from sklearn.linear_model import LinearRegression, RandomizedLasso from sklearn.feature_selection import RFE from sklearn.preprocessing import MinMaxScaler from matplotlib import pyplot as plt import numpy as np import random as rand figure = plt.figure(1, figsize=(16, 9)) axis = figure.subplots(1, 4) col = 0 y = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14] def rank_to_dict(ranks, names, n_features): ranks = np.abs(ranks) minmax = MinMaxScaler() ranks = minmax.fit_transform(np.array(ranks).reshape(n_features, 1)).ravel() ranks = map(lambda x: round(x, 2), ranks) return dict(zip(names, ranks)) def createView(key, val): global figure global axis global col global y axis[col].bar(y, list(val.values()), label=key) axis[col].set_title(key) col = col + 1 def start(): np.random.seed(rand.randint(0, 50)) size = 750 n_features = 14 X = np.random.uniform(0, 1, (size, n_features)) 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)) lr = LinearRegression() rl = RandomizedLasso() rfe = RFE(estimator=LinearRegression(), n_features_to_select=1) lr.fit(X, Y) rl.fit(X, Y) rfe.fit(X, Y) names = ["x%s" % i for i in range(1, n_features + 1)] rfe_res = rfe.ranking_ for i in range(rfe_res.size): rfe_res[i] = 14 - rfe_res[i] ranks = {"Linear regression": rank_to_dict(lr.coef_, names, n_features), "Random lasso": rank_to_dict(rl.scores_, names, n_features), "RFE": rank_to_dict(rfe_res, names, n_features)} 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) ranks["Mean"] = mean for key, value in ranks.items(): createView(key, value) ranks[key] = sorted(value.items(), key=lambda y: y[1], reverse=True) for key, value in ranks.items(): print(key) print(value) start() plt.show()