https://www.e-learn.cn/content/python/2198918
from sklearn.feature_selection import SelectKBest,f_classif
#数据预处理过滤式特征选取SelectKBest模型
def test_SelectKBest():
X=[[1,2,3,4,5],
[5,4,3,2,1],
[3,3,3,3,3,],
[1,1,1,1,1]]
y=[0,1,0,1]
print("before transform:",X)
selector=SelectKBest(score_func=f_classif,k=3)
selector.fit(X,y)
print("scores_:",selector.scores_)
print("pvalues_:",selector.pvalues_)
print("selected index:",selector.get_support(True))
print("after transform:",selector.transform(X))
#调用test_SelectKBest()
test_SelectKBest()