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src=\"https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u76f8\u5173\u6027-1024x287.png\" alt=\"\" class=\"wp-image-1010\" srcset=\"https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u76f8\u5173\u6027-1024x287.png 1024w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u76f8\u5173\u6027-300x84.png 300w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u76f8\u5173\u6027-768x215.png 768w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u76f8\u5173\u6027-200x56.png 200w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u76f8\u5173\u6027.png 1080w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" 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class=\"wp-block-image\"><figure class=\"aligncenter size-large is-resized\"><img loading=\"lazy\" src=\"https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u79d1\u79d1\u65b0\u4e8c\u7ef4\u7801.png\" alt=\"\" class=\"wp-image-1011\" width=\"173\" height=\"173\" srcset=\"https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u79d1\u79d1\u65b0\u4e8c\u7ef4\u7801.png 430w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u79d1\u79d1\u65b0\u4e8c\u7ef4\u7801-300x300.png 300w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u79d1\u79d1\u65b0\u4e8c\u7ef4\u7801-150x150.png 150w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/07\/\u79d1\u79d1\u65b0\u4e8c\u7ef4\u7801-200x200.png 200w\" sizes=\"(max-width: 173px) 100vw, 173px\" \/><\/figure><\/div>\n\n\n\n<p>\u6700\u540e\uff0c\u9644\u4e0a<strong>\u76f8\u5173\u6027\u7279\u5f81\u9009\u62e9\u7684\u4ee3\u7801<\/strong>\u4f9b\u5927\u5bb6\u53c2\u8003\uff1a\uff08\u66f4\u591a\u6a21\u578b\u4ee3\u7801\u6a21\u7248\uff0c\u6211\u4e5f\u4f1a\u5728\u6a21\u578b\u8bad\u7ec3\u8425\u4e0e\u5927\u5bb6\u5b9e\u64cd\u5171\u4eab\uff09<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import&nbsp;numpy&nbsp;as&nbsp;np<br>import&nbsp;pandas&nbsp;as&nbsp;pd<br><br><br>class&nbsp;Metrics:<br>&nbsp;&nbsp;&nbsp;&nbsp;@classmethod<br>&nbsp;&nbsp;&nbsp;&nbsp;def&nbsp;get_iv(cls,&nbsp;df_label,&nbsp;df_feature):<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;var&nbsp;=&nbsp;df_feature.name<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_data&nbsp;=&nbsp;pd.DataFrame({'val':&nbsp;df_feature,&nbsp;'label':&nbsp;df_label})<br><br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;#&nbsp;statistics&nbsp;of&nbsp;total&nbsp;count,&nbsp;total&nbsp;ratio,&nbsp;bad&nbsp;count,&nbsp;bad&nbsp;rate<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_stat&nbsp;=&nbsp;df_data.groupby('val').agg(total=('label',&nbsp;'count'),<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;bad=('label',&nbsp;'sum'),<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;bad_rate=('label',&nbsp;'mean'))<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_stat&#91;'var']&nbsp;=&nbsp;var<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_stat&#91;'good']&nbsp;=&nbsp;df_stat&#91;'total']&nbsp;-&nbsp;df_stat&#91;'bad']<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_stat&#91;'total_ratio']&nbsp;=&nbsp;df_stat&#91;'total']&nbsp;\/&nbsp;df_stat&#91;'total'].sum()<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_stat&#91;'good_density']&nbsp;=&nbsp;df_stat&#91;'good']&nbsp;\/&nbsp;df_stat&#91;'good'].sum()<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_stat&#91;'bad_density']&nbsp;=&nbsp;df_stat&#91;'bad']&nbsp;\/&nbsp;df_stat&#91;'bad'].sum()<br><br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;eps&nbsp;=&nbsp;np.finfo(np.float32).eps<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_stat.loc&#91;:,&nbsp;'iv']&nbsp;=&nbsp;(df_stat&#91;'bad_density']&nbsp;-&nbsp;df_stat&#91;'good_density'])&nbsp;*&nbsp;\\<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;np.log((df_stat&#91;'bad_density']&nbsp;+&nbsp;eps)&nbsp;\/&nbsp;(df_stat&#91;'good_density']&nbsp;+&nbsp;eps))<br><br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;cols&nbsp;=&nbsp;&#91;'var',&nbsp;'total',&nbsp;'total_ratio',&nbsp;'bad',&nbsp;'bad_rate',&nbsp;'iv',&nbsp;'val']<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_stat&nbsp;=&nbsp;df_stat.reset_index()&#91;cols].set_index('var')<br><br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;return&nbsp;df_stat&#91;'iv'].sum()<br><br><br>class&nbsp;CorrSelector:<br>&nbsp;&nbsp;&nbsp;&nbsp;def&nbsp;__init__(self):<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;self.detail&nbsp;=&nbsp;dict()<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;self.selected_features&nbsp;=&nbsp;list()<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;self.removed_features&nbsp;=&nbsp;list()<br><br>&nbsp;&nbsp;&nbsp;&nbsp;def&nbsp;fit(self,&nbsp;df_xtrain,&nbsp;df_ytrain,&nbsp;**kwargs):<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;corr_threshold&nbsp;=&nbsp;kwargs.get('corr_threshold',&nbsp;0.95)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;method&nbsp;=&nbsp;kwargs.get('method',&nbsp;'iv_descending')<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;n_jobs&nbsp;=&nbsp;kwargs.get('n_jobs',&nbsp;-1)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;feature_list&nbsp;=&nbsp;sorted(kwargs.get('feature_list',&nbsp;df_xtrain.columns.tolist()))<br><br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;lst_iv&nbsp;=&nbsp;&#91;Metrics.get_iv(df_ytrain,&nbsp;df_xtrain&#91;c])&nbsp;for&nbsp;c&nbsp;in&nbsp;feature_list]<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_iv&nbsp;=&nbsp;pd.DataFrame({'var':&nbsp;feature_list,&nbsp;'iv':&nbsp;lst_iv})<br><br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_iv&nbsp;=&nbsp;df_iv.sort_values(by='iv',&nbsp;ascending=False).set_index('var')<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;feature_list&nbsp;=&nbsp;df_iv.index.tolist()<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_corr&nbsp;=&nbsp;df_xtrain&#91;feature_list].corr()<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_corr&nbsp;=&nbsp;abs(df_corr&nbsp;-&nbsp;pd.DataFrame(np.identity(len(df_corr)),<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;index=df_corr.index,<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;columns=df_corr.columns))&nbsp;&nbsp;#&nbsp;remove&nbsp;self<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_res&nbsp;=&nbsp;pd.concat(&#91;df_iv,&nbsp;df_corr],&nbsp;axis=1)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;self.detail&#91;'before']&nbsp;=&nbsp;df_res<br><br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;for&nbsp;var&nbsp;in&nbsp;feature_list:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;if&nbsp;var&nbsp;not&nbsp;in&nbsp;df_res.index:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;continue<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;else:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;lst_remove&nbsp;=&nbsp;df_res&#91;df_res&#91;var]&nbsp;&gt;=&nbsp;corr_threshold].index.tolist()<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_res&nbsp;=&nbsp;df_res.drop(lst_remove,&nbsp;axis=0)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;df_res&nbsp;=&nbsp;df_res.drop(lst_remove,&nbsp;axis=1)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;self.detail&#91;'after']&nbsp;=&nbsp;df_res<br><br><br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;self.selected_features&nbsp;=&nbsp;df_res.index.tolist()<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;self.removed_features&nbsp;=&nbsp;sorted(set(feature_list)&nbsp;-&nbsp;set(self.selected_features))<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;return&nbsp;self<br><br>&nbsp;&nbsp;&nbsp;&nbsp;def&nbsp;transform(self,&nbsp;df_xtest,&nbsp;**kwargs):<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;feature_list&nbsp;=&nbsp;kwargs.get('feature_list',&nbsp;df_xtest.columns.tolist())<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;feature_list&nbsp;=&nbsp;sorted(set(feature_list)&nbsp;&amp;&nbsp;set(self.selected_features))<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;return&nbsp;df_xtest&#91;feature_list]<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" width=\"900\" height=\"383\" src=\"https:\/\/falbang.com\/wp-content\/uploads\/2021\/04\/\u6d4b\u8bd51.png\" alt=\"\" class=\"wp-image-725\" srcset=\"https:\/\/falbang.com\/wp-content\/uploads\/2021\/04\/\u6d4b\u8bd51.png 900w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/04\/\u6d4b\u8bd51-300x128.png 300w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/04\/\u6d4b\u8bd51-768x327.png 768w, https:\/\/falbang.com\/wp-content\/uploads\/2021\/04\/\u6d4b\u8bd51-200x85.png 200w\" sizes=\"(max-width: 900px) 100vw, 900px\" \/><\/figure>\n","protected":false},"excerpt":{"rendered":"<p>\u5728\u505a\u673a\u5668\u5b66\u4e60\u6a21\u578b\u7684\u65f6\u5019\uff0c\u4e00\u5b9a\u8981\u5148\u505a\u7279\u5f81\u9009\u62e9\uff0c\u5176\u4e2d\u7528\u76f8\u5173\u6027\u505a\u7279\u5f81\u9009\u62e9\u662f\u4e00\u4e2a\u975e\u5e38\u5e38\u89c1\u7684\u505a\u6cd5\u3002\u4f46\u5728\u8fd9\u4e2a\u770b\u4f3c\u7b80\u5355\u7684\u505a\u6cd5 &hellip; <\/p>\n<p 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