基于Filter的特征选择的python实现

class sklearn.feature_selection.SelectKBest(score_func=<function f_classif>, *, k=10)

https://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.SelectKBest.html?highlight=selectkbest#sklearn.feature_selection.SelectKBest

score_func是用于特征选择的方法，k是最终选择的特征数

或

class sklearn.feature_selection.SelectPercentile(score_func=<function f_classif>, *, percentile=10)

该函数选择得分前percentile%的特征

https://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.SelectPercentile.html#sklearn.feature_selection.SelectPercentile

score_func有以下几种方法：

用于分类任务的有：

sklearn.feature_selection.f_classif

sklearn.feature_selection.mutual_info_classif

sklearn.feature_selection.chi2

用于回归任务的有：

sklearn.feature_selection.f_regression

sklearn.feature_selection.mutual_info_regression