Comments (2)
@windowshopr Thank you! I was trying to figure out how to read add my target column.
from feature-selector.
As a workaround, I just re-added the df column with the adj close in it, after the removal process, like so:
# Trying to now name all the feature columns and label for FeatureSelector...
features = df.drop("Adj Close", axis=1)
label = df["Adj Close"]
# Now, drop all columns of low importance
from feature_selector import FeatureSelector
fs = FeatureSelector(data = features, labels = label)
fs.identify_all(selection_params = {'missing_threshold': 0.6,
'correlation_threshold': 0.98,
'task': 'regression',
'eval_metric': 'mse',
'cumulative_importance': 0.99})
all_to_remove = fs.check_removal()
print(all_to_remove[:])
df = fs.remove(methods = 'all')
# Re-Add the Adj Close to the df because FeatureTools removes it once you assign it as the label for some reason
df['Adj Close'] = label
from feature-selector.
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from feature-selector.