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sklearn:特徵與樹木森林的重要性

這個例子展示了使用樹木森林來評估特徵對人工分類任務的重要性。 紅色條是森林的特徵重要性,以及它們的樹間變異性。

正如預期的那樣,該情節表明3個特徵是提供資訊的,而其餘的則沒有。

import numpy as np
import matplotlib.pyplot as plt

from sklearn.datasets import make_classification
from sklearn.ensemble import ExtraTreesClassifier

# Build a classification task using 3 informative features
X, y = make_classification(n_samples=1000,
                           n_features=10,
                           n_informative=3,
                           n_redundant=0,
                           n_repeated=0,
                           n_classes=2,
                           random_state=0,
                           shuffle=False)

# Build a forest and compute the feature importances
forest = ExtraTreesClassifier(n_estimators=250,
                              random_state=0)

forest.fit(X, y)
importances = forest.feature_importances_
std = np.std([tree.feature_importances_ for tree in forest.estimators_],
             axis=0)
indices = np.argsort(importances)[::-1]

# Print the feature ranking
print("Feature ranking:")

for f in range(X.shape[1]):
    print("%d. feature %d (%f)" % (f + 1, indices[f], importances[indices[f]]))

# Plot the feature importances of the forest
plt.figure()
plt.title("Feature importances")
plt.bar(range(X.shape[1]), importances[indices],
       color="r", yerr=std[indices], align="center")
plt.xticks(range(X.shape[1]), indices)
plt.xlim([-1, X.shape[1]])
plt.show()

Feature ranking:
1. feature 1 (0.295902)
2. feature 2 (0.208351)
3. feature 0 (0.177632)
4. feature 3 (0.047121)
5. feature 6 (0.046303)
6. feature 8 (0.046013)
7. feature 7 (0.045575)
8. feature 4 (0.044614)
9. feature 9 (0.044577)
10. feature 5 (0.043912)