GenericUnivariateSelect

Univariate feature selector with configurable strategy.

RFE

Feature ranking with recursive feature elimination.

RFECV

Recursive feature elimination with cross-validation to select features.

SelectFdr

Filter: Select the p-values for an estimated false discovery rate.

SelectFpr

Filter: Select the pvalues below alpha based on a FPR test.

SelectFromModel

Meta-transformer for selecting features based on importance weights.

SelectFwe

Filter: Select the p-values corresponding to Family-wise error rate.

SelectKBest

Select features according to the k highest scores.

SelectPercentile

Select features according to a percentile of the highest scores.

SelectorMixin

Transformer mixin that performs feature selection given a support mask

SequentialFeatureSelector

Transformer that performs Sequential Feature Selection.

VarianceThreshold

Feature selector that removes all low-variance features.

chi2

Compute chi-squared stats between each non-negative feature and class.

f_classif

Compute the ANOVA F-value for the provided sample.

f_regression

Univariate linear regression tests returning F-statistic and p-values.

mutual_info_classif

Estimate mutual information for a discrete target variable.

mutual_info_regression

Estimate mutual information for a continuous target variable.

r_regression

Compute Pearson's r for each features and the target.