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ayanatherate/lasso.py

Forked from MLWhiz/lasso.py
Created September 3, 2022 07:35
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lasso.py
from sklearn.feature_selection import SelectFromModel
from sklearn.linear_model import LogisticRegression
embeded_lr_selector = SelectFromModel(LogisticRegression(penalty="l1"), max_features=num_feats)
embeded_lr_selector.fit(X_norm, y)
embeded_lr_support = embeded_lr_selector.get_support()
embeded_lr_feature = X.loc[:,embeded_lr_support].columns.tolist()
print(str(len(embeded_lr_feature)), 'selected features')
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