与特征选择不同的是递归特征消除后不会输出权值
导入相应模块
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
from sklearn.tree import DecisionTreeRegressor
from sklearn.feature_selection import RFECV
读取数据
X=pd.read_excel('boston.xlsx')
del X['Unnamed: 0']
Y=X['target'].copy()
del X['target']
names=X.columns
指标选择为均方误差
scoring='neg_root_mean_squared_error'
用决策树模型做特征选择
Tree = DecisionTreeRegressor()
rfecv = RFECV(estimator=Tree, step=1, cv=10,scoring=scoring)
rfecv.fit(X,Y)
RFECV(cv=10, estimator=DecisionTreeRegressor(),
scoring='neg_root_mean_squared_error')
输出最佳的特征个数
print("Optimal number of features : %d" % rfecv.n_features_)
Optimal number of features : 12
查看一下这些特征的排序
rfe_rank_list=rfecv.ranking_
print('特征\t\t排序')
for i in range(len(rfe_rank_list)):
print('%s\t\t%d'%(names[i],rfe_rank_list[i]))
特征 排序
CRIM 1
ZN 2
INDUS 1
CHAS 1
NOX 1
RM 1
AGE 1
DIS 1
RAD 1
TAX 1
PTRATIO 1
B 1
LSTAT 1
要删除掉排序不是1的特征
留下的特征为
for i in range(len(rfe_rank_list)):
if(rfe_rank_list[i]==1):
print(names[i])
CRIM
INDUS
CHAS
NOX
RM
AGE
DIS
RAD
TAX
PTRATIO
B
LSTAT
plt.figure()
plt.xlabel("Number of features selected")
plt.ylabel("Cross validation score")
plt.plot(range(1, len(rfecv.grid_scores_) + 1), rfecv.grid_scores_)
plt.show()