[Sklearn应用] Feature Selection 特征选择（一） SelectFromModel

此内容在sklearn官网地址： http://scikit-learn.org/stable/modules/feature_selection.html
sklearn版本：0.18.2

sklearn.feature_selection

  The module can be used for feature selection/dimensionality reduction on sample sets, either to improve estimators’ accuracy scores or to boost their performance on very high-dimensional datasets.
  用于特征选择/降维，可提高精度和性能。

特征选择有很多种方式，下面讲第一种：通过SelectFromModel选择。

sklearn.feature_selection.SelectFromModel

 SelectFromModel is a meta-transformer that can be used along with any estimator that has a coef_ or feature_importances_ attribute after