feat_selection.py 文件源码

def log_reg_feat_selection(X_train, y_train, X_valid, y_valid, random_state):
    """
    Feature selection based on the scores given to the features by the 
    RandomizedLogisticRegression algorithm.
    """

    rlr = RandomizedLogisticRegression(C=[0.001, 0.01, 0.1, 1.], 
                                       sample_fraction=0.7,
                                       n_resampling=200, selection_threshold=0.25,
                                       verbose=5, n_jobs=-1, random_state=0)                                   
    rlr.fit(X_train, y_train)
    np.save('save/feat_sel_log_reg.npy', rlr.scores_)

    return rlr.scores_