Add more feature selection operators

[rhiever]

Add more feature selection operators from sklearn:

• VarianceThreshold: http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.VarianceThreshold.html#sklearn.feature_selection.VarianceThreshold
• SelectKBest: http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.SelectKBest.html#sklearn.feature_selection.SelectKBest
• SelectPercentile: http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.SelectPercentile.html#sklearn.feature_selection.SelectPercentile
• Recursive Feature Elimination: http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.RFE.html#sklearn.feature_selection.RFE

[bartleyn]

Would these be options that fall under the _dt_feature_selection method?

[rhiever]

Nope - these will be separate functions.

On Friday, December 4, 2015, Nathan notifications@github.com wrote:

Would these be options that fall under the _dt_feature_selection method?

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Reply to this email directly or view it on GitHub
#45 (comment).

Randal S. Olson, Ph.D.
Postdoctoral Researcher, Institute for Biomedical Informatics
University of Pennsylvania

E-mail: rso@randalolson.com | Twitter: @randal_olson
https://twitter.com/randal_olson
http://www.randalolson.com

[bartleyn]

Right, duh, because dt stands for decision tree. These operators would then act as alternatives to _dt_feature_selection. I'd be interested in taking a stab at it tonight/this weekend.

[rhiever]

Awesome. I'll keep an eye out for the PR!

On Friday, December 4, 2015, Nathan notifications@github.com wrote:

Right, duh, because dt stands for decision tree. These operators would
then act as alternatives to _dt_feature_selection. I'd be interested in
taking a stab at it tonight/this weekend.

—
Reply to this email directly or view it on GitHub
#45 (comment).

Randal S. Olson, Ph.D.
Postdoctoral Researcher, Institute for Biomedical Informatics
University of Pennsylvania

E-mail: rso@randalolson.com | Twitter: @randal_olson
https://twitter.com/randal_olson
http://www.randalolson.com

[rhiever]

@bartleyn, just wanted to ping you about this one to see if you're working on it. If not, I'll likely try to tackle this issue this week.

[bartleyn]

Was actually about to submit my PR -- I've gotten all four to work as additional operators, but could probably use some optimization (no caching, etc). Also could probably abstract a couple additional things.

[rhiever]

Woohoo! 👍

In your PR, please note what operators are slow (and how they can be optimized) and how else the code can be improved so we can file them as PRs or fix them on the spot.

Cheers!