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.
Function taking two arrays X and y, and returning a pair of arrays (scores, pvalues). Default is f_classif (see below “See Also”). The default function only works with classification tasks.
The highest uncorrected p-value for features to keep.
Scores of features.
p-values of feature scores.
Number of features seen during fit.
Added in version 0.24.
n_features_in_
,)
Names of features seen during fit. Defined only when X
has feature names that are all strings.
Added in version 1.0.
See also
f_classif
ANOVA F-value between label/feature for classification tasks.
mutual_info_classif
Mutual information for a discrete target.
chi2
Chi-squared stats of non-negative features for classification tasks.
f_regression
F-value between label/feature for regression tasks.
mutual_info_regression
Mutual information for a continuous target.
SelectPercentile
Select features based on percentile of the highest scores.
SelectKBest
Select features based on the k highest scores.
SelectFpr
Select features based on a false positive rate test.
SelectFwe
Select features based on family-wise error rate.
GenericUnivariateSelect
Univariate feature selector with configurable mode.
References
https://en.wikipedia.org/wiki/False_discovery_rate
Examples
>>> from sklearn.datasets import load_breast_cancer >>> from sklearn.feature_selection import SelectFdr, chi2 >>> X, y = load_breast_cancer(return_X_y=True) >>> X.shape (569, 30) >>> X_new = SelectFdr(chi2, alpha=0.01).fit_transform(X, y) >>> X_new.shape (569, 16)
Run score function on (X, y) and get the appropriate features.
The training input samples.
The target values (class labels in classification, real numbers in regression). If the selector is unsupervised then y
can be set to None
.
Returns the instance itself.
Fit to data, then transform it.
Fits transformer to X
and y
with optional parameters fit_params
and returns a transformed version of X
.
Input samples.
Target values (None for unsupervised transformations).
Additional fit parameters.
Transformed array.
Mask feature names according to selected features.
Input features.
If input_features
is None
, then feature_names_in_
is used as feature names in. If feature_names_in_
is not defined, then the following input feature names are generated: ["x0", "x1", ..., "x(n_features_in_ - 1)"]
.
If input_features
is an array-like, then input_features
must match feature_names_in_
if feature_names_in_
is defined.
Transformed feature names.
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
A MetadataRequest
encapsulating routing information.
Get parameters for this estimator.
If True, will return the parameters for this estimator and contained subobjects that are estimators.
Parameter names mapped to their values.
Get a mask, or integer index, of the features selected.
If True, the return value will be an array of integers, rather than a boolean mask.
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.
The input samples.
X
with columns of zeros inserted where features would have been removed by transform
.
Set output container.
See Introducing the set_output API for an example on how to use the API.
Configure output of transform
and fit_transform
.
"default"
: Default output format of a transformer
"pandas"
: DataFrame output
"polars"
: Polars output
None
: Transform configuration is unchanged
Added in version 1.4: "polars"
option was added.
Estimator instance.
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as Pipeline
). The latter have parameters of the form <component>__<parameter>
so that it’s possible to update each component of a nested object.
Estimator parameters.
Estimator instance.
Reduce X to the selected features.
The input samples.
The input samples with only the selected features.
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