从模型中选择最佳特征（SelectFromModel Feature Selection Example in Python）

SKLearn api提供selectfrom model类，用来提取数据集的最佳特征（根据其权重重要度）。selectfrom model是一个元估计器-通过与阀值进行比较，来决定权重重要性

标题SelectFromModel for regression data

estimator = AdaBoostRegressor(random_state=0, n_estimators=50)
selector = SelectFromModel(estimator)
selector = selector.fit(x, y)

status = selector.get_support()
print("Selection status: ", status)

features = array(boston.feature_names)
print(“All features:”)
print(features)

print(“Selected features:”)
print(features[filter])

selector.transform(x)