select_features
Purpose
Select the best features and drop harmful features from the dataset.
Method call format
model.select_features(
X,
y=None,
eval_set=None,
features_for_select=None,
num_features_to_select=None,
algorithm=None,
steps=None,
shap_calc_type=None,
train_final_model=False,
verbose=None,
logging_level=None,
plot=False,
log_cout=sys.stdout,
log_cerr=sys.stderr)
Parameters
X
Description
The input training dataset.
Note
If a nontrivial value of the cat_features
parameter is specified in the constructor of this class, CatBoost checks the equivalence of categorical features indices specification from the constructor parameters and in this Pool class.
Possible types
catboost.Pool
Default value
Required parameter
Supported processing units
CPU and GPU
y
Description
The target variables (in other words, the objects' label values) for the training dataset.
Must be in the form of a one-dimensional array of numeric values.
Note
Do not use this parameter if the input training dataset (specified in the X
parameter) type is catboost.Pool.
Possible types
- list
- numpy.ndarray
- pandas.Series
Default value
None
Supported processing units
CPU and GPU
eval_set
Description
The validation dataset or datasets used for the following processes:
- overfitting detector
- best iteration selection
- monitoring metrics' changes
Possible types
- catboost.Pool
- tuple (X, y)
- string (path to the dataset file)
Default value
None
Supported processing units
CPU and GPU
features_for_select
Description
Features which participate in the selection. The following formats are supported:
- A list with indices, names, index ranges, name ranges. For example:
[0, 3, 5, 6, '10-15', 'City', 'Player1-Player11']
. - A string with indices, names, index ranges, name ranges. Values are separated by commas, for example:
0,3,5,6,10-15,City,Player1-Player11
.
Possible types
- list
- string
Default value
Required parameter
Supported processing units
CPU and GPU
num_features_to_select
Description
The number of features to select from features_for_select
.
Possible types
int
Default value
Required parameter
Supported processing units
CPU and GPU
steps
Description
The number of times for training the model. Use more steps for more accurate selection.
Possible types
int
Default value
1
Supported processing units
CPU and GPU
algorithm
Description
The main algorithm is Recursive Feature Elimination with variable feature importance calculation method:
RecursiveByPredictionValuesChange
— the fastest algorithm and the least accurate method (not recommended for ranking losses).RecursiveByLossFunctionChange
— the optimal option according to accuracy/speed balance.RecursiveByShapValues
— the most accurate method.
Possible types
EFeaturesSelectionAlgorithm
Default value
RecursiveByShapValues
Supported processing units
CPU and GPU
shap_calc_type
Description
The method of the SHAP values calculations ordered by accuracy:
Approximate
Regular
Exact
Used in RecursiveByLossFunctionChange and RecursiveByShapValues.
Possible types
EShapCalcType
Default value
Regular
Supported processing units
CPU and GPU
train_final_model
Description
If specified, then the model with selected features will be trained after features selection.
Possible types
bool
Default value
True
Supported processing units
CPU and GPU
verbose
Alias:verbose_eval
Description
The purpose of this parameter depends on the type of the given value:
-
bool — Defines the logging level:
True
corresponds to the Verbose logging levelFalse
corresponds to the Silent logging level
-
int — Use the Verbose logging level and set the logging period to the value of this parameter.
Alert
Do not use this parameter with the logging_level
parameter.
Possible types
- bool
- int
Default value
1
Supported processing units
CPU and GPU
logging_level
Description
The logging level to output to stdout.
Possible values:
-
Silent — Do not output any logging information to stdout.
-
Verbose — Output the following data to stdout:
- optimized metric
- elapsed time of training
- remaining time of training
-
Info — Output additional information and the number of trees.
-
Debug — Output debugging information.
Possible types
string
Default value
None (corresponds to the Verbose logging level)
Supported processing units
CPU and GPU
plot
Description
Plot the following information during training:
- the metric values;
- the custom loss values;
- the loss function change during feature selection;
- the time has passed since training started;
- the remaining time until the end of training.
This option can be used if training is performed in Jupyter notebook.
Possible types
bool
Default value
False
Supported processing units
CPU
log_cout
Output stream or callback for logging.
Possible types
- callable Python object
- python object providing the
write()
method
Default value
sys.stdout
log_cerr
Error stream or callback for logging.
Possible types
- callable Python object
- python object providing the
write()
method
Default value
sys.stderr
Return value
Dict with four fields:
selected_features
— a list with indices of selected features.selected_features_names
— a list with names of selected features, if feature names were specified.eliminated_features
— a list with indices of eliminated features.eliminated_features_names
— a list with names of eliminated features, if feature names were specified.
Examples
from catboost import CatBoostRegressor, Pool, EShapCalcType, EFeaturesSelectionAlgorithm
from sklearn.datasets import make_regression
from sklearn.model_selection import train_test_split
X, y = make_regression(n_samples=1000, n_features=100, n_informative=20, random_state=0)
train_X, test_X, train_y, test_y = train_test_split(X, y, test_size=0.25, random_state=0)
feature_names = ['F{}'.format(i) for i in range(train_X.shape[1])]
train_pool = Pool(train_X, train_y, feature_names=feature_names)
test_pool = Pool(test_X, test_y, feature_names=feature_names)
model = CatBoostRegressor(iterations=1000, random_seed=0)
summary = model.select_features(
train_pool,
eval_set=test_pool,
features_for_select='0-99',
num_features_to_select=10,
steps=3,
algorithm=EFeaturesSelectionAlgorithm.RecursiveByShapValues,
shap_calc_type=EShapCalcType.Regular,
train_final_model=True,
logging_level='Silent',
plot=True
)
The following is a chart plotted with Jupyter Notebook for the given example.