supervised feature selection considering the dependency of nonlinear input and output.

## Project description

pyHSICLasso is a package of the Hilbert Schmidt Independence Criterion Lasso (HSIC Lasso), which is a nonlinear feature selection method considering the nonlinear input and output relationship.

## Advantage of HSIC Lasso

- Can find nonlinearly related features efficiently.
- Can obtain a globally optimal solution.
- Can deal with both regression and classification problems through kernels.

## Feature Selection

The goal of supervised feature selection is to find a subset of input features that are responsible for predicting output values. By using this, you can supplement the dependence of nonlinear input and output and you can calculate the optimal solution efficiently for high dimensional problem. The effectiveness are demonstrated through feature selection experiments for classification and regression with thousands of features. Finding a subset of features in high-dimensional supervised learning is an important problem with many real- world applications such as gene selection from microarray data, document categorization, and prosthesis control.

## Install

$ pip install -r requirements.txt $ python setup.py install

or

$ pip install pyHSICLasso

## Usage

First, pyHSICLasso provides the single entry point as class
`HSICLasso()`

This class has the following methods.

- input
- regression
- classification
- dump
- plot_path
- plot_dendrogram
- plot_heatmap
- get_features
- get_features_neighbors
- get_index
- get_index_score
- get_index_neighbors
- get_index_neighbors_score

The input format corresponds to the following formats.

- MATLAB file (.mat)
- .csv
- .tsv
- python’s list
- numpy’s ndarray

## Input file

When using .mat, .csv, .tsv, we support pandas dataframe. The rows of
the dataframe are sample number. The output variable should have
`class` tag. If you wish to use your own tag, you need to specify the
output variables by list (`output_list=['tag']`) The remaining columns
are values of each features. The following is a sample data (csv
format).

class,v1,v2,v3,v4,v5,v6,v7,v8,v9,v10 -1,2,0,0,0,-2,0,-2,0,2,0 1,2,2,0,0,-2,0,0,0,2,0 ...

When using python’s list or numpy’s ndarray, Let each index be sample number, let values of each features for X[ind] and classification value for Y[ind].

## Example

>>> from pyHSICLasso import HSICLasso >>> hsic_lasso = HSICLasso() >>> hsic_lasso.input("data.mat") >>> hsic_lasso.input("data.csv") >>> hsic_lasso.input("data.tsv") >>> hsic_lasso.input([[1, 1, 1], [2, 2, 2]], [0, 1]) >>> hsic_lasso.input(np.array([[1, 1, 1], [2, 2, 2]]), np.array([0, 1]))

You can specify the number of subset of feature selections with
arguments `regression` and`classification`.

>>> hsic_lasso.regression(5) >>> hsic_lasso.classification(10)

About output method, it is possible to select plots on the graph, details of the analysis result, output of the feature index.

>>> hsic_lasso.plot() # plot the graph >>> hsic_lasso.dump() ============================================== HSICLasso : Result ================================================== | Order | Feature | Score | Top-5 Related Feature (Relatedness Score) | | 1 | 1100 | 1.000 | 100 (0.979), 385 (0.104), 1762 (0.098), 762 (0.098), 1385 (0.097)| | 2 | 100 | 0.537 | 1100 (0.979), 385 (0.100), 1762 (0.095), 762 (0.094), 1385 (0.092)| | 3 | 200 | 0.336 | 1200 (0.979), 264 (0.094), 1482 (0.094), 1264 (0.093), 482 (0.091)| | 4 | 1300 | 0.140 | 300 (0.984), 1041 (0.107), 1450 (0.104), 1869 (0.102), 41 (0.101)| | 5 | 300 | 0.033 | 1300 (0.984), 1041 (0.110), 41 (0.106), 1450 (0.100), 1869 (0.099)| >>> hsic_lasso.get_index() [1099, 99, 199, 1299, 299] >>> hsic_lasso.get_index_score() array([0.09723658, 0.05218047, 0.03264885, 0.01360242, 0.00319763]) >>> hsic_lasso.get_features() ['1100', '100', '200', '1300', '300'] >>> hsic_lasso.get_index_neighbors(feat_index=0,num_neighbors=5) [99, 384, 1761, 761, 1384] >>> hsic_lasso.get_features_neighbors(feat_index=0,num_neighbors=5) ['100', '385', '1762', '762', '1385'] >>> hsic_lasso.get_index_neighbors_score(feat_index=0,num_neighbors=5) array([0.9789888 , 0.10350618, 0.09757666, 0.09751763, 0.09678892])

graph

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