FIX Expose SelectorMixin through sklearn/feature_selection/

[trimeta]

Reference Issues/PRs

Fixes #16126

What does this implement/fix? Explain your changes.

Any other comments?

[jnothman]

Is this also missing from doc/modules/classes.rst

[trimeta]

OK, added, @jnothman. Are there other places where documentation should be changed?

[jnothman]

This should be fine if the docstring of SelectorMixin is sufficiently informative

[trimeta]

I didn't write the SelectorMixin docstring, but it's actually a bit more verbose than the docstrings on ClassifierMixin, TransformerMixin, RegressorMixin, etc.

That said, comparing SelectorMixin with those other Mixins a little more closely, I notice that most define an _estimator_type property, while SelectorMixin does not. I don't know if that's an issue that needs to be addressed, and if so if this PR is the right place to address it.

[rth]

LGTM, thanks

[rth]

That said, comparing SelectorMixin with those other Mixins a little more closely, I notice that most define an _estimator_type property, while SelectorMixin does not.

Not fully sure, but SelectorMixin inherits from TransformerMixin that also doesn't define _estimator_type I don't think it's an immediate issue, a refactoring at most.