Created
October 12, 2015 08:33
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[pandas, scikit-learn] Feature selection using low variance
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| def varianceSelection(X, THRESHOLD = .95): | |
| sel = VarianceThreshold(threshold=(THRESHOLD * (1 - THRESHOLD))) | |
| sel.fit_transform(X) | |
| return X[[c for (s, c) in zip(sel.get_support(), X.columns.values) if s]] |
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