data.corr()
选择变量相关性系数较好的,可以作为进一步参考分析。
我可以给出Python中使用Lasso模型进行特征筛选的实际操作步骤:
from sklearn.linear_model import Lasso
from sklearn.model_selection import train_test_split
import pandas as pd
# 读取数据集,这里以csv文件为例
df = pd.read_csv('data.csv')
# 定义自变量和因变量
x = df.iloc[:, :-1]
y = df.iloc[:, -1]
# 划分训练集和测试集
x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.2, random_state=0)
# 创建Lasso模型对象
lasso = Lasso(alpha=0.1)
# 使用训练集对模型进行训练
lasso.fit(x_train, y_train)
# 查看Lasso模型对各个特征的权重值
coefs = pd.DataFrame({'feature': x.columns, 'coef': abs(lasso.coef_)})
coefs = coefs.sort_values(by='coef', ascending=False)
# 筛选出权重值大于0的特征
selected_features = coefs[coefs['coef'] > 0]['feature']
selected_features = selected_features.to_list()
# 使用筛选后的特征重新划分数据集
x_train_selected = x_train[selected_features]
x_test_selected = x_test[selected_features]
# 创建新的Lasso模型对象并进行训练
lasso_selected = Lasso(alpha=0.1)
lasso_selected.fit(x_train_selected, y_train)
# 预测测试数据集的结果
y_pred = lasso_selected.predict(x_test_selected)
以上为Python中使用Lasso模型进行特征筛选的具体步骤。需要注意的是,Lasso模型筛选的特征是通过权重值进行筛选的,因此选取的特征需要根据实际情况进行判断。另外,在应用Lasso模型之前也需要对数据进行一些预处理工作,例如数据清洗、归一化等。