Example 28.1. Variable selection

# variable selection example
if not tableExists('german_credit'):
 raise "Table 'german_credit' does not exists. Please run german_credit.gy script from data directory first"

targetName = 'Class'
dataName = 'german_credit'
binTable = 'german_credit_bin'
obligatory = ['duration','existing_credits','age']


#------ Binarize data transformation ------

orig_pd = PhysicalData(dataName)
orig_ld  = LogicalData(orig_pd)
save(dataName + '_pd', orig_pd)
save(dataName + '_ld', orig_ld)

transformationSettings = BinarizeSettings()
transformationSettings.setLogicalData(orig_ld)
transformationSettings.getAttributeUsageSet().getAttribute(targetName).usage = TransformationUsageOption.copy
save('binarize_settings', transformationSettings)

bt = TransformationBuildTask()
bt.transformationName = 'binarize_build'
bt.transformationSettingsName = 'binarize_settings'
bt.physicalDataName = dataName + '_pd'

save('binarize_bt', bt)
execute('binarize_bt')

save("pd_out",PhysicalData(binTable))
at = TransformationApplyTask()
at.replaceExistingData = TRUE 
at.setSourceDataName(dataName + '_pd')
at.setTargetDataName("pd_out") 
at.setTransformationName('binarize_build')
save('binarize_apply', at)
execute('binarize_apply')

#-----------------------------------------


pd = PhysicalData(binTable)
ld = LogicalData(pd)
save(binTable + '_pd', pd)
save(binTable + '_ld', ld)


#------ Function and Algorithm settings ------

fs = ClassificationFunctionSettings()
fs.logicalData = ld
fs.targetAttributeName = targetName


as = LogisticRegressionSettings()
as.estimationMethod = LogisticEstimationMethod.newton
as.linkFunctionType = LinkFunctionType.logit
as.preselection = TRUE
as.intercept = TRUE

opt = OptimizationAlgorithmSettings()
opt.convergenceCriterion = ConvergenceCriterion.likelihood
opt.convergenceThreshold = 0.1
opt.iterMax = 20


#------ Variable Selection settings ------

attrUS = fs.attributeUsageSet
for attr in obligatory:
           attrUS.getAttribute(attr).setUsage(UsageOption.obligatory);

vss = VariableSelectionSettings()
vss.variableSelectionMethod = VariableSelectionMethod.forward
vss.modelEntryLevel = 0.1
vss.maxModelSize = 30
vss.groupMode = TRUE

#-----------------------------------------


as.variableSelectionSettings = vss
as.optimizationAlgorithmSettings = opt
fs.algorithmSettings = as
save('model_fs', fs)


#----- building logistic model
bt = MiningBuildTask(binTable + '_pd', 'model_fs', 'model')
save('model_bt', bt)
execute('model_bt')

#------ printing results of variable selection
binTab = tableRead(binTable)

varNames = load('model').getModelStatistics().varNames

print "%30s%40s"%("Variable","Selected to model")
for i in range(0,len(binTab[0])):
    print "%-60s"%binTab[0][i],
    if binTab[0][i] in varNames: 
        print "yes"
    else:
        print "no"

Output

                      Variable                       Selected to model
num_dependents                                               no
residence_since                                              no
installment_commitment                                       no
duration                                                     no
Class                                                        no
age                                                          no
existing_credits                                             no
credit_amount                                                no
__employment__unemployed                                     no
__employment__greater_7                                      no
__employment__4_less_X_less_7                                no
__employment__1_less_X_less_4                                no
__employment__less_1                                         no
__housing__for_free                                          no
__housing__rent                                              no
__housing__own                                               no
__property_magnitude__car                                    no
__property_magnitude__life_insurance                         no
__property_magnitude__real_estate                            no
__property_magnitude__no_known_property                      no
__job__skilled                                               no
__job__high_qualif_self_emp_mgmt                             no
__job__unskilled_resident                                    no
__job__unemp_unskilled_non_res                               no
__own_telephone__yes                                         no
__own_telephone__none                                        no
__purpose__other                                             yes
__purpose__new_car                                           yes
__purpose__radio_tv                                          yes
__purpose__domestic_appliance                                yes
__purpose__retraining                                        yes
__purpose__furniture_equipment                               yes
__purpose__education                                         yes
__purpose__used_car                                          yes
__purpose__repairs                                           yes
__purpose__business                                          yes
__personal_status__female_div_dep_mar                        no
__personal_status__male_mar_wid                              no
__personal_status__male_div_sep                              no
__personal_status__male_single                               no
__savings_status__less_100                                   no
__savings_status__100_less_X_less_500                        no
__savings_status__greater_1000                               no
__savings_status__no_known_savings                           no
__savings_status__500_less_X_less_1000                       no
__checking_status__greater_200                               yes
__checking_status__0_less_X_less_200                         yes
__checking_status__less_0                                    yes
__checking_status__no_checking                               yes
__other_parties__co_applicant                                no
__other_parties__none                                        no
__other_parties__guarantor                                   no
__foreign_worker__yes                                        no
__foreign_worker__no                                         no
__other_payment_plans__none                                  no
__other_payment_plans__bank                                  no
__other_payment_plans__stores                                no
__credit_history__delayed_previously                         no
__credit_history__all_paid                                   no
__credit_history__no_credits_all_paid                        no
__credit_history__critical_other_existing_credit             no
__credit_history__existing_paid                              no