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How does Sklearn SelectKBest work?
SelectKBest then simply retains the first k features of X with the highest scores. So, for example, if you pass chi2 as a score function, SelectKBest will compute the chi2 statistic between each feature of X and y (assumed to be class labels). A small value will mean the feature is independent of y.
What is select percentile?
feature_selection . Select features according to a percentile of the highest scores. Parameters score_funccallable, default=f_classif. Function taking two arrays X and y, and returning a pair of arrays (scores, pvalues) or a single array with scores.
What is SelectKBest method?
The SelectKBest method selects the features according to the k highest score. By changing the ‘score_func’ parameter we can apply the method for both classification and regression data. Selecting best features is important process when we prepare a large dataset for training.
How to select features according to the K highest scores?
Select features according to the k highest scores. Read more in the User Guide. Function taking two arrays X and y, and returning a pair of arrays (scores, pvalues) or a single array with scores. Default is f_classif (see below “See Also”). The default function only works with classification tasks.
How to use sklearn.feature selection.selectkbest?
The following are 30 code examples for showing how to use sklearn.feature_selection.SelectKBest () . These examples are extracted from open source projects. You can vote up the ones you like or vote down the ones you don’t like, and go to the original project or source file by following the links above each example.
How does selectkbest ( Chi2 ) calculates score?
We have a chi^2 value, now we need to judge how extreme it is. For that we use a chi^2 distribution with number of classes – 1 degrees of freedom and calculate the area from chi^2 to infinity to get the probability of chi^2 be the same or more extreme than what we’ve got. This is a p-value. (using chi square survival function from scipy)
How to get the scores of each feature from?
In order to get it, you have to use .fit (features, target). Once you have your selector fitted, you can get the selected features by calling selector.transform (features), as you can see in the code avobe. As I commented in the code, you don’t need to have transformed the features to get the score. Just with fitting them is enough.