ITMO_FS
Feature selection library in Python
Package information: 
Install with
pip install https://github.com/LastShekel/ITMO_FS/tarball/master
Current available algorithms:
| Filters | Wrappers | Hybrid |
|---|---|---|
| Spearman correlation | Add Del | MeLiF |
| Pearson correlation | Backward selection | |
| Fit Criterion | Sequential Forward Selection | |
| F ratio | ||
| Gini index | ||
| Information Gain | ||
| Minimum Redundancy Maximum Relevance | ||
| VDM |
To use basic filter:
from sklearn.datasets import load_iris
from filters.Filter import * # provides you a filter class, basic measures and cutting rules
data, target = load_iris(True)
res = Filter("SpearmanCorr", GLOB_CR["Best by value"](0.9999)).run(data, target)
print("SpearmanCorr:", data.shape, '--->', res.shape)