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calippo/varianceSelection.py

Created October 12, 2015 08:33
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[pandas, scikit-learn] Feature selection using low variance
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varianceSelection.py
def varianceSelection(X, THRESHOLD = .95):
sel = VarianceThreshold(threshold=(THRESHOLD * (1 - THRESHOLD)))
sel.fit_transform(X)
return X[[c for (s, c) in zip(sel.get_support(), X.columns.values) if s]]
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