vif-方差膨胀因子

• 使用statsmodels中的variance_inflation_factor，数据集使用乳腺癌数据集

  import pandas as pd
  import numpy as np
  from sklearn.datasets import load_breast_cancer
  from tqdm import notebook
  from statsmodels.stats.outliers_influence import variance_inflation_factor
  from statsmodels.tools import add_constantcancer = load_breast_cancer()
  df = pd.DataFrame(cancer.data,columns=['_'.join(i.split()) for i in cancer.feature_names])
  df['y'] = cancer.targetdef calc_vif(df,desc_dict=None):"""df: DataFramedesc_dict: 字段中文释义字典return: vif DataFrame"""X=add_constant(df)vif_list = []for i in notebook.tqdm(range(X.shape[1])):vif = variance_inflation_factor(X.values,i)vif_list.append(vif)s = pd.DataFrame(vif_list,index=X.columns)s = s.reset_index()s.columns = ['feature','vif']if desc_dict:s['中文释义'] = s.feature.map(desc_dict)s = s[['feature','中文释义','vif']]return sstr_list = df.select_dtypes(include='object').columns.tolist() # string类型
  flo_list = df.select_dtypes(exclude='object').columns.tolist() # 连续型# vif 不能计算string类型
  df_vif = df[flo_list]# vif 计算不能有空值
  for i in notebook.tqdm(flo_list):df_vif[i] = df_vif[i].fillna(0)vif_data = calc_vif(df_vif)
  vif_data
  

  

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