# yellowbrick.features.importances
# Feature importance visualizer
#
# Author: Benjamin Bengfort <benjamin@bengfort.com>
# Created: Fri Mar 02 15:21:36 2018 -0500
#
# Copyright (C) 2018 District Data Labs
# For license information, see LICENSE.txt
#
# ID: importances.py [] benjamin@bengfort.com $
"""
Implementation of a feature importances visualizer. This visualizer sits in
kind of a weird place since it is technically a model scoring visualizer, but
is generally used for feature engineering.
"""
##########################################################################
## Imports
##########################################################################
import numpy as np
import matplotlib.pyplot as plt
from yellowbrick.utils import is_dataframe
from yellowbrick.base import ModelVisualizer
from yellowbrick.exceptions import YellowbrickTypeError, NotFitted
##########################################################################
## Feature Visualizer
##########################################################################
[文档]class FeatureImportances(ModelVisualizer):
"""
Displays the most informative features in a model by showing a bar chart
of features ranked by their importances. Although primarily a feature
engineering mechanism, this visualizer requires a model that has either a
``coef_`` or ``feature_importances_`` parameter after fit.
Parameters
----------
model : Estimator
A Scikit-Learn estimator that learns feature importances. Must support
either ``coef_`` or ``feature_importances_`` parameters.
ax : matplotlib Axes, default: None
The axis to plot the figure on. If None is passed in the current axes
will be used (or generated if required).
labels : list, default: None
A list of feature names to use. If a DataFrame is passed to fit and
features is None, feature names are selected as the column names.
relative : bool, default: True
If true, the features are described by their relative importance as a
percentage of the strongest feature component; otherwise the raw
numeric description of the feature importance is shown.
absolute : bool, default: False
Make all coeficients absolute to more easily compare negative
coeficients with positive ones.
xlabel : str, default: None
The label for the X-axis. If None is automatically determined by the
underlying model and options provided.
kwargs : dict
Keyword arguments that are passed to the base class and may influence
the visualization as defined in other Visualizers.
Attributes
----------
features_ : np.array
The feature labels ranked according to their importance
feature_importances_ : np.array
The numeric value of the feature importance computed by the model
Examples
--------
>>> from sklearn.ensemble import GradientBoostingClassifier
>>> visualizer = FeatureImportances(GradientBoostingClassifier())
>>> visualizer.fit(X, y)
>>> visualizer.poof()
"""
def __init__(self, model, ax=None, labels=None, relative=True,
absolute=False, xlabel=None, **kwargs):
super(FeatureImportances, self).__init__(model, ax, **kwargs)
# Data Parameters
self.set_params(
labels=labels, relative=relative, absolute=absolute,
xlabel=xlabel,
)
[文档] def fit(self, X, y=None, **kwargs):
"""
Fits the estimator to discover the feature importances described by
the data, then draws those importances as a bar plot.
Parameters
----------
X : ndarray or DataFrame of shape n x m
A matrix of n instances with m features
y : ndarray or Series of length n
An array or series of target or class values
kwargs : dict
Keyword arguments passed to the fit method of the estimator.
Returns
-------
self : visualizer
The fit method must always return self to support pipelines.
"""
super(FeatureImportances, self).fit(X, y, **kwargs)
# Get the feature importances from the model
self.feature_importances_ = self._find_importances_param()
# Apply absolute value filter before normalization
if self.absolute:
self.feature_importances_ = np.abs(self.feature_importances_)
# Normalize features relative to the maximum
if self.relative:
maxv = self.feature_importances_.max()
self.feature_importances_ /= maxv
self.feature_importances_ *= 100.0
# Create labels for the feature importances
# NOTE: this code is duplicated from MultiFeatureVisualizer
if self.labels is None:
# Use column names if a dataframe
if is_dataframe(X):
self.features_ = np.array(X.columns)
# Otherwise use the column index as the labels
else:
_, ncols = X.shape
self.features_ = np.arange(0, ncols)
else:
self.features_ = np.array(self.labels)
# Sort the features and their importances
sort_idx = np.argsort(self.feature_importances_)
self.features_ = self.features_[sort_idx]
self.feature_importances_ = self.feature_importances_[sort_idx]
# Draw the feature importances
self.draw()
return self
[文档] def draw(self, **kwargs):
"""
Draws the feature importances as a bar chart; called from fit.
"""
# Quick validation
for param in ('feature_importances_', 'features_'):
if not hasattr(self, param):
raise NotFitted("missing required param '{}'".format(param))
# Find the positions for each bar
pos = np.arange(self.features_.shape[0]) + 0.5
# Plot the bar chart
self.ax.barh(pos, self.feature_importances_, align='center')
# Set the labels for the bars
self.ax.set_yticks(pos)
self.ax.set_yticklabels(self.features_)
return self.ax
[文档] def finalize(self, **kwargs):
"""
Finalize the drawing setting labels and title.
"""
# Set the title
self.set_title('Feature Importances of {} Features using {}'.format(
len(self.features_), self.name))
# Set the xlabel
self.ax.set_xlabel(self._get_xlabel())
# Remove the ygrid
self.ax.grid(False, axis='y')
# Ensure we have a tight fit
plt.tight_layout()
def _find_importances_param(self):
"""
Searches the wrapped model for the feature importances parameter.
"""
for attr in ("feature_importances_", "coef_"):
try:
return getattr(self.estimator, attr)
except AttributeError:
continue
raise YellowbrickTypeError(
"could not find feature importances param on {}".format(
self.estimator.__class__.__name__
)
)
def _get_xlabel(self):
"""
Determines the xlabel based on the underlying data structure
"""
# Return user-specified label
if self.xlabel:
return self.xlabel
# Label for coefficients
if hasattr(self.estimator, "coef_"):
if self.relative:
return "relative coefficient magnitude"
return "coefficient value"
# Default label for feature_importances_
if self.relative:
return "relative importance"
return "feature importance"
def _is_fitted(self):
"""
Returns true if the visualizer has been fit.
"""
return hasattr(self, 'feature_importances_') and hasattr(self, 'features_')
##########################################################################
## Quick Method
##########################################################################
def feature_importances(model, X, y=None, ax=None, labels=None,
relative=True, absolute=False, xlabel=None, **kwargs):
"""
Displays the most informative features in a model by showing a bar chart
of features ranked by their importances. Although primarily a feature
engineering mechanism, this visualizer requires a model that has either a
``coef_`` or ``feature_importances_`` parameter after fit.
Parameters
----------
model : Estimator
A Scikit-Learn estimator that learns feature importances. Must support
either ``coef_`` or ``feature_importances_`` parameters.
X : ndarray or DataFrame of shape n x m
A matrix of n instances with m features
y : ndarray or Series of length n, optional
An array or series of target or class values
ax : matplotlib Axes, default: None
The axis to plot the figure on. If None is passed in the current axes
will be used (or generated if required).
labels : list, default: None
A list of feature names to use. If a DataFrame is passed to fit and
features is None, feature names are selected as the column names.
relative : bool, default: True
If true, the features are described by their relative importance as a
percentage of the strongest feature component; otherwise the raw
numeric description of the feature importance is shown.
absolute : bool, default: False
Make all coeficients absolute to more easily compare negative
coeficients with positive ones.
xlabel : str, default: None
The label for the X-axis. If None is automatically determined by the
underlying model and options provided.
kwargs : dict
Keyword arguments that are passed to the base class and may influence
the visualization as defined in other Visualizers.
Returns
-------
ax : matplotlib axes
Returns the axes that the parallel coordinates were drawn on.
"""
# Instantiate the visualizer
visualizer = FeatureImportances(
model, ax, labels, relative, absolute, xlabel, **kwargs)
# Fit and transform the visualizer (calls draw)
visualizer.fit(X, y)
visualizer.finalize()
# Return the axes object on the visualizer
return visualizer.ax