python 管道中的特征选择：如何确定特征名称？

我使用 pipeline 和 grid_search 选择最佳参数，然后使用这些参数来拟合最佳管道（“best_pipe”）。然而，由于 feature_selection (SelectKBest) 处于管道中，因此尚未对 SelectKBest 应用任何拟合。

我需要知道“k”个选定功能的功能名称。有什么想法如何检索它们吗？先感谢您

from sklearn import (cross_validation, feature_selection, pipeline,
                     preprocessing, linear_model, grid_search)
folds = 5
split = cross_validation.StratifiedKFold(target, n_folds=folds, shuffle = False, random_state = 0)

scores = []
for k, (train, test) in enumerate(split):

    X_train, X_test, y_train, y_test = X.ix[train], X.ix[test], y.ix[train], y.ix[test]

    top_feat = feature_selection.SelectKBest()

    pipe = pipeline.Pipeline([('scaler', preprocessing.StandardScaler()),
                                 ('feat', top_feat),
                                 ('clf', linear_model.LogisticRegression())])

    K = [40, 60, 80, 100]
    C = [1.0, 0.1, 0.01, 0.001, 0.0001, 0.00001]
    penalty = ['l1', 'l2']

    param_grid = [{'feat__k': K,
                  'clf__C': C,
                  'clf__penalty': penalty}]

    scoring = 'precision'

    gs = grid_search.GridSearchCV(estimator=pipe, param_grid = param_grid, scoring = scoring)
    gs.fit(X_train, y_train)

    best_score = gs.best_score_
    scores.append(best_score)

    print "Fold: {} {} {:.4f}".format(k+1, scoring, best_score)
    print gs.best_params_

best_pipe = pipeline.Pipeline([('scale', preprocessing.StandardScaler()),
                          ('feat', feature_selection.SelectKBest(k=80)),
                          ('clf', linear_model.LogisticRegression(C=.0001, penalty='l2'))])

best_pipe.fit(X_train, y_train)
best_pipe.predict(X_test)

您可以通过名称访问功能选择器best_pipe:

features = best_pipe.named_steps['feat']

然后你可以打电话transform()在索引数组上获取所选列的名称：

X.columns[features.transform(np.arange(len(X.columns)))]

此处的输出将是管道中选择的 80 个列名称。