머신러닝을 위한 11가지 특징 선택 전략 요약!

특성이 너무 많으면 모델이 복잡해지고 과적합이 증가하고, 특성이 너무 적으면 모델이 과소적합됩니다. 성능을 일반화할 수 있을 만큼 충분히 복잡하면서도 학습, 유지 관리 및 해석이 용이할 만큼 단순하도록 모델을 최적화하는 것이 특징 선택의 주요 작업입니다.

"기능 선택"은 일부 기능을 유지하고 일부 기능을 삭제할 수 있음을 의미합니다. 이 문서의 목적은 몇 가지 특성 선택 전략을 설명하는 것입니다.

1. 사용하지 않는 열 제거
2. 누락된 값이 있는 열 제거 ​​
3. 관련 없는 특성
4. 낮은 분산 특성
5. 다중 공선성
6. 특성 계수
7. p-값
8. 분산 팽창 계수(VIF)
9. 기능 중요도에 따른 기능 선택
10. sci-kit 학습을 사용한 자동 기능 선택
11. 주성분 분석(PCA)

이 데모의 데이터 세트는 PyCaret의 MIT 라이센스에 따라 릴리스되었습니다. - 오픈 소스 로우 코드 기계 학습 라이브러리입니다.

데이터세트는 꽤 깨끗하지만 일부 전처리를 수행했습니다. 이 데이터 세트를 사용하여 최종 모델을 구축하는 것이 아니라 다양한 기능 선택 전략이 어떻게 작동하는지 보여주기 위해 사용하므로 모델 성능은 관련이 없습니다.

먼저 데이터세트 로드:

<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pandas</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">as</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pddata</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'https://raw.githubusercontent.com/pycaret/pycaret/master/datasets/automobile.csv'</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">read_csv</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">data</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sample</span>(<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">5</span>)

데이터세트에는 202개의 행과 26개의 열이 포함되어 있습니다. 각 행은 자동차 인스턴스를 나타내고 각 열은 자동차의 특성과 해당 가격을 나타냅니다. 이러한 열에는 다음이 포함됩니다.

<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span><br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">>></span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">Index</span>([<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'symboling'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'normalized-losses'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'make'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'fuel-type'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'aspiration'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'num-of-doors'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'body-style'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'drive-wheels'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'engine-location'</span>,<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'wheel-base'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'length'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'width'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'height'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'curb-weight'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'engine-type'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'num-of-cylinders'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'engine-size'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'fuel-system'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'bore'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'stroke'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'compression-ratio'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'horsepower'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'peak-rpm'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'city-mpg'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'highway-mpg'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'price'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dtype</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'object'</span>)

이제 기능 선택을 위한 11가지 전략을 살펴보겠습니다.

1. 사용하지 않는 열 삭제

물론 가장 쉬운 전략은 직관입니다. 직관적이지만 유용할 때도 있지만 일부 열은 최종 모델에서 어떤 형식으로도 사용되지 않습니다(예: "ID", "FirstName", "LastName" 등의 열). 특정 열이 사용되지 않을 것이라는 것을 알고 있는 경우 해당 열을 자유롭게 제거하십시오. 우리 데이터에는 이 문제가 있는 열이 없으므로 이 단계에서는 열을 삭제하지 않습니다.

2. 누락된 값이 있는 열 삭제 ​

머신러닝에서는 누락된 값이 허용되지 않으므로 누락된 데이터를 정리하기 위해 다양한 전략(대체 등)을 채택합니다. 하지만 열에 많은 양의 데이터가 누락된 경우 완전히 제거하는 것이 매우 좋습니다.

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># total null values per column</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">isnull</span>().<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sum</span>()<br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">>></span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">symboling</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">normalized</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">losses</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">35</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">make</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fuel</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(111, 66, 193); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">type</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">aspiration</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">num</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">of</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">doors</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">2</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">body</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">style</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">drive</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">wheels</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">engine</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">location</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">wheel</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">base</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">length</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">width</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">height</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">curb</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">weight</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">engine</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(111, 66, 193); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">type</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">num</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">of</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cylinders</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">engine</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">size</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fuel</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">system</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">bore</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">stroke</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">compression</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ratio</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">horsepower</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">peak</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">rpm</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">city</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mpg</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">highway</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">mpg</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">price</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dtype</span>: <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">int64</span>

3. 관련 없는 기능

알고리즘이 회귀(숫자 예측)이든 분류(범주 예측)이든 기능은 대상과 관련이 있어야 합니다. 기능이 관련성을 나타내지 않으면 제거의 주요 대상이 됩니다. 상관 관계를 위해 숫자 및 범주형 기능을 별도로 테스트할 수 있습니다.

숫자 변수

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># correlation between target and features</span><br>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">corr</span>().<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'price'</span>].<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plot</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">kind</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'barh'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">figsize</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span>(<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">4</span>,<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">10</span>)))

이 예에서 피크 rpm, 압축 비율, 스트로크, 보어, 높이, 기호와 같은 기능은 가격과 거의 상관 관계가 없으므로 삭제할 수 있습니다.

열을 수동으로 제거할 수도 있지만 상관 관계 임계값(이 경우 0.2)을 사용하여 프로그래밍 방식으로 제거하는 것을 선호합니다.

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># drop uncorrelated numeric features (threshold <br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">corr</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(111, 66, 193); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">abs</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">corr</span>().<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">loc</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'price'</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">corr</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">corr</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">corr</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0.2</span>]<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cols_to_drop</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">corr</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">to_list</span>()<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">drop</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cols_to_drop</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">axis</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>)</span></span>

범주형 변수

상자 그림을 사용하여 대상 특성과 범주형 특성 간의 상관 관계를 찾을 수 있습니다. :

<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">seaborn</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">as</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sns</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">boxplot</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'price'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">x</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'fuel-type'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">data</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>)

디젤 자동차는 휘발유 자동차보다 중간 가격이 더 높습니다. 이는 이 범주형 변수가 자동차 가격을 설명하므로 삭제해야 함을 의미합니다. 이렇게 각 범주형 열을 개별적으로 확인할 수 있습니다.

4. 낮은 분산 기능

우리 기능의 차이점을 확인하세요:

<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">numpy</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">as</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">np</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># variance of numeric features</span><br>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">select_dtypes</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">include</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">np</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">number</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">var</span>().<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">astype</span>(<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'str'</span>))

여기서 "보어"는 삭제 후보이지만 분산이 매우 낮습니다. 이 특정 예에서는 값이 2.54에서 3.94 사이이므로 분산이 낮기 때문에 제거하기가 꺼려집니다.

<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'bore'</span>].<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">describe</span>()

5 다중 공선성

두 특성 사이에 다중 공선성이 발생합니다. 그들 사이의 상관 관계. 머신러닝에서는 각 기능이 다른 기능과 독립적이어야 합니다. 즉, 기능 간에 공선성이 없어야 합니다. 고마력 차량은 엔진 크기가 큰 경향이 있습니다. 따라서 그 중 하나를 제거하고 다른 하나가 목표 변수인 가격을 결정하도록 할 수 있습니다.

숫자 특성과 범주형 특성에 대해 개별적으로 다중 공선성을 테스트할 수 있습니다.

숫자 변수

히트맵은 관련 특성을 확인하고 찾는 가장 쉬운 방법입니다.

<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">matplotlib</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pyplot</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">as</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">set</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">rc</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span>{<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'figure.figsize'</span>:(<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">16</span>,<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">10</span>)})<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">heatmap</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">corr</span>(),<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">annot</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>,<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">linewidths</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">.5</span>,<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">center</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>,<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cbar</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">False</span>,<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cmap</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"PiYG"</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">show</span>()

大多数特征在某种程度上相互关联，但有些特征具有非常高的相关性，例如长度与轴距以及发动机尺寸与马力。

可以根据相关阈值手动或以编程方式删除这些功能。我将手动删除具有 0.80 共线性阈值的特征。

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># drop correlated features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">drop</span>([<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'length'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'width'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'curb-weight'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'engine-size'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'city-mpg'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">axis</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>)

还可以使用称为方差膨胀因子 (VIF) 的方法来确定多重共线性并根据高 VIF 值删除特征。我稍后会展示这个例子。

分类变量

与数值特征类似，也可以检查分类变量之间的共线性。诸如独立性卡方检验之类的统计检验非常适合它。

让我们检查一下数据集中的两个分类列——燃料类型和车身风格——是独立的还是相关的。

<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df_cat</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'fuel-type'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'body-style'</span>]]<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df_cat</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sample</span>(<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">5</span>)

然后我们将在每一列中创建一个类别的交叉表/列联表。

<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">crosstab</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">crosstab</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df_cat</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'fuel-type'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df_cat</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'body-style'</span>])<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">crosstab</span>

最后，我们将在交叉表上运行卡方检验，这将告诉我们这两个特征是否独立。

<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">scipy</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">stats</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">chi2_contingency</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">chi2_contingency</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">crosstab</span>)

输出依次是卡方值、p 值、自由度和预期频率数组。

p 值

由于这两个特征之间存在关联，我们可以选择删除其中一个。

到目前为止，我已经展示了在实现模型之前应用的特征选择策略。这些策略在第一轮特征选择以建立初始模型时很有用。但是一旦构建了模型，就可以获得有关模型性能中每个特征的适应度的更多信息。根据这些新信息，可以进一步确定要保留哪些功能。

下面我们使用最简单的线性模型展示其中的一些方法。

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># drop columns with missing values</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dropna</span>()<br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model_selection</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">train_test_split</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># get dummies for categorical features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">get_dummies</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">drop_first</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># X features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">drop</span>(<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'price'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">axis</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># y target</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'price'</span>]<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># split data into training and testing set</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_test</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y_train</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y_test</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">train_test_split</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">test_size</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0.3</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">random_state</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">42</span>)<br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">linear_model</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">LinearRegression</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># scaling</span><br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">preprocessing</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">StandardScaler</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">scaler</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">StandardScaler</span>()<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">scaler</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit_transform</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_test</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">scaler</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit_transform</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_test</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># convert back to dataframe</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">DataFrame</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">to_list</span>())<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_test</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">DataFrame</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_test</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">to_list</span>())<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># instantiate model</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">LinearRegression</span>()<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># fit</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y_train</span>)

现在我们已经拟合了模型，让我们进行另一轮特征选择。

6.特征系数

如果正在运行回归任务，则特征适应度的一个关键指标是回归系数（所谓的 beta 系数），它显示了模型中特征的相对贡献。有了这些信息，可以删除贡献很小或没有贡献的功能。

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># feature coefficients</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">coeffs</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">coef_</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># visualizing coefficients</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">tolist</span>()<br>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">DataFrame</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">coeffs</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> [<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'coeff'</span>]).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sort_values</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">by</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'coeff'</span>)<br>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plot</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">kind</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'barh'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">figsize</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span>(<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">4</span>,<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">10</span>)))

某些特征beta 系数很小，对汽车价格的预测贡献不大。可以过滤掉这些特征：

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># filter variables near zero coefficient value</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">DataFrame</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">coeffs</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> [<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'coeff'</span>]).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sort_values</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">by</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'coeff'</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'coeff'</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">></span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>) <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">|</span> (<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'coeff'</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">-</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>)]<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># drop those features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cols_coeff</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">temp</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">to_list</span>()<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cols_coeff</span>]<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_test</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_test</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cols_coeff</span>]</span>

7.p 值

在回归中，p 值告诉我们预测变量和目标之间的关系是否具有统计显著性。statsmodels 库提供了带有特征系数和相关 p 值的回归输出的函数。

如果某些特征不显著，可以将它们一个一个移除，然后每次重新运行模型，直到找到一组具有显着 p 值的特征，并通过更高的调整 R2 提高性能。

<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">statsmodels</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">api</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">as</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sm</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ols</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sm</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">OLS</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>()<br><span style="color: rgb(111, 66, 193); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">print</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ols</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">summary</span>())

8.方差膨胀因子 (VIF)

方差膨胀因子 (VIF) 是衡量多重共线性的另一种方法。它被测量为整体模型方差与每个独立特征的方差的比率。一个特征的高 VIF 表明它与一个或多个其他特征相关。根据经验：

• VIF = 1 表示无相关性
• VIF = 1-5 中等相关性
• VIF >5 高相关

VIF 是一种消除多重共线性特征的有用技术。对于我们的演示，将所有 VIF 高于10的删除。

<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">statsmodels</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">stats</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">outliers_influence</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">variance_inflation_factor</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># calculate VIF</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">vif</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">Series</span>([<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">variance_inflation_factor</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">values</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">i</span>) <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">for</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">i</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">in</span> <span style="color: rgb(111, 66, 193); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">range</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">shape</span>[<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>])], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># display VIFs in a table</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_train</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">tolist</span>()<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">vif_df</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">DataFrame</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">vif</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">index</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> [<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'vif'</span>]).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sort_values</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">by</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'vif'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ascending</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">False</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">vif_df</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">vif_df</span>[<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'vif'</span>]<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">10</span>]</span>

9.基于特征重要性选择

决策树/随机森林使用一个特征来分割数据，该特征最大程度地减少了杂质(以基尼系数杂质或信息增益衡量)。找到最佳特征是算法如何在分类任务中工作的关键部分。我们可以通过 feature_importances_ 属性访问最好的特征。

让我们在我们的数据集上实现一个随机森林模型并过滤一些特征。

<span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ensemble</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">RandomForestClassifier</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># instantiate model</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">RandomForestClassifier</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">n_estimators</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">200</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">random_state</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># fit model</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>,<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>)

现在让我们看看特征重要性：

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># feature importance</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">importances</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">feature_importances_</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># visualization</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cols</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span><br>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">DataFrame</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">importances</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cols</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> [<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'importance'</span>])<br>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sort_values</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">by</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'importance'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ascending</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>)<br>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plot</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">kind</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'barh'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">figsize</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span>(<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">4</span>,<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">10</span>)))

上面的输出显示了每个特征在减少每个节点/拆分处的重要性。

由于随机森林分类器有很多估计量（例如上面例子中的 200 棵决策树），可以用置信区间计算相对重要性的估计值。

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># calculate standard deviation of feature importances</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">std</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">np</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">std</span>([<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">i</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">feature_importances_</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">for</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">i</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">in</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">estimators_</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">axis</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># visualization</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">feat_with_importance</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pd</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">Series</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">importances</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fig</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ax</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">subplots</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">figsize</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span>(<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">12</span>,<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">5</span>))<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">feat_with_importance</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plot</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">bar</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">yerr</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">std</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ax</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ax</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ax</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">set_title</span>(<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"Feature importances"</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ax</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">set_ylabel</span>(<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"Mean decrease in impurity"</span>)

现在我们知道了每个特征的重要性，可以手动（或以编程方式）确定保留哪些特征以及删除哪些特征。

10.使用 Scikit Learn 自动选择特征

sklearn 库中有一个完整的模块，只需几行代码即可处理特征选择。

sklearn 中有许多自动化流程，但这里我只展示一些：

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># import modules</span><br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">feature_selection</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> (<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">SelectKBest</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">chi2</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">SelectPercentile</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">SelectFromModel</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">SequentialFeatureSelector</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">SequentialFeatureSelector</span>)

基于卡方的技术

基于卡方的技术根据一些预定义的分数选择特定数量的用户定义特征 (k)。这些分数是通过计算 X（独立）和 y（因）变量之间的卡方统计量来确定的。在 sklearn 中，需要做的就是确定要保留多少特征。如果想保留 10 个功能，实现将如下所示：

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># select K best features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_best</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">SelectKBest</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">chi2</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">k</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">10</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit_transform</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>,<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># number of best features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_best</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">shape</span>[<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>]<br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">>></span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">10</span>

如果有大量特征，可以指定要保留的特征百分比。假设我们想要保留 75% 的特征并丢弃剩余的 25%：

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># keep 75% top features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_top</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">SelectPercentile</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">chi2</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">percentile</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">75</span>).<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit_transform</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>,<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># number of best features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_top</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">shape</span>[<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>]<br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">>></span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">36</span>

正则化

正则化减少了过拟合。如果你有太多的特征，正则化控制它们的效果，或者通过缩小特征系数（称为 L2 正则化）或将一些特征系数设置为零（称为 L1 正则化）。

一些模型具有内置的 L1/L2 正则化作为超参数来惩罚特征。可以使用转换器 SelectFromModel 消除这些功能。

让我们实现一个带有惩罚 = 'l1' 的 LinearSVC 算法。然后使用 SelectFromModel 删除一些功能。

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># implement algorithm</span><br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">svm</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">LinearSVC</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">LinearSVC</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">penalty</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'l1'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">C</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0.002</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dual</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">False</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>,<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># select features using the meta transformer</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">selector</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">SelectFromModel</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">estimator</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">prefit</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">True</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_new</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">selector</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">transform</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_new</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">shape</span>[<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">1</span>]<br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">>></span> <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">2</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># names of selected features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">feature_names</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">np</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">array</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">feature_names</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">selector</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">get_support</span>()]<br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">>></span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">array</span>([<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'wheel-base'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'horsepower'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dtype</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(111, 66, 193); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">object</span>)

序贯法

序贯法是一种经典的统计技术。在这种情况下一次添加/删除一个功能并检查模型性能，直到它针对需求进行优化。

序贯法有两种变体。前向选择技术从 0 特征开始，然后添加一个最大程度地减少错误的特征；然后添加另一个特征，依此类推。

向后选择在相反的方向上起作用。模型从包含的所有特征开始并计算误差；然后它消除了一个可以进一步减少误差的特征。重复该过程，直到保留所需数量的特征。

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># instantiate model</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">RandomForestClassifier</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">n_estimators</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">100</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">random_state</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># select features</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">selector</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">SequentialFeatureSelector</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">estimator</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">model</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">n_features_to_select</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">10</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">direction</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'backward'</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cv</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">2</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">selector</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit_transform</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>,<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">y</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># check names of features selected</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">feature_names</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">np</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">array</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">columns</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">feature_names</span>[<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">selector</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">get_support</span>()]<br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">>></span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">array</span>([<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'bore'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'make_mitsubishi'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'make_nissan'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'make_saab'</span>,<br><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'aspiration_turbo'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'num-of-doors_two'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'body style_hatchback'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'engine-type_ohc'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'num-of-cylinders_twelve'</span>, <span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">'fuel-system_spdi'</span>], <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">dtype</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(111, 66, 193); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">object</span>)

11.主成分分析 (PCA)

PCA的主要目的是降低高维特征空间的维数。原始特征被重新投影到新的维度（即主成分）。最终目标是找到最能解释数据方差的特征数量。

<span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># import PCA module</span><br><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">from</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">sklearn</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">decomposition</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">import</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">PCA</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># scaling data</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_scaled</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">scaler</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit_transform</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X</span>)<br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># fit PCA to data</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pca</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">PCA</span>()<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pca</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">fit</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">X_scaled</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">evr</span> <span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span> <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">pca</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">explained_variance_ratio_</span><br><span style="color: rgb(106, 115, 125); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);"># visualizing the variance explained by each principal components</span><br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">figure</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">figsize</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span>(<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">12</span>, <span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">5</span>))<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plot</span>(<span style="color: rgb(111, 66, 193); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">range</span>(<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">0</span>, <span style="color: rgb(111, 66, 193); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">len</span>(<span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">evr</span>)), <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">evr</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">cumsum</span>(), <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">marker</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"o"</span>, <span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">linestyle</span><span style="color: rgb(215, 58, 73); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">=</span><span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"--"</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">xlabel</span>(<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"Number of components"</span>)<br><span style="color: rgb(89, 89, 89); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">plt</span>.<span style="color: rgb(0, 92, 197); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">ylabel</span>(<span style="color: rgb(102, 153, 0); margin: 0px; padding: 0px; background: none 0% 0% / auto repeat scroll padding-box border-box rgba(0, 0, 0, 0);">"Cumulative explained variance"</span>)

20 个主成分解释了超过 80% 的方差，因此可以将模型拟合到这 20 个成分（特征）。可以预先确定方差阈值并选择所需的主成分数量。

总结

这是对可应用于特征选择的各种技术的有用指南。在拟合模型之前应用了一些技术，例如删除具有缺失值的列、不相关的列、具有多重共线性的列以及使用 PCA 进行降维，而在基本模型实现之后应用其他技术，例如特征系数、p 值、 VIF 等。虽然不会在一个项目中完全使用所有策略，这些策略都是我们进行测试的方向。

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