def prepare_data():
"""
This function is the main of this module. calls the above functions in order to read/clean/save
our data in usable form.
I created this function to use dataset_prepare.py as a Python module in our main program.
Return values: training X,Y dataset and testing X,Y dataset
"""
# read our csv files
features_df = pd.read_csv("UNSW_NB15_features.csv",encoding = "ISO-8859-1")
training_df = pd.read_csv("training.csv").drop("id",axis=1)
testing_df = pd.read_csv("testing.csv").drop("id",axis=1)
fs = FeatureSelector(data = training_df)
fs.identify_collinear(correlation_threshold=0.85)
training_df = fs.remove(methods = ['collinear'],keep_one_hot = True)
columnlist = list(training_df)
testing_df = testing_df[columnlist]
training_df = training_df.sample(frac=1)
testing_df = testing_df.sample(frac=1)
train_x,train_y,test_x,test_y, labels = clean_nominals_and_create_our_datasets(training_df,testing_df)
training_df = training_df.drop(["attack_cat","label"], axis=1)
print("The features we will use are: ", np.array(list(training_df)))
return train_x,train_y,test_x,test_y,labels
def test():
train = pd.read_excel('../data/menori.xlsx')
train_labels = train["nums"]
print(train.head())
train = train.drop(columns=["nums"])
fs = FeatureSelector(data=train, labels=train_labels)
fs.identify_collinear(correlation_threshold=0.98)
correlated_features = fs.ops['collinear']
print(correlated_features)
def select_features_without_label(features: pd.DataFrame,
missing_threshold=0.99,
correlation_threshold=1.0) -> pd.DataFrame:
fs = FeatureSelector(data=features)
fs.identify_missing(missing_threshold)
fs.identify_single_unique()
if correlation_threshold < 1:
fs.identify_collinear(correlation_threshold)
return fs.remove(methods=['missing', 'single_unique', "collinear"])
else:
return fs.remove(methods=['missing', 'single_unique'])
def transform_to_nominal():
# read our csv files
training_df = pd.read_csv("training.csv").drop("id",axis=1)
# Feature selector
fs = FeatureSelector(data = training_df)
fs.identify_collinear(correlation_threshold=0.85)
training_df = fs.remove(methods = ['collinear'],keep_one_hot = True)
training_df = training_df.sample(frac=1)
training_df = training_df.drop(["attack_cat","label"], axis=1)
columnList = list(training_df)
labels,nominal_cols = retrieve_classes(training_df)
return labels,nominal_cols,columnList
def featureselect(datas, target):
import os
os.chdir('c:\\Users\\SA\\python\\練習py')
from feature_selector import FeatureSelector
fs = FeatureSelector(data=datas, labels=target)
fs.identify_missing(missing_threshold=0.6)
fs.identify_collinear(correlation_threshold=0.9)
fs.identify_zero_importance(task='classification',
eval_metric='auc',
n_iterations=10,
early_stopping=False)
fs.identify_low_importance(cumulative_importance=0.9)
train_removed = fs.remove(methods='all')
return train_removed
def runFeatureSelector(self, df):
logging.info(("Running Feature Selection"))
fs = FeatureSelector(data=df, labels=self.targets)
# Identify Missing Values
fs.identify_missing(missing_threshold=0.6)
# Identify Collinearity
fs.identify_collinear(correlation_threshold=0.98)
fs.record_collinear.to_csv(".\\utils\\csv\\record_collinear.csv")
# Identify Single Unique
fs.identify_single_unique()
fs.record_single_unique.to_csv(
".\\utils\\csv\\record_single_unique.csv")
# Zero importance
fs.identify_zero_importance(task='classification',
eval_metric='multi_logloss',
n_iterations=10,
early_stopping=True)
fs.record_zero_importance.to_csv(
".\\utils\\csv\\record_zero_importance.csv")
# Low Importance
fs.identify_low_importance(cumulative_importance=0.99)
fs.feature_importances.to_csv(".\\utils\\csv\\feature_importance.csv")
#generate summary of all operations
summary = pd.DataFrame.from_dict(fs.ops, orient='index')
summary.to_csv(".\\utils\\csv\\summary.csv")
#if drop flag is 1, go ahead and remove the suggested features
if self.drop == 1:
df = fs.remove(methods='all')
else:
pass
return df
def remove_unnecessary_features(self, auto=False):
if auto:
self.processed_data = self.processed_data.drop(
columns=self.predefined_skip_features)
else:
fs = FeatureSelector(data=self.processed_data.drop("label",
axis=1),
labels=self.processed_data["label"])
fs.identify_missing(missing_threshold=0.6)
fs.identify_collinear(correlation_threshold=0.98)
fs.identify_zero_importance(task='classification',
eval_metric='auc',
n_iterations=10,
early_stopping=False)
fs.identify_low_importance(cumulative_importance=0.99)
fs.identify_single_unique()
# Remove the features from all methods (returns a df)
labels = self.processed_data["label"]
self.processed_data = fs.remove(methods='all')
self.processed_data["label"] = labels
def select_best_features(data_file_path, saveto_path="Default"):
mod_data_file_path = strip_header(data_file_path)
if saveto_path == "Default":
saveto_path = replace_ext(data_file_path, '_reduced.csv')
X = pd.read_csv(mod_data_file_path)
y = X['Label']
X = X.drop(columns=['Label'])
feature_selector = FeatureSelector(data=X, labels=y)
feature_selector.identify_single_unique()
feature_selector.identify_collinear(correlation_threshold=0.98)
feature_selector.identify_zero_importance(task='classification',
eval_metric='auc',
n_iterations=10,
early_stopping=True)
features_1hot = feature_selector.one_hot_features
features_base = feature_selector.base_features
feature_selector.identify_low_importance(cumulative_importance=0.99)
X_dash = feature_selector.remove(methods=[
'single_unique', 'collinear', 'zero_importance', 'low_importance'
],
keep_one_hot=False)
X_dash['Label'] = y
X_dash.to_csv(saveto_path, index=False)
meta_data = [str(X_dash.shape[0]), str(X_dash.shape[1] - 1)]
with open(saveto_path, 'r') as fh:
contents = fh.read()
contents = ','.join(meta_data) + '\n' + contents
with open(saveto_path, 'w') as fh:
fh.write(contents)
os.system("rm -f " + mod_data_file_path)
# Features are in train and labels are in train_labels
fs = FeatureSelector(data=train, labels=train_labels)
#缺失值统计
fs.identify_missing(0.5)
df_miss_value = fs.missing_stats.sort_values('missing_fraction',
ascending=False)
print('df_miss_value', df_miss_value.head(15))
missing_features = fs.ops['missing']
print('missing_features to remove', missing_features[:20])
#单值特征统计
fs.identify_single_unique()
print('fs.plot_unique()', fs.plot_unique())
fs.identify_collinear(0.95)
print('plot_collinear()', fs.plot_collinear())
# list of collinear features to remove
collinear_features = fs.ops['collinear']
print('collinear_features', collinear_features)
# dataframe of collinear features
df_collinear_features = fs.record_collinear.sort_values('corr_value',
ascending=False)
print('df_collinear_features', df_collinear_features.head(50))
#零重要度特征统计
# Pass in the appropriate parameters
fs.identify_zero_importance(task='classification',
eval_metric=tpr_weight_funtion_lc,
test_size=0.2,
random_state=0)
# Feature scaling
from sklearn.preprocessing import StandardScaler
sc = StandardScaler()
X_train = pd.DataFrame(sc.fit_transform(X_train), columns=X_train.columns)
X_test = pd.DataFrame(sc.transform(X_test), columns=X_test.columns)
# Feature selection (remove highly correlated features)
from feature_selector import FeatureSelector
n = len(X_train.T)
fs = FeatureSelector(data=X_train)
fs.identify_collinear(
correlation_threshold=0.7) # select features from training set
corr = fs.ops['collinear']
X_train = fs.remove(methods=['collinear'
]) # remove selected features from training set
to_remove = pd.unique(
fs.record_collinear['drop_feature']) # features to remove
X_test = X_test.drop(
columns=to_remove) # remove selected features from test set
# Create the artificial neural network
import keras
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import Dropout
num_input_nodes = len(X_train.T)
from feature_selector import FeatureSelector
# In[8]:
train_labels = train_data['label']
train_features = train_data.drop(columns=[
'user', 'product_nbr', 'last_year_capture_user_flag', 'label',
'pro_brand_-1', 'pro_brand_Apple', 'pro_brand_三星', 'pro_brand_其他',
'pro_brand_华为', 'pro_brand_小米', 'pro_brand_未知厂商', 'pro_brand_欧珀',
'pro_brand_维沃'
])
# In[14]:
fs = FeatureSelector(data=train_features, labels=train_labels)
fs.identify_collinear(correlation_threshold=0.9, one_hot=False)
# 绘制选择的特征的相关性heatmap
fs.plot_collinear()
# 列出要删除的共线特征
collinear_features = fs.ops['collinear']
# 查看共线特征的dataframe
fs.record_collinear
# In[20]:
train_data = train_data.drop(columns=collinear_features)
# In[21]:
train_data.shape
def featureSelect(x, y):
fs = FeatureSelector(data=x, labels=y)
fs.identify_collinear(correlation_threshold=0.99)
choose = fs.ops['collinear']
return choose
test = data_new2[important_features]
test["Is_Male"] = y_pred_kmeans
#Building ANN now
data_ANN = data.copy()
data_ANN["Is_Male"] = y_pred_kmeans
data_ANN.drop(columns="customer_id", inplace=True)
X = data_ANN.iloc[:, :42]
y = data_ANN.iloc[:, 42]
#Step 1 - Feature selection
from feature_selector import FeatureSelector
fts = FeatureSelector(X, y)
fts.identify_missing(missing_threshold=0.9)
fts.identify_collinear(correlation_threshold=0.7)
fts.plot_collinear()
collinear_features = fts.ops['collinear']
fts.identify_zero_importance(task='classification',
eval_metric='auc',
n_iterations=30,
early_stopping=True)
zero_importance_features = fts.ops['zero_importance']
fts.plot_feature_importances(threshold=0.99, plot_n=12)
Most_important_Features = list(fts.feature_importances["feature"].head(28))
Data_ANN_2 = data_ANN[Most_important_Features]
X = Data_ANN_2.iloc[:, :]
y = data_ANN.iloc[:, 42]
In this notebook we will test all the five function, to start we need to create an instance.
***Examples on how to use Feature Selector are in the end of this notebook***
"""
fs = FeatureSelector(data = df, labels = df_label)
"""###Removing Features
***Once we have identified the features to remove, we have a number of ways to drop the features. We can access any of the feature lists in the removal_ops dictionary and remove the columns manually. We also can use the remove method, passing in the methods that identified the features we want to remove***
Now, we will apply collinear, zero importance, low importance and sigle unique feature importance to selecti which columns to remove
"""
fs.identify_collinear(correlation_threshold=0.975)
fs.identify_zero_importance(task = 'classification', eval_metric = 'auc',
n_iterations = 10, early_stopping = True)
fs.identify_low_importance(cumulative_importance = 0.99)
fs.identify_single_unique()
to_remove = fs.check_removal()
feature_df = fs.remove(
methods = ['collinear', 'zero_importance', 'low_importance', 'single_unique'],
keep_one_hot=False
)
fs = FeatureSelector(data = df_feats, labels = train_labels)
#-- Identify redundant features
if(USE_LEARNER_FOR_FEATURE_SELECTION):
# NOT COMPLETE
fs.identify_all(selection_params = {'missing_threshold': 0.6, 'correlation_threshold': 0.98,
'task': 'classification', 'eval_metric': 'auc',
'cumulative_importance': 0.99})
#-- Get valuable features
X = fs.remove(methods = 'all', keep_one_hot = True)
else:
#-- Features with missing values greater than threshold
fs.identify_missing(missing_threshold = MISSING_VALUE_THRESHOLD)
#-- Correlated features
fs.identify_collinear(correlation_threshold = CORRELATION_THRESHOLD)
#-- Single unique value
fs.identify_single_unique()
#-- TO get keys fs.ops.keys()
missing_features = list(fs.ops['missing'])
corelated_features = list(fs.ops['collinear'])
single_value = list(fs.ops['single_unique'])
r = set(flatten([missing_features,corelated_features,single_value]))
#X = df_feats.drop(r, axis=1)
rnk_pval = getPvalStats(df, 'target')
dfm__ = dfm_.reset_index().set_index(['date', 'symbol'])
dfm__['win'] = (dfm__['trt1m'] > dfm__['sprtrn']).astype(np.int64)
dfm__['rtoversp'] = dfm__['trt1m'] - dfm__['sprtrn']
dfm__ = dfm__.dropna()
dfm__.isna().sum()
df_mrq['win'] = dfm__.win
df_mrq['trt1m'] = dfm__.trt1m
df_mrq['sprtrn'] = dfm__.sprtrn
df_mrq['rtoversp'] = dfm__.rtoversp
df_mrq = df_mrq.dropna()
train = df_mrq.drop(columns=['dimension', 'win', 'rtoversp'])
train_labels = df_mrq['win']
fs = FeatureSelector(data=train, labels=train_labels)
fs.identify_collinear(correlation_threshold=0.975)
#fs.plot_collinear(plot_all=True)
#fs.identify_zero_importance(task = 'regression', eval_metric = 'auc', n_iterations = 10, early_stopping = True)
#fs.identify_low_importance(cumulative_importance = 0.99)
all_to_remove = fs.check_removal()
print(all_to_remove)
df_mrq_pruned = df_mrq.drop(columns=all_to_remove)
# df_mrq_pruned.to_csv('data/SHARADAR_SF1_montly_combined_universe_MRQ.labelled.csv')
# In[27]:
fc = FeatureSelector(data, labels=label)
# In[10]:
fc.identify_missing(missing_threshold=0.95)
# In[11]:
fc.missing_stats.head()
# In[12]:
fc.identify_collinear(correlation_threshold=0.98)
# In[17]:
fc.identify_zero_importance(task='classification',
eval_metric='auc',
n_iterations=10,
early_stopping=True)
# In[18]:
fc.identify_low_importance(cumulative_importance=0.95)
# In[19]:
fc.identify_single_unique()
