from sklearn.ensemble import RandomForestRegressor from RandomizedLasso import RandomizedLasso from sklearn.feature_selection import f_regression from sklearn.preprocessing import MinMaxScaler import numpy as np names = ["x%s" % i for i in range(1, 15)] def main(): x,y = generation_data() # Сокращение признаков cлучайными деревьями (Random Forest Regressor) rfr = RandomForestRegressor() rfr.fit(x, y) # Модель линейной корреляции f, _ = f_regression(x, y, center=False) # Случайное Лассо randomized_lasso = RandomizedLasso(alpha=.01) randomized_lasso.fit(x, y) ranks = {"Random Forest Regressor": rank_to_dict(rfr.feature_importances_), 'f-Regression': rank_to_dict(f), "Randomize Lasso": rank_to_dict(randomized_lasso.coef_)} get_estimation(ranks) print_sorted_data(ranks) def generation_data(): np.random.seed(0) size = 750 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)) return X, Y def rank_to_dict(ranks): 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)) def get_estimation(ranks: {}): 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) mean_sorted = sorted(mean.items(), key=lambda item: item[1], reverse=True) print("Средние значения") print(mean_sorted) print("4 самых важных признака по среднему значению") for item in mean_sorted[:4]: print('{0} - {1}'.format(item[0], item[1])) def print_sorted_data(ranks: {}): print() for key, value in ranks.items(): ranks[key] = sorted(value.items(), key=lambda item: item[1], reverse=True) for key, value in ranks.items(): print(key) print(value) main()