How to get most informative features for scikit-learn classifiers?

The classifiers themselves do not record feature names, they just see numeric arrays. However, if you extracted your features using a Vectorizer/CountVectorizer/TfidfVectorizer/DictVectorizer, and you are using a linear model (e.g. LinearSVC or Naive Bayes) then you can apply the same trick that the document classification example uses. Example (untested, may contain a bug or two):

def print_top10(vectorizer, clf, class_labels):
    """Prints features with the highest coefficient values, per class"""
    feature_names = vectorizer.get_feature_names()
    for i, class_label in enumerate(class_labels):
        top10 = np.argsort(clf.coef_[i])[-10:]
        print("%s: %s" % (class_label,
              " ".join(feature_names[j] for j in top10)))

This is for multiclass classification; for the binary case, I think you should use clf.coef_[0] only. You may have to sort the class_labels.

RandomForestClassifier does not yet have a coef_ attrubute, but it will in the 0.17 release, I think. However, see the RandomForestClassifierWithCoef class in Recursive feature elimination on Random Forest using scikit-learn. This may give you some ideas to work around the limitation above.

You can also do something like this to create a graph of importance features by order:

importances = clf.feature_importances_
std = np.std([tree.feature_importances_ for tree in clf.estimators_],
         axis=0)
indices = np.argsort(importances)[::-1]

# Print the feature ranking
#print("Feature ranking:")


# Plot the feature importances of the forest
plt.figure()
plt.title("Feature importances")
plt.bar(range(train[features].shape[1]), importances[indices],
   color="r", yerr=std[indices], align="center")
plt.xticks(range(train[features].shape[1]), indices)
plt.xlim([-1, train[features].shape[1]])
plt.show()

To add an update, RandomForestClassifier now supports the .feature_importances_ attribute. This attribute tells you how much of the observed variance is explained by that feature. Obviously, the sum of all these values must be <= 1.

I find this attribute very useful when performing feature engineering.

Thanks to the scikit-learn team and contributors for implementing this!

edit: This works for both RandomForest and GradientBoosting. So RandomForestClassifier, RandomForestRegressor, GradientBoostingClassifier and GradientBoostingRegressor all support this.

We’ve recently released a library (https://github.com/TeamHG-Memex/eli5) which allows to do that: it handles variuos classifiers from scikit-learn, binary / multiclass cases, allows to highlight text according to feature values, integrates with IPython, etc.

I actually had to find out Feature Importance on my NaiveBayes classifier and although I used the above functions, I was not able to get feature importance based on classes. I went through the scikit-learn’s documentation and tweaked the above functions a bit to find it working for my problem. Hope it helps you too!

def important_features(vectorizer,classifier,n=20):
    class_labels = classifier.classes_
    feature_names =vectorizer.get_feature_names()

    topn_class1 = sorted(zip(classifier.feature_count_[0], feature_names),reverse=True)[:n]
    topn_class2 = sorted(zip(classifier.feature_count_[1], feature_names),reverse=True)[:n]

    print("Important words in negative reviews")

    for coef, feat in topn_class1:
        print(class_labels[0], coef, feat)

    print("-----------------------------------------")
    print("Important words in positive reviews")

    for coef, feat in topn_class2:
        print(class_labels[1], coef, feat)

Note that your classifier(in my case it’s NaiveBayes) must have attribute feature_count_ for this to work.

Not exactly what you are looking for, but a quick way to get the largest magnitude coefficients (assuming a pandas dataframe columns are your feature names):

You trained the model like:

lr = LinearRegression()
X_train, X_test, y_train, y_test = train_test_split(df, Y, test_size=0.25)
lr.fit(X_train, y_train)

Get the 10 largest negative coefficient values (or change to reverse=True for largest positive) like:

sorted(list(zip(feature_df.columns, lr.coef_)), key=lambda x: x[1], 
reverse=False)[:10]

First make a list, I give this list the name label. After that extracting all features name and column name I add in label list. Here I use naive bayes model. In naive bayes model, feature_log_prob_ give probability of features.

def top20(model,label):

  feature_prob=(abs(model.feature_log_prob_))

  for i in range(len(feature_prob)):

    print ('top 20 features for {} class'.format(i))

    clas = feature_prob[i,:]

    dictonary={}

    for count,ele in enumerate(clas,0): 

      dictonary[count]=ele

    dictonary=dict(sorted(dictonary.items(), key=lambda x: x[1], reverse=True)[:20])

    keys=list(dictonary.keys())

    for i in keys:

      print(label[i])

    print('*'*1000)