How to get most informative features for scikit-learn classifiers?

We've recently released a library (https://github.com/TeamHG-Memex/eli5) which allows to do that: it handles variuos classifiers from scikit-learn, binary / multiclass cases, allows to highlight text according to feature values, integrates with IPython, etc.

With the help of larsmans code I came up with this code for the binary case:

def show_most_informative_features(vectorizer, clf, n=20):
    feature_names = vectorizer.get_feature_names()
    coefs_with_fns = sorted(zip(clf.coef_[0], feature_names))
    top = zip(coefs_with_fns[:n], coefs_with_fns[:-(n + 1):-1])
    for (coef_1, fn_1), (coef_2, fn_2) in top:
        print "\t%.4f\t%-15s\t\t%.4f\t%-15s" % (coef_1, fn_1, coef_2, fn_2)

To add an update, RandomForestClassifier now supports the .feature_importances_ attribute. This attribute tells you how much of the observed variance is explained by that feature. Obviously, the sum of all these values must be <= 1.

I find this attribute very useful when performing feature engineering.

Thanks to the scikit-learn team and contributors for implementing this!

edit: This works for both RandomForest and GradientBoosting. So RandomForestClassifier, RandomForestRegressor, GradientBoostingClassifier and GradientBoostingRegressor all support this.

The classifiers themselves do not record feature names, they just see numeric arrays. However, if you extracted your features using a Vectorizer/CountVectorizer/TfidfVectorizer/DictVectorizer, and you are using a linear model (e.g. LinearSVC or Naive Bayes) then you can apply the same trick that the document classification example uses. Example (untested, may contain a bug or two):

def print_top10(vectorizer, clf, class_labels):
    """Prints features with the highest coefficient values, per class"""
    feature_names = vectorizer.get_feature_names()
    for i, class_label in enumerate(class_labels):
        top10 = np.argsort(clf.coef_[i])[-10:]
        print("%s: %s" % (class_label,
              " ".join(feature_names[j] for j in top10)))

This is for multiclass classification; for the binary case, I think you should use clf.coef_[0] only. You may have to sort the class_labels.