""" ================== Pipeline ANOVA SVM ================== This example shows how a feature selection can be easily integrated within a machine learning pipeline. We also show that you can easily inspect part of the pipeline. """ # %% # We will start by generating a binary classification dataset. Subsequently, we # will divide the dataset into two subsets. from sklearn.datasets import make_classification from sklearn.model_selection import train_test_split X, y = make_classification( n_features=20, n_informative=3, n_redundant=0, n_classes=2, n_clusters_per_class=2, random_state=42, ) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42) # %% # A common mistake done with feature selection is to search a subset of # discriminative features on the full dataset, instead of only using the # training set. The usage of scikit-learn :func:`~sklearn.pipeline.Pipeline` # prevents to make such mistake. # # Here, we will demonstrate how to build a pipeline where the first step will # be the feature selection. # # When calling `fit` on the training data, a subset of feature will be selected # and the index of these selected features will be stored. The feature selector # will subsequently reduce the number of features, and pass this subset to the # classifier which will be trained. from sklearn.feature_selection import SelectKBest, f_classif from sklearn.pipeline import make_pipeline from sklearn.svm import LinearSVC anova_filter = SelectKBest(f_classif, k=3) clf = LinearSVC() anova_svm = make_pipeline(anova_filter, clf) anova_svm.fit(X_train, y_train) # %% # Once the training is complete, we can predict on new unseen samples. In this # case, the feature selector will only select the most discriminative features # based on the information stored during training. Then, the data will be # passed to the classifier which will make the prediction. # # Here, we show the final metrics via a classification report. from sklearn.metrics import classification_report y_pred = anova_svm.predict(X_test) print(classification_report(y_test, y_pred)) # %% # Be aware that you can inspect a step in the pipeline. For instance, we might # be interested about the parameters of the classifier. Since we selected # three features, we expect to have three coefficients. anova_svm[-1].coef_ # %% # However, we do not know which features were selected from the original # dataset. We could proceed by several manners. Here, we will invert the # transformation of these coefficients to get information about the original # space. anova_svm[:-1].inverse_transform(anova_svm[-1].coef_) # %% # We can see that the features with non-zero coefficients are the selected # features by the first step.