from_model.py

# Authors: Gilles Louppe, Mathieu Blondel
# License: BSD 3 clause

import numpy as np

from ..base import TransformerMixin
from ..externals import six
from ..utils import safe_mask, check_array


class _LearntSelectorMixin(TransformerMixin):
    # Note because of the extra threshold parameter in transform, this does
    # not naturally extend from SelectorMixin
    """Transformer mixin selecting features based on importance weights.

    This implementation can be mixin on any estimator that exposes a
    ``feature_importances_`` or ``coef_`` attribute to evaluate the relative
    importance of individual features for feature selection.
    """
    def transform(self, X, threshold=None):
        """Reduce X to its most important features.

        Parameters
        ----------
        X : array or scipy sparse matrix of shape [n_samples, n_features]
            The input samples.

        threshold : string, float or None, optional (default=None)
            The threshold value to use for feature selection. Features whose
            importance is greater or equal are kept while the others are
            discarded. If "median" (resp. "mean"), then the threshold value is
            the median (resp. the mean) of the feature importances. A scaling
            factor (e.g., "1.25*mean") may also be used. If None and if
            available, the object attribute ``threshold`` is used. Otherwise,
            "mean" is used by default.

        Returns
        -------
        X_r : array of shape [n_samples, n_selected_features]
            The input samples with only the selected features.
        """
        X = check_array(X, 'csc')
        # Retrieve importance vector
        if hasattr(self, "feature_importances_"):
            importances = self.feature_importances_

        elif hasattr(self, "coef_"):
            if self.coef_.ndim == 1:
                importances = np.abs(self.coef_)

            else:
                importances = np.sum(np.abs(self.coef_), axis=0)

        else:
            raise ValueError("No `feature_importances_` or `coef_` on %r"
                             % self)
        if len(importances) != X.shape[1]:
            raise ValueError("X has different number of features than"
                             " during model fitting.")

        # Retrieve threshold
        if threshold is None:
            if hasattr(self, "penalty") and self.penalty == "l1":
                # the natural default threshold is 0 when l1 penalty was used
                threshold = getattr(self, "threshold", 1e-5)
            else:
                threshold = getattr(self, "threshold", "mean")

        if isinstance(threshold, six.string_types):
            if "*" in threshold:
                scale, reference = threshold.split("*")
                scale = float(scale.strip())
                reference = reference.strip()

                if reference == "median":
                    reference = np.median(importances)
                elif reference == "mean":
                    reference = np.mean(importances)
                else:
                    raise ValueError("Unknown reference: " + reference)

                threshold = scale * reference

            elif threshold == "median":
                threshold = np.median(importances)

            elif threshold == "mean":
                threshold = np.mean(importances)

        else:
            threshold = float(threshold)

        # Selection
        try:
            mask = importances >= threshold
        except TypeError:
            # Fails in Python 3.x when threshold is str;
            # result is array of True
            raise ValueError("Invalid threshold: all features are discarded.")

        if np.any(mask):
            mask = safe_mask(X, mask)
            return X[:, mask]
        else:
            raise ValueError("Invalid threshold: all features are discarded.")