python 特征选择卡方_特征选择

2020-01-10

皮尔逊相关系数

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衡量线性相关性，检查数据集里目标和数值特征之间皮尔逊相关系数的绝对值。根据这个准则保留前n个特征。def cor_selector(X, y,num_feats):

cor_list = []

feature_name = X.columns.tolist()

# calculate the correlation with y for each feature

for i in X.columns.tolist():

cor = np.corrcoef(X[i], y)[0, 1]

cor_list.append(cor)

# replace NaN with 0

cor_list = [0 if np.isnan(i) else i for i in cor_list]

# feature name

cor_feature = X.iloc[:,np.argsort(np.abs(cor_list))

[-num_feats:]].columns.tolist()

# feature selection? 0 for not select, 1 for select

cor_support = [True if i in cor_feature else False for i in

feature_name]

return cor_support, cor_feature

cor_support, cor_feature = cor_selector(X, y,num_feats)

print(str(len(cor_feature)), 'selected features')from sklearn.feature_selection import SelectKBest

from scipy.stats import pearsonr

from sklearn.datasets import load_iris

iris=load_iris()

#选择K个最好的特征，返回选择特征后的数据

#第一个参数为计算评估特征是否好的函数，该函数输入特征矩阵和目标向量，输出二元组(评分，P值)的数组，数组第i项为第i个特征的