scikit_feature_selection实战

在进行李宏毅HW01作业时，需进行特征选择。
选用scikit-learn 中的feature_selection.
参考：
selectkbest
feature selection

实战注意点：

1. chi 2 适用于非零的参数， 如果报错，换用 f_classif
   

model = SelectKBest(f_classif, k=4)
X_new1 = model.fit_transform(x, y)
X_new1.shape

2. 计算结果中可能出现inf， 影响最后特征重要性的排序。 建议把model.score_打印出来查看，如果有inf,用零填充。

scores = model.scores_
where_are_inf = np.isinf(scores)
scores[where_are_inf] = 0

3. 将前面的特征索引提取出来

代码

import math
import numpy as np

import pandas as pd
import os
import csv

from sklearn.feature_selection import SelectKBest, chi2, f_classif
from sklearn.preprocessing import MinMaxScaler

def feature_select(feature_data,label_data,k=4,column=None):
    model = SelectKBest(f_classif,k=k)
    X_new = model.fit(feature_data,label_data)
    scores = model.scores_
    where_are_inf = np.isinf(scores)
    scores[where_are_inf] = 0
    indices = np.argsort(scores)[::-1]
    if column:
        k_best_features = [column[i] for i in indices[0:k].tolist()]
        print('k best features are:',k_best_features)
    return X_new,indices[:k]+1 # add column id index  原来第一行是 id ,索引要加上

if __name__ == '__main__':
    train_data = pd.read_csv('./covid.train.csv').values
    x = train_data[:, 1:-1]  # pass first column id
    y = train_data[:, -1]
    x_selected, indices_selected = feature_select(x, y, 4)
    print(indices_selected)  # array([101,  85,  69,  53])