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code:feature_selection [2016/08/09 10:25]
127.0.0.1 external edit
code:feature_selection [2016/11/01 14:29] (current)
asa
Line 5: Line 5:
  
 <file python feature_selection.py>​ <file python feature_selection.py>​
 +
 """​ """​
 ================================================= =================================================
Line 30: Line 31:
 # for the features (any linear classifier will work): # for the features (any linear classifier will work):
 classifier = LinearSVC() classifier = LinearSVC()
-selector = RFE(classifier,​ step=0.1,​n_features_to_select=25)+selector = RFE(classifier,​ step=0.1, n_features_to_select=25)
 # run feature selection: # run feature selection:
 selector = selector.fit(X,​ y) selector = selector.fit(X,​ y)
Line 43: Line 44:
 # the wrong way to perform cross-validation:​ # the wrong way to perform cross-validation:​
 cv = cross_validation.StratifiedKFold(y,​ 5, shuffle=True,​ random_state=0) cv = cross_validation.StratifiedKFold(y,​ 5, shuffle=True,​ random_state=0)
-print np.mean(cross_validation.cross_val_score(classifier,​ Xt, y, cv=cv))+print (np.mean(cross_validation.cross_val_score(classifier,​ Xt, y, cv=cv)))
  
 # now let's perform nested cross-validation:​ # now let's perform nested cross-validation:​
Line 50: Line 51:
 rfe_svm = make_pipeline(selector,​ classifier) rfe_svm = make_pipeline(selector,​ classifier)
  
-print np.mean(cross_validation.cross_val_score(rfe_svm,​ X, y, cv=cv))+print (np.mean(cross_validation.cross_val_score(rfe_svm,​ X, y, cv=cv)))
  
 # feature selection using a univariate filter method: # feature selection using a univariate filter method:
Line 58: Line 59:
 filter_svm = make_pipeline(filter_selector,​ classifier) filter_svm = make_pipeline(filter_selector,​ classifier)
  
-print np.mean(cross_validation.cross_val_score(filter_svm,​ X, y, cv=cv))+print (np.mean(cross_validation.cross_val_score(filter_svm,​ X, y, cv=cv)))
  
 </​file>​ </​file>​
code/feature_selection.txt ยท Last modified: 2016/11/01 14:29 by asa