from sklearn.ensemble import RandomForestRegressor from sklearn.preprocessing import MinMaxScaler from RandomizedLasso import RandomizedLasso from sklearn.linear_model import Ridge from matplotlib import pyplot as plt import numpy as np np.random.seed(0) size = 1000 X = np.random.uniform(0, 1, (size, 14)) Y = (10 * np.sin(np.pi * X[:, 0] * X[:, 1]) + 20 * (X[:, 2] - .5) ** 2 + 10 * X[:, 3] + 5 * X[:, 4] ** 5 + np.random.normal(0, 1)) X[:, 10:] = X[:, :4] + np.random.normal(0, .025, (size, 4)) ridge = Ridge(alpha=1.0) ridge.fit(X, Y) lasso = RandomizedLasso(alpha=0.007) lasso.fit(X, Y) randForestRegression = RandomForestRegressor(max_depth=4, min_samples_leaf=1, min_impurity_decrease=0, ccp_alpha=0) randForestRegression.fit(X, Y) def rank_to_dict(ranks, names): ranks = np.abs(ranks) minmax = MinMaxScaler() ranks = minmax.fit_transform(np.array(ranks).reshape(14, 1)).ravel() ranks = map(lambda x: round(x, 2), ranks) return dict(zip(names, ranks)) ranks = {'Ridge': {}, 'RandomizedLasso': {}, 'RandomForestRegressor': {}} names = ["x%s" % i for i in range(1, 15)] ranks["Ridge"] = rank_to_dict(ridge.coef_, names) ranks["RandomizedLasso"] = rank_to_dict(lasso.coef_, names) ranks["RandomForestRegressor"] = rank_to_dict(randForestRegression.feature_importances_, names) mean = {} for key, value in ranks.items(): for item in value.items(): if item[0] not in mean: mean[item[0]] = 0 mean[item[0]] += item[1] for key, value in mean.items(): res = value / len(ranks) mean[key] = round(res, 2) print('VALUES') for r in ranks.items(): print(r) print('MEAN') print(mean) for i, (model_name, features) in enumerate(ranks.items()): subplot = plt.subplot(2, 2, i + 1) subplot.set_title(model_name) subplot.bar(list(features.keys()), list(features.values())) subplot = plt.subplot(2, 2, 4) subplot.set_title('Mean') subplot.bar(list(mean.keys()), list(mean.values())) plt.show()