from sklearn.linear_model import LinearRegression, Lasso from sklearn.feature_selection import RFE from sklearn.preprocessing import MinMaxScaler import numpy as np # Генерация синтетических данных def create_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 # Нормализация значений рангов def rank_to_dict(ranks): ranks = np.abs(ranks) names = ["x%s" % i for i in range(1, 15)] 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)) # Вывод отсортированных признаков по важности в табличном виде def print_sorted_features_by_models(ranks_by_model: {}): sorted_ranks = sorted(ranks_by_model.items(), key=lambda item: sum(item[1].values()), reverse=True) print("{:<40}".format(""), end="") for i in range(1, 15): print("{:<10}".format(i), end="") print() for model, rank_dict in sorted_ranks: sorted_features = sorted(rank_dict.items(), key=lambda item: item[1], reverse=True) print("{:<40}".format(model), end="") for feature, rank in sorted_features: print("{:<10}".format(f"{feature}: {rank}"), end="") print() print() # Получение средних значений моделей и ТОП 4 самых важных признака def average_values(ranks_by_model: {}): mean = {} for model, rank_dict in ranks_by_model.items(): for feature, rank in rank_dict.items(): if feature not in mean: mean[feature] = 0 mean[feature] += rank mean = {feature: round(rank / len(ranks_by_model), 2) for feature, rank in mean.items()} mean_sorted = sorted(mean.items(), key=lambda item: item[1], reverse=True) print("Средние значения") print(mean_sorted) print("\nТОП 4 самых важных признака по среднему значению: ") for feature, rank in mean_sorted[:4]: print('Признак - {0}, значение важности - {1}'.format(feature, rank)) X, Y = create_data() # ЛИНЕЙНАЯ РЕГРЕССИЯ linear_regression = LinearRegression() linear_regression.fit(X, Y) # ЛАССО lasso = Lasso(alpha=.01) lasso.fit(X, Y) # РЕКУРСИВНОЕ СОКРАЩЕНИЕ ПРИЗНАКОВ rfe = RFE(linear_regression) rfe.fit(X, Y) ranks_by_model = { "Линейная регрессия": rank_to_dict(linear_regression.coef_), "Лассо": rank_to_dict(lasso.coef_), "РЕКУРСИВНОЕ СОКРАЩЕНИЕ ПРИЗНАКОВ (RFE)": rank_to_dict(rfe.ranking_), } print_sorted_features_by_models(ranks_by_model) average_values(ranks_by_model)