Created
February 24, 2015 23:03
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LR feature selection and show support for selected features
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| def feature_selection(X_train, y_train, X_test): | |
| feature_selector = LogisticRegression(C=0.1, penalty="l1", dual=False) | |
| X_train = feature_selector.fit_transform(X_train, y_train) | |
| X_test = feature_selector.transform(X_test) | |
| return X_train, X_test, feature_selector | |
| def get_support(feature_selector): | |
| return list(set(np.where(feature_selector.coef_ != 0)[-1])) |
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