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Fixed attribute name fit.enumerators_ to fit.estimators #7

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Fixed attribute name fit.enumerators_ to fit.estimators #7

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a442cde
Changed to explicit relative reference
Aug 4, 2023
bdef84e
Fixed attribute name `fit.enumerators_` to `fit.estimators`
Aug 4, 2023
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4 changes: 2 additions & 2 deletions Machine_Learning_for_Asset_Managers/ch6_feature_importance_analysis.py
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,7 @@
import statsmodels.api as sm1
import matplotlib.pylab as plt

from ch4_optimal_clustering import clusterKMeansBase
from .ch4_optimal_clustering import clusterKMeansBase

#Code snippet 6.1 generating a set of informative, redundant, and noisy explanatory variables
# returns matrix X of training samples, and vector y of class labels for the training samples
Expand All @@ -30,7 +30,7 @@ def getTestData(n_features=100, n_informative=25, n_redundant=25, n_samples=1000
#code snippet 6.2 implementation of an ensembke MDI method
def featImpMDI(fit, featNames):
#feat importance based on IS mean impurity reduction
df0 = {i:tree.feature_importances_ for i, tree in enumerate(fit.enumerators_)}
df0 = {i:tree.feature_importances_ for i, tree in enumerate(fit.estimators_)}
df0 = pd.DataFrame.from_dict(df0, orient='index')
df0.columns = featNames
df0 = df0.replace(0, np.nan) #because max_features=1
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