sklearn.feature_selection.VarianceThreshold

class sklearn.feature_selection.VarianceThreshold(threshold=0.0)[source]

Feature selector that removes all low-variance features.

This feature selection algorithm looks only at the features (X), not the desired outputs (y), and can thus be used for unsupervised learning.

Read more in the User Guide.

Parameters

threshold : float, optional

Features with a training-set variance lower than this threshold will be removed. The default is to keep all features with non-zero variance, i.e. remove the features that have the same value in all samples.

Attributes

variances_

(array, shape (n_features,)) Variances of individual features.

Notes

Allows NaN in the input.

Examples

The following dataset has integer features, two of which are the same in every sample. These are removed with the default setting for threshold:

>>> X = [[0, 2, 0, 3], [0, 1, 4, 3], [0, 1, 1, 3]]
>>> selector = VarianceThreshold()
>>> selector.fit_transform(X)
array([[2, 0],
       [1, 4],
       [1, 1]])

Methods

fit(X[, y])

Learn empirical variances from X.

fit_transform(X[, y])

Fit to data, then transform it.

get_params([deep])

Get parameters for this estimator.

get_support([indices])

Get a mask, or integer index, of the features selected

inverse_transform(X)

Reverse the transformation operation

set_params(**params)

Set the parameters of this estimator.

transform(X)

Reduce X to the selected features.

__init__(threshold=0.0)[source]

Initialize self. See help(type(self)) for accurate signature.

fit(X, y=None)[source]

Learn empirical variances from X.

Parameters

X : {array-like, sparse matrix}, shape (n_samples, n_features)

Sample vectors from which to compute variances.

y : any

Ignored. This parameter exists only for compatibility with sklearn.pipeline.Pipeline.

Returns

self

fit_transform(X, y=None, **fit_params)[source]

Fit to data, then transform it.

Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.

Parameters

X : numpy array of shape [n_samples, n_features]

Training set.

y : numpy array of shape [n_samples]

Target values.

**fit_params : dict

Additional fit parameters.

Returns

X_new : numpy array of shape [n_samples, n_features_new]

Transformed array.

get_params(deep=True)[source]

Get parameters for this estimator.

Parameters

deep : bool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns

params : mapping of string to any

Parameter names mapped to their values.

get_support(indices=False)[source]

Get a mask, or integer index, of the features selected

Parameters

indices : boolean (default False)

If True, the return value will be an array of integers, rather than a boolean mask.

Returns

support : array

An index that selects the retained features from a feature vector. If indices is False, this is a boolean array of shape [# input features], in which an element is True iff its corresponding feature is selected for retention. If indices is True, this is an integer array of shape [# output features] whose values are indices into the input feature vector.

inverse_transform(X)[source]

Reverse the transformation operation

Parameters

X : array of shape [n_samples, n_selected_features]

The input samples.

Returns

X_r : array of shape [n_samples, n_original_features]

X with columns of zeros inserted where features would have been removed by transform.

set_params(**params)[source]

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters

**params : dict

Estimator parameters.

Returns

self : object

Estimator instance.

transform(X)[source]

Reduce X to the selected features.

Parameters

X : array of shape [n_samples, n_features]

The input samples.

Returns

X_r : array of shape [n_samples, n_selected_features]

The input samples with only the selected features.