Tree-based feature selection

Riduzione della dimensionalità in Python

Jeroen Boeye

Head of Machine Learning, Faktion

Random forest classifier

random forest schema

Random forest classifier

from sklearn.ensemble import RandomForestClassifier
from sklearn.metrics import accuracy_score

rf = RandomForestClassifier()

rf.fit(X_train, y_train)

print(accuracy_score(y_test, rf.predict(X_test)))

0.99

Random forest classifier

random forest schema annotated

Feature importance values

rf = RandomForestClassifier()

rf.fit(X_train, y_train)

print(rf.feature_importances_)

array([0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.04, 0.  , 0.01, 0.01,
       0.  , 0.  , 0.  , 0.  , 0.01, 0.01, 0.  , 0.  , 0.  , 0.  , 0.05,
       ...
       0.  , 0.14, 0.  , 0.  , 0.  , 0.06, 0.  , 0.  , 0.  , 0.  , 0.  ,
       0.  , 0.07, 0.  , 0.  , 0.01, 0.  ])

print(sum(rf.feature_importances_))

1.0

Feature importance as a feature selector

mask = rf.feature_importances_ > 0.1

print(mask)

array([False, False, ..., True, False])

X_reduced = X.loc[:, mask]

print(X_reduced.columns)

Index(['chestheight', 'neckcircumference', 'neckcircumferencebase',
       'shouldercircumference'], dtype='object')

RFE with random forests

from sklearn.feature_selection import RFE

rfe = RFE(estimator=RandomForestClassifier(), 
          n_features_to_select=6, verbose=1)

rfe.fit(X_train,y_train)

Fitting estimator with 94 features.
Fitting estimator with 93 features
...
Fitting estimator with 8 features.
Fitting estimator with 7 features.

print(accuracy_score(y_test, rfe.predict(X_test))

0.99

RFE with random forests

from sklearn.feature_selection import RFE

rfe = RFE(estimator=RandomForestClassifier(), 
          n_features_to_select=6, step=10, verbose=1)

rfe.fit(X_train,y_train)

Fitting estimator with 94 features.
Fitting estimator with 84 features.
...
Fitting estimator with 24 features.
Fitting estimator with 14 features.

print(X.columns[rfe.support_])

Index(['biacromialbreadth', 'handbreadth', 'handcircumference', 
       'neckcircumference', 'neckcircumferencebase', 'shouldercircumference'], dtype='object')

Let's practice!

Riduzione della dimensionalità in Python