XGBoost 輸出特徵重要性以及篩選特徵

1.輸出XGBoost特徵的重要性

from matplotlib import pyplot
pyplot.bar(range(len(model_XGB.feature_importances_)), model_XGB.feature_importances_)
pyplot.show()

XGBoost 特徵重要性繪圖

也可以使用XGBoost內置的特徵重要性繪圖函數

# plot feature importance using built-in function
from xgboost import plot_importance
plot_importance(model_XGB)
pyplot.show()

XGBoost 內置的特徵重要性繪圖

2.根據特徵重要性篩選特徵

from numpy import sort
from sklearn.feature_selection import SelectFromModel

# Fit model using each importance as a threshold
thresholds = sort(model_XGB.feature_importances_)
for thresh in thresholds:
  # select features using threshold
  selection = SelectFromModel(model_XGB, threshold=thresh, prefit=True)
  select_X_train = selection.transform(X_train)
  # train model
  selection_model = XGBClassifier()
  selection_model.fit(select_X_train, y_train)
# eval model
  select_X_test = selection.transform(X_test)
  y_pred = selection_model.predict(select_X_test)
  predictions = [round(value) for value in y_pred]
  accuracy = accuracy_score(y_test, predictions)
  print("Thresh=%.3f, n=%d, Accuracy: %.2f%%" % (thresh, select_X_train.shape[1],
      accuracy*100.0))

XGBoost 篩選特徵

參考：https://blog.csdn.net/u011630575/article/details/79423162