Pyspark random forest feature importance mapping after column transformations

问题

I am trying to plot the feature importances of certain tree based models with column names. I am using Pyspark.

Since I had textual categorical variables and numeric ones too, I had to use a pipeline method which is something like this -

1. use string indexer to index string columns
2. use one hot encoder for all columns

3. use a vectorassembler to create the feature column containing the feature vector

   Some sample code from the docs for steps 1,2,3 -

   from pyspark.ml import Pipeline
   from pyspark.ml.feature import OneHotEncoderEstimator, StringIndexer, 
   VectorAssembler
   categoricalColumns = ["workclass", "education", "marital_status", 
   "occupation", "relationship", "race", "sex", "native_country"]
    stages = [] # stages in our Pipeline
    for categoricalCol in categoricalColumns:
       # Category Indexing with StringIndexer
       stringIndexer = StringIndexer(inputCol=categoricalCol, 
       outputCol=categoricalCol + "Index")
       # Use OneHotEncoder to convert categorical variables into binary 
       SparseVectors
       # encoder = OneHotEncoderEstimator(inputCol=categoricalCol + "Index", 
       outputCol=categoricalCol + "classVec")
       encoder = OneHotEncoderEstimator(inputCols= 
       [stringIndexer.getOutputCol()], outputCols=[categoricalCol + "classVec"])
       # Add stages.  These are not run here, but will run all at once later on.
       stages += [stringIndexer, encoder]
   
   numericCols = ["age", "fnlwgt", "education_num", "capital_gain", 
   "capital_loss", "hours_per_week"]
   assemblerInputs = [c + "classVec" for c in categoricalColumns] + numericCols
   assembler = VectorAssembler(inputCols=assemblerInputs, outputCol="features")
   stages += [assembler]
   
   # Create a Pipeline.
   pipeline = Pipeline(stages=stages)
   # Run the feature transformations.
   #  - fit() computes feature statistics as needed.
   #  - transform() actually transforms the features.
   pipelineModel = pipeline.fit(dataset)
   dataset = pipelineModel.transform(dataset)
   

4. finally train the model

   after training and eval, I can use the "model.featureImportances" to get the feature rankings, however I dont get the feature/column names, rather just the feature number, something like this -

   print dtModel_1.featureImportances
   
   (38895,[38708,38714,38719,38720,38737,38870,38894],[0.0742343395738,0.169404823667,0.100485791055,0.0105823115814,0.0134236162982,0.194124862158,0.437744255667])
   

How do I map it back to the initial column names and the values? So that I can plot ?**

回答1:

Extract metadata as shown here by user6910411

attrs = sorted(
    (attr["idx"], attr["name"]) for attr in (chain(*dataset
        .schema["features"]
        .metadata["ml_attr"]["attrs"].values())))

and combine with feature importance:

[(name, dtModel_1.featureImportances[idx])
 for idx, name in attrs
 if dtModel_1.featureImportances[idx]]

回答2:

The transformed dataset metdata has the required attributes.Here is an easy way to do -

1. create a pandas dataframe (generally feature list will not be huge, so no memory issues in storing a pandas DF)

   pandasDF = pd.DataFrame(dataset.schema["features"].metadata["ml_attr"] 
   ["attrs"]["binary"]+dataset.schema["features"].metadata["ml_attr"]["attrs"]["numeric"]).sort_values("idx")
   

2. Then create a broadcast dictionary to map. broadcast is necessary in a distributed environment.

   feature_dict = dict(zip(pandasDF["idx"],pandasDF["name"])) 
   
   feature_dict_broad = sc.broadcast(feature_dict)
   

来源：https://stackoverflow.com/questions/50937591/pyspark-random-forest-feature-importance-mapping-after-column-transformations