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Improve relevance table function documentation (#781)
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* Style

* Improve description for relevance table, #762

Describe different, additional columns in relevance table for
multiclass case.

* Wording

Co-authored-by: Nils Braun <nils-braun@users.noreply.github.com>

Co-authored-by: Nils Braun <nils-braun@users.noreply.github.com>
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joclement and nils-braun committed Dec 23, 2020
1 parent 9184b4b commit c071fd8
Showing 1 changed file with 7 additions and 2 deletions.
9 changes: 7 additions & 2 deletions tsfresh/feature_selection/relevance.py
Original file line number Diff line number Diff line change
Expand Up @@ -146,11 +146,16 @@ def calculate_relevance_table(
:return: A pandas.DataFrame with each column of the input DataFrame X as index with information on the significance
of this particular feature. The DataFrame has the columns
"Feature",
"feature",
"type" (binary, real or const),
"p_value" (the significance of this feature as a p-value, lower means more significant)
"relevant" (True if the Benjamini Hochberg procedure rejected the null hypothesis [the feature is
not relevant] for this feature)
not relevant] for this feature).
If the problem is `multiclass` with n classes, the DataFrame will contain n
columns named "p_value_CLASSID" instead of the "p_value" column.
`CLASSID` refers here to the different values set in `y`.
There will also be n columns named `relevant_CLASSID`, indicating whether
the feature is relevant for that class.
:rtype: pandas.DataFrame
"""

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