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satkr7/ Secret

Created Apr 18, 2021
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from sklearn.feature_selection import RFE
from sklearn.linear_model import LogisticRegression
rfe_selector = RFE(estimator=LogisticRegression(), n_features_to_select=10, step=1, importance_getter='auto'), y)
# The best set of features that are selcted, denoted as True, False
# All selected features are marked 1, the unselected redundant features ranked in increasing order
# Get a mask, or integer index, of the features selected
rfe_support = rfe_selector.get_support()
rfe_feature = X.loc[:,rfe_support].columns.tolist()
print(str(len(rfe_feature)), 'selected features')
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