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smazzanti/boruta.py

Created April 8, 2020 22:00
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boruta.py
from boruta import BorutaPy
# instantiate random forest
forest = RandomForestRegressor(n_jobs = -1, max_depth = 5)
# fit boruta
boruta_selector = BorutaPy(forest, n_estimators = 'auto', random_state = 0)
boruta_selector.fit(np.array(X_trn), np.array(y_trn))
# store results
boruta_ranking = boruta_selector.ranking_
selected_features = np.array(feature_names)[boruta_ranking <= 2]
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