【Python-ML】SKlearn库L1正则化特征选择

# -*- coding: utf-8 -*- ''' Created on 2018年1月17日 @author: Jason.F @summary: Scikit-Learn库逻辑斯蒂L1正则化-特征选择 ''' import pandas as pd import numpy as np from sklearn.cross_validation import train_test_split from sklearn.preprocessing import MinMaxScaler from sklearn.preprocessing import StandardScaler from sklearn.linear_model import LogisticRegression import matplotlib.pyplot as plt #导入数据 df_wine = pd.read_csv('https://archive.ics.uci.edu/ml/machine-learning-databases/wine/wine.data',header=None) df_wine.columns=['Class label','Alcohol','Malic acid','Ash','Alcalinity of ash','Magnesium','Total phenols','Flavanoids','Nonflavanoid phenols','Proanthocyanins','Color intensity','Hue','OD280/OD315 of diluted wines','Proline'] print ('class labels:',np.unique(df_wine['Class label'])) #print (df_wine.head(5)) #分割训练集合测试集 X,y=df_wine.iloc[:,1:].values,df_wine.iloc[:,0].values X_train,X_test,y_train,y_test=train_test_split(X,y,test_size=0.3,random_state=0) #特征值缩放 #归一化 mms=MinMaxScaler() X_train_norm=mms.fit_transform(X_train) X_test_norm=mms.fit_transform(X_test) #标准化 stdsc=StandardScaler() X_train_std=stdsc.fit_transform(X_train) X_test_std=stdsc.fit_transform(X_test)#L1正则化的逻辑斯蒂模型 lr=LogisticRegression(penalty='l1',C=0.1)#penalty='l2' lr.fit(X_train_std,y_train) print ('Training accuracy:',lr.score(X_train_std, y_train)) print ('Test accuracy:',lr.score(X_test_std, y_test))#比较训练集和测试集，观察是否出现过拟合 print (lr.intercept_)#查看截距，三个类别 print (lr.coef_)#查看权重系数，L1有稀疏化效果做特征选择#正则化效果，减少约束参数值C，增加惩罚力度，各特征权重系数趋近于0 fig=plt.figure() ax=plt.subplot(111) colors=['blue','green','red','cyan','magenta','yellow','black','pink','lightgreen','lightblue','gray','indigo','orange'] weights,params=[],[] for c in np.arange(-4,6,dtype=float):lr=LogisticRegression(penalty='l1',C=10**c,random_state=0)lr.fit(X_train_std,y_train)weights.append(lr.coef_[0])#三个类别，选择第一个类别来观察params.append(10**c) weights=np.array(weights) for column,color in zip(range(weights.shape[1]),colors):plt.plot(params,weights[:,column],label=df_wine.columns[column+1],color=color) plt.axhline(0,color='black',linestyle='--',linewidth=3) plt.xlim([10**(-5),10**5]) plt.ylabel('weight coefficient') plt.xlabel('C') plt.xscale('log') plt.legend(loc='upper left') ax.legend(loc='upper center',bbox_to_anchor=(1.38,1.03),ncol=1,fancybox=True) plt.show()

结果：

('class labels:', array([1, 2, 3], dtype=int64)) ('Training accuracy:', 0.9838709677419355) ('Test accuracy:', 0.98148148148148151) [-0.38378625 -0.15815556 -0.70033857] [[ 0.28028457 0. 0. -0.02806147 0. 0.0.71013567 0. 0. 0. 0. 0.1.23592372][-0.64368703 -0.06896342 -0.05715611 0. 0. 0. 0.0. 0. -0.92722893 0.05967934 0. -0.37098083][ 0. 0.06129709 0. 0. 0. 0.-0.63710764 0. 0. 0.49858959 -0.35822494 -0.570042510. ]]

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