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""" |
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This example shows how to select the best features for a model |
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and dataset. |
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The boston dataset has 13 features, therefore we have 13 search space |
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dimensions for the feature selection. |
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The function "get_feature_indices" returns the list of features that |
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where selected. This can be used to select the subset of features in "x_new". |
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""" |
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import numpy as np |
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import itertools |
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from sklearn.datasets import load_boston |
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from sklearn.model_selection import cross_val_score |
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from sklearn.neighbors import KNeighborsRegressor |
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from hyperactive import Hyperactive, EvolutionStrategyOptimizer |
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data = load_boston() |
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X, y = data.data, data.target |
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# helper function that returns the selected training data features by index |
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def get_feature_indices(opt): |
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feature_indices = [] |
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for key in opt.keys(): |
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if "feature" not in key: |
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continue |
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if opt[key] is False: |
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continue |
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nth_feature = int(key.rsplit(".", 1)[1]) |
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feature_indices.append(nth_feature) |
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return feature_indices |
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def model(opt): |
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feature_indices = get_feature_indices(opt) |
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if len(feature_indices) == 0: |
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return 0 |
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feature_idx_list = [idx for idx in feature_indices if idx is not None] |
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x_new = X[:, feature_idx_list] |
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knr = KNeighborsRegressor(n_neighbors=opt["n_neighbors"]) |
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scores = cross_val_score(knr, x_new, y, cv=5) |
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score = scores.mean() |
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return score |
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# each feature is used for training (True) or not used for training (False) |
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search_space = { |
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"n_neighbors": list(range(1, 100)), |
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"feature.0": [True, False], |
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"feature.1": [True, False], |
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"feature.2": [True, False], |
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"feature.3": [True, False], |
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"feature.4": [True, False], |
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"feature.5": [True, False], |
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"feature.6": [True, False], |
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"feature.7": [True, False], |
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"feature.8": [True, False], |
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"feature.9": [True, False], |
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"feature.10": [True, False], |
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"feature.11": [True, False], |
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"feature.12": [True, False], |
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} |
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optimizer = EvolutionStrategyOptimizer(rand_rest_p=0.20) |
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hyper = Hyperactive() |
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hyper.add_search( |
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model, |
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search_space, |
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n_iter=200, |
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initialize={"random": 15}, |
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optimizer=optimizer, |
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) |
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hyper.run() |
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SimonBlanke /
Hyperactive
