【因子特征筛选】十全大补版 ---基本集合所有“市面上”所有的筛选方法

最新推荐文章于 2024-03-29 19:35:51 发布

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最新推荐文章于 2024-03-29 19:35:51 发布

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文章标签： python macos 数据挖掘

本文链接：https://blog.csdn.net/weixin_45290873/article/details/111084409

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your path==大家自行填入你们要读取的文件位置和要输出的文件位置

from minepy import MINE
import numpy as np
import pandas as pd
from sklearn.model_selection import train_test_split,cross_val_score, ShuffleSplit
from sklearn.ensemble import RandomForestRegressor
from sklearn.preprocessing import StandardScaler,MinMaxScaler
from sklearn.linear_model import (LinearRegression, Ridge, Lasso)
from sklearn.feature_selection import RFE, f_regression
from sklearn.ensemble import RandomForestRegressor

ratings = pd.read_excel('your path' )
target = ratings['yield']
ranks = {
   }

# Step1：将数据划分为训练集与测试集
x_train, x_test,t_train,t_test = train_test_split(ratings,target,test_size = 0.2, random_state = 0)
length = x_train.shape[1]
names = ["x%s" % i for i in range(1,length<