alteryx / alteryx/evalml

Support for more generic feature selectors

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#321 1 comentario 2 reacciones 0 asignados Ver en GitHub
enhancement needs design new component
Lenguaje dominante
Python
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850
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96
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Sin PR fusionados en 30 d

Descripción

Currently, we only have SelectFromModel. It would be nice to support some feature selectors (ex: SelectKBest, SelectPercentile) that don't rely on an estimator and instead simply select features using statistical tests.

As I was working through the catboost PR (#247), I was not able to use a feature selector in the catboost pipeline because catboost boasts being able to handle categorical data, but the random forest classifier in our RFClassifierSelectFromModel feature selector could not, making it difficult to use in the catboost pipeline.

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