etna.transforms.TreeFeatureSelectionTransform#

Bases: BaseFeatureSelectionTransform

Transform that selects features according to tree-based models feature importance.

Notes

Transform works with any type of features, however most of the models works only with regressors. Therefore, it is recommended to pass the regressors into the feature selection transforms.

Init TreeFeatureSelectionTransform.

Parameters:

model (Literal['catboost'] | ~typing.Literal['random_forest'] | ~sklearn.tree._classes.DecisionTreeRegressor | ~sklearn.tree._classes.ExtraTreeRegressor | ~sklearn.ensemble._forest.RandomForestRegressor | ~sklearn.ensemble._forest.ExtraTreesRegressor | ~sklearn.ensemble._gb.GradientBoostingRegressor | ~catboost.core.CatBoostRegressor) –
Model to make selection, it should have feature_importances_ property (e.g. all tree-based regressors in sklearn).

If catboost.CatBoostRegressor is given with no cat_features parameter, then cat_features are set during fit to be equal to columns of category type.

Pre-defined options are also available:
- catboost: catboost.CatBoostRegressor(iterations=1000, silent=True);
- random_forest: sklearn.ensemble.RandomForestRegressor(n_estimators=100, random_state=0).
top_k (int) – num of features to select; if there are not enough features, then all will be selected
features_to_use (List[str] | Literal['all']) – columns of the dataset to select from; if “all” value is given, all columns are used
return_features (bool) – indicates whether to return features or not.

Methods

`fit`(ts)	Fit the transform.
`fit_transform`(ts)	Fit and transform TSDataset.
`get_regressors_info`()	Return the list with regressors created by the transform.
`inverse_transform`(ts)	Inverse transform TSDataset.
`load`(path)	Load an object.
`params_to_tune`()	Get default grid for tuning hyperparameters.
`save`(path)	Save the object.
`set_params`(**params)	Return new object instance with modified parameters.
`to_dict`()	Collect all information about etna object in dict.
`transform`(ts)	Transform TSDataset inplace.

Attributes

This class stores its __init__ parameters as attributes.

fit(ts: TSDataset) → Transform[source]#

Fit the transform.

Parameters:: ts (TSDataset) – Dataset to fit the transform on.
Returns:: The fitted transform instance.
Return type:: Transform

fit_transform(ts: TSDataset) → TSDataset[source]#

Fit and transform TSDataset.

May be reimplemented. But it is not recommended.

Parameters:: ts (TSDataset) – TSDataset to transform.
Returns:: Transformed TSDataset.
Return type:: TSDataset

get_regressors_info() → List[str][source]#

Return the list with regressors created by the transform.

Return type:: List[str]

inverse_transform(ts: TSDataset) → TSDataset[source]#

Inverse transform TSDataset.

Apply the _inverse_transform method.

Parameters:: ts (TSDataset) – TSDataset to be inverse transformed.
Returns:: TSDataset after applying inverse transformation.
Return type:: TSDataset

classmethod load(path: Path) → Self[source]#

Load an object.

Warning

This method uses dill module which is not secure. It is possible to construct malicious data which will execute arbitrary code during loading. Never load data that could have come from an untrusted source, or that could have been tampered with.

Parameters:: path (Path) – Path to load object from.
Returns:: Loaded object.
Return type:: Self

params_to_tune() → Dict[str, BaseDistribution][source]#

Get default grid for tuning hyperparameters.

This grid tunes parameters: model, top_k. Other parameters are expected to be set by the user.

For model parameter only pre-defined options are suggested. For top_k parameter the maximum suggested value is not greater than self.top_k.

Returns:: Grid to tune.
Return type:: Dict[str, BaseDistribution]

save(path: Path)[source]#

Save the object.

Parameters:: path (Path) – Path to save object to.

set_params(**params: dict) → Self[source]#

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters:: **params (dict) – Estimator parameters
Returns:: New instance with changed parameters
Return type:: Self

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()[source]#: Collect all information about etna object in dict.

transform(ts: TSDataset) → TSDataset[source]#

Transform TSDataset inplace.

Parameters:: ts (TSDataset) – Dataset to transform.
Returns:: Transformed TSDataset.
Return type:: TSDataset