macrosynergy.learning.preprocessing.panel_selectors.base_panel_selector#
Base class for feature selection on panel data.
- class BasePanelSelector[source]#
Bases:
BaseEstimator,SelectorMixin,ABCBase class for statistical feature selection over a panel.
- fit(X, y=None)[source]#
Learn optimal features based on a training set pair (X, y).
- Parameters:
X (pandas.DataFrame) – The feature matrix.
y (pandas.Series or pandas.DataFrame, optional) – The target vector.
- abstract determine_features(X, y)[source]#
Determine mask of selected features based on a training set pair (X, y).
- Parameters:
X (pandas.DataFrame) – The feature matrix.
y (pandas.Series or pandas.DataFrame) – The target vector.
- Returns:
mask – Boolean mask of selected features.
- Return type:
np.ndarray
- transform(X)[source]#
Transform method to return only the selected features of the dataframe.
- Parameters:
X (pandas.DataFrame) – The feature matrix.
- Returns:
X_transformed – The feature matrix with only the selected features.
- Return type: