If you want to use lasso for feature selection in a pipeline you have to
wrap it in SelectFromModel.
On 09/06/2017 11:56 AM, Lefevre, Augustin wrote:
Hi all,
I am playing with the pipeline features of sklearn and it seems that I
can’t use a prediction algorithm as intermediate step.
For instance, in the example below I use the output of a lasso as an
additional feature to feed a random forest, in such a way that feature
selection the Lasso does some preliminary feature selection.
But I get a : “TypeError: All estimators should implement fit and
transform.”
So I would like to add a transform method to the Lasso estimator so
that it can be used in a FeatureUnion. Is that possible ?
Best regards
X=np.hstack((np.random.randn(500,10),np.random.randint(0,10,(500,10))))
/# regressor variables
/y=np.random.randn(500) /# target variable
/ct_get = FunctionTransformer(*lambda *d:d[0:10]) /# transformer to
extract continuous variables
/dt_get = FunctionTransformer(*lambda *d:d[11:20]) /# transformer to
extract discrete variables
# first step is a regression pipeline
/reg =
Pipeline([(*'ct_vars'*,ct_get),(*'scaler'*,StandardScaler()),(*'poly'*,PolynomialFeatures(degree=3)),(*'lasso'*,Lasso())])
/# A random forest feeds on the discrete part of the data + one
continuous variable
/estimator =
Pipeline([(*'level1'*,FeatureUnion([(*'dt_vars'*,dt_get),(*'reg'*,reg)])),(*'rf'*,RandomForestRegressor())])
estimator.fit(X,y)
*print **"R^2 score is :"*,estimator.score(X,y)
*Augustin LEFEVRE*|**Consultant Senior |Ykems| -
M : +33 7 77 97 94 89 | alefe...@ykems.com
<mailto:alefe...@ykems.com>| www.ykems.com <http://www.ykems.com/>
https://www.beijaflore.com/_mailing/signature/image001.png
<http://www.linkedin.com/company/beijaflore?trk=top_nav_home>https://www.beijaflore.com/_mailing/signature/image002.png
<https://twitter.com/BeijafloreGroup>https://www.beijaflore.com/_mailing/signature/image003.png
<https://www.facebook.com/BeijafloreGroup>https://www.beijaflore.com/_mailing/signature/image004.png
<https://www.youtube.com/user/ComBeijaflore>
PSave a tree ! Think before you print
/SECURE BUSINESS/
/This message and its attachment contain information that may be
privileged or confidential and is the property of Beijaflore. It is
intended only for the person to whom it is addressed. If you are not
the intended recipient, you are not authorized to read, print, retain,
copy, disseminate, distribute, use or rely on the information
contained in this email. If you receive this message in error, please
notify the sender immediately and delete all copies of this message./
_______________________________________________
scikit-learn mailing list
scikit-learn@python.org
https://mail.python.org/mailman/listinfo/scikit-learn
_______________________________________________
scikit-learn mailing list
scikit-learn@python.org
https://mail.python.org/mailman/listinfo/scikit-learn
