- class sklearn.feature_selection.SelectFdr(score_func=<function f_classif at 0x7f5d61708510>, alpha=0.05)¶
Filter: Select the p-values for an estimated false discovery rate
This uses the Benjamini-Hochberg procedure. alpha is an upper bound on the expected false discovery rate.
Read more in the User Guide.
score_func : callable
Function taking two arrays X and y, and returning a pair of arrays (scores, pvalues).
alpha : float, optional
The highest uncorrected p-value for features to keep.
scores_ : array-like, shape=(n_features,)
Scores of features.
pvalues_ : array-like, shape=(n_features,)
p-values of feature scores.
- ANOVA F-value between labe/feature for classification tasks.
- Chi-squared stats of non-negative features for classification tasks.
- F-value between label/feature for regression tasks.
- Select features based on percentile of the highest scores.
- Select features based on the k highest scores.
- Select features based on a false positive rate test.
- Select features based on family-wise error rate.
- Univariate feature selector with configurable mode.
fit(X, y) Run score function on (X, y) and get the appropriate features. fit_transform(X[, y]) Fit to data, then transform it. get_params([deep]) Get parameters for this estimator. get_support([indices]) Get a mask, or integer index, of the features selected inverse_transform(X) Reverse the transformation operation set_params(**params) Set the parameters of this estimator. transform(X) Reduce X to the selected features.
- __init__(score_func=<function f_classif at 0x7f5d61708510>, alpha=0.05)¶
- fit(X, y)¶
Run score function on (X, y) and get the appropriate features.
X : array-like, shape = [n_samples, n_features]
The training input samples.
y : array-like, shape = [n_samples]
The target values (class labels in classification, real numbers in regression).
self : object
- fit_transform(X, y=None, **fit_params)¶
Fit to data, then transform it.
Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.
X : numpy array of shape [n_samples, n_features]
y : numpy array of shape [n_samples]
X_new : numpy array of shape [n_samples, n_features_new]
Get parameters for this estimator.
deep: boolean, optional :
If True, will return the parameters for this estimator and contained subobjects that are estimators.
params : mapping of string to any
Parameter names mapped to their values.
Get a mask, or integer index, of the features selected
indices : boolean (default False)
If True, the return value will be an array of integers, rather than a boolean mask.
support : array
An index that selects the retained features from a feature vector. If indices is False, this is a boolean array of shape [# input features], in which an element is True iff its corresponding feature is selected for retention. If indices is True, this is an integer array of shape [# output features] whose values are indices into the input feature vector.
Reverse the transformation operation
X : array of shape [n_samples, n_selected_features]
The input samples.
X_r : array of shape [n_samples, n_original_features]
X with columns of zeros inserted where features would have been removed by transform.
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as pipelines). The former have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.
Returns: self :
Reduce X to the selected features.
X : array of shape [n_samples, n_features]
The input samples.
X_r : array of shape [n_samples, n_selected_features]
The input samples with only the selected features.