genetic-feature-selection

genetic-feature-selection

This package implements a genetic algorithm used for feature search.

The genetic-feature-selection framework is used to search for a set for features that maximize some fitness function. It's made to be as easy as possible to use.

The package implements heuristics based on the F-score, along side more stand genetic search. Use the F-score heuristic if you a faster search.

.. note::

Note that the package tries to maximize the fitness function. If you want to minimize, for example, MSE, you should multiply it by -1. The score will initialize to negative infinity.

Example of use

.. code:: python

from sklearn.datasets import make_classification
from sklearn.linear_model import LogisticRegression
from sklearn.metrics import average_precision_score
from sklearn.model_selection import train_test_split
from genetic_feature_selection.genetic_search import GeneticSearch
from genetic_feature_selection.f_score_generator import FScoreSoftmaxInitPop
import pandas as pd


X, y = make_classification(n_samples=1000, n_informative=20, n_redundant=0)
X = pd.DataFrame(X)
y = pd.Series(y, name="y", dtype=int)
X_train, X_test, y_train, y_test = train_test_split(X, y)
X.columns = [f"col_{i}" for i in X.columns]


gsf = GeneticSearch(
    # the search will do 5 iterations
    iterations = 5, 
    # each generation will have 4 possible solutions
    sol_per_pop = 4, 
    # every iteration will go through 15 generations 
    generations = 15, 
    # in each generation the 4 best individuals will be kept
    keep_n_best_individuals = 4, 
    # we want to find the 5 features that optimize average precision score
    select_n_features = 5,
    # 4 of the parents will be mating, this means the 4 best solutions in
    # each generation will be combined and create the basis for the next
    # generation
    num_parents_mating = 4,
    X_train = X_train,
    y_train = y_train,
    X_test = X_test,
    y_test = y_test,
    clf = LogisticRegression,
    clf_params = dict(max_iter=15),
    probas = True,
    scorer = average_precision_score,
    gen_pop = FScoreSoftmaxInitPop(
        X_train, y_train, tau = 50
    )
)


best_cols = gsf.search()

Example of use with f-score initialization and custom fitness function

.. code:: python

.......

class FitnessFunc:
    X_train, X_test, y_train, y_test = X_train, X_test, y_train, y_test
    clf_params = {}
    clf = LogisticRegression

    def __call__(self, soln): 
        X_train_soln = get_features(self.X_train, soln)
        X_val_son = get_features(self.X_test, soln)

        clf = self.clf(**self.clf_params)
        clf.fit(X_train_soln, self.y_train)

        preds = clf.predict_proba(X_val_son)[:,1]

        return average_precision_score(self.y_test, preds)


fitness_func = FitnessFunc()

gsf = GeneticSearch(
    iterations = 10, 
    sol_per_pop = 4, 
    generations = 15, 
    keep_n_best_individuals = 4, 
    select_n_features = 5,
    num_parents_mating = 4,
    X_train = X_train,
    y_train = y_train,
    X_test = X_test,
    y_test = y_test,
    gen_pop = FScoreSoftmaxInitPop(
        X_train, y_train, tau = 50
    ),
    fitness_func=fitness_func
)

gsf.search()

Example of custom fitness function where some features should be used regardless

.. code:: python

.....
keep_cols = ["col_0", "col_10"]
X_train_keep_cols = X_train[keep_cols]
X_train = X_train[[c for c in X_train.columns if c not in keep_cols]]
X_test_keep_cols = X_test[keep_cols]
X_test = X_test[[c for c in X_test.columns if c not in keep_cols]]

logger = setup_logger(to_file=True)


class FitnessFunc:
    def __init__(
        self, 
        X_train, y_train,
        X_test, y_test, 
        X_train_keep_cols,
        X_test_keep_cols,
    ) -> None:
        self.X_train, self.y_train = X_train, y_train
        self.X_test, self.y_test = X_test, y_test 
        self.X_train_keep_cols = X_train_keep_cols
        self.X_test_keep_cols = X_test_keep_cols
        self.clf_params = {} 
        self.clf = LogisticRegression 
        self.keep_cols = keep_cols 
        
    def __call__(self, soln): 
        X_train_soln = get_features(self.X_train, soln)
        X_val_son = get_features(self.X_test, soln)
        X_train_soln = pd.concat([X_train_soln, self.X_train_keep_cols], axis=1)
        X_val_son = pd.concat([X_val_son, self.X_test_keep_cols], axis=1)
        clf = self.clf(**self.clf_params)
        clf.fit(X_train_soln, self.y_train)
        preds = clf.predict_proba(X_val_son)[:,1]
        return average_precision_score(self.y_test, preds)