基于树的特征选择

Python 中的降维

Jeroen Boeye

Head of Machine Learning, Faktion

随机森林分类器

随机森林示意图

随机森林分类器

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

随机森林分类器

随机森林示意图（标注）

特征重要性值

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

用特征重要性做特征选择

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')

随机森林的RFE

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

随机森林的RFE

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')

¡Vamos a practicar!

Python 中的降维