Skip to content

FEA return final cross-validation score in SequentialFea… #31483

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom
Open
wants to merge 7 commits into
base: main
Choose a base branch
from
Open

FEA return final cross-validation score in SequentialFea… #31483

wants to merge 7 commits into from
+43 −0

Conversation

cboseak
Copy link

@cboseak cboseak commented Jun 4, 2025

Reference Issues/PRs

What does this implement/fix? Explain your changes.

  • Added an attribute (e.g., final_cv_score_) that stores the mean cross-validation score of the final model with the selected features. This would avoid having to run another cross-validation externally to get the final performance score.
    • Currently, when using SequentialFeatureSelector, it internally performs cross-validation to decide which features to select, based on the scoring function. However, the final cross-validation score (e.g., recall) is not returned by the SFS object.

@github-actions GitHub Actions
Copy link

github-actions bot commented Jun 4, 2025 •
edited
Loading

✔️ Linting Passed

All linting checks passed. Your pull request is in excellent shape! ☀️

Generated for commit: e73d1b1. Link to the linter CI: here

@betatim betatim changed the title per issue 31473, return final cross-validation score in SequentialFea… FEA return final cross-validation score in SequentialFea… Jun 6, 2025
OmarManzoor
OmarManzoor reviewed Jun 10, 2025
View reviewed changes
Copy link
Contributor

@OmarManzoor OmarManzoor left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Thanks for the PR @cboseak

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@OmarManzoor OmarManzoor OmarManzoor left review comments

At least 1 approving review is required to merge this pull request.

Assignees
No one assigned
Labels
module:feature_selection
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.

Add option to return final cross-validation score in SequentialFeatureSelector
2 participants
@cboseak @OmarManzoor