feature_selection#

Components that select features.

Package Contents#

Classes Summary#

FeatureSelector

Selects top features based on importance weights.

RFClassifierRFESelector

Selects relevant features using recursive feature elimination with a Random Forest Classifier.

RFClassifierSelectFromModel

Selects top features based on importance weights using a Random Forest classifier.

RFRegressorRFESelector

Selects relevant features using recursive feature elimination with a Random Forest Regressor.

RFRegressorSelectFromModel

Selects top features based on importance weights using a Random Forest regressor.

Contents#

class evalml.pipelines.components.transformers.feature_selection.FeatureSelector(parameters=None, component_obj=None, random_seed=0, **kwargs)[source]#

Selects top features based on importance weights.

Parameters
  • parameters (dict) – Dictionary of parameters for the component. Defaults to None.

  • component_obj (obj) – Third-party objects useful in component implementation. Defaults to None.

  • random_seed (int) – Seed for the random number generator. Defaults to 0.

Attributes

modifies_features

True

modifies_target

False

training_only

False

Methods

clone

Constructs a new component with the same parameters and random state.

default_parameters

Returns the default parameters for this component.

describe

Describe a component and its parameters.

fit

Fits component to data.

fit_transform

Fit and transform data using the feature selector.

get_names

Get names of selected features.

load

Loads component at file path.

name

Returns string name of this component.

needs_fitting

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

parameters

Returns the parameters which were used to initialize the component.

save

Saves component at file path.

transform

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

update_parameters

Updates the parameter dictionary of the component.

clone(self)#

Constructs a new component with the same parameters and random state.

Returns

A new instance of this component with identical parameters and random state.

default_parameters(cls)#

Returns the default parameters for this component.

Our convention is that Component.default_parameters == Component().parameters.

Returns

Default parameters for this component.

Return type

dict

describe(self, print_name=False, return_dict=False)#

Describe a component and its parameters.

Parameters
  • print_name (bool, optional) – whether to print name of component

  • return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

Returns dictionary if return_dict is True, else None.

Return type

None or dict

fit(self, X, y=None)#

Fits component to data.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features]

  • y (pd.Series, optional) – The target training data of length [n_samples]

Returns

self

Raises

MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.

fit_transform(self, X, y=None)[source]#

Fit and transform data using the feature selector.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features].

  • y (pd.Series, optional) – The target training data of length [n_samples].

Returns

Transformed data.

Return type

pd.DataFrame

get_names(self)[source]#

Get names of selected features.

Returns

List of the names of features selected.

Return type

list[str]

static load(file_path)#

Loads component at file path.

Parameters

file_path (str) – Location to load file.

Returns

ComponentBase object

property name(cls)#

Returns string name of this component.

needs_fitting(self)#

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.

Returns

True.

property parameters(self)#

Returns the parameters which were used to initialize the component.

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#

Saves component at file path.

Parameters
  • file_path (str) – Location to save file.

  • pickle_protocol (int) – The pickle data stream format.

transform(self, X, y=None)[source]#

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

Parameters
  • X (pd.DataFrame) – Data to transform.

  • y (pd.Series, optional) – Target data. Ignored.

Returns

Transformed X

Return type

pd.DataFrame

Raises

MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform

update_parameters(self, update_dict, reset_fit=True)#

Updates the parameter dictionary of the component.

Parameters
  • update_dict (dict) – A dict of parameters to update.

  • reset_fit (bool, optional) – If True, will set _is_fitted to False.

class evalml.pipelines.components.transformers.feature_selection.RFClassifierRFESelector(step=0.2, min_features_to_select=1, cv=None, scoring=None, n_jobs=-1, n_estimators=10, max_depth=None, random_seed=0, **kwargs)[source]#

Selects relevant features using recursive feature elimination with a Random Forest Classifier.

Parameters
  • step (int, float) – The number of features to eliminate in each iteration. If an integer is specified this will represent the number of features to eliminate. If a float is specified this represents the percentage of features to eliminate each iteration. The last iteration may drop fewer than this number of features in order to satisfy the min_features_to_select constraint. Defaults to 0.2.

  • min_features_to_select (int) – The minimum number of features to return. Defaults to 1.

  • cv (int or None) – Number of folds to use for the cross-validation splitting strategy. Defaults to None which will use 5 folds.

  • scoring (str, callable or None) – A string or scorer callable object to specify the scoring method.

  • n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.

  • n_estimators (int) – The number of trees in the forest. Defaults to 10.

  • max_depth (int) – Maximum tree depth for base learners. Defaults to None.

  • random_seed (int) – Seed for the random number generator. Defaults to 0.

Attributes

hyperparameter_ranges

{ “step”: Real(0.05, 0.25)}

modifies_features

True

modifies_target

False

name

RFE Selector with RF Classifier

training_only

False

Methods

clone

Constructs a new component with the same parameters and random state.

default_parameters

Returns the default parameters for this component.

describe

Describe a component and its parameters.

fit

Fits component to data.

fit_transform

Fit and transform data using the feature selector.

get_names

Get names of selected features.

load

Loads component at file path.

needs_fitting

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

parameters

Returns the parameters which were used to initialize the component.

save

Saves component at file path.

transform

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

update_parameters

Updates the parameter dictionary of the component.

clone(self)#

Constructs a new component with the same parameters and random state.

Returns

A new instance of this component with identical parameters and random state.

default_parameters(cls)#

Returns the default parameters for this component.

Our convention is that Component.default_parameters == Component().parameters.

Returns

Default parameters for this component.

Return type

dict

describe(self, print_name=False, return_dict=False)#

Describe a component and its parameters.

Parameters
  • print_name (bool, optional) – whether to print name of component

  • return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

Returns dictionary if return_dict is True, else None.

Return type

None or dict

fit(self, X, y=None)#

Fits component to data.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features]

  • y (pd.Series, optional) – The target training data of length [n_samples]

Returns

self

Raises

MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.

fit_transform(self, X, y=None)#

Fit and transform data using the feature selector.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features].

  • y (pd.Series, optional) – The target training data of length [n_samples].

Returns

Transformed data.

Return type

pd.DataFrame

get_names(self)#

Get names of selected features.

Returns

List of the names of features selected.

Return type

list[str]

static load(file_path)#

Loads component at file path.

Parameters

file_path (str) – Location to load file.

Returns

ComponentBase object

needs_fitting(self)#

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.

Returns

True.

property parameters(self)#

Returns the parameters which were used to initialize the component.

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#

Saves component at file path.

Parameters
  • file_path (str) – Location to save file.

  • pickle_protocol (int) – The pickle data stream format.

transform(self, X, y=None)#

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

Parameters
  • X (pd.DataFrame) – Data to transform.

  • y (pd.Series, optional) – Target data. Ignored.

Returns

Transformed X

Return type

pd.DataFrame

Raises

MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform

update_parameters(self, update_dict, reset_fit=True)#

Updates the parameter dictionary of the component.

Parameters
  • update_dict (dict) – A dict of parameters to update.

  • reset_fit (bool, optional) – If True, will set _is_fitted to False.

class evalml.pipelines.components.transformers.feature_selection.RFClassifierSelectFromModel(number_features=None, n_estimators=10, max_depth=None, percent_features=0.5, threshold='median', n_jobs=-1, random_seed=0, **kwargs)[source]#

Selects top features based on importance weights using a Random Forest classifier.

Parameters
  • number_features (int) – The maximum number of features to select. If both percent_features and number_features are specified, take the greater number of features. Defaults to None.

  • n_estimators (int) – The number of trees in the forest. Defaults to 10.

  • max_depth (int) – Maximum tree depth for base learners. Defaults to None.

  • percent_features (float) – Percentage of features to use. If both percent_features and number_features are specified, take the greater number of features. Defaults to 0.5.

  • threshold (string or float) – The threshold value to use for feature selection. Features whose importance is greater or equal are kept while the others are discarded. If “median”, then the threshold value is the median of the feature importances. A scaling factor (e.g., “1.25*mean”) may also be used. Defaults to median.

  • n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.

  • random_seed (int) – Seed for the random number generator. Defaults to 0.

Attributes

hyperparameter_ranges

{ “percent_features”: Real(0.01, 1), “threshold”: [“mean”, “median”],}

modifies_features

True

modifies_target

False

name

RF Classifier Select From Model

training_only

False

Methods

clone

Constructs a new component with the same parameters and random state.

default_parameters

Returns the default parameters for this component.

describe

Describe a component and its parameters.

fit

Fits component to data.

fit_transform

Fit and transform data using the feature selector.

get_names

Get names of selected features.

load

Loads component at file path.

needs_fitting

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

parameters

Returns the parameters which were used to initialize the component.

save

Saves component at file path.

transform

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

update_parameters

Updates the parameter dictionary of the component.

clone(self)#

Constructs a new component with the same parameters and random state.

Returns

A new instance of this component with identical parameters and random state.

default_parameters(cls)#

Returns the default parameters for this component.

Our convention is that Component.default_parameters == Component().parameters.

Returns

Default parameters for this component.

Return type

dict

describe(self, print_name=False, return_dict=False)#

Describe a component and its parameters.

Parameters
  • print_name (bool, optional) – whether to print name of component

  • return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

Returns dictionary if return_dict is True, else None.

Return type

None or dict

fit(self, X, y=None)#

Fits component to data.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features]

  • y (pd.Series, optional) – The target training data of length [n_samples]

Returns

self

Raises

MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.

fit_transform(self, X, y=None)#

Fit and transform data using the feature selector.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features].

  • y (pd.Series, optional) – The target training data of length [n_samples].

Returns

Transformed data.

Return type

pd.DataFrame

get_names(self)#

Get names of selected features.

Returns

List of the names of features selected.

Return type

list[str]

static load(file_path)#

Loads component at file path.

Parameters

file_path (str) – Location to load file.

Returns

ComponentBase object

needs_fitting(self)#

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.

Returns

True.

property parameters(self)#

Returns the parameters which were used to initialize the component.

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#

Saves component at file path.

Parameters
  • file_path (str) – Location to save file.

  • pickle_protocol (int) – The pickle data stream format.

transform(self, X, y=None)#

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

Parameters
  • X (pd.DataFrame) – Data to transform.

  • y (pd.Series, optional) – Target data. Ignored.

Returns

Transformed X

Return type

pd.DataFrame

Raises

MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform

update_parameters(self, update_dict, reset_fit=True)#

Updates the parameter dictionary of the component.

Parameters
  • update_dict (dict) – A dict of parameters to update.

  • reset_fit (bool, optional) – If True, will set _is_fitted to False.

class evalml.pipelines.components.transformers.feature_selection.RFRegressorRFESelector(step=0.2, min_features_to_select=1, cv=None, scoring=None, n_jobs=-1, n_estimators=10, max_depth=None, random_seed=0, **kwargs)[source]#

Selects relevant features using recursive feature elimination with a Random Forest Regressor.

Parameters
  • step (int, float) – The number of features to eliminate in each iteration. If an integer is specified this will represent the number of features to eliminate. If a float is specified this represents the percentage of features to eliminate each iteration. The last iteration may drop fewer than this number of features in order to satisfy the min_features_to_select constraint. Defaults to 0.2.

  • min_features_to_select (int) – The minimum number of features to return. Defaults to 1.

  • cv (int or None) – Number of folds to use for the cross-validation splitting strategy. Defaults to None which will use 5 folds.

  • scoring (str, callable or None) – A string or scorer callable object to specify the scoring method.

  • n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.

  • n_estimators (int) – The number of trees in the forest. Defaults to 10.

  • max_depth (int) – Maximum tree depth for base learners. Defaults to None.

  • random_seed (int) – Seed for the random number generator. Defaults to 0.

Attributes

hyperparameter_ranges

{ “step”: Real(0.05, 0.25)}

modifies_features

True

modifies_target

False

name

RFE Selector with RF Regressor

training_only

False

Methods

clone

Constructs a new component with the same parameters and random state.

default_parameters

Returns the default parameters for this component.

describe

Describe a component and its parameters.

fit

Fits component to data.

fit_transform

Fit and transform data using the feature selector.

get_names

Get names of selected features.

load

Loads component at file path.

needs_fitting

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

parameters

Returns the parameters which were used to initialize the component.

save

Saves component at file path.

transform

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

update_parameters

Updates the parameter dictionary of the component.

clone(self)#

Constructs a new component with the same parameters and random state.

Returns

A new instance of this component with identical parameters and random state.

default_parameters(cls)#

Returns the default parameters for this component.

Our convention is that Component.default_parameters == Component().parameters.

Returns

Default parameters for this component.

Return type

dict

describe(self, print_name=False, return_dict=False)#

Describe a component and its parameters.

Parameters
  • print_name (bool, optional) – whether to print name of component

  • return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

Returns dictionary if return_dict is True, else None.

Return type

None or dict

fit(self, X, y=None)#

Fits component to data.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features]

  • y (pd.Series, optional) – The target training data of length [n_samples]

Returns

self

Raises

MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.

fit_transform(self, X, y=None)#

Fit and transform data using the feature selector.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features].

  • y (pd.Series, optional) – The target training data of length [n_samples].

Returns

Transformed data.

Return type

pd.DataFrame

get_names(self)#

Get names of selected features.

Returns

List of the names of features selected.

Return type

list[str]

static load(file_path)#

Loads component at file path.

Parameters

file_path (str) – Location to load file.

Returns

ComponentBase object

needs_fitting(self)#

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.

Returns

True.

property parameters(self)#

Returns the parameters which were used to initialize the component.

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#

Saves component at file path.

Parameters
  • file_path (str) – Location to save file.

  • pickle_protocol (int) – The pickle data stream format.

transform(self, X, y=None)#

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

Parameters
  • X (pd.DataFrame) – Data to transform.

  • y (pd.Series, optional) – Target data. Ignored.

Returns

Transformed X

Return type

pd.DataFrame

Raises

MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform

update_parameters(self, update_dict, reset_fit=True)#

Updates the parameter dictionary of the component.

Parameters
  • update_dict (dict) – A dict of parameters to update.

  • reset_fit (bool, optional) – If True, will set _is_fitted to False.

class evalml.pipelines.components.transformers.feature_selection.RFRegressorSelectFromModel(number_features=None, n_estimators=10, max_depth=None, percent_features=0.5, threshold='median', n_jobs=-1, random_seed=0, **kwargs)[source]#

Selects top features based on importance weights using a Random Forest regressor.

Parameters
  • number_features (int) – The maximum number of features to select. If both percent_features and number_features are specified, take the greater number of features. Defaults to 0.5.

  • n_estimators (int) – The number of trees in the forest. Defaults to 10.

  • max_depth (int) – Maximum tree depth for base learners. Defaults to None.

  • percent_features (float) – Percentage of features to use. If both percent_features and number_features are specified, take the greater number of features. Defaults to 0.5.

  • threshold (string or float) – The threshold value to use for feature selection. Features whose importance is greater or equal are kept while the others are discarded. If “median”, then the threshold value is the median of the feature importances. A scaling factor (e.g., “1.25*mean”) may also be used. Defaults to median.

  • n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.

  • random_seed (int) – Seed for the random number generator. Defaults to 0.

Attributes

hyperparameter_ranges

{ “percent_features”: Real(0.01, 1), “threshold”: [“mean”, “median”],}

modifies_features

True

modifies_target

False

name

RF Regressor Select From Model

training_only

False

Methods

clone

Constructs a new component with the same parameters and random state.

default_parameters

Returns the default parameters for this component.

describe

Describe a component and its parameters.

fit

Fits component to data.

fit_transform

Fit and transform data using the feature selector.

get_names

Get names of selected features.

load

Loads component at file path.

needs_fitting

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

parameters

Returns the parameters which were used to initialize the component.

save

Saves component at file path.

transform

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

update_parameters

Updates the parameter dictionary of the component.

clone(self)#

Constructs a new component with the same parameters and random state.

Returns

A new instance of this component with identical parameters and random state.

default_parameters(cls)#

Returns the default parameters for this component.

Our convention is that Component.default_parameters == Component().parameters.

Returns

Default parameters for this component.

Return type

dict

describe(self, print_name=False, return_dict=False)#

Describe a component and its parameters.

Parameters
  • print_name (bool, optional) – whether to print name of component

  • return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

Returns dictionary if return_dict is True, else None.

Return type

None or dict

fit(self, X, y=None)#

Fits component to data.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features]

  • y (pd.Series, optional) – The target training data of length [n_samples]

Returns

self

Raises

MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.

fit_transform(self, X, y=None)#

Fit and transform data using the feature selector.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features].

  • y (pd.Series, optional) – The target training data of length [n_samples].

Returns

Transformed data.

Return type

pd.DataFrame

get_names(self)#

Get names of selected features.

Returns

List of the names of features selected.

Return type

list[str]

static load(file_path)#

Loads component at file path.

Parameters

file_path (str) – Location to load file.

Returns

ComponentBase object

needs_fitting(self)#

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.

Returns

True.

property parameters(self)#

Returns the parameters which were used to initialize the component.

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#

Saves component at file path.

Parameters
  • file_path (str) – Location to save file.

  • pickle_protocol (int) – The pickle data stream format.

transform(self, X, y=None)#

Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.

Parameters
  • X (pd.DataFrame) – Data to transform.

  • y (pd.Series, optional) – Target data. Ignored.

Returns

Transformed X

Return type

pd.DataFrame

Raises

MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform

update_parameters(self, update_dict, reset_fit=True)#

Updates the parameter dictionary of the component.

Parameters
  • update_dict (dict) – A dict of parameters to update.

  • reset_fit (bool, optional) – If True, will set _is_fitted to False.