Pipeline Anova SVM

Simple usage of Pipeline that runs successively a univariate feature selection with anova and then a C-SVM of the selected features.

Python source code: feature_selection_pipeline.py

print(__doc__)

from sklearn import svm
from sklearn.datasets import samples_generator
from sklearn.feature_selection import SelectKBest, f_regression
from sklearn.pipeline import make_pipeline

# import some data to play with
X, y = samples_generator.make_classification(
    n_features=20, n_informative=3, n_redundant=0, n_classes=4,
    n_clusters_per_class=2)

# ANOVA SVM-C
# 1) anova filter, take 3 best ranked features
anova_filter = SelectKBest(f_regression, k=3)
# 2) svm
clf = svm.SVC(kernel='linear')

anova_svm = make_pipeline(anova_filter, clf)
anova_svm.fit(X, y)
anova_svm.predict(X)