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PermutationFeatureImportanceExtensions.PermutationFeatureImportance 方法

定義

多載

PermutationFeatureImportance(MulticlassClassificationCatalog, ITransformer, IDataView, String, Boolean, Nullable<Int32>, Int32)

多重類別化 (PFI) 的排列特徵重要性。

PermutationFeatureImportance(RegressionCatalog, ITransformer, IDataView, String, Boolean, Nullable<Int32>, Int32)

回歸的 PFI) (排列特徵重要性。

PermutationFeatureImportance(RankingCatalog, ITransformer, IDataView, String, String, Boolean, Nullable<Int32>, Int32)

排名的 PFI) (排列特徵重要性。

PermutationFeatureImportance<TModel>(BinaryClassificationCatalog, ISingleFeaturePredictionTransformer<TModel>, IDataView, String, Boolean, Nullable<Int32>, Int32)

二元分類的 PFI) (排列特徵重要性。

PermutationFeatureImportance<TModel>(MulticlassClassificationCatalog, ISingleFeaturePredictionTransformer<TModel>, IDataView, String, Boolean, Nullable<Int32>, Int32)

多重類別化 (PFI) 的排列特徵重要性。

PermutationFeatureImportance<TModel>(RegressionCatalog, ISingleFeaturePredictionTransformer<TModel>, IDataView, String, Boolean, Nullable<Int32>, Int32)

回歸的 PFI) (排列特徵重要性。

PermutationFeatureImportance<TModel>(RankingCatalog, ISingleFeaturePredictionTransformer<TModel>, IDataView, String, String, Boolean, Nullable<Int32>, Int32)

排名的 PFI) (排列特徵重要性。

PermutationFeatureImportance(MulticlassClassificationCatalog, ITransformer, IDataView, String, Boolean, Nullable<Int32>, Int32)

多重類別化 (PFI) 的排列特徵重要性。

public static System.Collections.Immutable.ImmutableDictionary<string,Microsoft.ML.Data.MulticlassClassificationMetricsStatistics> PermutationFeatureImportance (this Microsoft.ML.MulticlassClassificationCatalog catalog, Microsoft.ML.ITransformer model, Microsoft.ML.IDataView data, string labelColumnName = "Label", bool useFeatureWeightFilter = false, int? numberOfExamplesToUse = default, int permutationCount = 1);
static member PermutationFeatureImportance : Microsoft.ML.MulticlassClassificationCatalog * Microsoft.ML.ITransformer * Microsoft.ML.IDataView * string * bool * Nullable<int> * int -> System.Collections.Immutable.ImmutableDictionary<string, Microsoft.ML.Data.MulticlassClassificationMetricsStatistics>
<Extension()>
Public Function PermutationFeatureImportance (catalog As MulticlassClassificationCatalog, model As ITransformer, data As IDataView, Optional labelColumnName As String = "Label", Optional useFeatureWeightFilter As Boolean = false, Optional numberOfExamplesToUse As Nullable(Of Integer) = Nothing, Optional permutationCount As Integer = 1) As ImmutableDictionary(Of String, MulticlassClassificationMetricsStatistics)

參數

catalog
MulticlassClassificationCatalog

多類別分類目錄。

model
ITransformer

要評估特徵重要性的模型。

data
IDataView

評估資料集。

labelColumnName
String

標籤資料行名稱。 資料行資料必須是 KeyDataViewType

useFeatureWeightFilter
Boolean

使用功能權數預先篩選功能。

numberOfExamplesToUse
Nullable<Int32>

限制要評估的範例數目。 表示將使用最多 2 個來自 的 bln 範例。

permutationCount
Int32

要執行的排列數目。

傳回

字典會將每個功能對應至分數的每個功能「貢獻」。

範例

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;

namespace Samples.Dynamic.Trainers.MulticlassClassification
{
    public static class PermutationFeatureImportance
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness.
            var mlContext = new MLContext(seed: 1);

            // Create sample data.
            var samples = GenerateData();

            // Load the sample data as an IDataView.
            var data = mlContext.Data.LoadFromEnumerable(samples);

            // Define a training pipeline that concatenates features into a vector,
            // normalizes them, and then trains a linear model.
            var featureColumns =
                new string[] { nameof(Data.Feature1), nameof(Data.Feature2) };

            var pipeline = mlContext.Transforms
                .Concatenate("Features", featureColumns)
                .Append(mlContext.Transforms.Conversion.MapValueToKey("Label"))
                .Append(mlContext.Transforms.NormalizeMinMax("Features"))
                .Append(mlContext.MulticlassClassification.Trainers
                .SdcaMaximumEntropy());

            // Fit the pipeline to the data.
            var model = pipeline.Fit(data);

            // Transform the dataset.
            var transformedData = model.Transform(data);

            // Extract the predictor.
            var linearPredictor = model.LastTransformer;

            // Compute the permutation metrics for the linear model using the
            // normalized data.
            var permutationMetrics = mlContext.MulticlassClassification
                .PermutationFeatureImportance(linearPredictor, transformedData,
                permutationCount: 30);

            // Now let's look at which features are most important to the model
            // overall. Get the feature indices sorted by their impact on
            // microaccuracy.
            var sortedIndices = permutationMetrics
                .Select((metrics, index) => new { index, metrics.MicroAccuracy })
                .OrderByDescending(feature => Math.Abs(feature.MicroAccuracy.Mean))
                .Select(feature => feature.index);

            Console.WriteLine("Feature\tChange in MicroAccuracy\t95% Confidence in "
                + "the Mean Change in MicroAccuracy");

            var microAccuracy = permutationMetrics.Select(x => x.MicroAccuracy)
                .ToArray();

            foreach (int i in sortedIndices)
            {
                Console.WriteLine("{0}\t{1:G4}\t{2:G4}",
                    featureColumns[i],
                    microAccuracy[i].Mean,
                    1.96 * microAccuracy[i].StandardError);
            }

            // Expected output:
            //Feature     Change in MicroAccuracy  95% Confidence in the Mean Change in MicroAccuracy
            //Feature2     -0.1395                 0.0006567
            //Feature1     -0.05367                0.0006908
        }

        private class Data
        {
            public float Label { get; set; }

            public float Feature1 { get; set; }

            public float Feature2 { get; set; }
        }

        /// <summary>
        /// Generate an enumerable of Data objects, creating the label as a simple
        /// linear combination of the features.
        /// </summary>
        /// <param name="nExamples">The number of examples.</param>
        /// <param name="bias">The bias, or offset, in the calculation of the
        /// label.</param>
        /// <param name="weight1">The weight to multiply the first feature with to
        /// compute the label.</param>
        /// <param name="weight2">The weight to multiply the second feature with to
        /// compute the label.</param>
        /// <param name="seed">The seed for generating feature values and label
        /// noise.</param>
        /// <returns>An enumerable of Data objects.</returns>
        private static IEnumerable<Data> GenerateData(int nExamples = 10000,
            double bias = 0, double weight1 = 1, double weight2 = 2, int seed = 1)
        {
            var rng = new Random(seed);
            var max = bias + 4.5 * weight1 + 4.5 * weight2 + 0.5;
            for (int i = 0; i < nExamples; i++)
            {
                var data = new Data
                {
                    Feature1 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                    Feature2 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                };

                // Create a noisy label.
                var value = (float)
                    (bias + weight1 * data.Feature1 + weight2 * data.Feature2 +
                    rng.NextDouble() - 0.5);

                if (value < max / 3)
                    data.Label = 0;
                else if (value < 2 * max / 3)
                    data.Label = 1;
                else
                    data.Label = 2;
                yield return data;
            }
        }
    }
}

備註

PFI) (排列特徵重要性是判斷定型機器學習模型中特徵的全域重要性的技術。 PFI 是 Breiman 在隨機樹系檔中,第 10 節 (Breiman 所動機的簡單但功能強大的技術。 「隨機樹系」。 Machine Learning,2001.) PFI 方法的優點是其與模型無關,它可與任何可評估的模型搭配使用,而且可以使用任何資料集,而不只是定型集來計算特徵重要性計量。

PFI 的運作方式是採用標示的資料集、選擇特徵,並將該功能的值分散到所有範例中,讓每個範例現在都有特徵的隨機值,以及所有其他特徵的原始值。 評估計量 (例如,然後計算此修改資料集的微精確度) ,並計算來自原始資料集的評估計量變更。 評估計量中的變更愈大,功能對模型而言就越重要。 PFI 的運作方式是跨模型的所有功能,逐一執行此排列分析。

在此實作中,PFI 會計算每個功能的所有可能多重類別分類評估計量變更,並 ImmutableArray 傳回 物件的 MulticlassClassificationMetrics 。 如需使用這些結果來分析模型特徵重要性的範例,請參閱下列範例。

適用於

PermutationFeatureImportance(RegressionCatalog, ITransformer, IDataView, String, Boolean, Nullable<Int32>, Int32)

回歸的 PFI) (排列特徵重要性。

public static System.Collections.Immutable.ImmutableDictionary<string,Microsoft.ML.Data.RegressionMetricsStatistics> PermutationFeatureImportance (this Microsoft.ML.RegressionCatalog catalog, Microsoft.ML.ITransformer model, Microsoft.ML.IDataView data, string labelColumnName = "Label", bool useFeatureWeightFilter = false, int? numberOfExamplesToUse = default, int permutationCount = 1);
static member PermutationFeatureImportance : Microsoft.ML.RegressionCatalog * Microsoft.ML.ITransformer * Microsoft.ML.IDataView * string * bool * Nullable<int> * int -> System.Collections.Immutable.ImmutableDictionary<string, Microsoft.ML.Data.RegressionMetricsStatistics>
<Extension()>
Public Function PermutationFeatureImportance (catalog As RegressionCatalog, model As ITransformer, data As IDataView, Optional labelColumnName As String = "Label", Optional useFeatureWeightFilter As Boolean = false, Optional numberOfExamplesToUse As Nullable(Of Integer) = Nothing, Optional permutationCount As Integer = 1) As ImmutableDictionary(Of String, RegressionMetricsStatistics)

參數

catalog
RegressionCatalog

回歸目錄。

model
ITransformer

要評估特徵重要性的模型。

data
IDataView

評估資料集。

labelColumnName
String

標籤資料行名稱。 資料行資料必須是 Single

useFeatureWeightFilter
Boolean

使用功能權數預先篩選功能。

numberOfExamplesToUse
Nullable<Int32>

限制要評估的範例數目。 表示將使用最多 2 個來自 的 bln 範例。

permutationCount
Int32

要執行的排列數目。

傳回

字典會將每個功能對應至分數的每個功能「貢獻」。

範例

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;

namespace Samples.Dynamic.Trainers.Regression
{
    public static class PermutationFeatureImportance
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness.
            var mlContext = new MLContext(seed: 1);

            // Create sample data.
            var samples = GenerateData();

            // Load the sample data as an IDataView.
            var data = mlContext.Data.LoadFromEnumerable(samples);

            // Define a training pipeline that concatenates features into a vector,
            // normalizes them, and then trains a linear model.
            var featureColumns = new string[] { nameof(Data.Feature1),
                nameof(Data.Feature2) };

            var pipeline = mlContext.Transforms.Concatenate(
                "Features",
                featureColumns)
                .Append(mlContext.Transforms.NormalizeMinMax("Features"))
                .Append(mlContext.Regression.Trainers.Ols());

            // Fit the pipeline to the data.
            var model = pipeline.Fit(data);

            // Transform the dataset.
            var transformedData = model.Transform(data);

            // Extract the predictor.
            var linearPredictor = model.LastTransformer;

            // Compute the permutation metrics for the linear model using the
            // normalized data.
            var permutationMetrics = mlContext.Regression
                .PermutationFeatureImportance(
                linearPredictor, transformedData, permutationCount: 30);

            // Now let's look at which features are most important to the model
            // overall. Get the feature indices sorted by their impact on RMSE.
            var sortedIndices = permutationMetrics
                .Select((metrics, index) => new
                {
                    index,
                    metrics.RootMeanSquaredError
                })

                .OrderByDescending(feature => Math.Abs(
                    feature.RootMeanSquaredError.Mean))

                .Select(feature => feature.index);

            Console.WriteLine("Feature\tModel Weight\tChange in RMSE\t95%" +
                "Confidence in the Mean Change in RMSE");

            var rmse = permutationMetrics.Select(x => x.RootMeanSquaredError)
                .ToArray();

            foreach (int i in sortedIndices)
            {
                Console.WriteLine("{0}\t{1:0.00}\t{2:G4}\t{3:G4}",
                    featureColumns[i],
                    linearPredictor.Model.Weights[i],
                    rmse[i].Mean,
                    1.96 * rmse[i].StandardError);
            }

            // Expected output:
            //  Feature    Model Weight Change in RMSE  95% Confidence in the Mean Change in RMSE
            //  Feature2        9.00        4.009       0.008304
            //  Feature1        4.48        1.901       0.003351
        }

        private class Data
        {
            public float Label { get; set; }

            public float Feature1 { get; set; }

            public float Feature2 { get; set; }
        }

        /// <summary>
        /// Generate an enumerable of Data objects, creating the label as a simple
        /// linear combination of the features.
        /// </summary>
        /// <param name="nExamples">The number of examples.</param>
        /// <param name="bias">The bias, or offset, in the calculation of the label.
        /// </param>
        /// <param name="weight1">The weight to multiply the first feature with to
        /// compute the label.</param>
        /// <param name="weight2">The weight to multiply the second feature with to
        /// compute the label.</param>
        /// <param name="seed">The seed for generating feature values and label
        /// noise.</param>
        /// <returns>An enumerable of Data objects.</returns>
        private static IEnumerable<Data> GenerateData(int nExamples = 10000,
            double bias = 0, double weight1 = 1, double weight2 = 2, int seed = 1)
        {
            var rng = new Random(seed);
            for (int i = 0; i < nExamples; i++)
            {
                var data = new Data
                {
                    Feature1 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                    Feature2 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                };

                // Create a noisy label.
                data.Label = (float)(bias + weight1 * data.Feature1 + weight2 *
                    data.Feature2 + rng.NextDouble() - 0.5);
                yield return data;
            }
        }
    }
}

備註

PFI) (排列特徵重要性是判斷定型機器學習模型中特徵的全域重要性的技術。 PFI 是 Breiman 在隨機樹系檔中,第 10 節 (Breiman 所動機的簡單但功能強大的技術。 「隨機樹系」。 Machine Learning,2001.) PFI 方法的優點是其與模型無關,它可與任何可評估的模型搭配使用,而且可以使用任何資料集,而不只是定型集來計算特徵重要性計量。

PFI 的運作方式是採用標示的資料集、選擇特徵,並將該功能的值分散到所有範例中,讓每個範例現在都有特徵的隨機值,以及所有其他特徵的原始值。 評估計量 (例如 R 平方) ,然後計算此修改資料集的評估計量變更,並計算原始資料集中的評估計量變更。 評估計量中的變更愈大,功能對模型而言就越重要。 PFI 的運作方式是跨模型的所有功能,逐一執行此排列分析。

在此實作中,PFI 會計算每個功能的所有可能回歸評估計量變更,並 ImmutableArray 傳回 物件的 RegressionMetrics 。 如需使用這些結果來分析模型特徵重要性的範例,請參閱下列範例。

適用於

PermutationFeatureImportance(RankingCatalog, ITransformer, IDataView, String, String, Boolean, Nullable<Int32>, Int32)

排名的 PFI) (排列特徵重要性。

public static System.Collections.Immutable.ImmutableDictionary<string,Microsoft.ML.Data.RankingMetricsStatistics> PermutationFeatureImportance (this Microsoft.ML.RankingCatalog catalog, Microsoft.ML.ITransformer model, Microsoft.ML.IDataView data, string labelColumnName = "Label", string rowGroupColumnName = "GroupId", bool useFeatureWeightFilter = false, int? numberOfExamplesToUse = default, int permutationCount = 1);
static member PermutationFeatureImportance : Microsoft.ML.RankingCatalog * Microsoft.ML.ITransformer * Microsoft.ML.IDataView * string * string * bool * Nullable<int> * int -> System.Collections.Immutable.ImmutableDictionary<string, Microsoft.ML.Data.RankingMetricsStatistics>
<Extension()>
Public Function PermutationFeatureImportance (catalog As RankingCatalog, model As ITransformer, data As IDataView, Optional labelColumnName As String = "Label", Optional rowGroupColumnName As String = "GroupId", Optional useFeatureWeightFilter As Boolean = false, Optional numberOfExamplesToUse As Nullable(Of Integer) = Nothing, Optional permutationCount As Integer = 1) As ImmutableDictionary(Of String, RankingMetricsStatistics)

參數

catalog
RankingCatalog

排名目錄。

model
ITransformer

要評估特徵重要性的模型。

data
IDataView

評估資料集。

labelColumnName
String

標籤資料行名稱。 資料行資料必須是 SingleKeyDataViewType

rowGroupColumnName
String

GroupId 資料行名稱

useFeatureWeightFilter
Boolean

使用功能權數預先篩選功能。

numberOfExamplesToUse
Nullable<Int32>

限制要評估的範例數目。 表示將使用最多 2 個來自 的 bln 範例。

permutationCount
Int32

要執行的排列數目。

傳回

字典會將每個功能對應至分數的每個功能「貢獻」。

範例

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;

namespace Samples.Dynamic.Trainers.Ranking
{
    public static class PermutationFeatureImportance
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness.
            var mlContext = new MLContext(seed: 1);

            // Create sample data.
            var samples = GenerateData();

            // Load the sample data as an IDataView.
            var data = mlContext.Data.LoadFromEnumerable(samples);

            // Define a training pipeline that concatenates features into a vector,
            // normalizes them, and then trains a linear model.
            var featureColumns = new string[] { nameof(Data.Feature1), nameof(
                Data.Feature2) };
            var pipeline = mlContext.Transforms.Concatenate("Features",
                featureColumns)
                    .Append(mlContext.Transforms.Conversion.MapValueToKey("Label"))
                    .Append(mlContext.Transforms.Conversion.MapValueToKey(
                        "GroupId"))
                    .Append(mlContext.Transforms.NormalizeMinMax("Features"))
                    .Append(mlContext.Ranking.Trainers.FastTree());

            // Fit the pipeline to the data.
            var model = pipeline.Fit(data);

            // Transform the dataset.
            var transformedData = model.Transform(data);

            // Extract the predictor.
            var linearPredictor = model.LastTransformer;

            // Compute the permutation metrics for the linear model using the
            // normalized data.
            var permutationMetrics = mlContext.Ranking.PermutationFeatureImportance(
                linearPredictor, transformedData, permutationCount: 30);

            // Now let's look at which features are most important to the model
            // overall. Get the feature indices sorted by their impact on NDCG@1.
            var sortedIndices = permutationMetrics.Select((metrics, index) => new
            {
                index,
                metrics.NormalizedDiscountedCumulativeGains
            })
                .OrderByDescending(feature => Math.Abs(
                    feature.NormalizedDiscountedCumulativeGains[0].Mean))

                .Select(feature => feature.index);

            Console.WriteLine("Feature\tChange in NDCG@1\t95% Confidence in the" +
                "Mean Change in NDCG@1");
            var ndcg = permutationMetrics.Select(
                x => x.NormalizedDiscountedCumulativeGains).ToArray();
            foreach (int i in sortedIndices)
            {
                Console.WriteLine("{0}\t{1:G4}\t{2:G4}",
                    featureColumns[i],
                    ndcg[i][0].Mean,
                    1.96 * ndcg[i][0].StandardError);
            }

            // Expected output:
            //  Feature     Change in NDCG@1    95% Confidence in the Mean Change in NDCG@1
            //  Feature2     -0.2421            0.001748
            //  Feature1     -0.0513            0.001184
        }

        private class Data
        {
            public float Label { get; set; }

            public int GroupId { get; set; }

            public float Feature1 { get; set; }

            public float Feature2 { get; set; }
        }

        /// <summary>
        /// Generate an enumerable of Data objects, creating the label as a simple
        /// linear combination of the features.
        /// </summary>
        /// 
        /// <param name="nExamples">The number of examples.</param>
        /// 
        /// <param name="bias">The bias, or offset, in the calculation of the label.
        /// </param>
        /// 
        /// <param name="weight1">The weight to multiply the first feature with to
        /// compute the label.</param>
        /// 
        /// <param name="weight2">The weight to multiply the second feature with to
        /// compute the label.</param>
        /// 
        /// <param name="seed">The seed for generating feature values and label
        /// noise.</param>
        /// 
        /// <returns>An enumerable of Data objects.</returns>
        private static IEnumerable<Data> GenerateData(int nExamples = 10000,
            double bias = 0, double weight1 = 1, double weight2 = 2, int seed = 1,
                int groupSize = 5)
        {
            var rng = new Random(seed);
            var max = bias + 4.5 * weight1 + 4.5 * weight2 + 0.5;
            for (int i = 0; i < nExamples; i++)
            {
                var data = new Data
                {
                    GroupId = i / groupSize,
                    Feature1 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                    Feature2 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                };

                // Create a noisy label.
                var value = (float)(bias + weight1 * data.Feature1 + weight2 *
                    data.Feature2 + rng.NextDouble() - 0.5);
                if (value < max / 3)
                    data.Label = 0;
                else if (value < 2 * max / 3)
                    data.Label = 1;
                else
                    data.Label = 2;
                yield return data;
            }
        }
    }
}

備註

PFI) (排列特徵重要性是判斷定型機器學習模型中特徵的全域重要性的技術。 PFI 是 Breiman 在隨機樹系檔中,第 10 節 (Breiman 所動機的簡單但功能強大的技術。 「隨機樹系」。 Machine Learning,2001.) PFI 方法的優點是其與模型無關,它可與任何可評估的模型搭配使用,而且可以使用任何資料集,而不只是定型集來計算特徵重要性計量。

PFI 的運作方式是採用標示的資料集、選擇特徵,並將該功能的值分散到所有範例中,讓每個範例現在都有特徵的隨機值,以及所有其他特徵的原始值。 評估計量 (例如,然後計算此修改資料集的 NDCG) ,並計算來自原始資料集的評估計量變更。 評估計量中的變更愈大,功能對模型而言就越重要。 PFI 的運作方式是跨模型的所有功能,逐一執行此排列分析。

在此實作中,PFI 會計算每個功能的所有可能排名評估計量變更,並 ImmutableArray 傳回 物件的 RankingMetrics 。 如需使用這些結果來分析模型特徵重要性的範例,請參閱下列範例。

適用於

PermutationFeatureImportance<TModel>(BinaryClassificationCatalog, ISingleFeaturePredictionTransformer<TModel>, IDataView, String, Boolean, Nullable<Int32>, Int32)

二元分類的 PFI) (排列特徵重要性。

public static System.Collections.Immutable.ImmutableArray<Microsoft.ML.Data.BinaryClassificationMetricsStatistics> PermutationFeatureImportance<TModel> (this Microsoft.ML.BinaryClassificationCatalog catalog, Microsoft.ML.ISingleFeaturePredictionTransformer<TModel> predictionTransformer, Microsoft.ML.IDataView data, string labelColumnName = "Label", bool useFeatureWeightFilter = false, int? numberOfExamplesToUse = default, int permutationCount = 1) where TModel : class;
static member PermutationFeatureImportance : Microsoft.ML.BinaryClassificationCatalog * Microsoft.ML.ISingleFeaturePredictionTransformer<'Model (requires 'Model : null)> * Microsoft.ML.IDataView * string * bool * Nullable<int> * int -> System.Collections.Immutable.ImmutableArray<Microsoft.ML.Data.BinaryClassificationMetricsStatistics> (requires 'Model : null)
<Extension()>
Public Function PermutationFeatureImportance(Of TModel As Class) (catalog As BinaryClassificationCatalog, predictionTransformer As ISingleFeaturePredictionTransformer(Of TModel), data As IDataView, Optional labelColumnName As String = "Label", Optional useFeatureWeightFilter As Boolean = false, Optional numberOfExamplesToUse As Nullable(Of Integer) = Nothing, Optional permutationCount As Integer = 1) As ImmutableArray(Of BinaryClassificationMetricsStatistics)

類型參數

TModel

參數

catalog
BinaryClassificationCatalog

二元分類目錄。

predictionTransformer
ISingleFeaturePredictionTransformer<TModel>

要評估特徵重要性的模型。

data
IDataView

評估資料集。

labelColumnName
String

標籤資料行名稱。 資料行資料必須是 Boolean

useFeatureWeightFilter
Boolean

使用功能權數預先篩選功能。

numberOfExamplesToUse
Nullable<Int32>

限制要評估的範例數目。 表示將使用最多 2 個來自 的 bln 範例。

permutationCount
Int32

要執行的排列數目。

傳回

分數的個別功能「貢獻」陣列。

範例

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;

namespace Samples.Dynamic.Trainers.BinaryClassification
{
    public static class PermutationFeatureImportance
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness.
            var mlContext = new MLContext(seed: 1);

            // Create sample data.
            var samples = GenerateData();

            // Load the sample data as an IDataView.
            var data = mlContext.Data.LoadFromEnumerable(samples);

            // Define a training pipeline that concatenates features into a vector,
            // normalizes them, and then trains a linear model.
            var featureColumns =
                new string[] { nameof(Data.Feature1), nameof(Data.Feature2) };
            var pipeline = mlContext.Transforms
                .Concatenate("Features", featureColumns)
                .Append(mlContext.Transforms.NormalizeMinMax("Features"))
                .Append(mlContext.BinaryClassification.Trainers
                .SdcaLogisticRegression());

            // Fit the pipeline to the data.
            var model = pipeline.Fit(data);

            // Transform the dataset.
            var transformedData = model.Transform(data);

            // Extract the predictor.
            var linearPredictor = model.LastTransformer;

            // Compute the permutation metrics for the linear model using the
            // normalized data.
            var permutationMetrics = mlContext.BinaryClassification
                .PermutationFeatureImportance(linearPredictor, transformedData,
                permutationCount: 30);

            // Now let's look at which features are most important to the model
            // overall. Get the feature indices sorted by their impact on AUC.
            var sortedIndices = permutationMetrics
                .Select((metrics, index) => new { index, metrics.AreaUnderRocCurve })
                .OrderByDescending(
                feature => Math.Abs(feature.AreaUnderRocCurve.Mean))
                .Select(feature => feature.index);

            Console.WriteLine("Feature\tModel Weight\tChange in AUC"
                + "\t95% Confidence in the Mean Change in AUC");
            var auc = permutationMetrics.Select(x => x.AreaUnderRocCurve).ToArray();
            foreach (int i in sortedIndices)
            {
                Console.WriteLine("{0}\t{1:0.00}\t{2:G4}\t{3:G4}",
                    featureColumns[i],
                    linearPredictor.Model.SubModel.Weights[i],
                    auc[i].Mean,
                    1.96 * auc[i].StandardError);
            }

            // Expected output:
            //  Feature     Model Weight Change in AUC  95% Confidence in the Mean Change in AUC
            //  Feature2        35.15     -0.387        0.002015
            //  Feature1        17.94     -0.1514       0.0008963
        }

        private class Data
        {
            public bool Label { get; set; }

            public float Feature1 { get; set; }

            public float Feature2 { get; set; }
        }

        /// <summary>
        /// Generate an enumerable of Data objects, creating the label as a simple
        /// linear combination of the features.
        /// </summary>
        /// <param name="nExamples">The number of examples.</param>
        /// <param name="bias">The bias, or offset, in the calculation of the label.
        /// </param>
        /// <param name="weight1">The weight to multiply the first feature with to
        /// compute the label.</param>
        /// <param name="weight2">The weight to multiply the second feature with to
        /// compute the label.</param>
        /// <param name="seed">The seed for generating feature values and label
        /// noise.</param>
        /// <returns>An enumerable of Data objects.</returns>
        private static IEnumerable<Data> GenerateData(int nExamples = 10000,
            double bias = 0, double weight1 = 1, double weight2 = 2, int seed = 1)
        {
            var rng = new Random(seed);
            for (int i = 0; i < nExamples; i++)
            {
                var data = new Data
                {
                    Feature1 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                    Feature2 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                };

                // Create a noisy label.
                var value = (float)(bias + weight1 * data.Feature1 + weight2 *
                    data.Feature2 + rng.NextDouble() - 0.5);

                data.Label = Sigmoid(value) > 0.5;
                yield return data;
            }
        }

        private static double Sigmoid(double x) => 1.0 / (1.0 + Math.Exp(-1 * x));
    }
}

備註

PFI) (排列特徵重要性是判斷定型機器學習模型中特徵的全域重要性的技術。 PFI 是 Breiman 在隨機樹系檔中,第 10 節 (Breiman 所動機的簡單但功能強大的技術。 「隨機樹系」。 Machine Learning,2001.) PFI 方法的優點是其與模型無關,它可與任何可評估的模型搭配使用,而且可以使用任何資料集,而不只是定型集來計算特徵重要性計量。

PFI 的運作方式是採用標示的資料集、選擇特徵,並將該功能的值分散到所有範例中,讓每個範例現在都有特徵的隨機值,以及所有其他特徵的原始值。 評估計量 (例如 AUC) ,然後計算此修改資料集的評估計量,並計算原始資料集中的評估計量變更。 評估計量中的變更愈大,功能對模型而言就越重要。 PFI 的運作方式是跨模型的所有功能,逐一執行此排列分析。

在此實作中,PFI 會計算每個功能的所有可能二進位分類評估計量變更,並 ImmutableArray 傳回 物件的 BinaryClassificationMetrics 。 如需使用這些結果來分析模型特徵重要性的範例,請參閱下列範例。

適用於

PermutationFeatureImportance<TModel>(MulticlassClassificationCatalog, ISingleFeaturePredictionTransformer<TModel>, IDataView, String, Boolean, Nullable<Int32>, Int32)

多類別分類的 PFI) (排列特徵重要性。

public static System.Collections.Immutable.ImmutableArray<Microsoft.ML.Data.MulticlassClassificationMetricsStatistics> PermutationFeatureImportance<TModel> (this Microsoft.ML.MulticlassClassificationCatalog catalog, Microsoft.ML.ISingleFeaturePredictionTransformer<TModel> predictionTransformer, Microsoft.ML.IDataView data, string labelColumnName = "Label", bool useFeatureWeightFilter = false, int? numberOfExamplesToUse = default, int permutationCount = 1) where TModel : class;
static member PermutationFeatureImportance : Microsoft.ML.MulticlassClassificationCatalog * Microsoft.ML.ISingleFeaturePredictionTransformer<'Model (requires 'Model : null)> * Microsoft.ML.IDataView * string * bool * Nullable<int> * int -> System.Collections.Immutable.ImmutableArray<Microsoft.ML.Data.MulticlassClassificationMetricsStatistics> (requires 'Model : null)
<Extension()>
Public Function PermutationFeatureImportance(Of TModel As Class) (catalog As MulticlassClassificationCatalog, predictionTransformer As ISingleFeaturePredictionTransformer(Of TModel), data As IDataView, Optional labelColumnName As String = "Label", Optional useFeatureWeightFilter As Boolean = false, Optional numberOfExamplesToUse As Nullable(Of Integer) = Nothing, Optional permutationCount As Integer = 1) As ImmutableArray(Of MulticlassClassificationMetricsStatistics)

類型參數

TModel

參數

catalog
MulticlassClassificationCatalog

多類別分類目錄。

predictionTransformer
ISingleFeaturePredictionTransformer<TModel>

要評估特徵重要性的模型。

data
IDataView

評估資料集。

labelColumnName
String

標籤資料行名稱。 資料行資料必須是 KeyDataViewType

useFeatureWeightFilter
Boolean

使用功能權數預先篩選功能。

numberOfExamplesToUse
Nullable<Int32>

限制要評估的範例數目。 表示最多會使用 2 個來自 的範例。

permutationCount
Int32

要執行的排列數目。

傳回

分數的個別功能「貢獻」陣列。

範例

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;

namespace Samples.Dynamic.Trainers.MulticlassClassification
{
    public static class PermutationFeatureImportance
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness.
            var mlContext = new MLContext(seed: 1);

            // Create sample data.
            var samples = GenerateData();

            // Load the sample data as an IDataView.
            var data = mlContext.Data.LoadFromEnumerable(samples);

            // Define a training pipeline that concatenates features into a vector,
            // normalizes them, and then trains a linear model.
            var featureColumns =
                new string[] { nameof(Data.Feature1), nameof(Data.Feature2) };

            var pipeline = mlContext.Transforms
                .Concatenate("Features", featureColumns)
                .Append(mlContext.Transforms.Conversion.MapValueToKey("Label"))
                .Append(mlContext.Transforms.NormalizeMinMax("Features"))
                .Append(mlContext.MulticlassClassification.Trainers
                .SdcaMaximumEntropy());

            // Fit the pipeline to the data.
            var model = pipeline.Fit(data);

            // Transform the dataset.
            var transformedData = model.Transform(data);

            // Extract the predictor.
            var linearPredictor = model.LastTransformer;

            // Compute the permutation metrics for the linear model using the
            // normalized data.
            var permutationMetrics = mlContext.MulticlassClassification
                .PermutationFeatureImportance(linearPredictor, transformedData,
                permutationCount: 30);

            // Now let's look at which features are most important to the model
            // overall. Get the feature indices sorted by their impact on
            // microaccuracy.
            var sortedIndices = permutationMetrics
                .Select((metrics, index) => new { index, metrics.MicroAccuracy })
                .OrderByDescending(feature => Math.Abs(feature.MicroAccuracy.Mean))
                .Select(feature => feature.index);

            Console.WriteLine("Feature\tChange in MicroAccuracy\t95% Confidence in "
                + "the Mean Change in MicroAccuracy");

            var microAccuracy = permutationMetrics.Select(x => x.MicroAccuracy)
                .ToArray();

            foreach (int i in sortedIndices)
            {
                Console.WriteLine("{0}\t{1:G4}\t{2:G4}",
                    featureColumns[i],
                    microAccuracy[i].Mean,
                    1.96 * microAccuracy[i].StandardError);
            }

            // Expected output:
            //Feature     Change in MicroAccuracy  95% Confidence in the Mean Change in MicroAccuracy
            //Feature2     -0.1395                 0.0006567
            //Feature1     -0.05367                0.0006908
        }

        private class Data
        {
            public float Label { get; set; }

            public float Feature1 { get; set; }

            public float Feature2 { get; set; }
        }

        /// <summary>
        /// Generate an enumerable of Data objects, creating the label as a simple
        /// linear combination of the features.
        /// </summary>
        /// <param name="nExamples">The number of examples.</param>
        /// <param name="bias">The bias, or offset, in the calculation of the
        /// label.</param>
        /// <param name="weight1">The weight to multiply the first feature with to
        /// compute the label.</param>
        /// <param name="weight2">The weight to multiply the second feature with to
        /// compute the label.</param>
        /// <param name="seed">The seed for generating feature values and label
        /// noise.</param>
        /// <returns>An enumerable of Data objects.</returns>
        private static IEnumerable<Data> GenerateData(int nExamples = 10000,
            double bias = 0, double weight1 = 1, double weight2 = 2, int seed = 1)
        {
            var rng = new Random(seed);
            var max = bias + 4.5 * weight1 + 4.5 * weight2 + 0.5;
            for (int i = 0; i < nExamples; i++)
            {
                var data = new Data
                {
                    Feature1 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                    Feature2 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                };

                // Create a noisy label.
                var value = (float)
                    (bias + weight1 * data.Feature1 + weight2 * data.Feature2 +
                    rng.NextDouble() - 0.5);

                if (value < max / 3)
                    data.Label = 0;
                else if (value < 2 * max / 3)
                    data.Label = 1;
                else
                    data.Label = 2;
                yield return data;
            }
        }
    }
}

備註

PFI) (排列特徵重要性是一種技術,可用來判斷定型機器學習模型中特徵的全域重要性。 PFI 是 Breiman 在隨機樹系檔 10 第 10 節 (Breiman 所動機的簡單但功能強大的技術。 「隨機樹系」。 Machine Learning, 2001.) PFI 方法的優點是它與模型無關,它適用于任何可評估的模型,而且可以使用任何資料集,而不只是定型集,來計算特徵重要性計量。

PFI 的運作方式是採用已加上標籤的資料集、選擇特徵,並將該功能的值分散到所有範例中,讓每個範例現在都有特徵的隨機值,以及所有其他特徵的原始值。 評估計量 (例如微精確度) 接著會針對這個修改的資料集計算,並計算原始資料集評估計量的變更。 評估計量的變更愈大,功能對模型而言愈重要。 PFI 的運作方式是跨模型的所有功能執行此排列分析,逐一執行。

在此實作中,PFI 會計算每個功能的所有可能多類別分類評估計量的變更,並 ImmutableArray 傳回 物件的 MulticlassClassificationMetrics 。 如需使用這些結果來分析模型特徵重要性的範例,請參閱下列範例。

適用於

PermutationFeatureImportance<TModel>(RegressionCatalog, ISingleFeaturePredictionTransformer<TModel>, IDataView, String, Boolean, Nullable<Int32>, Int32)

回歸的 PFI) (排列特徵重要性。

public static System.Collections.Immutable.ImmutableArray<Microsoft.ML.Data.RegressionMetricsStatistics> PermutationFeatureImportance<TModel> (this Microsoft.ML.RegressionCatalog catalog, Microsoft.ML.ISingleFeaturePredictionTransformer<TModel> predictionTransformer, Microsoft.ML.IDataView data, string labelColumnName = "Label", bool useFeatureWeightFilter = false, int? numberOfExamplesToUse = default, int permutationCount = 1) where TModel : class;
static member PermutationFeatureImportance : Microsoft.ML.RegressionCatalog * Microsoft.ML.ISingleFeaturePredictionTransformer<'Model (requires 'Model : null)> * Microsoft.ML.IDataView * string * bool * Nullable<int> * int -> System.Collections.Immutable.ImmutableArray<Microsoft.ML.Data.RegressionMetricsStatistics> (requires 'Model : null)
<Extension()>
Public Function PermutationFeatureImportance(Of TModel As Class) (catalog As RegressionCatalog, predictionTransformer As ISingleFeaturePredictionTransformer(Of TModel), data As IDataView, Optional labelColumnName As String = "Label", Optional useFeatureWeightFilter As Boolean = false, Optional numberOfExamplesToUse As Nullable(Of Integer) = Nothing, Optional permutationCount As Integer = 1) As ImmutableArray(Of RegressionMetricsStatistics)

類型參數

TModel

參數

catalog
RegressionCatalog

回歸目錄。

predictionTransformer
ISingleFeaturePredictionTransformer<TModel>

要評估特徵重要性的模型。

data
IDataView

評估資料集。

labelColumnName
String

標籤資料行名稱。 資料行資料必須是 Single

useFeatureWeightFilter
Boolean

使用功能權數預先篩選功能。

numberOfExamplesToUse
Nullable<Int32>

限制要評估的範例數目。 表示最多會使用 2 個來自 的範例。

permutationCount
Int32

要執行的排列數目。

傳回

分數的個別功能「貢獻」陣列。

範例

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;

namespace Samples.Dynamic.Trainers.Regression
{
    public static class PermutationFeatureImportance
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness.
            var mlContext = new MLContext(seed: 1);

            // Create sample data.
            var samples = GenerateData();

            // Load the sample data as an IDataView.
            var data = mlContext.Data.LoadFromEnumerable(samples);

            // Define a training pipeline that concatenates features into a vector,
            // normalizes them, and then trains a linear model.
            var featureColumns = new string[] { nameof(Data.Feature1),
                nameof(Data.Feature2) };

            var pipeline = mlContext.Transforms.Concatenate(
                "Features",
                featureColumns)
                .Append(mlContext.Transforms.NormalizeMinMax("Features"))
                .Append(mlContext.Regression.Trainers.Ols());

            // Fit the pipeline to the data.
            var model = pipeline.Fit(data);

            // Transform the dataset.
            var transformedData = model.Transform(data);

            // Extract the predictor.
            var linearPredictor = model.LastTransformer;

            // Compute the permutation metrics for the linear model using the
            // normalized data.
            var permutationMetrics = mlContext.Regression
                .PermutationFeatureImportance(
                linearPredictor, transformedData, permutationCount: 30);

            // Now let's look at which features are most important to the model
            // overall. Get the feature indices sorted by their impact on RMSE.
            var sortedIndices = permutationMetrics
                .Select((metrics, index) => new
                {
                    index,
                    metrics.RootMeanSquaredError
                })

                .OrderByDescending(feature => Math.Abs(
                    feature.RootMeanSquaredError.Mean))

                .Select(feature => feature.index);

            Console.WriteLine("Feature\tModel Weight\tChange in RMSE\t95%" +
                "Confidence in the Mean Change in RMSE");

            var rmse = permutationMetrics.Select(x => x.RootMeanSquaredError)
                .ToArray();

            foreach (int i in sortedIndices)
            {
                Console.WriteLine("{0}\t{1:0.00}\t{2:G4}\t{3:G4}",
                    featureColumns[i],
                    linearPredictor.Model.Weights[i],
                    rmse[i].Mean,
                    1.96 * rmse[i].StandardError);
            }

            // Expected output:
            //  Feature    Model Weight Change in RMSE  95% Confidence in the Mean Change in RMSE
            //  Feature2        9.00        4.009       0.008304
            //  Feature1        4.48        1.901       0.003351
        }

        private class Data
        {
            public float Label { get; set; }

            public float Feature1 { get; set; }

            public float Feature2 { get; set; }
        }

        /// <summary>
        /// Generate an enumerable of Data objects, creating the label as a simple
        /// linear combination of the features.
        /// </summary>
        /// <param name="nExamples">The number of examples.</param>
        /// <param name="bias">The bias, or offset, in the calculation of the label.
        /// </param>
        /// <param name="weight1">The weight to multiply the first feature with to
        /// compute the label.</param>
        /// <param name="weight2">The weight to multiply the second feature with to
        /// compute the label.</param>
        /// <param name="seed">The seed for generating feature values and label
        /// noise.</param>
        /// <returns>An enumerable of Data objects.</returns>
        private static IEnumerable<Data> GenerateData(int nExamples = 10000,
            double bias = 0, double weight1 = 1, double weight2 = 2, int seed = 1)
        {
            var rng = new Random(seed);
            for (int i = 0; i < nExamples; i++)
            {
                var data = new Data
                {
                    Feature1 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                    Feature2 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                };

                // Create a noisy label.
                data.Label = (float)(bias + weight1 * data.Feature1 + weight2 *
                    data.Feature2 + rng.NextDouble() - 0.5);
                yield return data;
            }
        }
    }
}

備註

PFI) (排列特徵重要性是一種技術,可用來判斷定型機器學習模型中特徵的全域重要性。 PFI 是 Breiman 在隨機樹系檔 10 第 10 節 (Breiman 所動機的簡單但功能強大的技術。 「隨機樹系」。 Machine Learning, 2001.) PFI 方法的優點是它與模型無關,它適用于任何可評估的模型,而且可以使用任何資料集,而不只是定型集,來計算特徵重要性計量。

PFI 的運作方式是採用已加上標籤的資料集、選擇特徵,並將該功能的值分散到所有範例中,讓每個範例現在都有特徵的隨機值,以及所有其他特徵的原始值。 評估計量 (例如 R 平方) ,然後計算此修改資料集的評估計量變更,並計算原始資料集中的評估計量變更。 評估計量的變更愈大,功能對模型而言愈重要。 PFI 的運作方式是跨模型的所有功能執行此排列分析,逐一執行。

在此實作中,PFI 會計算每個特徵之所有可能回歸評估計量的變更,並 ImmutableArray 傳回 物件的 RegressionMetrics 。 如需使用這些結果來分析模型特徵重要性的範例,請參閱下列範例。

適用於

PermutationFeatureImportance<TModel>(RankingCatalog, ISingleFeaturePredictionTransformer<TModel>, IDataView, String, String, Boolean, Nullable<Int32>, Int32)

排名 (PFI) 排列特徵重要性。

public static System.Collections.Immutable.ImmutableArray<Microsoft.ML.Data.RankingMetricsStatistics> PermutationFeatureImportance<TModel> (this Microsoft.ML.RankingCatalog catalog, Microsoft.ML.ISingleFeaturePredictionTransformer<TModel> predictionTransformer, Microsoft.ML.IDataView data, string labelColumnName = "Label", string rowGroupColumnName = "GroupId", bool useFeatureWeightFilter = false, int? numberOfExamplesToUse = default, int permutationCount = 1) where TModel : class;
static member PermutationFeatureImportance : Microsoft.ML.RankingCatalog * Microsoft.ML.ISingleFeaturePredictionTransformer<'Model (requires 'Model : null)> * Microsoft.ML.IDataView * string * string * bool * Nullable<int> * int -> System.Collections.Immutable.ImmutableArray<Microsoft.ML.Data.RankingMetricsStatistics> (requires 'Model : null)
<Extension()>
Public Function PermutationFeatureImportance(Of TModel As Class) (catalog As RankingCatalog, predictionTransformer As ISingleFeaturePredictionTransformer(Of TModel), data As IDataView, Optional labelColumnName As String = "Label", Optional rowGroupColumnName As String = "GroupId", Optional useFeatureWeightFilter As Boolean = false, Optional numberOfExamplesToUse As Nullable(Of Integer) = Nothing, Optional permutationCount As Integer = 1) As ImmutableArray(Of RankingMetricsStatistics)

類型參數

TModel

參數

catalog
RankingCatalog

排名目錄。

predictionTransformer
ISingleFeaturePredictionTransformer<TModel>

要評估特徵重要性的模型。

data
IDataView

評估資料集。

labelColumnName
String

標籤資料行名稱。 資料行資料必須是 SingleKeyDataViewType

rowGroupColumnName
String

GroupId 資料行名稱

useFeatureWeightFilter
Boolean

使用功能權數預先篩選功能。

numberOfExamplesToUse
Nullable<Int32>

限制要評估的範例數目。 表示最多會使用 2 個來自 的範例。

permutationCount
Int32

要執行的排列數目。

傳回

分數的個別功能「貢獻」陣列。

範例

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;

namespace Samples.Dynamic.Trainers.Ranking
{
    public static class PermutationFeatureImportance
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness.
            var mlContext = new MLContext(seed: 1);

            // Create sample data.
            var samples = GenerateData();

            // Load the sample data as an IDataView.
            var data = mlContext.Data.LoadFromEnumerable(samples);

            // Define a training pipeline that concatenates features into a vector,
            // normalizes them, and then trains a linear model.
            var featureColumns = new string[] { nameof(Data.Feature1), nameof(
                Data.Feature2) };
            var pipeline = mlContext.Transforms.Concatenate("Features",
                featureColumns)
                    .Append(mlContext.Transforms.Conversion.MapValueToKey("Label"))
                    .Append(mlContext.Transforms.Conversion.MapValueToKey(
                        "GroupId"))
                    .Append(mlContext.Transforms.NormalizeMinMax("Features"))
                    .Append(mlContext.Ranking.Trainers.FastTree());

            // Fit the pipeline to the data.
            var model = pipeline.Fit(data);

            // Transform the dataset.
            var transformedData = model.Transform(data);

            // Extract the predictor.
            var linearPredictor = model.LastTransformer;

            // Compute the permutation metrics for the linear model using the
            // normalized data.
            var permutationMetrics = mlContext.Ranking.PermutationFeatureImportance(
                linearPredictor, transformedData, permutationCount: 30);

            // Now let's look at which features are most important to the model
            // overall. Get the feature indices sorted by their impact on NDCG@1.
            var sortedIndices = permutationMetrics.Select((metrics, index) => new
            {
                index,
                metrics.NormalizedDiscountedCumulativeGains
            })
                .OrderByDescending(feature => Math.Abs(
                    feature.NormalizedDiscountedCumulativeGains[0].Mean))

                .Select(feature => feature.index);

            Console.WriteLine("Feature\tChange in NDCG@1\t95% Confidence in the" +
                "Mean Change in NDCG@1");
            var ndcg = permutationMetrics.Select(
                x => x.NormalizedDiscountedCumulativeGains).ToArray();
            foreach (int i in sortedIndices)
            {
                Console.WriteLine("{0}\t{1:G4}\t{2:G4}",
                    featureColumns[i],
                    ndcg[i][0].Mean,
                    1.96 * ndcg[i][0].StandardError);
            }

            // Expected output:
            //  Feature     Change in NDCG@1    95% Confidence in the Mean Change in NDCG@1
            //  Feature2     -0.2421            0.001748
            //  Feature1     -0.0513            0.001184
        }

        private class Data
        {
            public float Label { get; set; }

            public int GroupId { get; set; }

            public float Feature1 { get; set; }

            public float Feature2 { get; set; }
        }

        /// <summary>
        /// Generate an enumerable of Data objects, creating the label as a simple
        /// linear combination of the features.
        /// </summary>
        /// 
        /// <param name="nExamples">The number of examples.</param>
        /// 
        /// <param name="bias">The bias, or offset, in the calculation of the label.
        /// </param>
        /// 
        /// <param name="weight1">The weight to multiply the first feature with to
        /// compute the label.</param>
        /// 
        /// <param name="weight2">The weight to multiply the second feature with to
        /// compute the label.</param>
        /// 
        /// <param name="seed">The seed for generating feature values and label
        /// noise.</param>
        /// 
        /// <returns>An enumerable of Data objects.</returns>
        private static IEnumerable<Data> GenerateData(int nExamples = 10000,
            double bias = 0, double weight1 = 1, double weight2 = 2, int seed = 1,
                int groupSize = 5)
        {
            var rng = new Random(seed);
            var max = bias + 4.5 * weight1 + 4.5 * weight2 + 0.5;
            for (int i = 0; i < nExamples; i++)
            {
                var data = new Data
                {
                    GroupId = i / groupSize,
                    Feature1 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                    Feature2 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                };

                // Create a noisy label.
                var value = (float)(bias + weight1 * data.Feature1 + weight2 *
                    data.Feature2 + rng.NextDouble() - 0.5);
                if (value < max / 3)
                    data.Label = 0;
                else if (value < 2 * max / 3)
                    data.Label = 1;
                else
                    data.Label = 2;
                yield return data;
            }
        }
    }
}

備註

PFI) (排列特徵重要性是一種技術,可用來判斷定型機器學習模型中特徵的全域重要性。 PFI 是 Breiman 在隨機樹系檔 10 第 10 節 (Breiman 所動機的簡單但功能強大的技術。 「隨機樹系」。 Machine Learning, 2001.) PFI 方法的優點是它與模型無關,它適用于任何可評估的模型,而且可以使用任何資料集,而不只是定型集,來計算特徵重要性計量。

PFI 的運作方式是採用已加上標籤的資料集、選擇特徵,並將該功能的值分散到所有範例中,讓每個範例現在都有特徵的隨機值,以及所有其他特徵的原始值。 評估計量 (例如 NDCG) ,然後計算此修改資料集的評估計量變更,並計算原始資料集中的評估計量變更。 評估計量的變更愈大,功能對模型而言愈重要。 PFI 的運作方式是跨模型的所有功能執行此排列分析,逐一執行。

在此實作中,PFI 會計算每個功能之所有可能排名評估計量的變更,並 ImmutableArray 傳回 物件的 RankingMetrics 。 如需使用這些結果來分析模型特徵重要性的範例,請參閱下列範例。

適用於