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SelectFromModel

#include <Skigen/FeatureSelection>

template <typename Estimator>
class Skigen::SelectFromModel(estimator, threshold=std::string{"mean"}, prefit=false, max_features=std::nullopt)

Meta-transformer that selects features by an estimator's coefficients or feature importances.

Mirrors sklearn.feature_selection.SelectFromModel.



Attributes:

  • estimator : Estimator

  • threshold_value : ScalarType

  • is_fitted : bool

  • n_features_in : IndexType

  • get_support_mask : BoolMaskType

  • get_support_indices : Eigen::VectorXi


Methods

estimator()


get_support()


fit(X, y)


transform(X)