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Improve relevance table function documentation #781

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Dec 23, 2020
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Improve relevance table function documentation #781

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joclement Dec 21, 2020
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Improve description for relevance table, #762
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joclement Dec 22, 2020
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9 changes: 7 additions & 2 deletions tsfresh/feature_selection/relevance.py
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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 problem is `multiclass` with n classes, the DataFrame will contain n
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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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