depynd.feature_selection

Module contents

depynd.feature_selection.select(X, y, lamb=0.0, k=None, method='mifs', **kwargs)

Select effective features in X on predicting y.

Parameters:
  • X (array-like, shape (n_samples, n_features)) – Observations of feature variables.
  • y (array-like, shape (n_samples)) – Observations of the target variable.
  • lamb (float or None) – Threshold for independence tests. Ignored if k is specified.
  • k (int or None) – Number of selected features.
  • method ({'mifs', 'mrmr'}, default 'mifs') – Feature selection method.
Returns:

indices – Indices of the selected features.

Return type:

list

Methods

The select() function supports the following methods: