├── result.jpg ├── Life.py ├── README.md ├── LICENSE ├── Genetic_algorithm.py ├── Feature_selection_genetic_algorithm.py └── dataSet ├── validate_feature.csv └── train_feature.csv /result.jpg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/rogeroyer/feature_selection_GAAlgorithm/HEAD/result.jpg -------------------------------------------------------------------------------- /Life.py: -------------------------------------------------------------------------------- 1 | # -*- encoding: utf-8 -*- 2 | 3 | SCORE_NONE = -1 4 | 5 | class Life(object): 6 | """个体类""" 7 | def __init__(self, aGene=None): 8 | self.gene = aGene 9 | self.score = SCORE_NONE # 初始化生命值 # 10 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 |

基于遗传算法做特征选择

2 | 3 | ### 运行环境 4 | - python3.5+ 5 | - numpy 6 | - pandas 7 | - matplotlib 8 | - sklearn 9 | - LightGBM 10 | 11 | ### 使用手册 12 | 13 | - 更换dataSet目录里面的数据集(数据集过大我只上传了一小部分) 14 | - train_feature.csv : 训练集 15 | - validate_feature.csv : 验证集 16 | - 注:两个数据集内的维度要一致。且包含一个标签列,并命名为“target” 17 | 18 | - 更换self.columns为train_feature.csv内的属性名,且第一个元素必须为标签名“target”,其它全为特征名称 19 | 20 | - Genetic_algorithm.py众初始化种群initPopulation那里也要做相应修改 21 | 22 | - 修改self.ga类参数(可选) 23 | 24 | - 修改主函数里的群体个数和迭代次数(可选) 25 | *** 26 | 27 | ### 模型及评价指标 28 | - 评价指标:auc (可修改) 29 | - 模型:LightGBM (可修改) 30 | *** 31 | 32 | ### 结果 33 | 程序运行过程会打印出中间过程,最终会绘出迭代次数与最优个体适应图的[折线图](https://github.com/rogeroyer/feature_selection_GAAlgorithm/blob/master/result.jpg)以及打印出最有个体及其适应度。 34 | 35 | *** 36 | 37 | ### Attention 38 | 39 | `经过两个不同比赛的尝试,评价指标分别是f1_score和auc,线上线下同增减的使用本算法才能收获一个好的结果。` 40 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2018 roger 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /Genetic_algorithm.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | 3 | import copy 4 | import random 5 | from Life import Life 6 | import numpy as np 7 | 8 | class GA(object): 9 | """遗传算法类""" 10 | 11 | def __init__(self, aCrossRate, aMutationRage, aLifeCount, aGeneLenght, aMatchFun=lambda life: 1): 12 | self.croessRate = aCrossRate # 交叉概率 # 13 | self.mutationRate = aMutationRage # 突变概率 # 14 | self.lifeCount = aLifeCount # 个体数 # 15 | self.geneLenght = aGeneLenght # 基因长度 # 16 | self.matchFun = aMatchFun # 适配函数 17 | self.lives = [] # 种群 18 | # self.best = None # 保存这一代中最好的个体 19 | self.best = Life(np.random.randint(0, 2, self.geneLenght)) # 保存这一代中最好的个体 20 | 21 | self.gene = np.random.randint(0, 2, self.geneLenght) # 保存全局最好的个体 # 22 | self.score = -1 # 保存全局最高的适应度 # 23 | 24 | self.generation = 0 # 第几代 # 25 | self.crossCount = 0 # 交叉数量 # 26 | self.mutationCount = 0 # 突变个数 # 27 | self.bounds = 0.0 # 适配值之和,用于选择时计算概率 28 | self.initPopulation() # 初始化种群 # 29 | 30 | def initPopulation(self): 31 | """初始化种群""" 32 | self.lives = [] 33 | count = 0 34 | while count < self.lifeCount: 35 | gene = np.random.randint(0, 2, self.geneLenght) 36 | life = Life(gene) 37 | random.shuffle(gene) # 随机洗牌 # 38 | self.lives.append(life) 39 | count += 1 40 | 41 | def judge(self): 42 | """评估,计算每一个个体的适配值""" 43 | self.bounds = 0.0 44 | # self.best = self.lives[0] 45 | self.best.score = copy.deepcopy(self.score) #### 46 | self.best.gene = copy.deepcopy(self.gene) #### 47 | for life in self.lives: 48 | life.score = self.matchFun(life) 49 | self.bounds += life.score 50 | if self.best.score < life.score: # score为auc 越大越好 # 51 | self.best = life 52 | 53 | if self.score < self.best.score: #### 54 | self.score = copy.deepcopy(self.best.score) #### 55 | self.gene = copy.deepcopy(self.best.gene) #### 56 | 57 | # self.best.score = copy.deepcopy(self.score) #### 58 | # self.best.gene = copy.deepcopy(self.gene) #### 59 | 60 | def cross(self, parent1, parent2): 61 | """ 62 | 函数功能:交叉 63 | """ 64 | index1 = random.randint(0, self.geneLenght - 1) # 随机生成突变起始位置 # 65 | index2 = random.randint(index1, self.geneLenght - 1) # 随机生成突变终止位置 # 66 | 67 | for index in range(len(parent1.gene)): 68 | if (index >= index1) and (index <= index2): 69 | parent1.gene[index], parent2.gene[index] = parent2.gene[index], parent1.gene[index] 70 | 71 | self.crossCount += 1 72 | return parent1.gene 73 | 74 | def mutation(self, gene): 75 | """突变""" 76 | index1 = random.randint(0, self.geneLenght - 1) 77 | index2 = random.randint(0, self.geneLenght - 1) 78 | # 随机选择两个位置的基因交换--变异 # 79 | newGene = gene[:] # 产生一个新的基因序列,以免变异的时候影响父种群 80 | newGene[index1], newGene[index2] = newGene[index2], newGene[index1] 81 | self.mutationCount += 1 82 | return newGene 83 | 84 | def getOne(self): 85 | """选择一个个体""" 86 | r = random.uniform(0, self.bounds) 87 | for life in self.lives: 88 | r -= life.score 89 | if r <= 0: 90 | return life 91 | 92 | raise Exception("选择错误", self.bounds) 93 | 94 | def newChild(self): 95 | """产生新的后代""" 96 | parent1 = self.getOne() 97 | rate = random.random() 98 | 99 | # 按概率交叉 # 100 | if rate < self.croessRate: 101 | # 交叉 # 102 | parent2 = self.getOne() 103 | gene = self.cross(parent1, parent2) 104 | else: 105 | gene = parent1.gene 106 | 107 | # 按概率突变 # 108 | rate = random.random() 109 | if rate < self.mutationRate: 110 | gene = self.mutation(gene) 111 | 112 | return Life(gene) 113 | 114 | def next(self): 115 | """产生下一代""" 116 | self.judge() 117 | newLives = [] 118 | newLives.append(self.best) # 把最好的个体加入下一代 # 119 | newLives[0].gene = copy.deepcopy(self.gene) 120 | newLives[0].score = copy.deepcopy(self.score) 121 | while len(newLives) < self.lifeCount: 122 | newLives.append(self.newChild()) 123 | self.lives = newLives 124 | self.generation += 1 125 | 126 | -------------------------------------------------------------------------------- /Feature_selection_genetic_algorithm.py: -------------------------------------------------------------------------------- 1 | # -*- encoding: utf-8 -*- 2 | 3 | import random 4 | import math 5 | import numpy as np 6 | import lightgbm as lgb 7 | import pandas as pd 8 | from Genetic_algorithm import GA 9 | import matplotlib.pyplot as plt 10 | from sklearn.metrics import roc_auc_score 11 | 12 | 13 | class FeatureSelection(object): 14 | def __init__(self, aLifeCount=10): 15 | # self.columns = ['target', 'credit_score', 'overdraft', 'quota', 'quota_is_zero', 'quota_surplus', 'quota_rate', 'credit_score_rank', 'all_is_null_x', 'all_is_zero', 'credit_score_is_null', 'quota_surplus_is_null', 'unit_price_mean', 'unit_price_max', 'unit_price_min', 'unit_price_std', 'record_is_unique', 'auth_id_card_is_null', 'auth_time_is_null', 'phone_is_null', 'all_is_null_y', 'all_not_null', 'card_time_is_null', 'time_phone_is_null', 'feature_1', 'register_days', 'day_mean', 'day_max', 'day_min', 'order_record_count', 'order_record_unique'] 16 | self.columns = ['target', 'credit_score', 'overdraft', 'quota', 'quota_is_zero', 'quota_surplus', 'quota_rate', 'credit_score_rank', 'all_is_null_x', 'all_is_zero', 'credit_score_is_null', 'quota_surplus_is_null', 'unit_price_mean', 'unit_price_max', 'unit_price_min', 'unit_price_std', 'order_all_is_null', 'amt_order_mean', 'amt_order_max', 'amt_order_min', 'amt_order_std', 'type_pay_count', 'sts_order_count', 'order_phone_count', 'name_rec_md5_count', '货到付款', '在线+京券支付', '上门自提', '余额+限品东券', '在线+余额', '在线+全品东券', 'null_x', '定向京券支付', '高校代理-自己支付', '京豆混合支付', '在线+全品京券', '在线支付', '在线', '京豆支付', '在线+京豆', '前台自付', '白条支付', '在线+东券', '混合支付', '在线+限品东券', '余额', '积分支付', '京券全额支付', '定向京券', '分期付款', '在线支付 ', '邮局汇款', '高校代理-代理支付', '在线预付', '分期付款(招行)', '定向东券', '京豆东券混合支付', '东券混合支付', '在线+东券支付', '京豆', '在线+余额+限品东券', '在线+定向东券', '全品京券', '限品京券', '在线+限品京券', '公司转账', '京券混合支付', 'type_pay_len', '已晒单', '已完成', '等待审核', '已收货', '预订结束', '抢票已取消', 'null_y', '订单已取消', '正在处理', '配送退货', '预约完成', '未抢中', '充值成功', '未入住', '请上门自提', '等待付款', '已退款', '等待付款确认', '已取消', '下单失败', '失败退款', '商品出库', '缴费成功', '已取消订单', '出票成功', '购买成功', '付款成功', '等待收货', '等待处理', '等待退款', '充值失败;退款成功', '退款成功', '完成', '退款完成', '出票失败', '订单取消', '充值失败', '正在出库', 'sts_order_len', 'birthday_is_zero', 'sex_not_male', 'female', 'male', 'sex_secret', 'merriage1', 'merriage2', 'merriage3', 'merriage_is_null', 'account_grade1', 'account_grade2', 'account_grade3', 'account_grade4', 'account_grade5', 'account_grade_is_null', 'qq_bound_is_null', 'wechat_bound_is_null', 'degree', 'id_card_is_null', 'income1', 'income2', 'income3', 'income4', 'income5', 'age_one', 'age_two', 'age_three', 'age_four', 'age_five', 'all_null', 'record_count', '湖南', '河北', '甘肃', '北京', '香港', '陕西', '安徽', '山东', '天津', 'null', '青海', '吉林', '江西', '海南', '重庆', '台湾', '新疆', '辽宁', '广东', '上海', '河南', '广西', '贵州', '山西', '四川', '内蒙', '浙江', '黑龙', '湖北', '宁夏', '福建', '江苏', '云南', '西藏', 'province_len', 'phone_count', 'card_record_count', 'store_card_count', 'have_credit_card', 'card_category_count', 'credit_count', 'card_count_one', 'record_is_unique', 'auth_id_card_is_null', 'auth_time_is_null', 'phone_is_null', 'all_is_null_y', 'all_not_null', 'card_time_is_null', 'time_phone_is_null', 'feature_1', 'register_days', 'day_mean', 'day_max', 'day_min', 'order_record_count', 'order_record_unique'] 17 | self.train_data = pd.read_csv(r'dataSet/train_feature.csv', low_memory=False, usecols=self.columns) 18 | self.validate_data = pd.read_csv(r'dataSet/validate_feature.csv', low_memory=False, usecols=self.columns) # 由于特征数量较多,这里只读取了上面的部分特征 # 19 | self.lifeCount = aLifeCount 20 | self.ga = GA(aCrossRate=0.7, 21 | aMutationRage=0.1, 22 | aLifeCount=self.lifeCount, 23 | aGeneLenght=len(self.columns) - 1, 24 | aMatchFun=self.matchFun()) 25 | 26 | def auc_score(self, order): 27 | print(order) 28 | features = self.columns[1:] 29 | features_name = [] 30 | for index in range(len(order)): 31 | if order[index] == 1: 32 | features_name.append(features[index]) 33 | 34 | labels = np.array(self.train_data['target'], dtype=np.int8) 35 | d_train = lgb.Dataset(self.train_data[features_name], label=labels) 36 | params = { 37 | 'boosting': 'gbdt', 38 | 'objective': 'binary', 39 | 'metric': 'auc', 40 | 'train_metric': False, 41 | 'subsample': 0.8, 42 | 'learning_rate': 0.05, 43 | 'num_leaves': 96, 44 | 'num_threads': 4, 45 | 'max_depth': 5, 46 | 'colsample_bytree': 0.8, 47 | 'lambda_l2': 0.01, 48 | 'verbose': -1, # inhibit print info # 49 | } 50 | rounds = 100 51 | watchlist = [d_train] 52 | bst = lgb.train(params=params, train_set=d_train, num_boost_round=rounds, valid_sets=watchlist, verbose_eval=10) 53 | predict = bst.predict(self.validate_data[features_name]) 54 | print(features_name) 55 | score = roc_auc_score(self.validate_data['target'], predict) 56 | print('validate score:', score) 57 | return score 58 | 59 | def matchFun(self): 60 | return lambda life: self.auc_score(life.gene) 61 | 62 | def run(self, n=0): 63 | distance_list = [] 64 | generate = [index for index in range(1, n + 1)] 65 | while n > 0: 66 | self.ga.next() 67 | # distance = self.auc_score(self.ga.best.gene) 68 | distance = self.ga.score #### 69 | distance_list.append(distance) 70 | print(("第%d代 : 当前最好特征组合的线下验证结果为:%f") % (self.ga.generation, distance)) 71 | n -= 1 72 | 73 | print('当前最好特征组合:') 74 | string = [] 75 | flag = 0 76 | features = self.columns[1:] 77 | for index in self.ga.gene: #### 78 | if index == 1: 79 | string.append(features[flag]) 80 | flag += 1 81 | print(string) 82 | print('线下最高为auc:', self.ga.score) #### 83 | 84 | '''画图函数''' 85 | plt.plot(generate, distance_list) 86 | plt.xlabel('generation') 87 | plt.ylabel('distance') 88 | plt.title('generation--auc-score') 89 | plt.show() 90 | 91 | 92 | def main(): 93 | fs = FeatureSelection(aLifeCount=20) 94 | rounds = 100 # 算法迭代次数 # 95 | fs.run(rounds) 96 | 97 | 98 | if __name__ == '__main__': 99 | main() 100 | 101 | 102 | -------------------------------------------------------------------------------- /dataSet/validate_feature.csv: -------------------------------------------------------------------------------- 1 | target,id,credit_score,overdraft,quota,quota_is_zero,quota_surplus,quota_rate,credit_score_rank,all_is_null_x,all_is_zero,credit_score_is_null,quota_surplus_is_null,unit_price_mean,unit_price_max,unit_price_min,unit_price_std,order_all_is_null,amt_order_mean,amt_order_max,amt_order_min,amt_order_std,type_pay_count,sts_order_count,order_phone_count,name_rec_md5_count,货到付款,在线+京券支付,上门自提,余额+限品东券,在线+余额,在线+全品东券,null_x,定向京券支付,高校代理-自己支付,京豆混合支付,在线+全品京券,在线支付,在线,京豆支付,在线+京豆,前台自付,白条支付,在线+东券,混合支付,在线+限品东券,余额,积分支付,京券全额支付,定向京券,分期付款,在线支付 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target,id,credit_score,overdraft,quota,quota_is_zero,quota_surplus,quota_rate,credit_score_rank,all_is_null_x,all_is_zero,credit_score_is_null,quota_surplus_is_null,unit_price_mean,unit_price_max,unit_price_min,unit_price_std,order_all_is_null,amt_order_mean,amt_order_max,amt_order_min,amt_order_std,type_pay_count,sts_order_count,order_phone_count,name_rec_md5_count,货到付款,在线+京券支付,上门自提,余额+限品东券,在线+余额,在线+全品东券,null_x,定向京券支付,高校代理-自己支付,京豆混合支付,在线+全品京券,在线支付,在线,京豆支付,在线+京豆,前台自付,白条支付,在线+东券,混合支付,在线+限品东券,余额,积分支付,京券全额支付,定向京券,分期付款,在线支付 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