确定sklearn中SVM分类器的最有用特征

问题描述 投票:13回答:3

我有一个数据集,我想在这些数据上训练我的模型。在训练之后,我需要知道SVM分类器分类中主要贡献者的特征。

对森林算法有一些称为特征重要性的东西,有什么类似的吗?

python machine-learning scikit-learn svm
3个回答
20
投票

是的,SVM分类器有属性coef_,但它仅适用于具有线性内核的SVM。对于其他内核,它是不可能的,因为数据被内核方法转换到另一个与输入空间无关的空间,请检查explanation

from matplotlib import pyplot as plt
from sklearn import svm

def f_importances(coef, names):
    imp = coef
    imp,names = zip(*sorted(zip(imp,names)))
    plt.barh(range(len(names)), imp, align='center')
    plt.yticks(range(len(names)), names)
    plt.show()

features_names = ['input1', 'input2']
svm = svm.SVC(kernel='linear')
svm.fit(X, Y)
f_importances(svm.coef_, features_names)

函数的输出如下所示:Feature importances


0
投票

只需一行代码:

适合SVM模型:

from sklearn import svm
svm = svm.SVC(gamma=0.001, C=100., kernel = 'linear')

并实施如下图:

pd.Series(abs(svm.coef_[0]), index=features.columns).nlargest(10).plot(kind='barh')

结果将是:

the most contributing features of the SVM model in absolute values


0
投票

我创建了一个适用于Python 3的解决方案,它基于Jakub Macina的代码片段。

from matplotlib import pyplot as plt
from sklearn import svm

def f_importances(coef, names, top=-1):
    imp = coef
    imp, names = zip(*sorted(list(zip(imp, names))))

    # Show all features
    if top == -1:
        top = len(names)

    plt.barh(range(top), imp[::-1][0:top], align='center')
    plt.yticks(range(top), names[::-1][0:top])
    plt.show()

# whatever your features are called
features_names = ['input1', 'input2', ...] 
svm = svm.SVC(kernel='linear')
svm.fit(X_train, y_train)

# Specify your top n features you want to visualize.
# You can also discard the abs() function 
# if you are interested in negative contribution of features
f_importances(abs(clf.coef_[0]), feature_names, top=10)

Feature importance

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