scikit-learn: Random forests - Feature Importance
Unfortunately, although it gave me better results locally it got a worse score on the unseen data, which I figured meant I’d overfitted the model.
I wasn’t really sure how to work out if that theory was true or not, but by chance I was reading Chris Albon’s blog and found a post where he explains how to inspect the importance of every feature in a random forest. Just what I needed!
Stealing from Chris' post I wrote the following code to work out the feature importance for my dataset:
import numpy as np import pandas as pd from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split # We'll use this library to make the display pretty from tabulate import tabulate
train = pd.read_csv('train.csv') # the model can only handle numeric values so filter out the rest data = train.select_dtypes(include=[np.number]).interpolate().dropna()
Split train/test sets
y = train.SalePrice X = data.drop(["SalePrice", "Id"], axis=1) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42, test_size=.33)
clf = RandomForestRegressor(n_jobs=2, n_estimators=1000) model = clf.fit(X_train, y_train)
headers = ["name", "score"] values = sorted(zip(X_train.columns, model.feature_importances_), key=lambda x: x * -1) print(tabulate(values, headers, tablefmt="plain"))
name score OverallQual 0.553829 GrLivArea 0.131 BsmtFinSF1 0.0374779 TotalBsmtSF 0.0372076 1stFlrSF 0.0321814 GarageCars 0.0226189 GarageArea 0.0215719 LotArea 0.0214979 YearBuilt 0.0184556 2ndFlrSF 0.0127248 YearRemodAdd 0.0126581 WoodDeckSF 0.0108077 OpenPorchSF 0.00945239 LotFrontage 0.00873811 TotRmsAbvGrd 0.00803121 GarageYrBlt 0.00760442 BsmtUnfSF 0.00715158 MasVnrArea 0.00680341 ScreenPorch 0.00618797 Fireplaces 0.00521741 OverallCond 0.00487722 MoSold 0.00461165 MSSubClass 0.00458496 BedroomAbvGr 0.00253031 FullBath 0.0024245 YrSold 0.00211638 HalfBath 0.0014954 KitchenAbvGr 0.00140786 BsmtFullBath 0.00137335 BsmtFinSF2 0.00107147 EnclosedPorch 0.000951266 3SsnPorch 0.000501238 PoolArea 0.000261668 LowQualFinSF 0.000241304 BsmtHalfBath 0.000179506 MiscVal 0.000154799
So OverallQual is quite a good predictor but then there’s a steep fall to GrLivArea before things really tail off after WoodDeckSF.
I think this is telling us that a lot of these features aren’t useful at all and can be removed from the model. There are also a bunch of categorical/factor variables that have been stripped out of the model but might be predictive of the house price.
These are the next things I’m going to explore:
Make the categorical variables numeric (perhaps by using one hot encoding for some of them)
Remove the most predictive features and build a model that only uses the other features