LeaveNOut.py 文件源码

def select(self, X, Y, select_count=100):
        corr = []

        for i in range(X.shape[1]):
            kd = kendalltau(X[:, i], Y)
            corr.append((i, abs(kd.correlation)))

        corr = sorted(corr, key=operator.itemgetter)[0:select_count]
        indices = [x for x, y in corr]
        return X[:, indices], indices