如何解决 "RFECV object has no support_ attribute" 属性错误？

Question

我正在尝试传递 sklearn RFECV 对象并交叉验证分数 return 具有所选特征和特征排名的模型性能。

但是，我收到“RFECV 对象没有支持属性”的错误很可能是因为我没有将其拟合到数据中。我需要一些帮助来确定适合数据的位置以及如何确保测试数据集没有数据泄漏。

原始数据集是时间序列数据，所以我使用TimeSeries Split进行拆分。

from sklearn.datasets import make_classification
from sklearn.feature_selection import RFE, RFECV
from sklearn.tree import DecisionTreeClassifier
from sklearn.model_selection import TimeSeriesSplit, cross_val_score
from sklearn import metrics
from sklearn.metrics import balanced_accuracy_score, make_scorer

X, y = make_classification(n_samples=1000, n_features=10, n_informative=5, n_redundant=5, random_state=1)

# create pipeline
rfecv_model = RFECV(estimator=DecisionTreeClassifier())
model = DecisionTreeClassifier()
pipeline = Pipeline(steps=[('s',rfecv_model),('m',model)])

#make balanced scorer
scorer = make_scorer(balanced_accuracy_score)

# evaluate model
cv = TimeSeriesSplit(n_splits=3)
n_scores = cross_val_score(pipeline, X, y, scoring=scorer, cv=cv)
# report performance
print('Balanced_Accuracy: %.3f (%.3f)' % (mean(n_scores), std(n_scores)))

for i in range(X.shape[1]):
    print('Column: %d, Selected %s, Rank: %.3f' % (i, rfecv_model.support_[i], rfecv_model.ranking_[i]))

此代码来源于RFE教程here

Answer 1

当您需要交叉验证的拟合模型时，我建议使用 cross_validate。

from sklearn import set_config

set_config(print_changed_only=True)


from sklearn.datasets import make_classification
from sklearn.feature_selection import RFE, RFECV
from sklearn.tree import DecisionTreeClassifier
from sklearn.model_selection import TimeSeriesSplit, cross_validate
from sklearn import metrics
from sklearn.metrics import balanced_accuracy_score, make_scorer
from sklearn.pipeline import Pipeline

X, y = make_classification(
    n_samples=1000, n_features=10, n_informative=5, n_redundant=5, random_state=1)

# create pipeline
rfecv_model = RFECV(estimator=DecisionTreeClassifier())
model = DecisionTreeClassifier()
pipeline = Pipeline(steps=[('s', rfecv_model), ('m', model)])

# make balanced scorer
scorer = make_scorer(balanced_accuracy_score)

# evaluate model
cv = TimeSeriesSplit(n_splits=3)
result = cross_validate(pipeline, X, y, scoring=scorer,
                          cv=cv, return_estimator=True)

结果

{'fit_time': array([0.07009673, 0.09101987, 0.11680794]),
 'score_time': array([0.00072193, 0.00065613, 0.00060487]),
 'estimator': (Pipeline(steps=[('s', RFECV(estimator=DecisionTreeClassifier())),
                  ('m', DecisionTreeClassifier())]),
  Pipeline(steps=[('s', RFECV(estimator=DecisionTreeClassifier())),
                  ('m', DecisionTreeClassifier())]),
  Pipeline(steps=[('s', RFECV(estimator=DecisionTreeClassifier())),
                  ('m', DecisionTreeClassifier())])),
 'test_score': array([0.812     , 0.83170092, 0.8510502 ])}

现在让我们通过 cv 的每次迭代的特征选择器。

for iter, pipe in enumerate(result['estimator']):
    print(f'Iteration no: {iter}')
    for i in range(X.shape[1]):
        print('Column: %d, Selected %s, Rank: %d' %
            (i, pipe['s'].support_[i], pipe['s'].ranking_[i]))

# output
Iteration no: 0
Column: 0, Selected False, Rank: 4
Column: 1, Selected True, Rank: 1
Column: 2, Selected True, Rank: 1
Column: 3, Selected True, Rank: 1
Column: 4, Selected False, Rank: 3
Column: 5, Selected False, Rank: 5
Column: 6, Selected True, Rank: 1
Column: 7, Selected True, Rank: 1
Column: 8, Selected True, Rank: 1
Column: 9, Selected False, Rank: 2
Iteration no: 1
Column: 0, Selected False, Rank: 2
Column: 1, Selected False, Rank: 4
Column: 2, Selected True, Rank: 1
Column: 3, Selected True, Rank: 1
Column: 4, Selected True, Rank: 1
Column: 5, Selected False, Rank: 6
Column: 6, Selected True, Rank: 1
Column: 7, Selected False, Rank: 5
Column: 8, Selected True, Rank: 1
Column: 9, Selected False, Rank: 3
Iteration no: 2
Column: 0, Selected True, Rank: 1
Column: 1, Selected False, Rank: 4
Column: 2, Selected True, Rank: 1
Column: 3, Selected True, Rank: 1
Column: 4, Selected True, Rank: 1
Column: 5, Selected False, Rank: 3
Column: 6, Selected False, Rank: 2
Column: 7, Selected False, Rank: 5
Column: 8, Selected True, Rank: 1
Column: 9, Selected True, Rank: 1

如何解决 "RFECV object has no support_ attribute" 属性错误？

How do I resolve the "RFECV object has no support_ attribute" Attribute error?

python

machine-learning

scikit-learn

sklearn-pandas

rfe

结果