scikit-learn/scikit-learn — pull request #2371 by larsmans (2013-08-19 15:26:39+00:00)
Title: [MRG] add VarianceThreshold feature selection method

This is a very simple feature selection method: compute per-feature variance and remove all features that do not meet some threshold, by default zero. I frequently use something like this to get rid of spurious features from a `FeatureHasher` and thought I'd generalize my approach.

Note that class does unsupervised feature selection.