sklearn.feature_selection.chi2

sklearn.feature_selection.chi2(X, y)

Compute chi-squared statistic for each class/feature combination.

This score can be used to select the n_features features with the highest values for the test chi-squared statistic from X, which must contain booleans or frequencies (e.g., term counts in document classification), relative to the classes.

Recall that the chi-square test measures dependence between stochastic variables, so using this function “weeds out” the features that are the most likely to be independent of class and therefore irrelevant for classification.

Parameters:

X : {array-like, sparse matrix}, shape = (n_samples, n_features_in)

Sample vectors.

y : array-like, shape = (n_samples,)

Target vector (class labels).

Returns:

chi2 : array, shape = (n_features,)

chi2 statistics of each feature.

pval : array, shape = (n_features,)

p-values of each feature.

Notes

Complexity of this algorithm is O(n_classes * n_features).