我试图使用特性工具库在一个简单的数据集上生成新的特性,但是,每当我尝试使用更大的max_depth
时,都不会发生任何事情。到目前为止,我的代码如下:
# imports
import featuretools as ft
# creating the EntitySet
es = ft.EntitySet()
es.entity_from_dataframe(entity_id='data', dataframe=data, make_index=True, index='index')
# Run deep feature synthesis with transformation primitives
feature_matrix, feature_defs = ft.dfs(entityset=es, target_entity='data', max_depth=3,
trans_primitives=['add_numeric', 'multiply_numeric'])
当我看到创建的特性时,我得到了基本的东西f1*f2
和f1+f2
,但是我想要更复杂的工程特性,比如f2*(f1+f2)
或f1+(f2+f1)
。我原以为增加max_depth
会做到这一点,但显然并非如此。
如果有的话,我怎么能这么做?
发布于 2020-12-27 21:51:26
我已经设法回答了我自己的问题,所以我会把它张贴在这里。
您可以通过在已经生成的特性上运行“深度功能综合”来创建更深层次的特性。下面是一个示例:
# imports
import featuretools as ft
# creating the EntitySet
es = ft.EntitySet()
es.entity_from_dataframe(entity_id='data', dataframe=data, make_index=True, index='index')
# Run deep feature synthesis with transformation primitives
feature_matrix, feature_defs = ft.dfs(entityset=es, target_entity='data',
trans_primitives=['add_numeric','multiply_numeric'])
# creating an EntitySet from the new features
deep_es = ft.EntitySet()
deep_es.entity_from_dataframe(entity_id='data', index='index', dataframe=feature_matrix)
# Run deep feature synthesis with transformation primitives
deep_feature_matrix, deep_feature_defs=ft.dfs(entityset=deep_es, target_entity='data',
trans_primitives=['add_numeric','multiply_numeric'])
现在,看看我们在这里看到的deep_feature_matrix
列(假设数据集具有两个特性):
"f1", "f2", "f1+f2", "f1*f2", "f1+f1*f2", "f1+f1+f2", "f1*f2+f1+f2", "f1*f2+f2", "f1+f2+f2", "f1*f1*f2", "f1*f1+f2", "f1*f2*f1+f2", "f1*f2*f2", "f1+f2*f2"
我还创建了一个自动执行此操作的函数(包括一个完整的docstring):
def auto_feature_engineering(X, y, selection_percent=0.1, selection_strategy="best", num_depth_steps=2, transformatives=['divide_numeric', 'multiply_numeric']):
"""
Automatically perform deep feature engineering and
feature selection.
Parameters
----------
X : pd.DataFrame
Data to perform automatic feature engineering on.
y : pd.DataFrame
Target variable to find correlations of all
features at each depth step to perform feature
selection, y is not needed if selection_percent=1.
selection_percent : float, optional
Defines what percent of all the new features to
keep for the next depth step.
selection_strategy : {'best', 'random'}, optional
Strategy used for feature selection, if 'best',
it will select the best features for the next depth
step, if 'random', it will select features at random.
num_depth_steps : integer, optional
The number of depth steps. Every depth step, the model
generates brand new features from the features made in
the last step, then selects a percent of these new
features.
transformatives : list, optional
List of all possible transformations of the data to use
when feature engineering, you can find the full list
of possible transformations as well as what each one
does using the following code:
`ft.primitives.list_primitives()[ft.primitives.list_primitives()["type"]=="transform"]`
make sure to `import featuretools as ft`.
Returns
-------
pd.DataFrame
a dataframe of the brand new features.
"""
from sklearn.feature_selection import mutual_info_classif
selected_feature_df = X.copy()
for i in range(num_depth_steps):
# Perform feature engineering
es = ft.EntitySet()
es.entity_from_dataframe(entity_id='data', dataframe=selected_feature_df,
make_index=True, index='index')
feature_matrix, feature_defs = ft.dfs(entityset=es, target_entity='data', trans_primitives=transformatives)
# Remove features that are the same
feature_corrs = feature_matrix.corr()[list(feature_matrix.keys())[0]]
existing_corrs = []
good_keys = []
for key in feature_corrs.to_dict().keys():
if feature_corrs[key] not in existing_corrs:
existing_corrs.append(feature_corrs[key])
good_keys.append(key)
feature_matrix = feature_matrix[good_keys]
# Remove illegal features
legal_features = list(feature_matrix.columns)
for feature in list(feature_matrix.columns):
raw_feature_list = []
for j in range(len(feature.split(" "))):
if j%2==0:
raw_feature_list.append(feature.split(" ")[j])
if len(raw_feature_list) > i+2: # num_depth_steps = 1, means max_num_raw_features_in_feature = 2
legal_features.remove(feature)
feature_matrix = feature_matrix[legal_features]
# Perform feature selection
if int(selection_percent)!=1:
if selection_strategy=="best":
corrs = mutual_info_classif(feature_matrix.reset_index(drop=True), y)
corrs = pd.Series(corrs, name="")
selected_corrs = corrs[corrs>=corrs.quantile(1-selection_percent)]
selected_feature_df = feature_matrix.iloc[:, list(selected_corrs.keys())].reset_index(drop=True)
elif selection_strategy=="random":
selected_feature_df = feature_matrix.sample(frac=(selection_percent), axis=1).reset_index(drop=True)
else:
raise Exception("selection_strategy can be either 'best' or 'random', got '"+str(selection_strategy)+"'.")
else:
selected_feature_df = feature_matrix.reset_index(drop=True)
if num_depth_steps!=1:
rename_dict = {}
for col in list(selected_feature_df.columns):
rename_dict[col] = "("+col+")"
selected_feature_df = selected_feature_df.rename(columns=rename_dict)
if num_depth_steps!=1:
rename_dict = {}
for feature_name in list(selected_feature_df.columns):
rename_dict[feature_name] = feature_name[int(num_depth_steps-1):-int(num_depth_steps-1)]
selected_feature_df = selected_feature_df.rename(columns=rename_dict)
return selected_feature_df
下面是一个使用它的示例:
# Imports
>>> import seaborn as sns
>>> import pandas as pd
>>> import numpy as np
>>> from sklearn.preprocessing import OrdinalEncoder
# Load the penguins dataset
>>> penguins = sns.load_dataset("penguins")
>>> penguins.head()
species island bill_length_mm bill_depth_mm flipper_length_mm body_mass_g sex
0 Adelie Torgersen 39.1 18.7 181.0 3750.0 Male
1 Adelie Torgersen 39.5 17.4 186.0 3800.0 Female
2 Adelie Torgersen 40.3 18.0 195.0 3250.0 Female
3 Adelie Torgersen NaN NaN NaN NaN NaN
4 Adelie Torgersen 36.7 19.3 193.0 3450.0 Female
# Fill in NaN values of features using the distribution of the feature
>>> for feature in ["bill_length_mm", "bill_depth_mm", "flipper_length_mm", "body_mass_g", "sex"]:
... s = penguins[feature].value_counts(normalize=True)
... dist = penguins[feature].value_counts(normalize=True).values
... missing = penguins[feature].isnull()
... penguins.loc[missing, feature] = np.random.choice(s.index, size=len(penguins[missing]),p=s.values)
# Make X and y
>>> X = penguins[["bill_length_mm", "bill_depth_mm", "flipper_length_mm", "body_mass_g"]]
>>> y = penguins[["sex"]]
# Encode "sex" so that "Male" is 1 and "Female" is 0
>>> ord_enc = OrdinalEncoder()
>>> y = pd.DataFrame(ord_enc.fit_transform(y).astype(np.int8), columns=["sex"])
# Generate new dataset with more features
>>> penguins_with_more_features = auto_feature_engineering(X, y, selection_percent=1.)
# Correlations of the raw features
>>> find_correlations(X, y)
body_mass_g 0.422959
bill_depth_mm 0.353526
bill_length_mm 0.342109
flipper_length_mm 0.246944
Name: sex, dtype: float64
# Top 10% correlations of new features
>>> summarize_corr_series(find_top_percent(find_correlations(penguins_with_more_features, y), 0.1))
(flipper_length_mm / bill_depth_mm) / (body_mass_g): 0.7241123396175027
(bill_depth_mm * body_mass_g) / (flipper_length_mm): 0.7237223914820166
(bill_depth_mm * body_mass_g) * (bill_depth_mm): 0.7222108721971968
(bill_depth_mm * body_mass_g): 0.7202272416625914
(bill_depth_mm * body_mass_g) * (flipper_length_mm): 0.6425813490692588
(bill_depth_mm * bill_length_mm) * (body_mass_g): 0.6398235593646668
(bill_depth_mm * flipper_length_mm) * (flipper_length_mm): 0.6360645935216128
(bill_depth_mm * flipper_length_mm): 0.6083364815975281
(bill_depth_mm * body_mass_g) * (body_mass_g): 0.5888925994060027
在这个例子中,鉴于企鹅的属性body_mass_g
,bill_depth_mm
,bill_length_mm
和flipper_length_mm
,我们想要预测它们的性别。
您可能会注意到我在示例中使用的其他神秘函数,即find_correlations
、summarize_corr_series
和find_top_percent
。这些是我为帮助总结来自auto_feature_engineering
的结果而做的其他方便的函数。下面是给他们的代码(请注意,他们还没有被记录在案):
def summarize_corr_series(feature_corr_series):
max_feature_name_size = 0
for key in feature_corr_series.to_dict().keys():
if len(key) > max_feature_name_size:
max_feature_name_size = len(key)
max_new_feature_corr = feature_corr_series.max()
for key in feature_corr_series.to_dict().keys():
whitespace = []
for i in range(max_feature_name_size-len(key)):
whitespace.append(" ")
whitespace = "".join(whitespace)
print(key+": "+whitespace+str(abs(feature_corr_series[key])))
def find_top_percent(series, percent):
return series[series>series.quantile(1-percent)]
def find_correlations(X, y):
return abs(pd.concat([X.reset_index(drop=True), y.reset_index(drop=True)], axis=1).corr())[y.columns[0]].drop(y.columns[0]).sort_values(ascending=False)
发布于 2021-03-09 16:38:54
非常不幸的是,featuretools
不容易支持这个用例,因为它看起来很常见。我发现最好的方法是使用dfs
函数创建您想要的一阶特性,然后手动添加您想要的二阶特性。
例如,下面的MWE (使用虹膜数据集)使用AddNumeric
执行dfs
原语,然后仅使用原始特性将DivideNumeric
原语应用于新创建的特性(并避免在转换后的特征中多次出现相同的基本特征)。
import numpy as np
import pandas as pd
import sklearn
import featuretools as ft
iris = sklearn.datasets.load_iris()
data = pd.DataFrame(
data= np.c_[iris['data'],
iris['target']],
columns= iris['feature_names'] + ['target']
)
ignore_cols = ['target']
entity_set = ft.EntitySet(id="iris")
entity_set.entity_from_dataframe(
entity_id="iris_main",
dataframe=data,
index="index",
)
new_features = ft.dfs(
entityset=entity_set,
target_entity="iris_main",
trans_primitives=["add_numeric"],
features_only=True,
primitive_options={
"add_numeric": {
"ignore_variables": {"iris_main": ignore_cols},
},
},
)
transformed_features = [i for i in new_features if isinstance(i, ft.feature_base.feature_base.TransformFeature)]
original_features = [i for i in new_features if isinstance(i, ft.feature_base.feature_base.IdentityFeature) and i.get_name() not in ignore_cols]
depth_two_features = []
for trans_feat in transformed_features:
for orig_feat in original_features:
if orig_feat.get_name() not in [i.get_name() for i in trans_feat.base_features]:
feat = ft.Feature([trans_feat, orig_feat], primitive=ft.primitives.DivideNumeric)
depth_two_features.append(feat)
data = ft.calculate_feature_matrix(
features= original_features + transformed_features + depth_two_features,
entityset=entity_set,
verbose=True,
)
这种方法的好处是,它为您提供了更细粒度的控制,以定制您想要的方式,并避免了创建不需要的不必要特性的计算成本。
https://stackoverflow.com/questions/65448806
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