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add BorutaSelector describe
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itlubber committed Aug 12, 2024
1 parent c884792 commit 0745eb8
Showing 1 changed file with 4 additions and 1 deletion.
5 changes: 4 additions & 1 deletion scorecardpipeline/feature_selection.py
Original file line number Diff line number Diff line change
Expand Up @@ -911,7 +911,10 @@ def _get_support_mask(self):


class BorutaSelector(SelectorMixin):
pass

def __init__(self):
# 对原始特征进行复制一份,并且将其按行进行随机打乱,称为Shadow Feature。将Shadow Feature与原始特征Real Feature进行横向拼接在一起,使用某种模型(随机森林、GBDT)进行计算特征重要性。将Shadow Feature中重要性最高的值为基准,删除Real Feature中重要性低于其的特征。多重复几个迭代。(一般来说随机生成的特征效果不如原始的,因此可以以Shadow Feature的特征重要性作为基准来判断Real Feature的好坏)
pass


class MICSelector(SelectorMixin):
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