来源于stack overflow,其实就是计算每个特征对于降低特征不纯度的贡献了多少,降低越多的,说明feature越重要 I'll use the sklearn code, as it is generally much cleaner than the R code. Here's the implementation of the feature_importances property of the GradientBoostingClassifier (I removed some
一.特征选择可以减少过拟合代码实例 该实例来自机器学习实战第四章 #coding=utf-8 ''' We use KNN to show that feature selection maybe reduce overfitting ''' from sklearn.base import clone from itertools import combinations import numpy as np from sklearn.model_selection import train_t
xgboost原生包中有一个dump_model方法,这个方法能帮助我们看到基分类器的决策树如何选择特征进行分裂节点的,使用的基分类器有两个特点: 二叉树: 特征可以重复选择,来切分当前节点所含的数据集. 由dump_model生成的booster格式如下: 我们可以对该类型的树结构进行解析,得到这个基分类器中特征用来分裂的频率,简单的脚本如下: # -*- coding: utf-8 -*- import re with open('./tree_like.txt', 'r') as f: l
xgboost入门非常经典的材料,虽然读起来比较吃力,但是会有很大的帮助: 英文原文链接:https://www.analyticsvidhya.com/blog/2016/03/complete-guide-parameter-tuning-xgboost-with-codes-python/ 原文地址:Complete Guide to Parameter Tuning in XGBoost (with codes in Python) 译注:文内提供的代码和运行结果有一定差异,可以从这里下