sklearn.feature_selection
.RFE¶

class
sklearn.feature_selection.
RFE
(estimator, *, n_features_to_select=None, step=1, verbose=0, importance_getter='auto')[source]¶ Feature ranking with recursive feature elimination.
Given an external estimator that assigns weights to features (e.g., the coefficients of a linear model), the goal of recursive feature elimination (RFE) is to select features by recursively considering smaller and smaller sets of features. First, the estimator is trained on the initial set of features and the importance of each feature is obtained either through any specific attribute or callable. Then, the least important features are pruned from current set of features. That procedure is recursively repeated on the pruned set until the desired number of features to select is eventually reached.
Read more in the User Guide.
 Parameters
 estimator
Estimator
instance A supervised learning estimator with a
fit
method that provides information about feature importance (e.g.coef_
,feature_importances_
). n_features_to_selectint or float, default=None
The number of features to select. If
None
, half of the features are selected. If integer, the parameter is the absolute number of features to select. If float between 0 and 1, it is the fraction of features to select. stepint or float, default=1
If greater than or equal to 1, then
step
corresponds to the (integer) number of features to remove at each iteration. If within (0.0, 1.0), thenstep
corresponds to the percentage (rounded down) of features to remove at each iteration. verboseint, default=0
Controls verbosity of output.
 importance_getterstr or callable, default=’auto’
If ‘auto’, uses the feature importance either through a
coef_
orfeature_importances_
attributes of estimator.Also accepts a string that specifies an attribute name/path for extracting feature importance (implemented with
attrgetter
). For example, giveregressor_.coef_
in case ofTransformedTargetRegressor
ornamed_steps.clf.feature_importances_
in case of class:~sklearn.pipeline.Pipeline
with its last step namedclf
.If
callable
, overrides the default feature importance getter. The callable is passed with the fitted estimator and it should return importance for each feature.New in version 0.24.
 estimator
 Attributes
 estimator_
Estimator
instance The fitted estimator used to select features.
 n_features_int
The number of selected features.
 ranking_ndarray of shape (n_features,)
The feature ranking, such that
ranking_[i]
corresponds to the ranking position of the ith feature. Selected (i.e., estimated best) features are assigned rank 1. support_ndarray of shape (n_features,)
The mask of selected features.
 estimator_
See also
RFECV
Recursive feature elimination with builtin crossvalidated selection of the best number of features
Notes
Allows NaN/Inf in the input if the underlying estimator does as well.
References
 1
Guyon, I., Weston, J., Barnhill, S., & Vapnik, V., “Gene selection for cancer classification using support vector machines”, Mach. Learn., 46(13), 389–422, 2002.
Examples
The following example shows how to retrieve the 5 most informative features in the Friedman #1 dataset.
>>> from sklearn.datasets import make_friedman1 >>> from sklearn.feature_selection import RFE >>> from sklearn.svm import SVR >>> X, y = make_friedman1(n_samples=50, n_features=10, random_state=0) >>> estimator = SVR(kernel="linear") >>> selector = RFE(estimator, n_features_to_select=5, step=1) >>> selector = selector.fit(X, y) >>> selector.support_ array([ True, True, True, True, True, False, False, False, False, False]) >>> selector.ranking_ array([1, 1, 1, 1, 1, 6, 4, 3, 2, 5])
Methods
Compute the decision function of
X
.fit
(X, y)Fit the RFE model and then the underlying estimator on the selected
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
Reverse the transformation operation
predict
(X)Reduce X to the selected features and then predict using the
Predict class logprobabilities for X.
Predict class probabilities for X.
score
(X, y)Reduce X to the selected features and then return the score of the
set_params
(**params)Set the parameters of this estimator.
transform
(X)Reduce X to the selected features.

decision_function
(X)[source]¶ Compute the decision function of
X
. Parameters
 X{arraylike or sparse matrix} of shape (n_samples, n_features)
The input samples. Internally, it will be converted to
dtype=np.float32
and if a sparse matrix is provided to a sparsecsr_matrix
.
 Returns
 scorearray, shape = [n_samples, n_classes] or [n_samples]
The decision function of the input samples. The order of the classes corresponds to that in the attribute classes_. Regression and binary classification produce an array of shape [n_samples].

fit
(X, y)[source]¶  Fit the RFE model and then the underlying estimator on the selected
features.
 Parameters
 X{arraylike, sparse matrix} of shape (n_samples, n_features)
The training input samples.
 yarraylike of shape (n_samples,)
The target values.

fit_transform
(X, y=None, **fit_params)[source]¶ Fit to data, then transform it.
Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.
 Parameters
 X{arraylike, sparse matrix, dataframe} of shape (n_samples, n_features)
Input samples.
 yndarray of shape (n_samples,), default=None
Target values (None for unsupervised transformations).
 **fit_paramsdict
Additional fit parameters.
 Returns
 X_newndarray array of shape (n_samples, n_features_new)
Transformed array.

get_params
(deep=True)[source]¶ Get parameters for this estimator.
 Parameters
 deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
 Returns
 paramsmapping of string to any
Parameter names mapped to their values.

get_support
(indices=False)[source]¶ Get a mask, or integer index, of the features selected
 Parameters
 indicesbool, default=False
If True, the return value will be an array of integers, rather than a boolean mask.
 Returns
 supportarray
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. Ifindices
is True, this is an integer array of shape [# output features] whose values are indices into the input feature vector.

inverse_transform
(X)[source]¶ Reverse the transformation operation
 Parameters
 Xarray of shape [n_samples, n_selected_features]
The input samples.
 Returns
 X_rarray of shape [n_samples, n_original_features]
X
with columns of zeros inserted where features would have been removed bytransform
.

predict
(X)[source]¶  Reduce X to the selected features and then predict using the
underlying estimator.
 Parameters
 Xarray of shape [n_samples, n_features]
The input samples.
 Returns
 yarray of shape [n_samples]
The predicted target values.

predict_log_proba
(X)[source]¶ Predict class logprobabilities for X.
 Parameters
 Xarray of shape [n_samples, n_features]
The input samples.
 Returns
 parray of shape (n_samples, n_classes)
The class logprobabilities of the input samples. The order of the classes corresponds to that in the attribute classes_.

predict_proba
(X)[source]¶ Predict class probabilities for X.
 Parameters
 X{arraylike or sparse matrix} of shape (n_samples, n_features)
The input samples. Internally, it will be converted to
dtype=np.float32
and if a sparse matrix is provided to a sparsecsr_matrix
.
 Returns
 parray of shape (n_samples, n_classes)
The class probabilities of the input samples. The order of the classes corresponds to that in the attribute classes_.

score
(X, y)[source]¶  Reduce X to the selected features and then return the score of the
underlying estimator.
 Parameters
 Xarray of shape [n_samples, n_features]
The input samples.
 yarray of shape [n_samples]
The target values.

set_params
(**params)[source]¶ Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form
<component>__<parameter>
so that it’s possible to update each component of a nested object. Parameters
 **paramsdict
Estimator parameters.
 Returns
 selfobject
Estimator instance.