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Refine Feature Selector #1778

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merged 39 commits into from
Nov 26, 2019
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xuehui1991
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@xuehui1991 xuehui1991 commented Nov 25, 2019

  1. Update the doc of Overview.
  2. Add benchmark.

@QuanluZhang
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looks great!

X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.33, random_state=42)

# initlize a selector
fgs = GradientFeatureSelector(...)
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gfs?

| avazu | 0.8834 | N/A | N/A | 40,428,967 | 1,000,000 |
| rcv1 | 0.9644 | 0.7333 | 0.9615 | 20,242 | 47,236 |
| news20.binary | 0.9208 | 0.6870 | 0.9070 | 19,996 | 1,355,191 |
| real-sim | 0.9681 | 0.7969 | 0.9591 | 72,309 | 20,958 |
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no number of gbdtselector?

@chicm-ms chicm-ms merged commit 13d6b15 into microsoft:master Nov 26, 2019
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3 participants