sklearn.feature_selection

https://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.SelectKBest.html
注意：sklearn.feature_selection 和sklearn.feature_extraction不是一回事奥！

f_classif

ANOVA F-value方差分析f值 between label/feature for classification tasks.分类任务的标签/特征

mutual_info_classif

Mutual information互信息 for a discrete离散的 target.

chi2

Chi-squared stats of non-negative非负 features for classification tasks.

f_regression
F-value between label/feature for regression回归 tasks.

mutual_info_regression
Mutual information for a continuous连续 target.

SelectPercentile
Select features based on percentile百分率 of the highest scores.

SelectFpr
Select features based on a false positive（FP） rate test假阳性率试验.

SelectFdr
Select features based on an estimated false discovery rate错误发现率.

SelectFwe
Select features based on family-wise error rate误差率判断族?.

GenericUnivariateSelect
Univariate单变量，一元分析 feature selector with configurable mode可配置的模式.