交叉验证和特征重要性分析

regressor = KerasRegressor(build_fn=model, epochs=100, batch_size=16, verbose=0)kfold = KFold(n_splits=5)results = cross_val_score(regressor, X_train, y_train, cv=kfold)print("Cross-validation results: %.2f (%.2f) MSE" % (results.mean(), results.std()))

 

x = pd.DataFrame(X, columns=["column0", "column1","column2", "column3","column4", "column5","column6", "column7","column8", "column9"])from sklearn.inspection import permutation_importanceresult = permutation_importance(model, X_test, y_test, scoring="neg_mean_absolute_error", n_repeats=10, random_state=42)for i in range(len(x.columns)): print(x.columns[i], ":", result.importances_mean[i], "+/-", result.importances_std[i])# 打印每个自变量的名称，平均影响值和标准差plt.barh(x.columns, result.importances_mean)plt.xlabel("Importance")plt.ylabel("Feature")plt.title("Permutation feature importance")plt.show()