feature_selections.py

from sklearn.feature_selection import mutual_info_regression
from statsmodels.stats.outliers_influence import variance_inflation_factor
from sklearn.linear_model import Lasso
from sklearn.linear_model import LogisticRegression
from sklearn.metrics import roc_curve, auc
import statsmodels.api as sm
import pandas as pd
import numpy as np
import evaluationer
import streamlit as st
# import root_mean_squared_error
from sklearn.metrics import root_mean_squared_error
def feature_selection(X_train, X_test,y_train,y_test,model_reg,alpha = 0.05):
   
    st.write("dvsdv",y_train)
    st.write("dvfssdv",X_train)

    model = sm.OLS(y_train, sm.add_constant(X_train))
    model_fit = model.fit()
    pval_cols = model_fit.pvalues[model_fit.pvalues > 0.05].index.tolist()
    coef_cols = model_fit.params[abs(model_fit.params) < 0.001].index.tolist()
    pval_and_coef_cols = list(set(coef_cols) | set(pval_cols))

    mi_scores = mutual_info_regression(X_train, y_train)
    mi = pd.DataFrame()

    mi["col_name"] = X_train.columns
    mi["mi_score"] = mi_scores

    mi_cols = mi[mi.mi_score ==0].col_name.values.tolist()

    corr = X_train.corr()
    
    corru= pd.DataFrame(np.triu(corr),columns = corr.columns , index = corr.index)
    corr_u_cols = corru[corru[(corru > 0.5 )& (corru <1)].any()].index.tolist()
    
    corrl= pd.DataFrame(np.tril(corr),columns = corr.columns , index = corr.index)
    corr_l_cols = corrl[corrl[(corrl > 0.5 )& (corrl <1)].any()].index.tolist()
    
    X_new_vif = sm.add_constant(X_train)
    # Calculating VIF
    vif = pd.DataFrame()
    vif["variables"] = X_new_vif.columns
    vif["VIF"] = [variance_inflation_factor(X_new_vif.values, i) for i in range(X_new_vif.shape[1])]
    st.write("gdfgdsdsdfad",vif)
    if len(vif[vif["variables"] == "const"]) == 1:
        vif = vif.drop(index = (vif[vif["variables"] == "const"].index[0]))
    st.write("gdfgdsad",vif)
    # drop const in vif cols
    # vif_cols = X_new_vif.drop(columns = "const")
    vif_cols = vif[vif.VIF >10].variables.tolist()


    # lasso
    if alpha == "best":
        
        lasso_len = []
        alpha_i = []
        for i in range(1,1000,5):
            j = i/10000

            model_lasso = Lasso(alpha=j)
            model_lasso.fit(X_train, y_train)
            col_df = pd.DataFrame({
                "col_name": X_train.columns,
                "lasso_coef": model_lasso.coef_
            })
            a = len(col_df[col_df.lasso_coef ==0])
            lasso_len.append(a)
            alpha_i.append(j)
        for i in zip(lasso_len,alpha_i):
            print(i)
        input_alpha = float(input("enter alpha"))
        model_lasso = Lasso(alpha=input_alpha)
        model_lasso.fit(X_train, y_train)
        col_df = pd.DataFrame({
            "col_name": X_train.columns,
            "lasso_coef": model_lasso.coef_
        })

        lasso_cols =col_df[col_df.lasso_coef ==0].col_name.tolist()
    else:
        model_lasso = Lasso(alpha=alpha)
        model_lasso.fit(X_train, y_train)
        col_df = pd.DataFrame({
            "col_name": X_train.columns,
            "lasso_coef": model_lasso.coef_
        })

        lasso_cols =col_df[col_df.lasso_coef ==0].col_name.tolist()
        
    feature_cols = [pval_cols,coef_cols,pval_and_coef_cols,mi_cols,corr_u_cols,corr_l_cols,vif_cols,lasso_cols]
    
    for col in feature_cols:
        
        try:
            st.write(f"{col}",X_train.drop(columns = col))
        except:
            st.write(f"error IN col")
    feature_cols_name = ["pval_cols","coef_cols","pval_and_coef_cols","mi_cols","corr_u_cols","corr_l_cols","vif_cols","lasso_cols"]
    st.write("feature_cols", vif_cols)
    for i,j in enumerate(feature_cols):
        evaluationer.evaluation(f"{feature_cols_name[i]} dropped" ,X_train.drop(columns = j),X_test.drop(columns = j),y_train,y_test,model_reg,method = root_mean_squared_error,eva = "reg")
    return evaluationer.reg_evaluation_df