_attended_friends_count)
(0.0028806385935389394,user_not_attended_event_count)
(0.002433025453735437,location_similar)
(0.0022914118784124055,event_creator_is_friend)
(1.5494942076552644E-5,user_invited_event_count)
(1.7879262016215976E-6,user_gender)
(0.0,user_locale)
(0.0,user_time_zone)

2)直接读取表或者源数据

import org.apache.spark.ml.classification.GBTClassifier
import org.apache.spark.ml.linalg.Vectors
import org.apache.spark.sql.SparkSession
import org.apache.spark.sql.functions.col
import org.apache.spark.sql.types.DoubleType
val spark = SparkSession.builder().appName("gbd")
  .master("local[*]").getOrCreate()
import spark.implicits._
var df = spark.read.format("csv")
.option("header","true")
.option("inferSchema","true")
.load("train_data.csv")

var df1 = df.withColumnRenamed("user_interested", "label")
val columns = df1.columns
columns.filter(_!="label").map(x=>
df1=df1.withColumn(x,col(x).cast(DoubleType))
)
val feature_list=columns.filter(
  x=>
    x!="label" && x!="event_id" && x!="user_id"
)
val  libsvm_data= df1.select(("label"+:feature_list).map(col(_)): _*)
val data = libsvm_data.rdd.map(line
=> {
  val lineStr: String = line.toString().substring(1, line.toString().length - 2)
  val values = lineStr.toString().split(",").map(_.toDouble)
    val len = values.tail.size
  val seq = values.tail.zipWithIndex.filter(x => x._1 != 0.0).map(x => (x._2, x._1)).toSeq
  val feature = Vectors.sparse(len,seq)
//  val feature = Vectors.dense(values.tail)
  val label = values.head
  (label, feature)
}
).toDF("label","features")
val gbt = new GBTClassifier()
  .setLabelCol("label")
  .setFeaturesCol("features")
  .setMaxIter(15).fit(data)
gbt.featureImportances.toArray
  .zip(libsvm_data.columns.filter(_!="label"))
  .sortBy(x=>0-x._1).foreach(println(_))

效果如下:

(0.14372398485699436,user_had_event_count)
(0.13318649545160513,user_invite_ahead_days)
(0.07196636151349763,user_attended_friends_percentage)
(0.06852427011408337,event_attended_user_count)
(0.063187908158051,event_start_hour)
(0.06219650200418045,event_longitude)
(0.05238747672196119,event_latitude)
(0.048489794307818766,event_maybe_attended_user_count)
(0.03844927249371715,event_invited_user_count)
(0.03804472904294295,user_invited_friends_count)
(0.0376816449103136,user_friend_count)
(0.03278066435644342,user_member_days)
(0.028408537910383374,event_start_dayofweek)
(0.02416185825879843,user_invited_friends_percentage)
(0.023906059428986038,user_age)
(0.020676324023685487,event_start_ahead_days)
(0.018997962444453273,event_city_level)
(0.018478299640612508,event_not_attended_user_count)
(0.018110834775343365,user_attended_friends_count)
(0.00996420842341262,user_maybe_attended_friends_percentage)
(0.009715055820723994,event_start_month)
(0.007626131723525042,user_maybe_attended_friends_count)
(0.006662677730276623,event_country_level)
(0.005330231835971502,user_not_attended_event_count)
(0.00486100046433169,user_not_attended_friends_count)
(0.003158927134510781,user_maybe_attended_event_count)
(0.002380227872527939,user_invited_event_count)
(0.002083635008453969,event_creator_is_friend)
(0.0018433109202353394,user_attended_event_count)
(0.0014252164864196378,location_similar)
(0.0010804608687832273,user_invited)
(5.060319723267068E-4,user_not_attended_friends_percentage)
(3.9033246294061E-6,user_gender)
(0.0,user_locale)
(0.0,user_time_zone)

4.RFECV评估

1)读取文件

# -*- coding = utf-8 -*-
#@Time: 2020/12/04 20:55
#@Author: sun_0128
#@File: RFECV.py
#@Software: 
#@Description
from sklearn.feature_selection import RFECV
from pandas import read_csv
import numpy as np
from sklearn.model_selection import KFold
from sklearn.ensemble import RandomForestClassifier
#读取数据
data = read_csv('train_data.csv', header=0)
#数据集大小
print(tps["label"].count())
label = np.array(data)[:, 0]
feature = np.array(data)[:, 1:]
rfc = RandomForestClassifier()
rfecv = RFECV(estimator=rfc, cv=KFold(n_splits=2, random_state=1), scoring='neg_mean_squared_error')
rfecv.fit(feature,label)
#排名为1的特征个数
print(rfecv.n_features_)
columns = "user_locale,user_gender,user_age,user_time_zone,user_member_days,user_friend_count,user_invite_ahead_days,user_had_event_count,user_invited_event_count,user_attended_event_count,user_not_attended_event_count,user_maybe_attended_event_count,user_invited,user_invited_friends_count,user_attended_friends_count,user_not_attended_friends_count,user_maybe_attended_friends_count,user_invited_friends_percentage,user_attended_friends_percentage,user_not_attended_friends_percentage,user_maybe_attended_friends_percentage,event_start_ahead_days,event_start_month,event_start_dayofweek,event_start_hour,event_invited_user_count,event_attended_user_count,event_not_attended_user_count,event_maybe_attended_user_count,event_city_level,event_country_level,event_latitude,event_longitude,event_creator_is_friend,location_similar"
columns.split(",")
#打印各特征对应的排名,1是影响最大的
print(rfecv.ranking_)
#对特征和排名进行排序
feature_rank = list(zip(columns.split(","), rfecv.ranking_))
feature_rank = sorted(feature_rank,key=lambda x:x[1])
print(feature_rank)

效果如下:

2)读取hive数据(pyspark)

from pyspark.sql import SparkSession
from pyspark.sql.functions import *
from pyspark.sql.types import *
from sklearn.feature_selection import RFECV
from pandas import read_csv
import numpy as np
from sklearn.model_selection import KFold
from sklearn.ensemble import RandomForestClassifier

spark = SparkSession.builder.getOrCreate()

df = spark.table("events.train_data")
dfTrain = df.select([col(c).cast(DoubleType()) for c in df.columns])
data = dfTrain.drop("user_id").drop("event_id").withColumnRenamed("user_interested","label")
feature_list = data.columns
data = data.toPandas()
feature_list.remove("label")
label = np.array(data)[:, 0]
feature = np.array(data)[:, 1:]
rfc = RandomForestClassifier()
rfecv = RFECV(estimator=rfc, cv=KFold(n_splits=2, random_state=1), scoring='neg_mean_squared_error')
rfecv.fit(feature,label)
print(rfecv.n_features_)
feature_rank = list(zip(feature_list, rfecv.ranking_))
feature_rank = sorted(feature_rank,key=lambda x:x[1])
print(feature_rank)

• 效果如下:
  

5.基于历史数据(两周)计算当天数据单特征auc

• 公式如下:
  
• 单特征的score基于历史数据的各单特征的值的正样本占比数,如下:

SELECT
	 gender              AS feature
	,sum(label)/count(*) AS score
FROM TABLE
WHERE
	date BETWEEN $current-14 AND $current-1
GROUP BY gender

import org.apache.spark.sql.functions._
val scoreDF = spark.createDataFrame(Array((1,0.03),(0,0.05),(1,0.005),(0,0.006),(1,0.003))).toDF("label","score")
val lastDF = scoreDF.selectExpr("*","row_number() over(order by score asc) as r").agg(sum(col("label")) as "ny",sum( col("r") * col("label")) as "ry",sum( lit(1) - col("label")) as "nx")
+-----+-----+---+
|label|score|  r|
+-----+-----+---+
|    1|0.003|  1|
|    1|0.005|  2|
|    0|0.006|  3|
|    1| 0.03|  4|
|    0| 0.05|  5|
+-----+-----+---+
+---+---+---+
| ny| ry| nx|
+---+---+---+
|  3|  7|  2|
+---+---+---+
val AUC = lastDF.selectExpr("(ry-0.5*ny*(ny+1))/(nx*ny) as auc")
AUC.show
+--------------------+
|                 auc|
+--------------------+
|0.166666666666666667|
+--------------------+