ENH allow SelectKBest to select all features in a parameter search #1770
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+1 for the feature, but there's no test. |
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Yes, well, as far as testing goes, it's very off-putting when you write a trivial patch and find the entire package lacks tests. |
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WDYM? There are tests in |
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Oh. I guess I am just not used to scikit-learn's test structures yet (or rather, I had been working with modules directly under sklearn that were tested in sklearn/tests so that's where I looked). brb. |
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Merged as b80f6a8, thanks! |
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Currently it is difficult to perform a grid-search over k for
SelectKBestfeature selection such that one parameter option is to ignoreSelectKBestaltogether (i.e.k== infty). Ifk > X.shape[1], it throws an error, andX.shapeis not always known when the parameter grid is constructed. This patch allows one to use a parameter grid such as{'k': [5, 10, 20, 40, 80, SelectKBest.SELECT_ALL]}to include bypassing the selector as an option.An alternative to this is to harness #1769 (together with
param_gridbeing a list of dicts) to simply switch off theSelectKBestcomponent. Perhaps neither solution is intuitive!