Python feature_selection.f_regression方法代碼示例

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def getTopFeatures(train_x, train_y, n_features=100):
    f_val, p_val = f_regression(train_x,train_y)
    f_val_dict = {}
    p_val_dict = {}
    for i in range(len(f_val)):
        if math.isnan(f_val[i]):
            f_val[i] = 0.0
        f_val_dict[i] = f_val[i]
        if math.isnan(p_val[i]):
            p_val[i] = 0.0
        p_val_dict[i] = p_val[i]
    
    sorted_f = sorted(f_val_dict.iteritems(), key=operator.itemgetter(1),reverse=True)
    sorted_p = sorted(p_val_dict.iteritems(), key=operator.itemgetter(1),reverse=True)
    
    feature_indexs = []
    for i in range(0,n_features):
        feature_indexs.append(sorted_f[i][0])
    
    return feature_indexs

# generate the new data, based on which features are generated, and used 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def get_top_k(self):
		columns=list(self.data.columns.values)
		columns.remove(self.target)
		# remove intercept from top_k
		if(self.objective):
			top_k_vars=SelectKBest(f_regression, k=self.top_k)
			top_k_vars.fit_transform(self.data[columns], self.data[self.target])
		else:
			columns.remove('intercept')
			try:
				top_k_vars=SelectKBest(chi2, k=self.top_k)
				top_k_vars.fit_transform(self.data[columns], self.data[self.target])
			except:
				top_k_vars=SelectKBest(f_classif, k=self.top_k)
				top_k_vars.fit_transform(self.data[columns], self.data[self.target])
		return [columns[i] for i in top_k_vars.get_support(indices=True)] 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def test_pipeline(self):
        from sklearn.feature_selection import SelectKBest
        from sklearn.feature_selection import f_regression
        from sklearn.pipeline import Pipeline

        diabetes = datasets.load_diabetes()
        models = ['OLS', 'GLS', 'WLS', 'GLSAR', 'QuantReg', 'GLM', 'RLM']

        for model in models:
            klass = getattr(sm, model)

            selector = SelectKBest(f_regression, k=5)
            estimator = Pipeline([('selector', selector),
                                  ('reg', base.StatsModelsRegressor(klass))])

            estimator.fit(diabetes.data, diabetes.target)
            result = estimator.predict(diabetes.data)

            data = SelectKBest(f_regression, k=5).fit_transform(diabetes.data, diabetes.target)
            expected = klass(diabetes.target, data).fit().predict(data)
            self.assert_numpy_array_almost_equal(result, expected) 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def univariate_feature_selection(mode,predictors,target):
    
    if mode == 'f_regression':
        fselect = SelectPercentile(f_regression, 100)
        
    if mode == 'f_classif':
        fselect = SelectPercentile(f_classif, 100)
        
    if mode == 'chi2':
        fselect = SelectPercentile(chi2, 100)
        
    fselect.fit_transform(predictors, target)
    
    return fselect.pvalues_ 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def get_initial_regression_model_recommendation(project_id, dataset_id, dependent_variable_id=None, recommendation_type=MRT.LASSO.value, table_layout=MCT.LEAVE_ONE_OUT.value, data_size_cutoff=current_app.config['ANALYSIS_DATA_SIZE_CUTOFF'], categorical_value_limit=current_app.config['ANALYSIS_CATEGORICAL_VALUE_LIMIT']):
    df = get_data(project_id=project_id, dataset_id=dataset_id)
    if len(df) > data_size_cutoff:
        df = df.sample(data_size_cutoff)
    field_properties = db_access.get_field_properties(project_id, dataset_id)
    quantitative_field_properties = [ fp for fp in field_properties if fp['general_type'] == 'q']

    dependent_variable = next((f for f in field_properties if f['id'] == dependent_variable_id), None) \
        if dependent_variable_id \
        else np.random.choice(quantitative_field_properties, size=1)[0]

    independent_variables = []
    for fp in field_properties:
        if (fp['name'] != dependent_variable['name']):
            if (fp['general_type'] == 'c' and (fp['is_unique'] or len(fp['unique_values']) > categorical_value_limit)):
                continue
            independent_variables.append(fp)

    recommendationTypeToFunction = {
        MRT.FORWARD_R2.value: forward_r2,
        MRT.LASSO.value: lasso,
        MRT.RFE.value: recursive_feature_elimination,
        MRT.FORWARD_F.value: f_regression
    }

    result = recommendationTypeToFunction[recommendation_type](df, dependent_variable, independent_variables)

    return {
        'recommended': True,
        'table_layout': table_layout,
        'recommendation_type': recommendation_type,
        'dependent_variable_id': dependent_variable['id'],
        'independent_variables_ids': [ x['id'] for x in result ],
    } 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def f_regression(df, dependent_variable, independent_variables, interaction_terms=[], model_limit=5):
    considered_independent_variables_per_model, patsy_models = \
        construct_models(df, dependent_variable, independent_variables, interaction_terms, table_layout=MCT.ALL_VARIABLES.value)
    y, X = dmatrices(patsy_models[0], df, return_type='dataframe')

    f_test, r = f_regression(X, y, center=True)
    logger.info(f_test)
    logger.info(r)
    return 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def test_import_from_sklearn_pipeline(self):
        from sklearn.feature_selection import SelectKBest
        from sklearn.feature_selection import f_regression        
        from sklearn import svm
        from sklearn.pipeline import Pipeline
        anova_filter = SelectKBest(f_regression, k=3)
        clf = svm.SVC(kernel='linear')        
        sklearn_pipeline = Pipeline([('anova', anova_filter), ('svc', clf)])  
        lale_pipeline = import_from_sklearn_pipeline(sklearn_pipeline)
        for i, pipeline_step in enumerate(sklearn_pipeline.named_steps):
            sklearn_step_params = sklearn_pipeline.named_steps[pipeline_step].get_params()
            lale_sklearn_params = lale_pipeline.steps()[i]._impl._wrapped_model.get_params()
            self.assertEqual(sklearn_step_params, lale_sklearn_params)
        self.assert_equal_predictions(sklearn_pipeline, lale_pipeline) 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def test_import_from_sklearn_pipeline2(self):
        from sklearn.feature_selection import SelectKBest
        from sklearn.feature_selection import f_regression        
        from sklearn import svm
        from sklearn.pipeline import Pipeline
        anova_filter = SelectKBest(f_regression, k=3)
        clf = svm.SVC(kernel='linear')        
        sklearn_pipeline = Pipeline([('anova', anova_filter), ('svc', clf)])
        sklearn_pipeline.fit(self.X_train, self.y_train)
        lale_pipeline = import_from_sklearn_pipeline(sklearn_pipeline)
        lale_pipeline.predict(self.X_test) 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def test_import_from_sklearn_pipeline3(self):
        from sklearn.feature_selection import SelectKBest
        from sklearn.feature_selection import f_regression        
        from sklearn import svm
        from sklearn.pipeline import Pipeline
        anova_filter = SelectKBest(f_regression, k=3)
        clf = svm.SVC(kernel='linear')        
        sklearn_pipeline = Pipeline([('anova', anova_filter), ('svc', clf)])
        lale_pipeline = import_from_sklearn_pipeline(sklearn_pipeline, fitted=False)
        with self.assertRaises(ValueError):#fitted=False returns a Trainable, so calling predict is invalid.
            lale_pipeline.predict(self.X_test) 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def decode(cls, obj):
        from sklearn.feature_selection import f_classif, f_regression, GenericUnivariateSelect

        new_obj = GenericUnivariateSelect.__new__(GenericUnivariateSelect)
        new_obj.__dict__ = obj['dict']

        if new_obj.score_func == 'f_classif':
            new_obj.score_func = f_classif
        elif new_obj.score_func == 'f_regression':
            new_obj.score_func = f_regression
        else:
            raise ValueError('Unsupported GenericUnivariateSelect.score_func "%s"' % new_obj.score_func)

        return new_obj 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def __init__(self, options):
        self.handle_options(options)

        out_params = convert_params(
            options.get('params', {}),
            floats=['param'],
            strs=['type', 'mode'],
            aliases={'type': 'score_func'},
        )

        if 'score_func' not in out_params:
            out_params['score_func'] = f_classif
        else:
            if out_params['score_func'].lower() == 'categorical':
                out_params['score_func'] = f_classif
            elif out_params['score_func'].lower() in ['numerical', 'numeric']:
                out_params['score_func'] = f_regression
            else:
                raise RuntimeError('type can either be categorical or numeric.')

        if 'mode' in out_params:
            if out_params['mode'] not in ('k_best', 'fpr', 'fdr', 'fwe', 'percentile'):
                raise RuntimeError('mode can only be one of the following: fdr, fpr, fwe, k_best, and percentile')

            if out_params['mode'] in ['fpr', 'fdr', 'fwe']:
                if 'param' in out_params:
                    if not 0 < out_params['param'] < 1:
                        msg = 'Invalid param value for mode {}: param must be between 0 and 1.'.format(out_params['mode'])
                        raise ValueError(msg)

        # k_best and percentile require integer param
        if 'param' in out_params and out_params.get('mode') not in ['fdr', 'fpr', 'fwe']:
            original_value = out_params['param']
            out_params['param'] = int(out_params['param'])
            if out_params['param'] != original_value:
                msg = 'param value {} is not an integer; mode={} requires an integer.'
                msg = msg.format(original_value, out_params.get('mode', 'percentile'))
                raise ValueError(msg)

        self.estimator = GenericUnivariateSelect(**out_params) 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def compute_pvals(self, X, y):
        # TODO: export to stats_utils?
        is_y_binary = (len(np.unique(y)) == 2)
        # is_binary_feature = np.sum(((X != np.nanmin(X, axis=0)[np.newaxis, :]) &
        #                             (X != np.nanmax(X, axis=0)[np.newaxis, :])), axis=0) == 0
        is_binary_feature = areColumnsBinary(X)
        p_vals = np.zeros(X.shape[1])
        if is_y_binary:
            # Process non-binary columns:
            for i in np.where(~is_binary_feature)[0]:
                x0 = X.loc[y == 0, i]
                x1 = X.loc[y == 1, i]
                if self.is_linear:
                    _, p_vals[i] = stats.ttest_ind(x0, x1)
                else:
                    _, p_vals[i] = stats.ks_2samp(x0, x1)

            # Process binary features:
            _, p_vals[is_binary_feature] = feature_selection.chi2(X.loc[:, is_binary_feature], y)

        else:
            # Process non-binary features:
            _, p_vals[~is_binary_feature] = feature_selection.f_regression(X.loc[:, ~is_binary_feature], y)

            # Process binary features:
            y_mat = np.row_stack(y)
            for i in np.where(is_binary_feature)[0]:
                _, p_vals[i] = feature_selection.f_regression(y_mat, X.loc[:, i])
        return p_vals 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def test_init(self):
		selector = SelectKBest(score_func = f_regression, k = 1)
		selector.fit(numpy.array([[0, 0], [1.0, 2.0]]), numpy.array([0.5, 1.0]))
		self.assertEqual([0, 1], selector._get_support_mask().tolist())
		selector_proxy = SelectorProxy(selector)
		self.assertEqual([0, 1], selector_proxy.support_mask_.tolist()) 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def test_fit(self):
		selector = SelectKBest(score_func = f_regression, k = 1)
		selector_proxy = SelectorProxy(selector)
		self.assertFalse(hasattr(selector_proxy, "support_mask_"))
		selector_proxy.fit(numpy.array([[0, 0], [1.0, 2.0]]), numpy.array([0.5, 1.0]))
		self.assertEqual([0, 1], selector._get_support_mask().tolist())
		self.assertEqual([0, 1], selector_proxy.support_mask_.tolist()) 

# 需要導入模塊: from sklearn import feature_selection [as 別名]
# 或者: from sklearn.feature_selection import f_regression [as 別名]
def test_f_regression(self):
        diabetes = datasets.load_diabetes()
        df = pdml.ModelFrame(diabetes)

        result = df.feature_selection.f_regression()
        expected = fs.f_regression(diabetes.data, diabetes.target)

        self.assertEqual(len(result), 2)
        self.assert_numpy_array_almost_equal(result[0], expected[0])
        self.assert_numpy_array_almost_equal(result[1], expected[1])