`auswahl`.VIP¶

class auswahl.VIP(n_features_to_select: Optional[Union[int, float]] = None, n_cv_folds: int = 5, pls: Optional[PLSRegression] = None, model_hyperparams: Optional[Union[Dict, List[Dict]]] = None)[source]¶

Feature Selection with Variable Importance in Projection.

The VIP scores are computed according to Favilla et al. [1].

Read more in the User Guide.

Parameters

n_features_to_selectint or float, default=None: Number of features to select.
plsPLSRegression, default=None: Estimator instance of the PLSRegression class. Use this to adjust the hyperparameters of the PLS method.

Attributes

pls_PLSRegression instance: Fitted PLS estimator used to calculate the VIP scores.
vips_ndarray of shape (n_features,): Calculated VIP scores.
support_ndarray of shape (n_features,): Mask of selected features.

References

1: Stefania Favilla, Caterina Durante, Mario Li Vigni, Marina Cocchi, ‘Assessing feature relevance in NPLS models by VIP’, Chemometrics and Intelligent Laboratory Systems, 129, 76–86, 2013.

Examples

>>> import numpy as np
>>> from auswahl import VIP
>>> X = np.random.randn(100, 10)
>>> y = 5 * X[:, 0] - 2 * X[:, 5]  # y only depends on two features
>>> selector = VIP(n_features_to_select=2)
>>> selector.fit(X, y).get_support()
array([ True, False, False, False, False, True, False, False, False, False])

__init__(n_features_to_select: Optional[Union[int, float]] = None, n_cv_folds: int = 5, pls: Optional[PLSRegression] = None, model_hyperparams: Optional[Union[Dict, List[Dict]]] = None)[source]¶

evaluate(X, y, model, do_cv=True, *args)¶

Conduct a cross validationand hyperparameter optimization of the underlying estimator model.

Parameters

X: array-like, shape (n_samples, n_features): Spectral data to be fitted
y: array-like, shape (n_samples,): Regression targets
model: BaseEstimator: Regression model
do_cv: bool, default=True: If True, the model is fitted to the data and a cross validation score is provided
*args: arbitrary payload: Arbitrary payload returned with the evaluation result. Used for instance for identification of threads, if multiple models are evaluated in parallel

Returns

tuple: float, BaseEstimator: cross validation score if requested (otherwise None) and fitted estimator

fit(X, y, mask=None)¶

Run the feature selection process.

Parameters

Xarray-like of shape (n_samples, n_features): The input samples.
yarray-like of shape (n_samples,): The target values.
mask: array-like of shape (n_features,): Mask indicating (values == 0), which features are not to be taken into account during the feature selection

Returns

SpectralSelectorself: Returns the instance itself.

fit_transform(X, y=None, **fit_params)¶

Fit to data, then transform it.

Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.

Parameters

Xarray-like of shape (n_samples, n_features): Input samples.
yarray-like of shape (n_samples,) or (n_samples, n_outputs), default=None: Target values (None for unsupervised transformations).
**fit_paramsdict: Additional fit parameters.

Returns

X_newndarray array of shape (n_samples, n_features_new): Transformed array.

get_best_estimator() → BaseEstimator¶

Retrieve the best estimator model fitted on the selected features

Returns

best model fitted on selected features: sklearn.base.BaseEstimator

get_feature_names_out(input_features=None)¶

Mask feature names according to selected features.

Parameters

input_featuresarray-like of str or None, default=None

Input features.

If input_features is None, then feature_names_in_ is used as feature names in. If feature_names_in_ is not defined, then the following input feature names are generated: [“x0”, “x1”, …, “x(n_features_in_ - 1)”].
If input_features is an array-like, then input_features must match feature_names_in_ if feature_names_in_ is defined.

Returns

feature_names_outndarray of str objects: Transformed feature names.

get_feature_scores()[source]¶

Provide scores of all features

Returns

feature scores: np.ndarray of shape [n_features,]

get_params(deep=True)¶

Get parameters for this estimator.

Parameters

deepbool, default=True: If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns

paramsdict: Parameter names mapped to their values.

get_support(indices=False)¶

Get a mask, or integer index, of the features selected.

Parameters

indicesbool, default=False: If True, the return value will be an array of integers, rather than a boolean mask.

Returns

supportarray: An index that selects the retained features from a feature vector. If indices is False, this is a boolean array of shape [# input features], in which an element is True iff its corresponding feature is selected for retention. If indices is True, this is an integer array of shape [# output features] whose values are indices into the input feature vector.

get_support_for_threshold(threshold: float = 1, indices: bool = False)[source]¶

Select a set of features whose VIP values are above a given threshold.

Parameters

thresholdfloat, default=1: Lower bound that has to be exceeded by the VIP value of a feature so that it is selected.
indicesbool, default=False: If True, the return value will be an array of integers, rather than a boolean mask.

Returns

selectionndarray of shape (n_features,): Boolean mask of selected features, or array of indices if indices=True.

inverse_transform(X)¶

Reverse the transformation operation.

Parameters

Xarray of shape [n_samples, n_selected_features]: The input samples.

Returns

X_rarray of shape [n_samples, n_original_features]: X with columns of zeros inserted where features would have been removed by transform().

reseed(seed: Union[int, RandomState])¶: Random state updating interface for benchmarking. Selector methods with more complex internal structure (such as methods wrapping other methods) are required to override this function accordingly.

rethread(n_jobs: int)¶: n_jobs updating interface for benchmarking. Selector methods with more complex internal structure (such as methods wrapping other methods) are required to override this function accordingly.

set_params(**params)¶

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters