Feature Selection in ML using Python. Part 6.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Embedded Methods"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Use of Lasso(l1) and Ridge(l2) Regression Coefficient to select Features for the Model\n",
    "## Classification"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import matplotlib.pyplot as plt\n",
    "import seaborn as sns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "from sklearn.model_selection import train_test_split\n",
    "from sklearn.ensemble import RandomForestClassifier\n",
    "from sklearn.metrics import accuracy_score"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "from sklearn.linear_model import LinearRegression, LogisticRegression, Ridge, Lasso\n",
    "from sklearn.feature_selection import SelectFromModel"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "titanic = sns.load_dataset('titanic')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "    .dataframe thead th {\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>survived</th>\n",
       "      <th>pclass</th>\n",
       "      <th>sex</th>\n",
       "      <th>age</th>\n",
       "      <th>sibsp</th>\n",
       "      <th>parch</th>\n",
       "      <th>fare</th>\n",
       "      <th>embarked</th>\n",
       "      <th>class</th>\n",
       "      <th>who</th>\n",
       "      <th>adult_male</th>\n",
       "      <th>deck</th>\n",
       "      <th>embark_town</th>\n",
       "      <th>alive</th>\n",
       "      <th>alone</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>3</td>\n",
       "      <td>male</td>\n",
       "      <td>22.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>7.2500</td>\n",
       "      <td>S</td>\n",
       "      <td>Third</td>\n",
       "      <td>man</td>\n",
       "      <td>True</td>\n",
       "      <td>NaN</td>\n",
       "      <td>Southampton</td>\n",
       "      <td>no</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>female</td>\n",
       "      <td>38.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>71.2833</td>\n",
       "      <td>C</td>\n",
       "      <td>First</td>\n",
       "      <td>woman</td>\n",
       "      <td>False</td>\n",
       "      <td>C</td>\n",
       "      <td>Cherbourg</td>\n",
       "      <td>yes</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>female</td>\n",
       "      <td>26.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>7.9250</td>\n",
       "      <td>S</td>\n",
       "      <td>Third</td>\n",
       "      <td>woman</td>\n",
       "      <td>False</td>\n",
       "      <td>NaN</td>\n",
       "      <td>Southampton</td>\n",
       "      <td>yes</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>female</td>\n",
       "      <td>35.0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>53.1000</td>\n",
       "      <td>S</td>\n",
       "      <td>First</td>\n",
       "      <td>woman</td>\n",
       "      <td>False</td>\n",
       "      <td>C</td>\n",
       "      <td>Southampton</td>\n",
       "      <td>yes</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>0</td>\n",
       "      <td>3</td>\n",
       "      <td>male</td>\n",
       "      <td>35.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.0500</td>\n",
       "      <td>S</td>\n",
       "      <td>Third</td>\n",
       "      <td>man</td>\n",
       "      <td>True</td>\n",
       "      <td>NaN</td>\n",
       "      <td>Southampton</td>\n",
       "      <td>no</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>0</td>\n",
       "      <td>3</td>\n",
       "      <td>male</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.4583</td>\n",
       "      <td>Q</td>\n",
       "      <td>Third</td>\n",
       "      <td>man</td>\n",
       "      <td>True</td>\n",
       "      <td>NaN</td>\n",
       "      <td>Queenstown</td>\n",
       "      <td>no</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   survived  pclass     sex   age  sibsp  parch     fare embarked  class  \\\n",
       "0         0       3    male  22.0      1      0   7.2500        S  Third   \n",
       "1         1       1  female  38.0      1      0  71.2833        C  First   \n",
       "2         1       3  female  26.0      0      0   7.9250        S  Third   \n",
       "3         1       1  female  35.0      1      0  53.1000        S  First   \n",
       "4         0       3    male  35.0      0      0   8.0500        S  Third   \n",
       "5         0       3    male   NaN      0      0   8.4583        Q  Third   \n",
       "\n",
       "     who  adult_male deck  embark_town alive  alone  \n",
       "0    man        True  NaN  Southampton    no  False  \n",
       "1  woman       False    C    Cherbourg   yes  False  \n",
       "2  woman       False  NaN  Southampton   yes   True  \n",
       "3  woman       False    C  Southampton   yes  False  \n",
       "4    man        True  NaN  Southampton    no   True  \n",
       "5    man        True  NaN   Queenstown    no   True  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "titanic.head(6)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "survived         0\n",
       "pclass           0\n",
       "sex              0\n",
       "age            177\n",
       "sibsp            0\n",
       "parch            0\n",
       "fare             0\n",
       "embarked         2\n",
       "class            0\n",
       "who              0\n",
       "adult_male       0\n",
       "deck           688\n",
       "embark_town      2\n",
       "alive            0\n",
       "alone            0\n",
       "dtype: int64"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "titanic.isnull().sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [],
   "source": [
    "titanic.drop(labels=['age', 'deck'], axis=1, inplace=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [],
   "source": [
    "titanic.dropna(inplace=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(889, 13)\n"
     ]
    }
   ],
   "source": [
    "print(titanic.shape)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
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       "  <thead>\n",
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       "      <th></th>\n",
       "      <th>survived</th>\n",
       "      <th>pclass</th>\n",
       "      <th>sex</th>\n",
       "      <th>sibsp</th>\n",
       "      <th>parch</th>\n",
       "      <th>fare</th>\n",
       "      <th>embarked</th>\n",
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       "      <th>who</th>\n",
       "      <th>adult_male</th>\n",
       "      <th>embark_town</th>\n",
       "      <th>alive</th>\n",
       "      <th>alone</th>\n",
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       "      <td>male</td>\n",
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       "      <td>7.2500</td>\n",
       "      <td>S</td>\n",
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       "      <td>man</td>\n",
       "      <td>True</td>\n",
       "      <td>Southampton</td>\n",
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       "      <td>woman</td>\n",
       "      <td>False</td>\n",
       "      <td>Cherbourg</td>\n",
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       "      <th>2</th>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>female</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>7.9250</td>\n",
       "      <td>S</td>\n",
       "      <td>Third</td>\n",
       "      <td>woman</td>\n",
       "      <td>False</td>\n",
       "      <td>Southampton</td>\n",
       "      <td>yes</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>female</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>53.1000</td>\n",
       "      <td>S</td>\n",
       "      <td>First</td>\n",
       "      <td>woman</td>\n",
       "      <td>False</td>\n",
       "      <td>Southampton</td>\n",
       "      <td>yes</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>0</td>\n",
       "      <td>3</td>\n",
       "      <td>male</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>8.0500</td>\n",
       "      <td>S</td>\n",
       "      <td>Third</td>\n",
       "      <td>man</td>\n",
       "      <td>True</td>\n",
       "      <td>Southampton</td>\n",
       "      <td>no</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   survived  pclass     sex  sibsp  parch     fare embarked  class    who  \\\n",
       "0         0       3    male      1      0   7.2500        S  Third    man   \n",
       "1         1       1  female      1      0  71.2833        C  First  woman   \n",
       "2         1       3  female      0      0   7.9250        S  Third  woman   \n",
       "3         1       1  female      1      0  53.1000        S  First  woman   \n",
       "4         0       3    male      0      0   8.0500        S  Third    man   \n",
       "\n",
       "   adult_male  embark_town alive  alone  \n",
       "0        True  Southampton    no  False  \n",
       "1       False    Cherbourg   yes  False  \n",
       "2       False  Southampton   yes   True  \n",
       "3       False  Southampton   yes  False  \n",
       "4        True  Southampton    no   True  "
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "titanic.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [],
   "source": [
    "data = titanic[['pclass', 'sex', 'sibsp', 'parch', 'embarked', 'who', 'alone']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>pclass</th>\n",
       "      <th>sex</th>\n",
       "      <th>sibsp</th>\n",
       "      <th>parch</th>\n",
       "      <th>embarked</th>\n",
       "      <th>who</th>\n",
       "      <th>alone</th>\n",
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       "    <tr>\n",
       "      <th>0</th>\n",
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       "      <td>male</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>S</td>\n",
       "      <td>man</td>\n",
       "      <td>False</td>\n",
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       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>female</td>\n",
       "      <td>1</td>\n",
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       "      <td>C</td>\n",
       "      <td>woman</td>\n",
       "      <td>False</td>\n",
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       "      <th>2</th>\n",
       "      <td>3</td>\n",
       "      <td>female</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>S</td>\n",
       "      <td>woman</td>\n",
       "      <td>True</td>\n",
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       "      <th>3</th>\n",
       "      <td>1</td>\n",
       "      <td>female</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>S</td>\n",
       "      <td>woman</td>\n",
       "      <td>False</td>\n",
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       "      <th>4</th>\n",
       "      <td>3</td>\n",
       "      <td>male</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>S</td>\n",
       "      <td>man</td>\n",
       "      <td>True</td>\n",
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      ],
      "text/plain": [
       "   pclass     sex  sibsp  parch embarked    who  alone\n",
       "0       3    male      1      0        S    man  False\n",
       "1       1  female      1      0        C  woman  False\n",
       "2       3  female      0      0        S  woman   True\n",
       "3       1  female      1      0        S  woman  False\n",
       "4       3    male      0      0        S    man   True"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "sex\n",
      "female    312\n",
      "male      577\n",
      "Name: sex, dtype: int64\n"
     ]
    }
   ],
   "source": [
    "print(data.groupby('sex').sex.count())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [],
   "source": [
    "a = {'female':0, 'male':1}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "embarked\n",
      "C    168\n",
      "Q     77\n",
      "S    644\n",
      "Name: embarked, dtype: int64\n"
     ]
    }
   ],
   "source": [
    "print(data.groupby('embarked').embarked.count())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [],
   "source": [
    "b = {'C':0, 'Q':1, 'S':2}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "who\n",
      "child     83\n",
      "man      537\n",
      "woman    269\n",
      "Name: who, dtype: int64\n"
     ]
    }
   ],
   "source": [
    "print(data.groupby('who').who.count())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [],
   "source": [
    "c = {'child':0, 'man':1, 'woman':2}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "alone\n",
      "False    354\n",
      "True     535\n",
      "Name: alone, dtype: int64\n"
     ]
    }
   ],
   "source": [
    "print(data.groupby('alone').alone.count())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [],
   "source": [
    "d = {True:1, False:0}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\Users\\Saurav\\Anaconda3\\lib\\site-packages\\ipykernel_launcher.py:1: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy\n",
      "  \"\"\"Entry point for launching an IPython kernel.\n",
      "C:\\Users\\Saurav\\Anaconda3\\lib\\site-packages\\ipykernel_launcher.py:2: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy\n",
      "  \n",
      "C:\\Users\\Saurav\\Anaconda3\\lib\\site-packages\\ipykernel_launcher.py:3: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy\n",
      "  This is separate from the ipykernel package so we can avoid doing imports until\n",
      "C:\\Users\\Saurav\\Anaconda3\\lib\\site-packages\\ipykernel_launcher.py:4: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy\n",
      "  after removing the cwd from sys.path.\n"
     ]
    }
   ],
   "source": [
    "data['sex'] = data['sex'].map(a)\n",
    "data['embarked'] = data['embarked'].map(b)\n",
    "data['who'] = data['who'].map(c)\n",
    "data['alone'] = data['alone'].map(d)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>pclass</th>\n",
       "      <th>sex</th>\n",
       "      <th>sibsp</th>\n",
       "      <th>parch</th>\n",
       "      <th>embarked</th>\n",
       "      <th>who</th>\n",
       "      <th>alone</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>3</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>3</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>3</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   pclass  sex  sibsp  parch  embarked  who  alone\n",
       "0       3    1      1      0         2    1      0\n",
       "1       1    0      1      0         0    2      0\n",
       "2       3    0      0      0         2    2      1\n",
       "3       1    0      1      0         2    2      0\n",
       "4       3    1      0      0         2    1      1"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [],
   "source": [
    "X = data\n",
    "y = titanic['survived']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(889, 7)\n",
      "(889,)\n"
     ]
    }
   ],
   "source": [
    "print(X.shape)\n",
    "print(y.shape)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [],
   "source": [
    "X_train, X_test, y_train, y_test = train_test_split(X, y, shuffle=False, test_size = 0.1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "(800, 7)\n",
      "(800,)\n",
      "(89, 7)\n",
      "(89,)\n"
     ]
    }
   ],
   "source": [
    "print(X_train.shape)\n",
    "print(y_train.shape)\n",
    "print(X_test.shape)\n",
    "print(y_test.shape)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Using l1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [],
   "source": [
    "## Change the values of C to get important features"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ True,  True,  True,  True,  True,  True,  True])"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sel = SelectFromModel(LogisticRegression(penalty='l1', C=0.5, solver = 'liblinear'))  ### C is inverse of Regularization Parameter\n",
    "sel.fit(X_train, y_train)\n",
    "sel.get_support()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(800, 7)"
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_train_l1 = sel.transform(X_train)\n",
    "X_test_l1 = sel.transform(X_test)\n",
    "X_train_l1.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "0.8314606741573034\n",
      "Wall time: 151 ms\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "model = RandomForestClassifier(n_estimators=100, max_depth=4)\n",
    "model.fit(X_train, y_train)\n",
    "y_pred = model.predict(X_test)\n",
    "print(accuracy_score(y_test, y_pred))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "0.8314606741573034\n",
      "Wall time: 104 ms\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "model = RandomForestClassifier(n_estimators=100, max_depth=4)\n",
    "model.fit(X_train_l1, y_train)\n",
    "y_pred = model.predict(X_test_l1)\n",
    "print(accuracy_score(y_test, y_pred))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "metadata": {},
   "outputs": [],
   "source": [
    "### Using l2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {},
   "outputs": [],
   "source": [
    "## Change the values of C to get important features"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ True,  True, False, False, False,  True, False])"
      ]
     },
     "execution_count": 34,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sel = SelectFromModel(LogisticRegression(penalty='l2', C=0.05, solver='liblinear'))  ### C is inverse of Regularization Parameter\n",
    "sel.fit(X_train, y_train)\n",
    "sel.get_support()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(800, 3)"
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X_train_l2 = sel.transform(X_train)\n",
    "X_test_l2 = sel.transform(X_test)\n",
    "X_train_l2.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "0.8202247191011236\n",
      "Wall time: 160 ms\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "model = RandomForestClassifier(n_estimators=100, max_depth=4)\n",
    "model.fit(X_train, y_train)\n",
    "y_pred = model.predict(X_test)\n",
    "print(accuracy_score(y_test, y_pred))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "0.797752808988764\n",
      "Wall time: 108 ms\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "model = RandomForestClassifier(n_estimators=100, max_depth=4)\n",
    "model.fit(X_train_l2, y_train)\n",
    "y_pred = model.predict(X_test_l2)\n",
    "print(accuracy_score(y_test, y_pred))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Similarly we can use Ridge and Lasso to get important features for regression"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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