notebooks/rfpimp-collinear.ipynb

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  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import matplotlib.pyplot as plt\n",
    "import numpy as np\n",
    "import seaborn as sns\n",
    "from sklearn.ensemble import RandomForestRegressor\n",
    "from sklearn.metrics import mean_absolute_error, mean_squared_error, mean_absolute_error\n",
    "from sklearn.model_selection import cross_val_score\n",
    "from rfpimp import *\n",
    "from sklearn.model_selection import train_test_split\n",
    "from sklearn.base import clone\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_all = pd.read_csv(\"data/rent-cls.csv\") \n",
    "\n",
    "num_features = ['bathrooms','bedrooms','latitude','longitude','price']\n",
    "target = 'interest_level'\n",
    "\n",
    "df = df_all[num_features + [target]]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "# compute median per num bedrooms\n",
    "df = df.copy()\n",
    "df_median_price_per_bedrooms = df.groupby(by='bedrooms')['price'].median().reset_index()\n",
    "beds_to_median = df_median_price_per_bedrooms.to_dict(orient='dict')['price']\n",
    "df['median_price_per_bedrooms'] = df['bedrooms'].map(beds_to_median)\n",
    "# compute ratio of price to median price for that num of bedrooms\n",
    "df['price_to_median_beds'] = df['price'] / df['median_price_per_bedrooms']\n",
    "# ratio of num bedrooms to price\n",
    "df[\"beds_per_price\"] = df[\"bedrooms\"] / df[\"price\"] \n",
    "# total rooms (bed, bath)\n",
    "df[\"beds_baths\"] = df[\"bedrooms\"]+df[\"bathrooms\"]\n",
    "del df['median_price_per_bedrooms'] # don't need after computation\n",
    "\n",
    "df_train, df_test = train_test_split(df, test_size=0.15)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
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      "text/plain": [
       "<rfpimp.PimpViz at 0x1299328d0>"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from rfpimp import plot_corr_heatmap\n",
    "viz = plot_corr_heatmap(df_train, figsize=(7,5))\n",
    "viz.save('../article/images/corrheatmap.svg')\n",
    "viz"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "RandomForestClassifier(bootstrap=True, class_weight=None, criterion='gini',\n",
       "                       max_depth=None, max_features=1.0, max_leaf_nodes=None,\n",
       "                       min_impurity_decrease=0.0, min_impurity_split=None,\n",
       "                       min_samples_leaf=10, min_samples_split=2,\n",
       "                       min_weight_fraction_leaf=0.0, n_estimators=100,\n",
       "                       n_jobs=-1, oob_score=True, random_state=None, verbose=0,\n",
       "                       warm_start=False)"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_train, y_train = df_train.drop('interest_level',axis=1), df_train['interest_level']\n",
    "X_test, y_test = df_test.drop('interest_level',axis=1), df_test['interest_level']\n",
    "\n",
    "rf = RandomForestClassifier(n_estimators=100, n_jobs=-1,\n",
    "#                            max_features=X_train.shape[1]-1,\n",
    "                            max_features=1.0,\n",
    "                            min_samples_leaf=10, oob_score=True)\n",
    "rf.fit(X_train, y_train)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Without specifying a feature list, the default is to give you each column as an individual feature:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
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      "text/plain": [
       "<rfpimp.PimpViz at 0x12991f050>"
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     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "I = importances(rf, X_test, y_test)\n",
    "viz = plot_importances(I)\n",
    "viz.save('../article/images/imp.svg')\n",
    "viz"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "But you can specify a subset if you like:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
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      "text/plain": [
       "<rfpimp.PimpViz at 0x129714050>"
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     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "I = importances(rf, X_test, y_test, features=['price',['latitude','longitude']])\n",
    "viz = plot_importances(I, vscale=1.2)\n",
    "viz.save('../article/images/subset_imp.svg')\n",
    "viz"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
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     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
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   ],
   "source": [
    "I = importances(rf, X_test, y_test, features=[['latitude','longitude']])\n",
    "viz = plot_importances(I, vscale=1.2)\n",
    "viz.save('../article/images/latlong_imp.svg')\n",
    "viz"
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  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "By specifying a list of lists, you can provide groups that should be treated together."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
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      "text/plain": [
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     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "features = ['bathrooms', 'bedrooms', \n",
    "            ['latitude', 'longitude'],  \n",
    "            ['price_to_median_beds', 'beds_baths', 'price'], \n",
    "            ['beds_per_price','bedrooms']]\n",
    "I = importances(rf, X_test, y_test, features=features)\n",
    "viz = plot_importances(I, vscale=1.3)\n",
    "viz.save('../article/images/grouped_imp.svg')\n",
    "viz"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Features can be duplicated in multiple groups:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
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      "text/plain": [
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     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "features = [['latitude', 'longitude'],\n",
    "            ['price_to_median_beds', 'beds_baths', 'beds_per_price', 'bedrooms'],\n",
    "            ['price','beds_per_price','bedrooms']]\n",
    "I = importances(rf, X_test, y_test, features=features)\n",
    "viz = plot_importances(I, vscale=1.2)\n",
    "viz.save('../article/images/grouped_dup_imp.svg')\n",
    "viz"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
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     },
     "execution_count": 11,
     "metadata": {},
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   ],
   "source": [
    "# compatibility test for >= 0.22.1\n",
    "I = oob_importances(rf, X_test, y_test) # uses _generate_unsampled_indices() internally which changed in 0.22.1\n",
    "plot_importances(I, vscale=1.2)"
   ]
  }
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