Expand description
Sequential feature selection via forward or backward search.
SequentialFeatureSelector greedily adds (forward) or removes (backward)
features one at a time, evaluating each candidate subset with a
user-supplied scoring callback.
§Algorithm
Forward: Start with an empty feature set. At each step, try adding
each remaining feature, evaluate the score, and keep the addition that
yields the highest score. Repeat until n_features_to_select features
have been selected.
Backward: Start with all features. At each step, try removing each
remaining feature, evaluate the score, and keep the removal that yields
the highest score. Repeat until n_features_to_select features remain.
Structs§
- Fitted
Sequential Feature Selector - A fitted sequential feature selector holding the selected feature indices.
- Sequential
Feature Selector - A greedy sequential feature selector.
Enums§
- Direction
- Search direction for
SequentialFeatureSelector.