37 lines
1.2 KiB
Python
37 lines
1.2 KiB
Python
"""
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===================================================
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Recursive feature elimination with cross-validation
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===================================================
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A recursive feature elimination example with automatic tuning of the
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number of features selected with cross-validation.
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"""
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print __doc__
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from sklearn.svm import SVC
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from sklearn.cross_validation import StratifiedKFold
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from sklearn.feature_selection import RFECV
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from sklearn.datasets import make_classification
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from sklearn.metrics import zero_one
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# Build a classification task using 3 informative features
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X, y = make_classification(n_samples=1000, n_features=25, n_informative=3,
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n_redundant=2, n_repeated=0, n_classes=8, n_clusters_per_class=1,
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random_state=0)
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# Create the RFE object and compute a cross-validated score.
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svc = SVC(kernel="linear")
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rfecv = RFECV(estimator=svc, step=1, cv=StratifiedKFold(y, 2),
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loss_func=zero_one)
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rfecv.fit(X, y)
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print "Optimal number of features : %d" % rfecv.n_features_
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# Plot number of features VS. cross-validation scores
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import pylab as pl
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pl.figure()
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pl.xlabel("Number of features selected")
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pl.ylabel("Cross validation score (nb of misclassifications)")
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pl.plot(xrange(1, len(rfecv.cv_scores_) + 1), rfecv.cv_scores_)
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pl.show()
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