mlxtend version: 0.19.0
ColumnSelector
ColumnSelector(cols=None, drop_axis=False)
Object for selecting specific columns from a data set.
Parameters

cols
: arraylike (default: None)A list specifying the feature indices to be selected. For example, [1, 4, 5] to select the 2nd, 5th, and 6th feature columns, and ['A','C','D'] to select the name of feature columns A, C and D. If None, returns all columns in the array.

drop_axis
: bool (default=False)Drops last axis if True and the only one column is selected. This is useful, e.g., when the ColumnSelector is used for selecting only one column and the resulting array should be fed to e.g., a scikitlearn column selector. E.g., instead of returning an array with shape (n_samples, 1), drop_axis=True will return an aray with shape (n_samples,).
Examples
For usage examples, please see http://rasbt.github.io/mlxtend/user_guide/feature_selection/ColumnSelector/
Methods
fit(X, y=None)
Mock method. Does nothing.
Parameters

X
: {arraylike, sparse matrix}, shape = [n_samples, n_features]Training vectors, where n_samples is the number of samples and n_features is the number of features.

y
: arraylike, shape = [n_samples] (default: None)
Returns
self
fit_transform(X, y=None)
Return a slice of the input array.
Parameters

X
: {arraylike, sparse matrix}, shape = [n_samples, n_features]Training vectors, where n_samples is the number of samples and n_features is the number of features.

y
: arraylike, shape = [n_samples] (default: None)
Returns

X_slice
: shape = [n_samples, k_features]Subset of the feature space where k_features <= n_features
get_params(deep=True)
Get parameters for this estimator.
Parameters

deep
: bool, default=TrueIf True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns

params
: dictParameter names mapped to their values.
set_params(params)
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects
(such as :class:`~sklearn.pipeline.Pipeline`). The latter have
parameters of the form ``<component>__<parameter>`` so that it's
possible to update each component of a nested object.
Parameters

**params
: dictEstimator parameters.
Returns

self
: estimator instanceEstimator instance.
transform(X, y=None)
Return a slice of the input array.
Parameters

X
: {arraylike, sparse matrix}, shape = [n_samples, n_features]Training vectors, where n_samples is the number of samples and n_features is the number of features.

y
: arraylike, shape = [n_samples] (default: None)
Returns

X_slice
: shape = [n_samples, k_features]Subset of the feature space where k_features <= n_features
ExhaustiveFeatureSelector
ExhaustiveFeatureSelector(estimator, min_features=1, max_features=1, print_progress=True, scoring='accuracy', cv=5, n_jobs=1, pre_dispatch='2n_jobs', clone_estimator=True)*
Exhaustive Feature Selection for Classification and Regression. (new in v0.4.3)
Parameters

estimator
: scikitlearn classifier or regressor 
min_features
: int (default: 1)Minumum number of features to select

max_features
: int (default: 1)Maximum number of features to select

print_progress
: bool (default: True)Prints progress as the number of epochs to stderr.

scoring
: str, (default='accuracy')Scoring metric in {accuracy, f1, precision, recall, roc_auc} for classifiers, {'mean_absolute_error', 'mean_squared_error', 'median_absolute_error', 'r2'} for regressors, or a callable object or function with signature
scorer(estimator, X, y)
. 
cv
: int (default: 5)Scikitlearn crossvalidation generator or
int
. If estimator is a classifier (or y consists of integer class labels), stratified kfold is performed, and regular kfold crossvalidation otherwise. No crossvalidation if cv is None, False, or 0. 
n_jobs
: int (default: 1)The number of CPUs to use for evaluating different feature subsets in parallel. 1 means 'all CPUs'.

pre_dispatch
: int, or string (default: '2*n_jobs')Controls the number of jobs that get dispatched during parallel execution if
n_jobs > 1
orn_jobs=1
. Reducing this number can be useful to avoid an explosion of memory consumption when more jobs get dispatched than CPUs can process. This parameter can be: None, in which case all the jobs are immediately created and spawned. Use this for lightweight and fastrunning jobs, to avoid delays due to ondemand spawning of the jobs An int, giving the exact number of total jobs that are spawned A string, giving an expression as a function of n_jobs, as in2*n_jobs

clone_estimator
: bool (default: True)Clones estimator if True; works with the original estimator instance if False. Set to False if the estimator doesn't implement scikitlearn's set_params and get_params methods. In addition, it is required to set cv=0, and n_jobs=1.
Attributes

best_idx_
: arraylike, shape = [n_predictions]Feature Indices of the selected feature subsets.

best_feature_names_
: arraylike, shape = [n_predictions]Feature names of the selected feature subsets. If pandas DataFrames are used in the
fit
method, the feature names correspond to the column names. Otherwise, the feature names are string representation of the feature array indices. New in v 0.13.0. 
best_score_
: floatCross validation average score of the selected subset.

subsets_
: dictA dictionary of selected feature subsets during the exhaustive selection, where the dictionary keys are the lengths k of these feature subsets. The dictionary values are dictionaries themselves with the following keys: 'feature_idx' (tuple of indices of the feature subset) 'feature_names' (tuple of feature names of the feat. subset) 'cv_scores' (list individual crossvalidation scores) 'avg_score' (average crossvalidation score) Note that if pandas DataFrames are used in the
fit
method, the 'feature_names' correspond to the column names. Otherwise, the feature names are string representation of the feature array indices. The 'feature_names' is new in v 0.13.0.
Examples
For usage examples, please see http://rasbt.github.io/mlxtend/user_guide/feature_selection/ExhaustiveFeatureSelector/
Methods
fit(X, y, custom_feature_names=None, groups=None, fit_params)
Perform feature selection and learn model from training data.
Parameters

X
: {arraylike, sparse matrix}, shape = [n_samples, n_features]Training vectors, where n_samples is the number of samples and n_features is the number of features. New in v 0.13.0: pandas DataFrames are now also accepted as argument for X.

y
: arraylike, shape = [n_samples]Target values.

custom_feature_names
: None or tuple (default: tuple)Custom feature names for
self.k_feature_names
andself.subsets_[i]['feature_names']
. (new in v 0.13.0) 
groups
: arraylike, with shape (n_samples,), optionalGroup labels for the samples used while splitting the dataset into train/test set. Passed to the fit method of the crossvalidator.

fit_params
: dict of string > object, optionalParameters to pass to to the fit method of classifier.
Returns
self
: object
fit_transform(X, y, groups=None, fit_params)
Fit to training data and return the best selected features from X.
Parameters

X
: {arraylike, sparse matrix}, shape = [n_samples, n_features]Training vectors, where n_samples is the number of samples and n_features is the number of features. New in v 0.13.0: pandas DataFrames are now also accepted as argument for X.

y
: arraylike, shape = [n_samples]Target values.

groups
: arraylike, with shape (n_samples,), optionalGroup labels for the samples used while splitting the dataset into train/test set. Passed to the fit method of the crossvalidator.

fit_params
: dict of string > object, optionalParameters to pass to to the fit method of classifier.
Returns
Feature subset of X, shape={n_samples, k_features}
get_metric_dict(confidence_interval=0.95)
Return metric dictionary
Parameters

confidence_interval
: float (default: 0.95)A positive float between 0.0 and 1.0 to compute the confidence interval bounds of the CV score averages.
Returns
Dictionary with items where each dictionary value is a list with the number of iterations (number of feature subsets) as its length. The dictionary keys corresponding to these lists are as follows: 'feature_idx': tuple of the indices of the feature subset 'cv_scores': list with individual CV scores 'avg_score': of CV average scores 'std_dev': standard deviation of the CV score average 'std_err': standard error of the CV score average 'ci_bound': confidence interval bound of the CV score average
get_params(deep=True)
Get parameters for this estimator.
Parameters

deep
: bool, default=TrueIf True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns

params
: dictParameter names mapped to their values.
set_params(params)
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects
(such as :class:`~sklearn.pipeline.Pipeline`). The latter have
parameters of the form ``<component>__<parameter>`` so that it's
possible to update each component of a nested object.
Parameters

**params
: dictEstimator parameters.
Returns

self
: estimator instanceEstimator instance.
transform(X)
Return the best selected features from X.
Parameters

X
: {arraylike, sparse matrix}, shape = [n_samples, n_features]Training vectors, where n_samples is the number of samples and n_features is the number of features. New in v 0.13.0: pandas DataFrames are now also accepted as argument for X.
Returns
Feature subset of X, shape={n_samples, k_features}
SequentialFeatureSelector
SequentialFeatureSelector(estimator, k_features=1, forward=True, floating=False, verbose=0, scoring=None, cv=5, n_jobs=1, pre_dispatch='2n_jobs', clone_estimator=True, fixed_features=None)*
Sequential Feature Selection for Classification and Regression.
Parameters

estimator
: scikitlearn classifier or regressor 
k_features
: int or tuple or str (default: 1)Number of features to select, where k_features < the full feature set. New in 0.4.2: A tuple containing a min and max value can be provided, and the SFS will consider return any feature combination between min and max that scored highest in crossvalidation. For example, the tuple (1, 4) will return any combination from 1 up to 4 features instead of a fixed number of features k. New in 0.8.0: A string argument "best" or "parsimonious". If "best" is provided, the feature selector will return the feature subset with the best crossvalidation performance. If "parsimonious" is provided as an argument, the smallest feature subset that is within one standard error of the crossvalidation performance will be selected.

forward
: bool (default: True)Forward selection if True, backward selection otherwise

floating
: bool (default: False)Adds a conditional exclusion/inclusion if True.

verbose
: int (default: 0), level of verbosity to use in logging.If 0, no output, if 1 number of features in current set, if 2 detailed logging i ncluding timestamp and cv scores at step.

scoring
: str, callable, or None (default: None)If None (default), uses 'accuracy' for sklearn classifiers and 'r2' for sklearn regressors. If str, uses a sklearn scoring metric string identifier, for example {accuracy, f1, precision, recall, roc_auc} for classifiers, {'mean_absolute_error', 'mean_squared_error'/'neg_mean_squared_error', 'median_absolute_error', 'r2'} for regressors. If a callable object or function is provided, it has to be conform with sklearn's signature
scorer(estimator, X, y)
; see http://scikitlearn.org/stable/modules/generated/sklearn.metrics.make_scorer.html for more information. 
cv
: int (default: 5)Integer or iterable yielding train, test splits. If cv is an integer and
estimator
is a classifier (or y consists of integer class labels) stratified kfold. Otherwise regular kfold crossvalidation is performed. No crossvalidation if cv is None, False, or 0. 
n_jobs
: int (default: 1)The number of CPUs to use for evaluating different feature subsets in parallel. 1 means 'all CPUs'.

pre_dispatch
: int, or string (default: '2*n_jobs')Controls the number of jobs that get dispatched during parallel execution if
n_jobs > 1
orn_jobs=1
. Reducing this number can be useful to avoid an explosion of memory consumption when more jobs get dispatched than CPUs can process. This parameter can be: None, in which case all the jobs are immediately created and spawned. Use this for lightweight and fastrunning jobs, to avoid delays due to ondemand spawning of the jobs An int, giving the exact number of total jobs that are spawned A string, giving an expression as a function of n_jobs, as in2*n_jobs

clone_estimator
: bool (default: True)Clones estimator if True; works with the original estimator instance if False. Set to False if the estimator doesn't implement scikitlearn's set_params and get_params methods. In addition, it is required to set cv=0, and n_jobs=1.

fixed_features
: tuple (default: None)If not
None
, the feature indices provided as a tuple will be regarded as fixed by the feature selector. For example, iffixed_features=(1, 3, 7)
, the 2nd, 4th, and 8th feature are guaranteed to be present in the solution. Note that iffixed_features
is notNone
, make sure that the number of features to be selected is greater thanlen(fixed_features)
. In other words, ensure thatk_features > len(fixed_features)
. New in mlxtend v. 0.18.0.
Attributes

k_feature_idx_
: arraylike, shape = [n_predictions]Feature Indices of the selected feature subsets.

k_feature_names_
: arraylike, shape = [n_predictions]Feature names of the selected feature subsets. If pandas DataFrames are used in the
fit
method, the feature names correspond to the column names. Otherwise, the feature names are string representation of the feature array indices. New in v 0.13.0. 
k_score_
: floatCross validation average score of the selected subset.

subsets_
: dictA dictionary of selected feature subsets during the sequential selection, where the dictionary keys are the lengths k of these feature subsets. The dictionary values are dictionaries themselves with the following keys: 'feature_idx' (tuple of indices of the feature subset) 'feature_names' (tuple of feature names of the feat. subset) 'cv_scores' (list individual crossvalidation scores) 'avg_score' (average crossvalidation score) Note that if pandas DataFrames are used in the
fit
method, the 'feature_names' correspond to the column names. Otherwise, the feature names are string representation of the feature array indices. The 'feature_names' is new in v 0.13.0.
Examples
For usage examples, please see http://rasbt.github.io/mlxtend/user_guide/feature_selection/SequentialFeatureSelector/
Methods
fit(X, y, custom_feature_names=None, groups=None, fit_params)
Perform feature selection and learn model from training data.
Parameters

X
: {arraylike, sparse matrix}, shape = [n_samples, n_features]Training vectors, where n_samples is the number of samples and n_features is the number of features. New in v 0.13.0: pandas DataFrames are now also accepted as argument for X.

y
: arraylike, shape = [n_samples]Target values. New in v 0.13.0: pandas DataFrames are now also accepted as argument for y.

custom_feature_names
: None or tuple (default: tuple)Custom feature names for
self.k_feature_names
andself.subsets_[i]['feature_names']
. (new in v 0.13.0) 
groups
: arraylike, with shape (n_samples,), optionalGroup labels for the samples used while splitting the dataset into train/test set. Passed to the fit method of the crossvalidator.

fit_params
: various, optionalAdditional parameters that are being passed to the estimator. For example,
sample_weights=weights
.
Returns
self
: object
fit_transform(X, y, groups=None, fit_params)
Fit to training data then reduce X to its most important features.
Parameters

X
: {arraylike, sparse matrix}, shape = [n_samples, n_features]Training vectors, where n_samples is the number of samples and n_features is the number of features. New in v 0.13.0: pandas DataFrames are now also accepted as argument for X.

y
: arraylike, shape = [n_samples]Target values. New in v 0.13.0: a pandas Series are now also accepted as argument for y.

groups
: arraylike, with shape (n_samples,), optionalGroup labels for the samples used while splitting the dataset into train/test set. Passed to the fit method of the crossvalidator.

fit_params
: various, optionalAdditional parameters that are being passed to the estimator. For example,
sample_weights=weights
.
Returns
Reduced feature subset of X, shape={n_samples, k_features}
get_metric_dict(confidence_interval=0.95)
Return metric dictionary
Parameters

confidence_interval
: float (default: 0.95)A positive float between 0.0 and 1.0 to compute the confidence interval bounds of the CV score averages.
Returns
Dictionary with items where each dictionary value is a list with the number of iterations (number of feature subsets) as its length. The dictionary keys corresponding to these lists are as follows: 'feature_idx': tuple of the indices of the feature subset 'cv_scores': list with individual CV scores 'avg_score': of CV average scores 'std_dev': standard deviation of the CV score average 'std_err': standard error of the CV score average 'ci_bound': confidence interval bound of the CV score average
get_params(deep=True)
Get parameters for this estimator.
Parameters

deep
: bool, default=TrueIf True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns

params
: dictParameter names mapped to their values.
set_params(params)
Set the parameters of this estimator.
Valid parameter keys can be listed with get_params()
.
Returns
self
transform(X)
Reduce X to its most important features.
Parameters

X
: {arraylike, sparse matrix}, shape = [n_samples, n_features]Training vectors, where n_samples is the number of samples and n_features is the number of features. New in v 0.13.0: pandas DataFrames are now also accepted as argument for X.
Returns
Reduced feature subset of X, shape={n_samples, k_features}
Properties
named_estimators
Returns
List of named estimator tuples, like [('svc', SVC(...))]