sklearn.feature_selection.SequentialFeatureSelector  
class sklearn.feature_selection.SequentialFeatureSelector(estimator, *, n_features_to_select=None, direction='forward', scoring=None, cv=5, n_jobs=None) [source]
 
Transformer that performs Sequential Feature Selection. This Sequential Feature Selector adds (forward selection) or removes (backward selection) features to form a feature subset in a greedy fashion. At each stage, this estimator chooses the best feature to add or remove based on the cross-validation score of an estimator. Read more in the User Guide.  New in version 0.24.   Parameters 
 
estimatorestimator instance 

An unfitted estimator.  
n_features_to_selectint or float, default=None 

The number of features to select. If None, half of the features are selected. If integer, the parameter is the absolute number of features to select. If float between 0 and 1, it is the fraction of features to select.  direction: {‘forward’, ‘backward’}, default=’forward’

Whether to perform forward selection or backward selection.  
scoringstr, callable, list/tuple or dict, default=None 

A single str (see The scoring parameter: defining model evaluation rules) or a callable (see Defining your scoring strategy from metric functions) to evaluate the predictions on the test set. NOTE that when using custom scorers, each scorer should return a single value. Metric functions returning a list/array of values can be wrapped into multiple scorers that return one value each. If None, the estimator’s score method is used.  
cvint, cross-validation generator or an iterable, default=None 

Determines the cross-validation splitting strategy. Possible inputs for cv are:  None, to use the default 5-fold cross validation, integer, to specify the number of folds in a (Stratified)KFold, 
CV splitter, An iterable yielding (train, test) splits as arrays of indices.  For integer/None inputs, if the estimator is a classifier and y is either binary or multiclass, StratifiedKFold is used. In all other cases, KFold is used. Refer User Guide for the various cross-validation strategies that can be used here.  
n_jobsint, default=None 

Number of jobs to run in parallel. When evaluating a new feature to add or remove, the cross-validation procedure is parallel over the folds. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors. See Glossary for more details.    Attributes 
 
n_features_to_select_int 

The number of features that were selected.  
support_ndarray of shape (n_features,), dtype=bool 

The mask of selected features.      See also  
RFE


Recursive feature elimination based on importance weights.  
RFECV


Recursive feature elimination based on importance weights, with automatic selection of the number of features.  
SelectFromModel


Feature selection based on thresholds of importance weights.    Examples >>> from sklearn.feature_selection import SequentialFeatureSelector
>>> from sklearn.neighbors import KNeighborsClassifier
>>> from sklearn.datasets import load_iris
>>> X, y = load_iris(return_X_y=True)
>>> knn = KNeighborsClassifier(n_neighbors=3)
>>> sfs = SequentialFeatureSelector(knn, n_features_to_select=3)
>>> sfs.fit(X, y)
SequentialFeatureSelector(estimator=KNeighborsClassifier(n_neighbors=3),
                          n_features_to_select=3)
>>> sfs.get_support()
array([ True, False,  True,  True])
>>> sfs.transform(X).shape
(150, 3)
 Methods  
fit(X, y) Learn the features to select.  
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.    
fit(X, y) [source]
 
Learn the features to select.  Parameters 
 
Xarray-like of shape (n_samples, n_features) 

Training vectors.  
yarray-like of shape (n_samples,) 

Target values.    Returns 
 
selfobject 
   
  
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 
 
Xarray-like of shape (n_samples, n_features) 

Input samples.  
yarray-like of shape (n_samples,) or (n_samples, n_outputs), default=None 

Target values (None for unsupervised transformations).  
**fit_paramsdict 

Additional fit parameters.    Returns 
 
X_newndarray array of shape (n_samples, n_features_new) 

Transformed array.     
  
get_params(deep=True) [source]
 
Get parameters for this estimator.  Parameters 
 
deepbool, default=True 

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

Parameter names mapped to their values.     
  
get_support(indices=False) [source]
 
Get a mask, or integer index, of the features selected  Parameters 
 
indicesbool, default=False 

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

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 
 
Xarray of shape [n_samples, n_selected_features] 

The input samples.    Returns 
 
X_rarray 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 Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.  Parameters 
 
**paramsdict 

Estimator parameters.    Returns 
 
selfestimator instance 

Estimator instance.     
  
transform(X) [source]
 
Reduce X to the selected features.  Parameters 
 
Xarray of shape [n_samples, n_features] 

The input samples.    Returns 
 
X_rarray of shape [n_samples, n_selected_features] 

The input samples with only the selected features.     
 
 Examples using sklearn.feature_selection.SequentialFeatureSelector
 
  Release Highlights for scikit-learn 0.24  

  Model-based and sequential feature selection