63 lines
2.3 KiB
Python
63 lines
2.3 KiB
Python
from sklearn.feature_selection import f_regression
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from sklearn.linear_model import LinearRegression, Lasso, LassoCV
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from sklearn.preprocessing import MinMaxScaler
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import numpy as np
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from tabulate import tabulate
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#генерируем исходные данные: 750 строк-наблюдений и 14 столбцов-признаков
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np.random.seed(1)
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size = 750
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X = np.random.uniform(0, 1, (size, 14))
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#Задаем функцию-выход: регрессионную проблему Фридмана
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Y = (10 * np.sin(np.pi*X[:,0]*X[:,1]) + 20*(X[:,2] - .5)**2 +
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10*X[:,3] + 5*X[:,4]**5 + np.random.normal(0,1))
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#Добавляем зависимость признаков
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X[:,10:] = X[:,:4] + np.random.normal(0, .025, (size,4))
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#линейная модель
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lr = LinearRegression()
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lr.fit(X, Y)
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#Лассо
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lasso = LassoCV()
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lasso.fit(X, Y)
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#f_regression
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f, pval = f_regression(X, Y, center=True)
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def ranks_minmax(ranks):
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ranks = np.abs(ranks)
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minmax = MinMaxScaler()
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ranks = minmax.fit_transform(np.array(ranks).reshape(14,1)).ravel()
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return np.round(ranks, 2)
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names = ["x%s" % i for i in range(1,15)]
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lrCoef = ranks_minmax(lr.coef_)
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lassoCoef = ranks_minmax(lasso.coef_)
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fCoef = ranks_minmax(f)
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mean = []
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for i in range(len(lrCoef)):
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mean.append(round((lrCoef[i] + lassoCoef[i] + fCoef[i]) / 3, 2))
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firstRow = np.append(['Линейная регрессия'], lrCoef)
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secondRow = np.append(['Лассо'], lassoCoef)
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thirdRow = np.append(['Линейная корреляция'], fCoef)
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fourthRow = np.append(['Среднее'], mean)
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names = np.append(['Тип'], names)
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print(tabulate([firstRow,
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secondRow,
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thirdRow,
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fourthRow],
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headers=names))
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print()
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print("Индексы максимальных значений")
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print()
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names = np.append(["Место по важности"], ["%s" % i for i in range(1,15)])
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firstRow = np.append(['Линейная регрессия'], [1] + np.argsort(lrCoef)[::-1])
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secondRow = np.append(['Лассо'], [1] + np.argsort(lassoCoef)[::-1])
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thirdRow = np.append(['Линейная корреляция'], [1] + np.argsort(fCoef)[::-1])
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fourthRow = np.append(['Среднее'], [1] + np.argsort(mean)[::-1])
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print(tabulate([firstRow,
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secondRow,
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thirdRow,
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fourthRow],
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headers=names)) |